linalg-api.rst

Linear Algebra

This module contains specialised linear algebra tools that are not currently available in the python standard scientific libraries.

Kronecker tools

A kronecker matrix is matrix that can be written as a kronecker matrix of the individual matrices i.e.

$$\begin{aligned} K = K_0 \\otimes K_1 \\otimes K_2 \\otimes \\cdots \end{aligned}$$

Matrices which exhibit this structure can exploit properties of the kronecker product to avoid explicitly expanding the matrix K. This module implements some common linear algebra operations which leverages this property for computational gains and a reduced memory footprint.

Numpy

africanus.linalg

kron_matvec kron_cholesky

kron_matvec

kron_cholesky