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If your system is sparse, meaning most of the coefficients are zeroes, you can exploit this with any decomposition (factorization) or elimination based method that works on sparse structures.
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If your matrix is diagonally dominant, meaning that the largest elements in every equation tend to land on the diagonal, then iterative methods such as Jacobi or Gauss-Seidel should work best for you.
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And if your system is very small, like 2 to 4 equations, you're better off without any solver at all. Just solve it symbolically with a SymPy and copy-paste the symbolic solution back to your code.