[Numpy-discussion] linear algebra help

[Stéfan van der Walt]

2009/5/18 Sebastian Walter <sebastian.walter@gmail.com>:
> B = numpy.dot(A.T, A)

This multiplication should be avoided whenever possible -- you are
effectively squaring your condition number.

In the case where you have more rows than columns, use least squares.
For square matrices use solve.  For large sparse matrices, use GMRES
or any of the others available in scipy.sparse.linalg.

Regards
Stéfan