scipy.sparse.linalg.factorized

scipy.sparse.linalg.factorized(A)

Return a fuction for solving a sparse linear system, with A pre-factorized.

Parameters :

A : (N, N) array_like

Input.

Returns :

solve : callable

To solve the linear system of equations given in A, the solve callable should be passed an ndarray of shape (N,).

Examples

>>> A = np.array([[ 3. ,  2. , -1. ],
                  [ 2. , -2. ,  4. ],
                  [-1. ,  0.5, -1. ]])

>>> solve = factorized( A ) # Makes LU decomposition.

>>> rhs1 = np.array([1,-2,0])
>>> x1 = solve( rhs1 ) # Uses the LU factors.
array([ 1., -2., -2.])