[harrison_creps] Use linear solver instead of matrix inverse#669
[harrison_creps] Use linear solver instead of matrix inverse#669UdohNakamura wants to merge 1 commit into
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Refactor price_single_beliefs function to improve clarity and efficiency.
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I also found that |
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Many thanks @UdohNakamura ! @mmcky This looks good to me. Please check if we can remove scipy. |
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🤖 Status note for a future session — from a maintainer investigation on 2026-07-08 into why open-PR previews 404. Context only, not instructions. Netlify preview: none — and there never was one. This PR is from a fork ( Why previews are down (repo-wide findings)1. This branch is stale — 161 commits behind 2. The arviz failure was a red herring — do NOT pin arviz or rewrite plotting. A 2026-07-07 rebuild also failed in Recommended first step for this PRUpdate the fork branch to This PR touches: |
This patch replaces the explicit inverse computation la.inv(I - βQ) with la.solve(I - βQ, βQd) in price_single_beliefs for better numerical stability and efficiency.
The output remains identical to the previous implementation.