[SciPy-dev] Tri-diagonal LAPACK Routines - Shall I interface them?
Tue Dec 8 07:55:25 CST 2009
2009/12/7 Nathan Bell <email@example.com>:
> On Wed, Dec 2, 2009 at 3:43 AM, Benny Malengier
> <firstname.lastname@example.org> wrote:
>> Interesting, this is exactly the function I needed for my problem, but
>> I was looking in scipy.sparse.linalg, so did not notice banded matrix
>> solver was present in scipy.linalg.
>> In my logic, the "matrix diagonal orded form" of
>> would be a type of sparse matrix one can manipulate. This would allow
>> things like changing matrix diagonal orded form sparse matrix to a csr
>> matrix, adding some extra elements off the diagonals, and then calling
>> a more generic solver.
> Can't you do that already with scipy.sparse.dia_matrix? If I'm not
> mistaken, dia_matrix is (slightly) more general than the banded format
> but similarly efficient.
> In an ideal world scipy.sparse.spsolve() would detect the case that A
> was a dia_matrix (with small bandwidth) and invoke the LAPACK method
> in scipy.linalg instead of using the general sparse LU solver.
Yes, dia can do that, but Lapack expects another dia format, so there
would be some undesired overhead (see
On the other hand, umfpack desires csr, so from that point of view,
off diagonal dia matrices as stored by dia, would have to be converted
in the csr format as I suggested to implement a dia sparse matrix
directly. The present dia implementation would do A.to_coo().to_csr()
before a solution can be obtained from umfpack.
> Nathan Bell email@example.com
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