cosolvers

Provides implementations of the Conjugate Orthogonal Conjugate Gradient (COCG) and Conjugate Orthogonal Conjugate Residual (COCR) methods for solving complex symmetric linear systems.

The interface is compatible with scipy.sparse.linalg:

cocg(A, b, x0=None, *, rtol=1e-5, atol=0., maxiter=None, M=None, callback=None)

cocr(A, b, x0=None, *, rtol=1e-5, atol=0., maxiter=None, M=None, callback=None)

Table of Contents

• cosolvers
  • Table of Contents
  • Installation
  • Usage
  • License

Installation

pip install git+https://github.com/chillenb/cosolvers

Usage

import numpy as np
import scipy
from cosolvers import cocr

A = np.array([
  [2.0+0.1j, -0.5j],
  [-0.5j, 1.0+0.1j]
])

# diagonal preconditioner, optional
M = scipy.sparse.diags_array(1./np.diag(A))

b = np.array([3.+2.j, 2.])

x, info = cocr(A, b, M=M)

assert np.allclose(A@x, b)

License

cosolvers is distributed under the terms of the BSD 3-clause license.