Python interface to the Intel MKL Pardiso library to solve large sparse linear systems of equations
Project description
PyPardisoProject
Python interface to the Intel MKL Pardiso library to solve large sparse linear systems of equations
More documentation is coming soon. In the meantime, refer to the comments and docstrings in the source code.
Installation
Use PyPardiso with the anaconda python distribution (use miniconda if you need to install it). PyPardiso makes use of the Intel Math Kernel Library that is included for free with conda and therefore doesn't work with other distributions (at least for the moment).
To install PyPardiso:
conda install -c haasad pypardiso
Basic usage
PyPardiso provides a spsolve and a factorized method that are significantly faster than their counterparts in scipy.sparse.linalg.
>>> from pypardiso import spsolve
>>> x = spsolve(A,b)
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