Hi, I'm writing a program which solves for a list of coefficients in
b = [b1,b2,b3...]
The equation I'm trying to solve is:
Ab = z
where A is a symmetric matrix and z has the same dimensions as b.
The obvious solution is b = invs(A) z. However A is at least a 12x12 so
the inverse takes a long time to calculate (obviously).
Is there some other method which is faster?
Thanks in advance