Switch default solver to scipy.linalg.solve() [#846 issue]#904
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s3alfisc merged 3 commits intopy-econometrics:masterfrom May 19, 2025
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Switch default solver to scipy.linalg.solve() [#846 issue]#904s3alfisc merged 3 commits intopy-econometrics:masterfrom
s3alfisc merged 3 commits intopy-econometrics:masterfrom
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Thanks @AronNemeth ! In principle this looks good, but we seem to run into an rpy2 error. Sometimes these go away by just waiting a bit, so I will run the tests again tomorrow and see if the error vanishes by itself 😅 |
…ite -> Cholesky works
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I updated the test matrix to be symmetric and positive definite, so that Cholesky Decomposition doesn't fail |
s3alfisc
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Will merge despite failing workflows. Not sure what is going on there & will debug separately. Thank you @AronNemeth!
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…sue] (py-econometrics#904) * Solvers: switching to scipy.linalg.solve as default * update test/solvers * Update tests_solvers: new test matrix is symmetric and positive definite -> Cholesky works --------- Co-authored-by: Alexander Fischer <alexander-fischer1801@t-online.de>
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Related issue #846
Changed default solver to Cholesky decomposition implemented in scipy.linalg.solve(A,b, assume_a="pos").