[Numpy-discussion] inversion of large matrices
Mon Aug 30 10:28:05 CDT 2010
I am new to Python (coming from R and Matlab/Octave). I was preparing
to write my usual compute pdf of a really high dimensional (e.g. 10000
dimensions) Gaussian code in Python but I noticed that numpy had a
function for computing the log determinant in these situations.
Is there a function for performing the inverse or even the pdf of a
multinomial normal in these situations as well?
Thank you. Numpy and scipy look pretty awesome.
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