solvax 0.5.0

Differentiable structured linear solvers, preconditioners and matrix-free methods in JAX

SOLVAX

Differentiable structured linear solvers, preconditioners and matrix-free methods in JAX.

solvax provides the solver infrastructure that kinetic and PDE codes keep re-implementing: structured direct solves (batched dense LU, block-tridiagonal Schur elimination with truncated storage), preconditioned and recycled Krylov methods, physics-agnostic preconditioners (coarse-operator LU, p-multigrid, Kronecker approximations, line smoothers), mixed-precision iterative refinement, and implicit differentiation of every solve — all jit/vmap/grad-transparent, on CPU and GPU.

It fills a gap in the JAX ecosystem: lineax offers general linear-operator abstractions and standard solvers, but not block-structured direct elimination, coarse-operator/multigrid preconditioning, or Krylov subspace recycling for parameter continuation. solvax builds on lineax's operator interface and adds exactly that layer.

Install

pip install solvax

Quickstart

import jax.numpy as jnp
import solvax as sx

# Solve a block-tridiagonal system L_k x_{k-1} + D_k x_k + U_k x_{k+1} = b_k
x = sx.block_thomas(lower, diag, upper, rhs)

# Matrix-free PCG on arrays or arbitrary JAX pytrees
solution = sx.pcg(matvec, rhs, precond=preconditioner, rtol=1e-10)
assert solution.converged

# Reuse one elimination across many right-hand sides
factors = sx.block_thomas_factor(lower, diag, upper)
x1 = sx.block_thomas_solve(factors, rhs1)
x2 = sx.block_thomas_solve(factors, rhs2)

# Memory-truncated mode: rhs nonzero only in the lowest K blocks and only the
# lowest K solution blocks needed -> O(K m^2) memory, independent of N.
x_low = sx.block_thomas_truncated(lower, diag, upper, rhs[:3], keep_lowest=3)

Everything is differentiable (jax.grad through the solve) and batchable (jax.vmap over stacked systems).

What's in the box

Module	Contents
solvax.operators	Matrix-free, sum, Kronecker, block-tridiagonal and bordered (constraint-row) operator containers with closed-form transposes
solvax.precond	Jacobi/block-Jacobi, coarse-operator LU, alternating-direction line smoothers, p-multigrid V-cycles, nearest-Kronecker, mixed-precision wrappers
solvax.direct	Block-tridiagonal Schur elimination (block Thomas): full, factor/solve split, truncated-storage mode
solvax.banded	Non-pivoted banded LU with row equilibration + static pivoting; periodic variant via the Woodbury capacitance trick
solvax.krylov	Flexible restarted GMRES (CGS2 + Givens) and GCROT-style Krylov subspace recycling for parameter continuation
solvax.pcg	Matrix-free pytree PCG with preconditioning, fixed-shape residual history, and explicit convergence/breakdown status
solvax.fixed_point	Safeguarded Aitken and bounded-memory Anderson acceleration
solvax.implicit	Implicit-function-theorem linear_solve and root_solve — gradients cost one extra (transposed) solve
solvax.refine	Mixed-precision iterative refinement (float32 factor, float64 residuals)
solvax.native	Host-side SuperLU bridge (non-differentiable, import-guarded)

Roadmap: harmonic-Ritz recycle selection and broader GPU batched-LU benchmarks.

# Preconditioned, recycled Krylov across a parameter scan:
sol = sx.gcrot(matvec, b, precond=coarse_inverse, m=50, k=10)
sol2 = sx.gcrot(matvec2, b2, precond=coarse_inverse, recycle=sol.recycle)

# Differentiable solve wrapping any solver:
x = sx.linear_solve(matvec, b, solver=lambda mv, rhs: sx.gmres(mv, rhs).x)

License

MIT. Developed by the UW Plasma group.