[SciPy-user] Invert a sparse matrix

Robin robince@gmail....
Thu Oct 4 09:22:51 CDT 2007


On 10/4/07, Alan G Isaac <aisaac@american.edu> wrote:
>
>
> Are you sure you need an inverse?
> If you are just solving equation systems,
> you usually do not.


I'm pretty sure I need it... I am not solving equation systems. I am doing
coordinate transformations in a large dimensional space (hence the large
sparse matrix)... Some of the transformations required the inverse and the
transpose of the core matrix.

I'm actually trying to translate my code from MATLAB, where I used the
sparse inverse, but I suppose if I want to do something like
vec1 = A^(-T) ln (vec2)
then I can use spsolve on A^T.vec1 = ln(vec2).

The only thing is this is going to be inside an optimisation loop so I
really need to get it as efficient as possible - I thought sparse matrix
multiplication by the inverse is going to be a lot faster than solving each
time...

Thanks,

Robin
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