Sparse linear algebra (scipy.sparse.linalg) — SciPy v1.15.3 Manual (original) (raw)

Abstract linear operators#

Matrix Operations#

inv(A) Compute the inverse of a sparse arrays
expm(A) Compute the matrix exponential using Pade approximation.
expm_multiply(A, B[, start, stop, num, ...]) Compute the action of the matrix exponential of A on B.
matrix_power(A, power) Raise a square matrix to the integer power, power.

Matrix norms#

norm(x[, ord, axis]) Norm of a sparse matrix
onenormest(A[, t, itmax, compute_v, compute_w]) Compute a lower bound of the 1-norm of a sparse array.

Solving linear problems#

Direct methods for linear equation systems:

spsolve(A, b[, permc_spec, use_umfpack]) Solve the sparse linear system Ax=b, where b may be a vector or a matrix.
spsolve_triangular(A, b[, lower, ...]) Solve the equation A x = b for x, assuming A is a triangular matrix.
is_sptriangular(A) Returns 2-tuple indicating lower/upper triangular structure for sparse A
spbandwidth(A) Return the lower and upper bandwidth of a 2D numeric array.
factorized(A) Return a function for solving a sparse linear system, with A pre-factorized.
MatrixRankWarning
use_solver(**kwargs) Select default sparse direct solver to be used.

Iterative methods for linear equation systems:

bicg(A, b[, x0, rtol, atol, maxiter, M, ...]) Use BIConjugate Gradient iteration to solve Ax = b.
bicgstab(A, b[, x0, rtol, atol, maxiter, M, ...]) Use BIConjugate Gradient STABilized iteration to solve Ax = b.
cg(A, b[, x0, rtol, atol, maxiter, M, callback]) Use Conjugate Gradient iteration to solve Ax = b.
cgs(A, b[, x0, rtol, atol, maxiter, M, callback]) Use Conjugate Gradient Squared iteration to solve Ax = b.
gmres(A, b[, x0, rtol, atol, restart, ...]) Use Generalized Minimal RESidual iteration to solve Ax = b.
lgmres(A, b[, x0, rtol, atol, maxiter, M, ...]) Solve a matrix equation using the LGMRES algorithm.
minres(A, b[, x0, rtol, shift, maxiter, M, ...]) Use MINimum RESidual iteration to solve Ax=b
qmr(A, b[, x0, rtol, atol, maxiter, M1, M2, ...]) Use Quasi-Minimal Residual iteration to solve Ax = b.
gcrotmk(A, b[, x0, rtol, atol, maxiter, M, ...]) Solve a matrix equation using flexible GCROT(m,k) algorithm.
tfqmr(A, b[, x0, rtol, atol, maxiter, M, ...]) Use Transpose-Free Quasi-Minimal Residual iteration to solve Ax = b.

Iterative methods for least-squares problems:

lsqr(A, b[, damp, atol, btol, conlim, ...]) Find the least-squares solution to a large, sparse, linear system of equations.
lsmr(A, b[, damp, atol, btol, conlim, ...]) Iterative solver for least-squares problems.

Matrix factorizations#

Eigenvalue problems:

eigs(A[, k, M, sigma, which, v0, ncv, ...]) Find k eigenvalues and eigenvectors of the square matrix A.
eigsh(A[, k, M, sigma, which, v0, ncv, ...]) Find k eigenvalues and eigenvectors of the real symmetric square matrix or complex Hermitian matrix A.
lobpcg(A, X[, B, M, Y, tol, maxiter, ...]) Locally Optimal Block Preconditioned Conjugate Gradient Method (LOBPCG).

Singular values problems:

svds(A[, k, ncv, tol, which, v0, maxiter, ...]) Partial singular value decomposition of a sparse matrix.

The svds function supports the following solvers:

Complete or incomplete LU factorizations

splu(A[, permc_spec, diag_pivot_thresh, ...]) Compute the LU decomposition of a sparse, square matrix.
spilu(A[, drop_tol, fill_factor, drop_rule, ...]) Compute an incomplete LU decomposition for a sparse, square matrix.
SuperLU() LU factorization of a sparse matrix.

Sparse arrays with structure#

LaplacianNd(*args, **kwargs) The grid Laplacian in N dimensions and its eigenvalues/eigenvectors.

Exceptions#