[Numpy-discussion] question about the documentation of linalg.solve
Scott Sinclair
scott.sinclair.za@gmail....
Wed Nov 19 23:58:52 CST 2008
2008/11/20 Charles R Harris <charlesr.harris@gmail.com>:
>
> On Wed, Nov 19, 2008 at 3:20 PM, Fabrice Silva <silva@lma.cnrs-mrs.fr>
> wrote:
>>
>> Le mercredi 19 novembre 2008 à 14:27 -0500, Alan G Isaac a écrit :
>> > So my question is not just what is the algorithm
>> > but also, what is the documentation goal?
>>
>> Concerning the algorithm (only):
>> in Joshua answer, you have might have seen that solve is a wrapper to
>> lapack routines *gesv (z* or d* depending on the input type).
>
> Which, IIRC, calls *getrf to get the LU factorization of the lhs matrix A.
> Here:
>
> * DGESV computes the solution to a real system of linear equations
> * A * X = B,
> * where A is an N-by-N matrix and X and B are N-by-NRHS matrices.
>
> *
> * The LU decomposition with partial pivoting and row interchanges is
> * used to factor A as
> * A = P * L * U,
> * where P is a permutation matrix, L is unit lower triangular, and U is
> * upper triangular. The factored form of A is then used to solve the
>
> * system of equations A * X = B.
> *
It's not always fun to read the code in order to find out what a
function does. So I guess the documentation goal is to eventually add
sufficient detail, for those who want to know what's happening without
diving into the source code.
A Notes section giving an overview of the algorithm has been added to
the docstring http://docs.scipy.org/numpy/docs/numpy.linalg.linalg.solve/.
I didn't feel comfortable quoting directly from the LAPACK comments,
so maybe someone else can look into adding more detail.
Cheers,
Scott
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