ENH: replace simple matrix inversion with system solving

jeffgortmaker · May 6, 2018 · 031331b · 031331b
1 parent 69d5104
commit 031331b
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/pyblp/primitives.py b/pyblp/primitives.py
@@ -399,7 +399,7 @@ def compute_eta(self, ownership, utilities_jacobian, prices=None):
             shares = probabilities @ self.agents.weights
         shares_jacobian = self.compute_shares_by_characteristic_jacobian(utilities_jacobian, probabilities)
         try:
-            return -scipy.linalg.inv(ownership * shares_jacobian) @ shares
+            return -scipy.linalg.solve(ownership * shares_jacobian, shares)
         except ValueError:
             return np.full_like(shares, np.nan)