Linear Algebra.

This package implements probabilistic numerical methods for the solution of problems arising in linear algebra, such as the solution of linear systems \(Ax=b\).


problinsolve(A, b[, A0, Ainv0, x0, …])

Solve the linear system \(A x = b\) in a Bayesian framework.

bayescg(A, b[, x0, maxiter, atol, rtol, …])

Conjugate Gradients using prior information on the solution of the linear system.