probnum.linalg

Linear Algebra.

This package implements probabilistic numerical methods for the solution of problems arising in linear algebra, such as the solution of linear systems \(Ax=b\).

Functions

problinsolve(A, b[, A0, Ainv0, x0, ...])	Solve the linear system \(A x = b\) in a Bayesian framework.
bayescg(A, b[, x0, maxiter, atol, rtol, ...])	Bayesian Conjugate Gradient Method.