[Ether]

Originally Posted by plnyyanks

Low hanging fruit, I call it

Here's some even tastier fruit:

Python 2.7.5 (default, May 15 2013, 22:43:36) [MSC v.1500 32 bit (Intel)] on win32
>>> import numpy
>>> import time
>>> import scipy
>>> import scipy.sparse
>>> import scipy.sparse.linalg

>>> # Read M & s ...
>>> M = numpy.loadtxt(open('M.dat'))
>>> s = numpy.loadtxt(open('s.dat'))
>>> end = time.time()

>>> # solve...
... start = time.time()
>>> x = numpy.linalg.solve(M,s)
>>> end = time.time()
>>> print "%f seconds" % (end-start)
15.344000 seconds

>>># solve Cholesky...
... start = time.time()
>>> xc = scipy.linalg.cho_solve(scipy.linalg.cho_factor(M),s)
>>> end = time.time()
>>> print "%f seconds" % (end-start)
1.688000 seconds

>>> # Convert to sparse...
... start = time.time()
>>> Msparse = scipy.sparse.csr_matrix(M)
>>> end = time.time()
>>> print "%f seconds" % (end-start)
0.219000 seconds
>>>
>>> # solve sparse...
... start = time.time()
>>> xs = scipy.sparse.linalg.spsolve(Msparse,s)
>>> end = time.time()
>>> print "%f seconds" % (end-start)
0.468000 seconds
>>>

PS: above code was run on single core of 8-year-old Pentium D machine running XP SP3