scipy.sparse.linalg.minres#

scipy.sparse.linalg.minres(A, b, x0=None, shift=0.0, tol=1e-05, maxiter=None, M=None, callback=None, show=False, check=False)[source]#

Use MINimum RESidual iteration to solve Ax=b

MINRES minimizes norm(Ax - b) for a real symmetric matrix A. Unlike the Conjugate Gradient method, A can be indefinite or singular.

If shift != 0 then the method solves (A - shift*I)x = b

Parameters

A{sparse matrix, ndarray, LinearOperator}: The real symmetric N-by-N matrix of the linear system Alternatively, A can be a linear operator which can produce Ax using, e.g., scipy.sparse.linalg.LinearOperator.
bndarray: Right hand side of the linear system. Has shape (N,) or (N,1).

Returns

xndarray

The converged solution.

infointeger

Provides convergence information:: 0 : successful exit >0 : convergence to tolerance not achieved, number of iterations <0 : illegal input or breakdown

Other Parameters

x0ndarray: Starting guess for the solution.
shiftfloat: Value to apply to the system (A - shift * I)x = b. Default is 0.
tolfloat: Tolerance to achieve. The algorithm terminates when the relative residual is below tol.
maxiterinteger: Maximum number of iterations. Iteration will stop after maxiter steps even if the specified tolerance has not been achieved.
M{sparse matrix, ndarray, LinearOperator}: Preconditioner for A. The preconditioner should approximate the inverse of A. Effective preconditioning dramatically improves the rate of convergence, which implies that fewer iterations are needed to reach a given error tolerance.
callbackfunction: User-supplied function to call after each iteration. It is called as callback(xk), where xk is the current solution vector.
showbool: If True, print out a summary and metrics related to the solution during iterations. Default is False.
checkbool: If True, run additional input validation to check that A and M (if specified) are symmetric. Default is False.

References

Solution of sparse indefinite systems of linear equations,: C. C. Paige and M. A. Saunders (1975), SIAM J. Numer. Anal. 12(4), pp. 617-629. https://web.stanford.edu/group/SOL/software/minres/
This file is a translation of the following MATLAB implementation:: https://web.stanford.edu/group/SOL/software/minres/minres-matlab.zip

Examples

>>> import numpy as np
>>> from scipy.sparse import csc_matrix
>>> from scipy.sparse.linalg import minres
>>> A = csc_matrix([[3, 2, 0], [1, -1, 0], [0, 5, 1]], dtype=float)
>>> A = A + A.T
>>> b = np.array([2, 4, -1], dtype=float)
>>> x, exitCode = minres(A, b)
>>> print(exitCode)            # 0 indicates successful convergence
0
>>> np.allclose(A.dot(x), b)
True

scipy.sparse.linalg.lgmres

scipy.sparse.linalg.qmr