3 ms·
+1 to the article. Good job. One suggestion: when experimenting, monitor numerical precision. This is important if matrices are poorly conditioned or if the in
by jethkl 4y ago
+1 to the article. Good job.
One suggestion: when experimenting, monitor numerical precision. This is important if matrices are poorly conditioned or if the inverse is updated over many iterations.
Also possibly of interest are Suitesparse and a Python-based guide that uses it [1,2].
[1] https://people.engr.tamu.edu/davis/suitesparse.html https://people.engr.tamu.edu/davis/suitesparse.html
[2] https://cvxopt.org/userguide/spsolvers.html# https://cvxopt.org/userguide/spsolvers.html#