In case you still haven’t found an answer, or in case someone in the future has this question.
To solve Ax=b:
numpy.linalg.solve uses LAPACK gesv. As mentioned in the documentation of LAPACK, gesv requires A to be square:
LA_GESV computes the solution to a real or complex linear system of equations AX = B, where A is a square matrix and X and B are rectangular matrices or vectors. Gaussian elimination with row interchanges is used to factor A as A = PL*U , where P is a permutation matrix, L is unit lower triangular, and U is upper triangular. The factored form of A is then used to solve the above system.
If A matrix is not square, it means that you either have more variables than your equations or the other way around. In these situations, you can have the cases of no solution or infinite number of solutions. What determines the solution space is the rank of the matrix compared to the number of columns. Therefore, you first have to check the rank of the matrix.
That being said, you can use another method to solve your system of linear equations. I suggest having a look at factorization methods like LU or QR or even SVD. In LAPACK you can use getrs, in Python you can different things:
- first do the factorization like QR and then feed the resulting matrices to a method like
scipy.linalg.solve_triangular - solve the least-squares using
numpy.linalg.lstsq
Also have a look here where a simple example is formulated and solved.