Is there anything else you know about these matrices? For example, for symmetric positive definite matrices , Cholesky decomposition allows you to invert faster than the standard Gauss-Jordan method you talked about.
For general matrix inversions, the Strassen algorithm will give you a faster result than Gauss-Jordan, but slower than Cholesky.
It seems that you need accurate results, but if you are fine with approximate inversions, then there are algorithms that approximate the opposite much faster than the algorithms mentioned earlier.
However, you may ask yourself if you need the entire matrix inverse to your specific application. Depending on what you are doing, itβs faster to use a different matrix property. In my experience, calculating the matrix inversion is an unnecessary step.
I hope this helps!
Saleh hindi
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