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: