[SciPy-user] solve for symetric matrix ?
Thu Apr 26 10:38:57 CDT 2007
Anne Archibald wrote:
> On 26/04/07, Nils Wagner <email@example.com> wrote:
>> If you can't believe it run the attached script.
>> 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
> Notice here that Cholesky is less than a factor of two faster. It'll
> never be much better than that in general. So you're not going to win
> much on speed.
> Personally I prefer to use SVD for matrix inversions - it's much more
> reliable, which I value more than speed. It allows me to diagnose
> whether the matrix is singular or ill-conditioned and deal with that.
> SciPy-user mailing list
Strange. I have increased the number of unknowns to 5000. What happens
with the residual ??
Elapsed time LU 28.8819189072
Elapsed time Cholesky 15.6276760101
Any idea ?
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