Allow more specialized linalg.solve assume_a cases #1273
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ricardoV94 force-pushed the more_solves branch 4 times, most recently from 55d0b79 to 41c2131 Compare ricardoV94 force-pushed the more_solves branch 4 times, most recently from b70fca9 to 8002c87 Compare 
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@@ Coverage Diff @@ ## main #1273 +/- ## ========================================== - Coverage 82.01% 82.00% -0.01% ========================================== Files 188 188 Lines 48442 48478 +36 Branches 8659 8665 +6 ========================================== + Hits 39730 39755 +25 - Misses 6566 6575 +9 - Partials 2146 2148 +2
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jessegrabowski approved these changes Mar 18, 2025
| transposed=False, | ||
| check_finite=True, | ||
| lower: bool = False, | ||
| overwrite_a: bool = False, |
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I thought we decided not to expose this option to users?
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We don't. The docstrings specify it's ignored and PyTensor will perform inplace if possible. This way the signature is the same for the user.
ricardoV94 force-pushed the more_solves branch 2 times, most recently from 71e0518 to 0519629 Compare ricardoV94 changed the title linalg.solve assume_a cases Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
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Accompanying notebook: https://gist.github.com/ricardoV94/005fb4b48d274bcf383a3eb5456462d3
Also fixes #1271
We want to implement solve_banded and solveh_banded, which allows working directly with the sparse representation of the matrix which is much more practical. Will do that in a follow up PR as it requires more work.
Would also be nice to implement the tridiagonal / banded solvers for numba.
📚 Documentation preview 📚: https://pytensor--1273.org.readthedocs.build/en/1273/