A JAX library for solving block tri-diagonal matrix systems
Project description
blocktrix
A JAX library for efficiently solving block tri-diagonal matrix systems
Author: Philip Mocz (@pmocz)
Implements both a block Thomas (serial) solver and a block cyclic reduction B-cyclic (parallel) solver.
⚠️ Warning: Work in Progress
This library is still under active development and is not guaranteed to work at this point XXX.
Installation
pip install blocktrix
Usage
import jax
from blocktrix import solve_block_tridiagonal_bcyclic, random_block_tridiagonal
# Generate a random test system
key = jax.random.PRNGKey(42)
n_blocks, block_size = 8, 4
lower, diag, upper, rhs = random_block_tridiagonal(key, n_blocks, block_size)
# Solve the system
x = solve_block_tridiagonal_bcyclic(n_blocks, lower, diag, upper, rhs)
It's fast!
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