probnum.linalg.solvers

Probabilistic linear solvers.

Compositional implementation of probabilistic linear solvers. The classes and methods in this subpackage allow the creation of custom iterative methods for the solution of linear systems.

Classes

ProbabilisticLinearSolver(policy, ...)

Compose a custom probabilistic linear solver.

LinearSolverState(problem, prior)

State of a probabilistic linear solver.

BayesCG([stopping_criterion])

Bayesian conjugate gradient method.

ProbabilisticKaczmarz([stopping_criterion])

Probabilistic Kaczmarz method.

MatrixBasedPLS([policy, stopping_criterion])

Matrix-based probabilistic linear solver.

SymMatrixBasedPLS([policy, stopping_criterion])

Symmetric matrix-based probabilistic linear solver.

Class Inheritance Diagram

Inheritance diagram of probnum.linalg.solvers.ProbabilisticLinearSolver, probnum.linalg.solvers.LinearSolverState, probnum.linalg.solvers.BayesCG, probnum.linalg.solvers.ProbabilisticKaczmarz, probnum.linalg.solvers.MatrixBasedPLS, probnum.linalg.solvers.SymMatrixBasedPLS