[SciPy-user] solving Ax=b, known L: A = L L^T
dmitrey
openopt@ukr....
Tue Aug 28 08:34:59 CDT 2007
Yes, of course, I do understood how to solve triangular matrix linear
equation, but I just want to check does numpy.linalg.solve do it by
itself or not, does it take into account matrix type - upper,lower
triangular, symmetric etc, like MATLAB's '\' do automatically or
matlab's linsolve do with special flags. I have no time to invent the
bycickle for twice..
Regards, D.
Thank you for your answers.
Dominique Orban wrote:
>
> dmitrey wrote:
> > Hi all,
> > suppose I have a system Ax=b and I know (Cholesky) triangular L:
> A = L L^T
> > what's the simplest way to obtain x now?
> > (I meant python code)
> > is it solve(L^T, solve(L,b))?
> > or I should somehow inform solve() about L is triangular or,
> maybe, use
> > other func?
>
>
> You have to use the fact that L is triangular. Writing a solve
> function with triangular L is a basic numerical linear algebra 101
> exercise. You may want to get a good book too.
>
> Dominique
>
>
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