scipy.sparse.linalg.cg#

scipy.sparse.linalg.cg(A, b, x0=None, *, rtol=1e-05, atol=0.0, maxiter=None, M=None, callback=None)[source]#

Use Conjugate Gradient iteration to solve `Ax = b`.

Parameters:
A{sparse matrix, ndarray, LinearOperator}

The real or complex N-by-N matrix of the linear system. `A` must represent a hermitian, positive definite matrix. Alternatively, `A` can be a linear operator which can produce `Ax` using, e.g., `scipy.sparse.linalg.LinearOperator`.

bndarray

Right hand side of the linear system. Has shape (N,) or (N,1).

x0ndarray

Starting guess for the solution.

rtol, atolfloat, optional

Parameters for the convergence test. For convergence, `norm(b - A @ x) <= max(rtol*norm(b), atol)` should be satisfied. The default is `atol=0.` and `rtol=1e-5`.

maxiterinteger

Maximum number of iterations. Iteration will stop after maxiter steps even if the specified tolerance has not been achieved.

M{sparse matrix, ndarray, LinearOperator}

Preconditioner for A. The preconditioner should approximate the inverse of A. Effective preconditioning dramatically improves the rate of convergence, which implies that fewer iterations are needed to reach a given error tolerance.

callbackfunction

User-supplied function to call after each iteration. It is called as callback(xk), where xk is the current solution vector.

Returns:
xndarray

The converged solution.

infointeger
Provides convergence information:

0 : successful exit >0 : convergence to tolerance not achieved, number of iterations

Examples

```>>> import numpy as np
>>> from scipy.sparse import csc_matrix
>>> from scipy.sparse.linalg import cg
>>> P = np.array([[4, 0, 1, 0],
...               [0, 5, 0, 0],
...               [1, 0, 3, 2],
...               [0, 0, 2, 4]])
>>> A = csc_matrix(P)
>>> b = np.array([-1, -0.5, -1, 2])
>>> x, exit_code = cg(A, b, atol=1e-5)
>>> print(exit_code)    # 0 indicates successful convergence
0
>>> np.allclose(A.dot(x), b)
True
```