What is linear_operators ?
linear_operators is a package implementing estimation algorithms for large scale linear problems. The workflow is as follows :
- generate a linear model using LinearOperator instances as buildling blocks,
- define a criterion to minimize using this model (e.g. least-square),
- finally, perform minimization on the criterion using a minimization algorithm (e.g. conjugate gradient).
Subpackages implements each part of this workflow. Here is a list of the subpackages :
- interface : Taken from the scipy.sparse package. It implement the LinearOperator class which replaces matrices and do not require to store any matrix coefficient. It makes use of matrix-vector operations instead.
- operators : A set of LinearOperator subclasses implementing various linear operation on vectors and their transpose.
- ndoperators : A set of LinarOperator subclasses implementing operations on multidimensional arrays.
- iterative : Contains the Criterion class which allows to define objective function as well as minimizers such as the conjugate gradient algorithms and wrappers to other minimizing algorithms.
- wrappers : define extra LinearOperator subclasses if optional dependencies are available.
List of requirements:
- numpy >= 1.3
- scipy >= 0.8
- fht (fast hadamard transform)