LinearSolverState¶

class probnum.linalg.solvers.LinearSolverState(problem, prior, rng=None)¶

Bases: object

State of a probabilistic linear solver.

The solver state separates the state of a probabilistic linear solver from the algorithm itself, making the solver stateless. The state contains the problem to be solved, the current belief over the quantities of interest and any miscellaneous quantities computed during an iteration of a probabilistic linear solver. The solver state is passed between the different components of the solver and may be used internally to cache quantities which are used more than once.

Parameters

problem (LinearSystem) – Linear system to be solved.
prior (LinearSystemBelief) – Prior belief over the quantities of interest of the linear system.
rng (Optional[Generator]) – Random number generator.

Attributes Summary

`action`	Action of the solver for the current step.
`actions`	Actions taken by the solver.
`belief`	Belief over the quantities of interest of the linear system.
`observation`	Observation of the solver for the current step.
`observations`	Observations of the problem by the solver.
`residual`	Cached residual \(Ax_i-b\) for the current solution estimate \(x_i\).
`residuals`	Residuals \(\{Ax_i - b\}_i\).
`step`	Current step of the solver.