LinearOperator#
- class scipy.sparse.linalg.LinearOperator(*args, **kwargs)[source]#
Common interface for performing matrix vector products
Many iterative methods (e.g.
cg,gmres) do not need to know the individual entries of a matrix to solve a linear systemA@x = b. Such solvers only require the computation of matrix vector products,A@vwherevis a dense vector. This class serves as an abstract interface between iterative solvers and matrix-like objects.To construct a concrete
LinearOperator, either pass appropriate callables to the constructor of this class, or subclass it.A subclass must implement either one of the methods
_matvecand_matmat, and the attributes/propertiesshape(pair of integers) anddtype(may be None). It may call the__init__on this class to have these attributes validated. Implementing_matvecautomatically implements_matmat(using a naive algorithm) and vice-versa.Optionally, a subclass may implement
_rmatvecor_adjointto implement the Hermitian adjoint (conjugate transpose). As with_matvecand_matmat, implementing either_rmatvecor_adjointimplements the other automatically. Implementing_adjointis preferable;_rmatvecis mostly there for backwards compatibility.- Parameters:
- shapetuple
Matrix dimensions
(M, N).- matveccallable f(v)
Returns returns
A @ v.- rmatveccallable f(v)
Returns
A^H @ v, whereA^His the conjugate transpose ofA.- matmatcallable f(V)
Returns
A @ V, whereVis a dense matrix with dimensions(N, K).- dtypedtype
Data type of the matrix.
- rmatmatcallable f(V)
Returns
A^H @ V, whereVis a dense matrix with dimensions(M, K).
- Attributes:
- argstuple
For linear operators describing products etc. of other linear operators, the operands of the binary operation.
- ndimint
Number of dimensions (this is always 2)
Methods
__call__(x)Call self as a function.
adjoint()Hermitian adjoint.
dot(x)Matrix-matrix or matrix-vector multiplication.
matmat(X)Matrix-matrix multiplication.
matvec(x)Matrix-vector multiplication.
rmatmat(X)Adjoint matrix-matrix multiplication.
rmatvec(x)Adjoint matrix-vector multiplication.
Transpose this linear operator.
__mul__
See also
aslinearoperatorConstruct LinearOperators
Notes
The user-defined
matvecfunction must properly handle the case wherevhas shape(N,)as well as the(N,1)case. The shape of the return type is handled internally byLinearOperator.It is highly recommended to explicitly specify the dtype, otherwise it is determined automatically at the cost of a single matvec application on
int8zero vector using the promoted dtype of the output. Pythonintcould be difficult to automatically cast to numpy integers in the definition of thematvecso the determination may be inaccurate. It is assumed thatmatmat,rmatvec, andrmatmatwould result in the same dtype of the output given anint8input asmatvec.LinearOperator instances can also be multiplied, added with each other and exponentiated, all lazily: the result of these operations is always a new, composite LinearOperator, that defers linear operations to the original operators and combines the results.
More details regarding how to subclass a LinearOperator and several examples of concrete LinearOperator instances can be found in the external project PyLops.
Examples
>>> import numpy as np >>> from scipy.sparse.linalg import LinearOperator >>> def mv(v): ... return np.array([2*v[0], 3*v[1]]) ... >>> A = LinearOperator((2,2), matvec=mv) >>> A <2x2 _CustomLinearOperator with dtype=int8> >>> A.matvec(np.ones(2)) array([ 2., 3.]) >>> A @ np.ones(2) array([ 2., 3.])