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spilu(A, drop_tol=None, fill_factor=None, drop_rule=None, permc_spec=None, diag_pivot_thresh=None, relax=None, panel_size=None, options=None)

The resulting object is an approximation to the inverse of A.

Notes

To improve the better approximation to the inverse, you may need to increase fill_factor AND decrease drop_tol.

This function uses the SuperLU library.

Parameters

A : (N, N) array_like

Sparse matrix to factorize. Most efficient when provided in CSC format. Other formats will be converted to CSC before factorization.

drop_tol : float, optional

Drop tolerance (0 <= tol <= 1) for an incomplete LU decomposition. (default: 1e-4)

fill_factor : float, optional

Specifies the fill ratio upper bound (>= 1.0) for ILU. (default: 10)

drop_rule : str, optional

Comma-separated string of drop rules to use. Available rules: basic, prows, column, area, secondary, dynamic, interp. (Default: basic,area)

See SuperLU documentation for details.

Remaining other options :

Same as for splu

Returns

invA_approx : scipy.sparse.linalg.SuperLU

Object, which has a solve method.

Compute an incomplete LU decomposition for a sparse, square matrix.

See Also

splu

complete LU decomposition

Examples

import numpy as np
from scipy.sparse import csc_matrix
from scipy.sparse.linalg import spilu
A = csc_matrix([[1., 0., 0.], [5., 0., 2.], [0., -1., 0.]], dtype=float)
B = spilu(A)
x = np.array([1., 2., 3.], dtype=float)
B.solve(x)
A.dot(B.solve(x))
B.solve(A.dot(x))
See :

Back References

The following pages refer to to this document either explicitly or contain code examples using this.

scipy.sparse.linalg._dsolve.linsolve:splu

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scipy.sparse.linalg._dsolve.linsolve:splulinsolve:splu

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GitHub : /scipy/sparse/linalg/_dsolve/linsolve.py#418
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