[SciPy-user] solve for symetric matrix ?

[Anne Archibald]

On 26/04/07, Nils Wagner <nwagner at iam.uni-stuttgart.de> wrote:

> Strange.  I have increased the number of unknowns to 5000. What happens
> with the residual ??
>
> Elapsed time LU 28.8819189072
> Residual 7.64156112039e-14
> Elapsed time Cholesky 15.6276760101
> Residual 141.421356237
> >>> n
> 5000
>
> Any idea ?

Well, roundoff error is always a problem in numerical linear algebra.
Perhaps use the svd to check your condition number?

Anne