Linear Algebra.

This package implements common operations and (probabilistic) numerical methods for linear algebra.


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.


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

Inheritance diagram of probnum.linalg.ProbabilisticLinearSolver, probnum.linalg.MatrixBasedSolver, probnum.linalg.linearsolvers.matrixbased.AsymmetricMatrixBasedSolver, probnum.linalg.linearsolvers.matrixbased.SymmetricMatrixBasedSolver, probnum.linalg.linearsolvers.solutionbased.SolutionBasedSolver