krylov 0.1.0
Krylov subspace methods for Python
License: MIT
Requires Python: >=3.7

<p align="center">
  <a href="https://github.com/nschloe/krylov"><img alt="krylov" src="https://nschloe.github.io/krylov/logo.svg" width="60%"></a>
  <p align="center">Iterative methods for linear equation systems.</p>
</p>

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_krylov_ provides Krylov subspace methods for the solution of linear systems in Python.
Install with

```
pip install krylov
```

and use as

```python
import numpy
import krylov

A = numpy.diag([1.0e-3] + list(range(2, 101)))
b = numpy.ones(100)

sol, info = krylov.gmres(A, b)

# sol is None if no solution has been found
info.success  # Boolean
info.xk  # the last iterate; equal to sol if success
info.numsteps  # number of iterations
info.resnorms  # relative residual norms
info.nresnorms  # resnorms of the normalized equations ||A.H (b - Ax)||
info.acond  # estimate of cond(A)
info.anorm  # estimate of the Frobenius norm of A
info.xnorm  # estimate of norm(x)
info.reason  # if not successful, reason
```

_krylov_ provides the following Krylov subspace methods for solving linear equation
systems:

> [BiCG](src/krylov/bicg.py),
> [BiCGSTAB](src/krylov/bicgstab.py),
> [CG](src/krylov/cg.py),
> [CGNE](src/krylov/cgne.py),
> [CGNR](src/krylov/cgnr.py),
> [CGR](src/krylov/cgr.py),
> [CGS](src/krylov/cgs.py),
> [Chebyshev](src/krylov/chebyshev.py),
> [GCR](src/krylov/gcr.py),
> [GMRES](src/krylov/gmres.py),
> [MINRES](src/krylov/minres.py),
> [QMR](src/krylov/qmr.py),
> [SYMMLQ](src/krylov/symmlq.py),
> [TFQMR](src/krylov/tfqmr.py).

For solving least-squares problems, _krylov_ has

> [CGLS](src/krylov/cgls.py),
> [LSMR](src/krylov/lsmr.py),
> [LSQR](src/krylov/lsqr.py)

> [Craig's method](src/krylov/craig.py)
> solves the minimization problem

```math
\text{Minimize } \|x\| \text{s.t.} Ax=b.
```

Additionally, _krylov_ provides the stationary methods

> [Gauss-Seidel](src/krylov/stationary.py),
> [Jacobi](src/krylov/stationary.py),
> [Richardson](src/krylov/stationary.py),
> [SOR](src/krylov/stationary.py),
> [SSOR](src/krylov/stationary.py).

All methods

- return many interesting statistics, e.g., the residual norms,
- are fully blocked/vectorized, can deal with multiple right-hand sides,
- have callback for retrieving/manipulating internal solver data,
- support real and complex data,
- work with SciPy sparse matrices, NumPy arrays, custom LinearOperators,
- allow arbitrary inner products, and
- let the user adjust various parameters, e.g., the orthogonalization method in GMRES.

_krylov_ is written completely in Python, so methods can be easily adapted.

### Other Krylov software

- [pykrylov](https://github.com/PythonOptimizers/pykrylov) - A library of Krylov methods in pure Python.
- [KryPy](https://github.com/andrenarchy/krypy) - Another Python package for Krylov subspace methods.
- [scipy.sparse.linalg](https://docs.scipy.org/doc/scipy/reference/sparse.linalg.html) - SciPy's implementation of Krylov methods. Uses the Fortran implementations of the [Templates for the Solution of Linear Systems](https://www.netlib.org/templates/templates.pdf)
- [PETSc](https://petsc.org/release/docs/manualpages/KSP/index.html) - Parallel high-performance implementation of many Krylov methods in C.
- [Krylov.jl](https://github.com/JuliaSmoothOptimizers/Krylov.jl) - A Julia Basket of Hand-Picked Krylov Methods.

### Team Krylov

Some important figures in Krylov subspace method, ordered by date of birth.

#### [Aleksey N. Krylov](https://en.wikipedia.org/wiki/Aleksey_Krylov) (1863–1945)

<img src="https://nschloe.github.io/krylov/krylov.jpg" align="left" width="200px"/>

Алексе́й Никола́евич Крыло́в, Russian naval engineer, applied mathematician and memoirist.
Krylov wrote about 300 papers and books. They span a wide range of topics, including
shipbuilding, magnetism, artillery, mathematics, astronomy, and geodesy. In 1904 he
built the first machine in Russia for integrating Ordinary differential equations. In
1931 (aged 68) he published a paper on what is now called the [Krylov
subspace](https://en.wikipedia.org/wiki/Krylov_subspace) and Krylov subspace methods.
<br clear="left"/>

#### [Cornelius Lanczos](https://en.wikipedia.org/wiki/Cornelius_Lanczos) (1893–1974)

<img src="https://nschloe.github.io/krylov/lanczos.jpg" align="left" width="200px"/>

Extensive contributions all over numerical analysis and physics. For example, Lanczos
pioneered [FFT](https://en.wikipedia.org/wiki/Fast_Fourier_transform), introduced
[Chebyshev polynomials](https://en.wikipedia.org/wiki/Chebyshev_polynomials) to
numerics, and devised the [Lanczos
algorithm](https://en.wikipedia.org/wiki/Lanczos_algorithm) for eigenvalue computations.

Assistant to Einstein in Berlin. Later one of the "Martians", a group of Hungarian
scientists who emigrated to the US in the first half the 20th century.

