Tuesday, August 31, 2010

Numerical Solutions of Linear Equations

Given the linear system Ax=b, we often represent the solution as x=A-1b. But this does not imply you should actually compute an inverse when you need to solve a system. John Cook offers a short explanation of why you should avoid inversion. For example, if you import NumPy's linear algebra module as la, then you can use la.solve(A,b) instead of la.inv(A)*b.

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