Solve Linear Equations in Python using SVD, Singular Value Decomposition
In this video tutorial I have described how to find the solution of a system of linear equations using svd, singular value decomposition.
How to Solve Linear Equations in Python: • How to Solve Linear Equations in Python ||...
Procedure to find solution:
1. take svd of matrix A u,sigma,vt =svd(A)
2. take rank,r of A
3. find inverse of sigma using r. that inv_sigma
4. make diagonal matrix with inv_sigma ie. diag(inv_sigma)
5.multiply vt.T, diag(inv_sigma), u.T and b
You will be able to find the solution when the system is inconsistent means that the determinant of coefficient matrix is zero. And also you can solve a system when the number of variables is less then the number of equations.
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