Solving Banded Linear Systems in Python (Part 4)

3 years ago
30

We’ve talked at length about sparse matrices in the previous videos. It turns out that a lot of practical problems produce systems that have a fairly specific shape- a banded matrix. I had assumed Scipy’s sparse solver would reconginze the matrix is banded and use an appropriate algorithm. Evidently, this is not the case. There is, however, a banded solver that can be called specifically. In this video, I briefly go over how to use it and show the performance enhancement over the generic spsolve command.

Part 1: https://youtu.be/v_S7cOL5ZWU
Part 2: https://youtu.be/qo-WzsVnXGE
Part 3: https://youtu.be/qSBqgKVD6EA

Github: https://github.com/kpmooney/numerical_methods_youtube/blob/master/prob_50/More%20on%20Linear%20Systems.ipynb

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