[SciPy-user] spsolve

Christian Bähnisch christian-baehnisch at gmx.de
Thu Jul 24 02:57:33 EDT 2008


Thank you for your quick reply! Somehow I believed spsolve is a conjugate 
gradient method ... my fault. If I got it right, the conjugate gradient 
method  in scipy.linalg.iterative should benefit from the sparsity of the 
matrices (symmetric and p. semi-definite) I put into it ?

> On Wed, Jul 23, 2008 at 3:46 PM, Christian Bähnisch
>
> <christian-baehnisch at gmx.de> wrote:
> > I'm using "scipy.linsolve.spsolve". Unfortunately, I have not been able
> > to figure out if  it is possible to get the number of iterations actually
> > used by the method. I would be very glad if somebody could help me on
> > this topic
>
> Christian, the sparse solvers in scipy.linsolve are what is known as
> "direct" methods (as opposed to "iterative" methods).  Rather than
> iteratively solving a linear system (like the Conjugate Gradient
> method), direct solvers just compute a sparse LU factorization of the
> matrix in order to solve the system.  In order to do this efficiently,
> and to keep L and U as sparse as possible, they incorporate a number
> of fairly sophisticated algorithms/heuristics.
>
> In SciPy 0.6 scipy.linsolve ultimately calls either the SuperLU or
> UMFPACK packages to perform the solve.
>
> If you're interested in iterative solvers, there are several in
> scipy.linalg.iterative.





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