In 1972, aged 79, Lanczos gave two extensive interviews which are recorded on video and
can be watched on YouTube:

- [Lanczos about his life](https://youtu.be/PO6xtSxB5Vg)
- [Lanczos about mathematics](https://youtu.be/avSHHi9QCjA)

<br clear="left"/>

#### [Alston Scott Householder](https://en.wikipedia.org/wiki/Alston_Scott_Householder) (1904–1993)

<img src="https://nschloe.github.io/krylov/householder.jpg" align="left" width="200px"/>

Discoverer of the [Householder
transformation](https://en.wikipedia.org/wiki/Householder_transformation) and of
[Householder's method](https://en.wikipedia.org/wiki/Householder%27s_method).
[SIAM](https://www.siam.org/) and [ACM](https://www.acm.org/) president, organizer of
the Gatlinburg conferences, now named Householder Symposia.

<br clear="left"/>

#### [Magnus Hestenes](https://en.wikipedia.org/wiki/Magnus_Hestenes) (1906–1991)

<img src="https://nschloe.github.io/krylov/hestenes.jpg" align="left" width="200px"/>

Best known for his contributions to calculus of variations and optimal control, pioneer
in in computer science. Co-discoverer (with Lanczos and Stiefel) of the conjugate
gradient method (CG).

[AMS](https://www.ams.org/home/page) vice president.
<br clear="left"/>

#### [Eduard Stiefel](https://en.wikipedia.org/wiki/Eduard_Stiefel) (1909–1978)

<img src="https://nschloe.github.io/krylov/stiefel.jpg" align="left" width="200px"/>

Ground-breaking contributions in the fields of algebraic topology. Co-discoverer (with
Lanczos and Hestenes) of CG.

Also active as a military officer, rising to the rank of colonel (Oberst der Artillerie)
in the Swiss army during World War II.
<br clear="left"/>

#### [J. Wallace Givens](https://en.wikipedia.org/wiki/Wallace_Givens) (1910–1993)

<img src="https://nschloe.github.io/krylov/givens.jpg" align="left" width="200px"/>

Pioneer in computer science. Director of the Division of Applied Mathematics at the
Argonne National Labs. SIAM president. [Givens
rotations](https://en.wikipedia.org/wiki/Givens_rotation) are named after him.
<br clear="left"/>

#### [Walter Edwin Arnoldi](https://en.wikipedia.org/wiki/Walter_Edwin_Arnoldi) (1917–1995)

American engineer, mainly known for the
[discovery](https://www.jstor.org/stable/43633863) of the [Arnoldi
iteration](https://en.wikipedia.org/wiki/Arnoldi_iteration) which for Hermitian
matrices, reduces to the [Lanczos
algorithm](https://en.wikipedia.org/wiki/Lanczos_algorithm).

<br clear="left"/>

#### [Henk van der Vorst](https://en.wikipedia.org/wiki/Henk_van_der_Vorst) (1944–)

<img src="https://nschloe.github.io/krylov/vandervorst.jpg" align="left" width="200px"/>

Various important contributions in Krylov subspace methods and related topics.
Discoverer of the BiCGSTAB method and the Jacobi-Davidson method.

Since 2006, van der Vorst [works as an artist](http://www.henkvandervorst.nl/).

YouTube: [Galerie Laimböck -- Henk van der Vorst ‘Geometrische Origami’
(Dutch)](https://youtu.be/q6cReoxEvDk)
<br clear="left"/>

#### [Yousef Saad](https://en.wikipedia.org/wiki/Yousef_Saad) (1950–)

<img src="https://nschloe.github.io/krylov/saad.png" align="left" width="200px"/>

Various important contributions in Krylov subspace methods and related topics.
Discoverer of GCR and [GMRES](https://doi.org/10.1137/0907058) (with Martin H. Schultz).

YouTube: [Filtering techniques for eigenvalue problems, Saad](https://youtu.be/ck660Jd7wrI)
<br clear="left"/>

#### [Christopher Paige](https://www.cs.mcgill.ca/~chris/)

<img src="https://nschloe.github.io/krylov/paige.jpg" align="left" width="200px"/>

Discoverer of [MINRES, SYMMLQ](https://www.jstor.org/stable/2156178), and
[LSQR](https://doi.org/10.1145/355984.355989) (with Saunders).
<br clear="left"/>

#### [Michael Saunders](https://web.stanford.edu/~saunders/)

<img src="https://nschloe.github.io/krylov/saunders.jpg" align="left" width="200px"/>

Discoverer of [MINRES, SYMMLQ](https://www.jstor.org/stable/2156178),
[LSQR](https://doi.org/10.1145/355984.355989) (with Paige), and
[LSMR](https://doi.org/10.1137/10079687X) (with Fong).
<br clear="left"/>

### Books

- [R. Barrett et al., _Templates for the Solution of Linear Systems: Building Blocks for
  Iterative Methods_, 1994](https://www.netlib.org/templates/)
- [C.T. Kelley, _Iterative Methods for Linear and Nonlinear Equations_, 1995](https://doi.org/10.1137/1.9781611970944)
- [Anne Greenbaum, _Iterative Methods for Solving Linear Systems_, 1997](https://doi.org/10.1137/1.9781611970937)
- [James W. Demmel, _Applied Numerical Linear Algebra_, 1997](https://doi.org/10.1137/1.9781611971446)
- [Yousef Saad, _Iterative Methods for Sparse Linear Systems_, 2003](https://doi.org/10.1137/1.9780898718003)
- [Henk A. van der Vorst, _Iterative Krylov Methods for Large Linear Systems_, 2003](https://doi.org/10.1017/CBO9780511615115)
- [Jörg Liesen and Zdeněk Strakoš, _Krylov Subspace Methods - Principles and Analysis_, 2012](https://global.oup.com/academic/product/krylov-subspace-methods-9780199655410)

### Testing

To run the krylov unit tests, check out this repository and type, e.g.,

```
tox -- --maxfail=1
```