LinearSystem

class probnum.problems.LinearSystem(A, b, solution=None)

Bases: object

Linear system of equations.

Compute \(x\) from \(Ax=b\). Solved by probabilistic linear solvers in probnum.linalg

Parameters

• A (Union[np.ndarray, scipy.sparse.spmatrix, linops.LinearOperator, randvars.RandomVariable]) – System matrix or linear operator.

• b (Union[np.ndarray, randvars.RandomVariable]) – Right-hand side vector or matrix.

• solution (Optional[Union[np.ndarray, randvars.RandomVariable]]) – True solution to the problem. Used for testing and benchmarking.

Return type

None

Examples

>>> import numpy as np
>>> A = np.eye(3)
>>> b = np.arange(3)
>>> linsys = LinearSystem(A, b)
>>> linsys
LinearSystem(A=array([[1., 0., 0.],
       [0., 1., 0.],
       [0., 0., 1.]]), b=array([0, 1, 2]), solution=None)

Attributes Summary

solution

Attributes Documentation

solution: Optional[Union[np.ndarray, randvars.RandomVariable]] = None