[Numpy-discussion] inversion of large matrices

[David Warde-Farley]

On 2010-08-30, at 10:36 PM, Charles R Harris wrote:

> I don't see what the connection with the determinant is. The log determinant will be calculated using the ordinary LU decomposition as that works for more general matrices.

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?

David