[SciPy-user] solving Ax=b, known L: A = L L^T

dmitrey openopt@ukr....
Tue Aug 28 08:34:59 CDT 2007


Yes, of course, I do understood how to solve triangular matrix linear 
equation, but I just want to check does numpy.linalg.solve do it by 
itself or not, does it take into account matrix type - upper,lower 
triangular, symmetric etc, like MATLAB's '\' do automatically or 
matlab's linsolve do with special flags. I have no time to invent the 
bycickle for twice..

Regards, D.
Thank you for your answers.


Dominique Orban wrote:
>
>     dmitrey wrote:
>     > Hi all,
>     > suppose I have a system Ax=b and I know (Cholesky) triangular L:
>     A = L L^T
>     > what's the simplest way to obtain x now?
>     > (I meant python code)
>     > is it solve(L^T, solve(L,b))?
>     > or I should somehow inform solve() about L is triangular or,
>     maybe, use
>     > other func? 
>
>
> You have to use the fact that L is triangular. Writing a solve 
> function with triangular L is a basic numerical linear algebra 101 
> exercise. You may want to get a good book too.
>
> Dominique
>
>
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