I'm working on a Kalman filter implementation in Go. After reading this thread, I decided to use biogo for matrix operations. However, it appears from the documentation that biogo doesn't provide a function to calculate the inverse of a matrix.
Does anyone know otherwise or know of an easy way to calculate the inverse using the functions that biogo does provide? Thanks!
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You should check if you really need the inverse matrix or if everything you do with it is solving some linear system.
For instance, if your formula is x=AB^(-1)Cy, then you decompose it into the steps w=Cy, z=solve(B,w), x=Az, completely avoiding the inverse matrix. So if your application is vector in - vector out, chances are that the inverse is not needed.
If you're willing to switch to the github.com/gonum/matrix package, then it provides an Inverse function that you can use. The interfaces of the two packages appear similar.
From posts on the gonum-dev mailing list, it appears that gonum/matrix is the way forward (and will eventually replace biogo.matrix).