[Numpy-discussion] inversion of large matrices

Dan Elliott danelliottster@gmail....
Tue Aug 31 17:52:58 CDT 2010

David Warde-Farley <dwf <at> cs.toronto.edu> writes:
> On 2010-08-30, at 10:36 PM, Charles R Harris wrote:
> I think he means that if he needs both the determinant and to solve the
> system, it might be more efficient to do
> the SVD, obtain the determinant from the diagonal values, and obtain the
> solution by multiplying by U D^-1 V^T?

Thank you, that is what I meant.  Poorly worded on my part.

In particular, I am writing code to invert a very large covariance matrix.  I
think David has some good information in another post in this thread.

- dan

More information about the NumPy-Discussion mailing list