probnum.linalg¶
probnum.linalg¶
Linear Algebra.
This package implements common operations and (probabilistic) numerical methods for linear algebra.
Functions¶
problinsolve(A, b[, A0, Ainv0, x0, …]) |
Infer a solution to the linear system \(A x = b\) in a Bayesian framework. |
bayescg(A, b[, x0, maxiter, atol, rtol, …]) |
Conjugate Gradients using prior information on the solution of the linear system. |
Classes¶
ProbabilisticLinearSolver(A, b) |
An abstract base class for probabilistic linear solvers. |
MatrixBasedSolver(A, b[, x0]) |
Abstract class for matrix-based probabilistic linear solvers. |
AsymmetricMatrixBasedSolver(A, b, x0) |
Asymmetric matrix-based probabilistic linear solver. |
SymmetricMatrixBasedSolver(A, b[, A0, Ainv0, x0]) |
Symmetric matrix-based probabilistic linear solver. |
SolutionBasedSolver(A, b[, x0]) |
Solver iteration of BayesCG. |
Class Inheritance Diagram¶
probnum.linalg.linops¶
(Finite-dimensional) Linear Operators.
This package implements a variety of finite dimensional linear operators. These have the advantage of only implementing a matrix-vector product instead of representing the full linear operator as a matrix in memory.
Functions¶
aslinop(A) |
Return A as a LinearOperator. |
Classes¶
LinearOperator(dtype, shape) |
Finite dimensional linear operators. |
Identity(shape) |
The identity operator. |
ScalarMult(shape, scalar) |
A linear operator representing scalar multiplication. |
MatrixMult(A) |
A linear operator defined via a matrix. |
Kronecker(A, B[, dtype]) |
Kronecker product of two linear operators. |
SymmetricKronecker(A[, B, dtype]) |
Symmetric Kronecker product of two linear operators. |
Vec([order, dim]) |
Vectorization operator. |
Svec(dim[, check_symmetric]) |
Symmetric vectorization operator. |
Symmetrize(dim) |
Symmetrizes a vector in its matrix representation. |