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 _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
