[SciPy-user] solve for symetric matrix ?

fred fredmfp@gmail....
Thu Apr 26 04:42:20 CDT 2007


Nils Wagner a écrit :
> fred wrote:
>   
>> Nils Wagner a écrit :
>>   
>>     
>>> Hi Fred,
>>>
>>> Yes.
>>> See
>>> http://en.wikipedia.org/wiki/Cholesky_decomposition#Computing_the_Cholesky_decomposition
>>>   
>>>     
>>>       
>> Thanks Nils !
>>
>>   
>>     
> Hi Fred,
>
> If you can't believe it run the attached script.
>   
Oh, I believe you, Nils ! ;-)
> I get
> python -i cholesky_lu.py
> Elapsed time LU 0.291770935059
> Residual 1.65732165386e-14
> Elapsed time Cholesky 0.210819959641
> Residual 1.8009241117e-14
>   
And me :-)
Elapsed time LU 0.424935102463
Residual 5.81146345637e-15
Elapsed time Cholesky 0.253962039948
Residual 5.74426431766e-15

You titled 'LU' and used solve() method.
Do you mean that solve() use in fact LU decomposition ?

PS : what cpu do you use  (just for comparison ;-)

Cheers,

-- 
http://scipy.org/FredericPetit



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