Sparse QR Decomposition (sksparse.spqr)

Added in version 0.5.0.

An interface to the SuiteSparse SPQR package, which computes the QR factorization and solves systems of equations for sparse, possibly non-square, non-symmetric, indefinite matrices.

Function Interface

spqr

Compute the QR factorization.

spqr_qmult

Multiply by Q using the Householder representation.

spqr_solve

Solve a linear system using the SPQR factorization.

SPQRHouseholder

A class to hold the Householder representation of Q.

Object Interface

spqr_factor

Compute the SPQR factorization of a sparse matrix.

SPQRFactor

The main object used for creating and manipulating SPQR factorizations.

SPQRInfo

A dataclass to hold SPQR info statistics.

Warnings and Exceptions

SPQRWarning

Base class for SPQR warnings.

SPQRRankDeficiencyWarning

Raised when SPQR detects a rank-deficient matrix.

SPQRError

Base class for SPQR exceptions.

SPQRNotInstalledError

Raised when the SPQR library is not installed.

SPQROutOfMemoryError

Raised when SPQR runs out of memory.

SPQROverflowError

Raised when SPQR encounters an integer overflow.

SPQRInvalidInputError

Raised when SPQR receives invalid input.

SPQRGpuProblemError

Raised when SPQR encounters a problem with CUDA.

References