[Numpy-discussion] question about the documentation of linalg.solve
Charles R Harris
charlesr.harris@gmail....
Wed Nov 19 19:33:09 CST 2008
On Wed, Nov 19, 2008 at 3:20 PM, Fabrice Silva <silva@lma.cnrs-mrs.fr>wrote:
> Le mercredi 19 novembre 2008 à 14:27 -0500, Alan G Isaac a écrit :
> > So my question is not just what is the algorithm
> > but also, what is the documentation goal?
>
> Concerning the algorithm (only):
> in Joshua answer, you have might have seen that solve is a wrapper to
> lapack routines *gesv (z* or d* depending on the input type).
>
Which, IIRC, calls *getrf to get the LU factorization of the lhs matrix A.
Here:
* DGESV computes the solution to a real system of linear equations
* A * X = B,
* where A is an N-by-N matrix and X and B are N-by-NRHS matrices.
*
* The LU decomposition with partial pivoting and row interchanges is
* used to factor A as
* A = P * L * U,
* where P is a permutation matrix, L is unit lower triangular, and U is
* upper triangular. The factored form of A is then used to solve the
* system of equations A * X = B.
*
Chuck
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