4 ms·
Sure, assuming that A is full-rank and small, then its perfectly reasonable to invert A with adjoint(A)/discriminant(A). But this is very expensive, and sensit
by brandmeyer 10y ago
Sure, assuming that A is full-rank and small, then its perfectly reasonable to invert A with adjoint(A)/discriminant(A). But this is very expensive, and sensitive to roundoff for larger A.
Lets say you are using QR factorization. Then R\b is easy to compute by back-substitution, because R is triangular. Q\b is also easy, because Q is orthogonal, and Q's inverse is its transpose, so you just calculate transpose(Q)*b.
Same thing for LDL^T factorization, LU factorization, etc. Its easy because back-substitution with a triangular matrix is easy. In the case of LDL^T factorization, D is diagonal, and again D\b is easy (its a bunch of rank-1 division operations).