In my case, I am solving $AX=B$ repeatedly, but the solution usually doesn't change much. So it'd probably be faster than me when I start from the previous solution and iterative, rather than solving from scratch. My $A$ is quite dense but it's positive definite.

I see a lot of iterative solver options provided by scipy.. which one should I use in my case?

https://docs.scipy.org/doc/scipy/reference/sparse.linalg.html

Thanks..

In my case, I am solving $AX=B$ repeatedly, but the solution usually doesn't change much. So it'd probably be faster than me when I start from the previous solution and iterative, rather than solving from scratch. My $A$ is quite dense but it's positive definite.

I see a lot of iterative solver options provided by scipy.. which one should I use in my case?

I am also surprised that they apparently don't support solving matrix $X$ directly, but have to do it by vectors...

https://docs.scipy.org/doc/scipy/reference/sparse.linalg.html

Thanks..