[jethkl]

+1 to the article. Good job.

One suggestion: when experimenting, monitor numerical precision. This is important if matrices are poorly conditioned or if the inverse is updated over many iterations.

Also possibly of interest are Suitesparse and a Python-based guide that uses it [1,2].

[1] https://people.engr.tamu.edu/davis/suitesparse.html

[2] https://cvxopt.org/userguide/spsolvers.html#