[Numpy-discussion] Solving Ax = b: inverse vs cholesky factorization
Mon Nov 8 13:17:11 CST 2010
I was wondering when it is better to store cholesky factor and use it to
solve Ax = b, instead of storing the inverse of A.
(A is a symmetric, positive-definite matrix.)
Even in the repeated case, if I have the inverse of A (invA) stored, then
I can solve Ax = b_i, i = 1, ... , n, by x = dot(invA, b_i).
Is dot(invA, b_i) slower than cho_solve(cho_factor, b_i)?
I heard calculating the inverse is not recommended, but my understanding
is that numpy.linalg.inv actually solves Ax = I instead of literally
calculating the inverse of A.
It would be great if I can get some intuition about this.
-------------- next part --------------
An HTML attachment was scrubbed...
More information about the NumPy-Discussion