[Feature request] Add Matrix Inverse about csparse.net HOT 3 CLOSED

using CSparse;
using CSparse.Double.Factorization;
using CSparse.Storage;
using System;

public static class CSparseExtensions
{
    public static CompressedColumnStorage<double> Inverse(
        this CompressedColumnStorage<double> A)
    {
        int size = A.RowCount;

        if (A.ColumnCount != size)
        {
            throw new ArgumentException("Matrix must be square.");
        }

        var lu = SparseLU.Create(A, ColumnOrdering.MinimumDegreeAtPlusA, 1.0);

        var b = new double[size];
        var x = new double[size];

        // Result will most likely be dense. I use a sparse storage here
        // just for simplicity.
        var inverse = new CoordinateStorage<double>(size, size, size * size);

        for (int i = 0; i < size; i++)
        {
            b[i] = 1.0;

            lu.Solve(b, x);

            for (int j = 0; j < size; j++)
            {
                inverse.At(j, i, x[j]);
            }

            b[i] = 0.0;
        }

        return Converter.ToCompressedColumnStorage(inverse);
    }
}