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scipy.linalg.

# solveh_banded

scipy.linalg.solveh_banded(ab, b, overwrite_ab=False, overwrite_b=False, lower=False, check_finite=True)

  Solve equation a x = b. a is Hermitian positive-definite banded matrix.

  Uses Thomas’ Algorithm, which is more efficient than standard LU factorization, but should only be used for Hermitian positive-definite matrices.

  The matrix `a` is stored in ab either in lower diagonal or upper diagonal ordered form:

  > ab[u + i - j, j] == a[i,j] (if upper form; i <= j) ab[ i - j, j] == a[i,j] (if lower form; i >= j)

  Example of ab (shape of `a` is (6, 6), number of upper diagonals, `u` =2):

      upper form:
      *   *   a02 a13 a24 a35
      *   a01 a12 a23 a34 a45
      a00 a11 a22 a33 a44 a55

      lower form:
      a00 a11 a22 a33 a44 a55
      a10 a21 a32 a43 a54 *
      a20 a31 a42 a53 *   *

  Cells marked with * are not used.

  Parameters:
    ab(`u` + 1, M) array_like

      Banded matrix

    b(M,) or (M, K) array_like

      Right-hand side

    overwrite_ab bool, optional

      Discard data in ab (may enhance performance)

    overwrite_b bool, optional

      Discard data in b (may enhance performance)

    lower bool, optional

      Is the matrix in the lower form. (Default is upper form)

    check_finite bool, optional

      Whether to check that the input matrices contain only finite numbers. Disabling may give a performance gain, but may result in problems (crashes, non-termination) if the inputs do contain infinities or NaNs.

  Returns:
    x(M,) or (M, K) ndarray

      The solution to the system `a x = b`. Shape of return matches shape of b.

  Notes

  In the case of a non-positive definite matrix `a`, the solver `solve_banded` may be used.

  Examples

  Solve the banded system `A x = b`, where:

          [ 4  2 -1  0  0  0]       [1]
          [ 2  5  2 -1  0  0]       [2]
      A = [-1  2  6  2 -1  0]   b = [2]
          [ 0 -1  2  7  2 -1]       [3]
          [ 0  0 -1  2  8  2]       [3]
          [ 0  0  0 -1  2  9]       [3]

      >>> import numpy as np
      >>> from scipy.linalg import solveh_banded

  `ab` contains the main diagonal and the nonzero diagonals below the main diagonal. That is, we use the lower form:

      >>> ab = np.array([[ 4,  5,  6,  7, 8, 9],
      ...                [ 2,  2,  2,  2, 2, 0],
      ...                [-1, -1, -1, -1, 0, 0]])
      >>> b = np.array([1, 2, 2, 3, 3, 3])
      >>> x = solveh_banded(ab, b, lower=True)
      >>> x
      array([ 0.03431373,  0.45938375,  0.05602241,  0.47759104,  0.17577031,
              0.34733894])

  Solve the Hermitian banded system `H x = b`, where:

          [ 8   2-1j   0     0  ]        [ 1  ]
      H = [2+1j  5     1j    0  ]    b = [1+1j]
          [ 0   -1j    9   -2-1j]        [1-2j]
          [ 0    0   -2+1j   6  ]        [ 0  ]

  In this example, we put the upper diagonals in the array `hb`:

      >>> hb = np.array([[0, 2-1j, 1j, -2-1j],
      ...                [8,  5,    9,   6  ]])
      >>> b = np.array([1, 1+1j, 1-2j, 0])
      >>> x = solveh_banded(hb, b)
      >>> x
      array([ 0.07318536-0.02939412j,  0.11877624+0.17696461j,
              0.10077984-0.23035393j, -0.00479904-0.09358128j])