Invert 4x4 matrix - Numerical most stable solution needed

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青春惊慌失措
青春惊慌失措 2021-02-04 08:41

I want to invert a 4x4 matrix. My numbers are stored in fixed-point format (1.15.16 to be exact).

With floating-point arithmetic I usually just build the adjoint matrix

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  •  情歌与酒
    2021-02-04 08:49

    I think the answer to this depends on the exact form of the matrix. A standard decomposition method (LU, QR, Cholesky etc.) with pivoting (an essential) is fairly good on fixed point, especially for a small 4x4 matrix. See the book 'Numerical Recipes' by Press et al. for a description of these methods.

    This paper gives some useful algorithms, but is behind a paywall unfortunately. They recommend a (pivoted) Cholesky decomposition with some additional features too complicated to list here.

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