On Mon, 08 Nov 2010 14:06:03 -0600, Bruce Southey wrote:
[clip]
> Numpy uses SVD to get the (pseudo) inverse, which is usually very
> accurate at getting (pseudo) inverse.
numpy.linalg.inv does
solve(a, identity(a.shape[0], dtype=a.dtype))
It doesn't use xGETRI since that's not included in lapack_lite.
numpy.linalg.pinv OTOH does use SVD, but that's probably more costly.
--
Pauli Virtanen
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