krylov 0.0.1

Krylov subspace methods for Python

Krylov subspace methods.

Forked from André Gaul's KryPy, krylov provides Krylov subspace methods for Python. It is more advanced than SciPy's linalg methods in that it provides for arbitrary inner products and is fully blocked/vectorized. krylov is written completely in Python.

Install with

pip install krylov

and use as

import numpy
import krylov

A = numpy.diag([1.0e-3] + list(range(2, 101)))
b = numpy.ones(100)

# sol, info = krylov.cg(A, b)
# sol, info = krylov.minres(A, b)
sol, info = krylov.gmres(A, b)

# sol is None if no solution has been found
# onfo.resnorms contains the relative residual norms and some more data

# plot residuals
import matplotlib.pyplot as plt
plt.semilogy(info.resnorms)
plt.show()

Testing

To run the krylov unit tests, check out this repository and type

pytest

License

krylov is published under the MIT license.