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[ndarray, spmatrix, LinearOperator, RandomVariable]) – System matrix or linear operator.

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

• solution (Union[ndarray, RandomVariable, None]) – True solution to the problem. Used for testing and benchmarking.

Examples

>>> A = np.eye(3)
>>> b = np.arange(3)
>>> lin_sys = LinearSystem(A, b)
>>> lin_sys
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[numpy.ndarray, probnum.randvars.RandomVariable]] = None