[Numpy-discussion] inversion of large matrices

Charles R Harris charlesr.harris@gmail....
Tue Aug 31 18:58:30 CDT 2010

On Tue, Aug 31, 2010 at 4:52 PM, Dan Elliott <danelliottster@gmail.com>wrote:

> 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.
Where did the covariance array come from? It may be the case that you can
use a much smaller one, for instance in PCA of images.

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