class probnum.ProbabilisticNumericalMethod(stopping_criterion)

Bases: ABC, Generic[ProblemType, BeliefType]

Probabilistic numerical methods.

An abstract base class defining the implementation of a probabilistic numerical method [1] [2]. A PN method solves a numerical problem by treating it as a probabilistic inference task.


stopping_criterion – Stopping criterion determining when a desired terminal condition is met.


See also


Compose a custom probabilistic linear solver.


All PN methods should subclass this base class. Typically convenience functions (such as problinsolve()) will instantiate an object of a derived subclass.

Methods Summary

solve(prior, problem, **kwargs)

Solve the given numerical problem.

Methods Documentation

abstract solve(prior, problem, **kwargs)[source]

Solve the given numerical problem.

  • prior (BeliefType) – Prior knowledge about quantities of interest of the numerical problem.

  • problem (ProblemType) – Numerical problem to be solved.

Return type:

Tuple[BeliefType, StateType]