[SciPy-user] fastest 'solve' for triangular matrix?

Emanuele Olivetti emanuele@relativita....
Mon Jul 21 04:24:56 CDT 2008


Dear All,

Is there a better/faster way (provided by scipy) to solve a linear system
Lx=b (when L is lower-triangular) then the following?

piv = N.arange(L.shape[0])
x = scipy.linalg.lu_solve((L,piv),b)

The linear system is trivial to solve but using 'solve' is much much slower
and I was no t able to find something ad-hoc for triangular matrices.

Best,

Emanuele




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