splineax

Sparse linear operators and direct solvers for Lineax.

splineax lets you keep a linear system in its native sparse storage (jax.experimental.sparse.BCOO / BCSR) and solve it with a sparse direct solver that plugs straight into lineax.linear_solve. It also interfaces with asdex for calculating sparse Jacobians and using them as operators.

Operators: BCOOLinearOperator, BCSRLinearOperator, SparseJacobianLinearOperator.
Solvers: Spsolve (any backend), KLU (CPU-only, SuiteSparse, factorization reuse), and AutoSparseLinearSolver (picks one based on the platform).
A SparseLinearSolver protocol for separating factorization from solving.

Installation

pip install splineax

Example

Solve a 10000 x 10000 system. As a dense matrix it would need 10^8 entries, but kept sparse it has only ~3 x 10^4 nonzeros, and the solver never materialises the dense form.

import jax.numpy as jnp
import lineax as lx
import numpy as np
from jax.experimental.sparse import BCOO

import splineax as splx

n = 10000
np.random.seed(0)

# A large, randomly sparse matrix with a heavy diagonal (so it is invertible).
diagonal_indices = np.stack([np.arange(n), np.arange(n)], axis=1)
off_diagonal_indices = np.unique(np.random.randint(0, n, size=(2 * n, 2)), axis=0)
indices = jnp.concatenate([diagonal_indices, off_diagonal_indices])
values = jnp.concatenate(
    [
        np.full(n, float(n)),
        np.random.uniform(low=-1, high=1, size=off_diagonal_indices.shape[0]),
    ]
)
matrix = BCOO((values, indices), shape=(n, n)).sum_duplicates()

operator = splx.BCOOLinearOperator(matrix)
vectors = [jnp.ones(n), jnp.arange(n) % 2]
solver = splx.AutoSparseLinearSolver()

# Calculate factorization once...
with solver.factorize(operator) as factorized_state:
    # ...and reuse for multiple solves.
    solution = lx.linear_solve(
        operator, vectors[0], solver=solver, state=factorized_state
    )
    assert jnp.allclose(matrix @ solution.value, vectors[0], atol=1e-4)

    solution = lx.linear_solve(
        operator, vectors[1], solver=solver, state=factorized_state
    )
    assert jnp.allclose(matrix @ solution.value, vectors[1], atol=1e-4)

Documentation

Build the docs locally with uv run mkdocs serve, or view the user guide and API reference here.

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