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. |