[SciPy-user] solve for symetric matrix ?

Nils Wagner nwagner@iam.uni-stuttgart...
Thu Apr 26 10:48:53 CDT 2007


Anne Archibald wrote:
> On 26/04/07, Nils Wagner <nwagner@iam.uni-stuttgart.de> wrote:
>
>   
>> Strange.  I have increased the number of unknowns to 5000. What happens
>> with the residual ??
>>
>> Elapsed time LU 28.8819189072
>> Residual 7.64156112039e-14
>> Elapsed time Cholesky 15.6276760101
>> Residual 141.421356237
>>     
>>>>> n
>>>>>           
>> 5000
>>
>> Any idea ?
>>     
>
> Well, roundoff error is always a problem in numerical linear algebra.
> Perhaps use the svd to check your condition number?
>
> Anne
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>   
Anne,

Just because you have mentioned the condition number - it would be nice
to have
a built-in function like cond or condest in scipy.
Any comment ?

Nils


 



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