Works for me on sage-4.6.2.alpha3. Chances are your binary is built for a 
different sytem, and some external library segfaults. Next time, please post 
working examples like

sage: import numpy
sage: from numpy import linalg, array
sage: A=numpy.random.randn(250,250) 
sage: b=numpy.array(range(1,251)) 
sage: x=linalg.solve(A,b) 
sage: numpy.dot(A,x) 

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