# C+C++ library for inversion of a large scale matrix over cluster

I need to implement a matrix inversion of a very big matrix that currently is exceeding the memory limits of my machine (unfortunately I have little memory running on 32-bit machines). I would like to use a few PCs together to get the result. I am using Linux and I have access to several machines with MPI.

Can you suggest a good C++ library that implements that function? If that's not available, any good article or algorithm on the topic is appreciated as well.

At the moment, I am reading these:

• Most of us work very hard to avoid inverting large matrices. Perhaps if you explained your requirements in more detail some smart person could recommend an approach which would obviate inversion. Sep 18 '13 at 9:12
• hi I am trying to use Levemberg Marquardt/Feed Forward neural network. I need to invert a matrix to solve a set of equations for calculating the wights increments during learning. $\Delta x=[J^\top(x)J(x)+\mu I]^{-1}J^\top(x)R$. THe number of neurons is very high (I am trying 10000). Sep 18 '13 at 11:03
• p.s. I am sorry but I don't know how to edit a formula here. I hope you can help me also to improve my quality of posting. Sep 18 '13 at 11:05
• @AbruzzoForteeGentile: StackExchange sites use MathJax to render mathematical formula, so if you write out your formula using LaTeX notation, the output will look like a LaTeX-typeset formula. Sep 18 '13 at 19:01
• @Geoff Great stuff! Thanks for your quick feedback. Sep 19 '13 at 8:25