[Numpy-discussion] inversion of large matrices

[Daniel Elliott]

Hello,

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.

- dan