I'm working with the sparse matrix, and I need to invert it. Actually, I'm looking for a some library, that can store and invert sparse matrixes. Does anyone knows some?
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Can't do better than NIST:

duffymo
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As far as I found, it was developed for Linux. Will it be working on Windows as well? Although can't find the function for matrix invert... – a3dsfcv Jun 18 '12 at 13:30
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It's more common to use LU decomposition than full inversion, so that might explain why you don't find an invert function. Most practitioners of linear algebra don't invert matricies. – duffymo Jun 18 '12 at 14:01