Как инвертировать матрицу?

type
 RCOMat = array of array of Extended;
var
 DimMat: integer;
procedure InvertMatrix(var aa: RCOMat);
var
 numb, nula1, ipiv, indxr, indxc: array of Integer;
 i, j, l, kod, jmax, k, ll, icol, irow: Integer;
 amax, d, c, pomos, big, dum, pivinv: Double;
 ind: Boolean;
begin
 for j := 0 to Pred(DimMat) do ipiv[j] := 0;
 irow := 1;
 icol := 1;
 for i := 0 to Pred(DimMat) do
 begin
  big := 0;
  for j := 0 to Pred(DimMat) do
  begin
  if (ipiv[j] <> 1) then
  begin
  for k := 0 to Pred(DimMat) do
  begin
  if (ipiv[k] = 0) then
  if (Abs(aa[j, k]) >= big) then
  begin
  big := Abs(aa[j, k]);
  irow := j;
  icol := k;
  end
  else;
  end;
  end;
  end;
  ipiv[icol] := ipiv[icol] + 1;
  if (irow <> icol) then
  begin
  for l := 0 to Pred(DimMat) do
  begin
  dum := aa[irow, l];
  aa[irow, l] := aa[icol, l];
  aa[icol, l] := dum;
  end;
  for l := 0 to Pred(DimMat) do
  begin
  dum := aa[irow + DimMat + 1, l];
  aa[irow + DimMat + 1, l] := aa[icol + DimMat + 1, l];
  aa[icol + DimMat + 1, l] := dum;
  end;
  end;
  indxr[i] := irow;
  indxc[i] := icol;
  if (aa[icol, icol] = 0) then;
  pivinv := 1.0 / aa[icol, icol];
  aa[icol, icol] := 1.0;
  for l := 0 to Pred(DimMat) do aa[icol, l] := aa[icol, l] * pivinv;
  for l := 0 to Pred(DimMat) do aa[icol + DimMat + 1, l] :=
  aa[icol + DimMat + 1, l] * pivinv;
  for ll := 0 to Pred(DimMat) do
  begin
  if (ll <> icol) then
  begin
  dum := aa[ll, icol];
  aa[ll, icol] := 0.0;
  for l := 0 to Pred(DimMat) do aa[ll, l] := aa[ll, l] - aa[icol, l] * dum;
  for l := 0 to Pred(DimMat) do aa[ll + DimMat + 1, l] :=
  aa[ll + DimMat + 1, l] - aa[icol + DimMat + 1, l] * dum;
  end;
  end;
 end;
 for l := Pred(DimMat) downto 0 do
 begin
  if (indxr[l] <> indxc[l]) then
  begin
  for k := 0 to Pred(DimMat) do
  begin
  dum := aa[k, indxr[l]];
  aa[k, indxr[l]] := aa[k, indxc[l]];
  aa[k, indxc[l]] := dum;
  end;
  end;
 end;
end;

Взято с сайта http://www.swissdelphicenter.ch/en/tipsindex.php

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