Linear Algebra.

This package implements probabilistic numerical methods for the solution of problems arising in linear algebra, such as the solution of linear systems.


problinsolve(A, b[, A0, Ainv0, x0, …])

Infer a solution to the linear system \(A x = b\) in a Bayesian framework.

bayescg(A, b[, x0, maxiter, atol, rtol, …])

Conjugate Gradients using prior information on the solution of the linear system.


ProbabilisticLinearSolver(A, b)

An abstract base class for probabilistic linear solvers.

MatrixBasedSolver(A, b[, x0])

Abstract class for matrix-based probabilistic linear solvers.

AsymmetricMatrixBasedSolver(A, b, x0)

Asymmetric matrix-based probabilistic linear solver.

SymmetricMatrixBasedSolver(A, b[, A0, Ainv0, x0])

Symmetric matrix-based probabilistic linear solver.

SolutionBasedSolver(A, b[, x0])

Solver iteration of BayesCG.

Class Inheritance Diagram

Inheritance diagram of probnum.linalg.ProbabilisticLinearSolver, probnum.linalg.MatrixBasedSolver, probnum.linalg.linearsolvers.matrixbased.AsymmetricMatrixBasedSolver, probnum.linalg.linearsolvers.matrixbased.SymmetricMatrixBasedSolver, probnum.linalg.linearsolvers.solutionbased.SolutionBasedSolver