GitHub - haasad/PyPardiso: Python interface to the Intel MKL Pardiso library to solve large sparse linear systems of equations (original) (raw)

PyPardiso

PyPardiso is a python package to solve large sparse linear systems of equations with the Intel oneAPI Math Kernel Library PARDISO solver, a shared-memory multiprocessing parallel direct sparse solver.

PyPardiso provides the same functionality as SciPy's scipy.sparse.linalg.spsolve for solving the sparse linear system Ax=b. However in many cases it is significantly faster than SciPy's built-in single-threaded SuperLU solver.

PyPardiso is not a python interface to the PARDISO Solver from the PARDISO 7.2 Solver Project and it also doesn't currently support complex numbers. Check out JuliaSparse/Pardiso.jl for these more advanced use cases.

Installation

PyPardiso runs on Linux, Windows and MacOS. It can be installed with conda or pip. It is recommended to install PyPardiso using a virtual environment.

conda-forge	PyPI
conda install -c conda-forge pypardiso	pip install pypardiso

Basic usage

How to solve the sparse linear system Ax=b for x, where A is a square, sparse matrix in CSR (or CSC) format and b is a vector (or matrix):

In [1]: import pypardiso

In [2]: import numpy as np

In [3]: import scipy.sparse as sp

In [4]: A = sp.rand(10, 10, density=0.5, format='csr')

In [5]: A Out[5]: <10x10 sparse matrix of type '<class 'numpy.float64'>' with 50 stored elements in Compressed Sparse Row format>

In [6]: b = np.random.rand(10)

In [7]: x = pypardiso.spsolve(A, b)

In [8]: x Out[8]: array([ 0.02918389, 0.59629935, 0.33407289, -0.48788966, 3.44508841, 0.52565687, -0.48420646, 0.22136413, -0.95464127, 0.58297397])