jaxopt.linear_solve.solve_lu

jaxopt.linear_solve.solve_lu(matvec, b)[source]

Solves A x = b using jax.lax.solve.

This solver is based on an LU decomposition. It will materialize the matrix A in memory.

Parameters

  • matvec (Callable) – product between A and a vector.

  • b (Array) – array.

Return type

Array

Returns

array with same structure as b.