Posted by
jean-renaud viala on
URL: http://quantlib.414.s1.nabble.com/How-to-get-the-inverse-of-a-Quantlib-Matrix-in-MSVC10-tp6360p6363.html
Hi
I must have made a mistake in my previous compilation
Now Inverse works when re-enabling UBLAS in matrix.cpp
Regards
JRV
-----Original Message-----
From:
[hidden email]
[mailto:
[hidden email]] On Behalf Of Luigi
Ballabio
Sent: Monday, October 31, 2011 9:47 PM
To: StephenWong
Cc:
[hidden email]
Subject: Re: [Quantlib-users] How to get the inverse of a Quantlib
Matrix inMSVC10
On Oct 31, 2011, at 8:29 PM, StephenWong wrote:
> Viala Jean-Renaud (AMUNDI) wrote:
>>
>> I'd like to get the inverse of a quantlib matrix but apparently
>> it's not
>> possible using boost::uBlAS
>>
>> I'm using MSVC10 and the latest quantlib 1.1 and boost 1.47
>>
>> Is there another way to get the inverse of a quantlib matrix?
>
> Can you not use another library that can calculate the inverse of a
> matrix
> such as
http://www.alglib.net/matrixops/inv.php this .
Probably not, if he needs to use instances of our Matrix class
elsewhere in the code.
Jean-Renaud, I think the block was put there for a previous version of
Boost. Can you re-enable uBlas (you can do this by commenting line 97
in ql/config.msvc.hpp) and see if it work with your version? In any
case, please write back and tell me what happens.
Thanks,
Luigi
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