Invert

INVERT is a utility that calculates the inverse of a matrix

It is used by using $Call or Execute on the command

 invert inputgdxfile indexofmatrix matrixtoinvert outputgdxfile resultantinverse

Where the parameters in this line are

Example inverseexample.gms

Set index /i1*i2/;

Table a(index,index) matrix to invert

             i1   i2

    i1       2     1

    i2       1     3;

parameter ainverse(index,index) matrix that was inverted;

execute_unload 'gdxforinverse.gdx' index,a;

execute 'invert gdxforinverse.gdx index a gdxfrominverse.gdx ainverse';

execute_load 'gdxfrominverse.gdx' , ainverse;

display a, ainverse;

Users are likely to be constrained by the assumption that the matrix has the same column and row indices.  Also having to define the GDX files every time may be inconvenient.  Consequently a routine (arealinverter.gms) was written that provides a wrapper around the inverse it is called using the sequence

$batinclude arealinverter  matrixtoinvert rowindex colindex resultantinverse

Where the parameters in this line are

Internally this procedure generates a matrix of the form required by INVERT and handles the GDX files.

Note the inverse is of opposite dimension order as compared with original matrix.

Example inverseexample.gms and

Set j /j1*j2/;

Table a2(index,j) second matrix to invert

             j1   j2

    i1       4     2

    i2       1     7;

Parameter a2inverse(j,index) inverse of second matrix

$batinclude arealinverter a2 index j a2inverse

display a2,a2inverse;