I have a linear set of equations, where
A x = b and A is a large matrix and b is known as well.
The matrix A is set up with python.
Now I want to invert matrix A to get x.
A and b are passed to a Fortran 90 program via a shared object. I compiled the Fortran program using numpy.f2py:
import numpy.f2py.f2py2e as f2py2e
import sys, os
sys.argv += "-lmkl_rt -c -m MKL_MODULE MKL_WRAPPER.f90".split()
MKL_MODULE.mkl_wrapper.call_dgelsd(A, b, np.shape(A), np.shape(A))
No internal copy will be made if the arrays are in F-order
[How to force numpy array order to fortran style? to-fortran-style]