How can I solve a system of linear equations in python faster than with numpy.linalg.lstsq?
If your coefficient matrix is sparse, use "spsolve" from "scipy.sparse.linalg".
I am trying to solve a linear system spanning somewhat between hundred thousand and two hundred thousand equations with numpy.linalg.lstsq but is taking waaaaay too long. What can I do to speed this up?
The matrix is sparse with hundreds of columns (the dimensions are approximately 150 000 x 140) and the system is overdetermined.