Allow more specialized linalg.solve assume_a cases
#1273
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ricardoV94
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Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #1273 +/- ##
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- Coverage 82.01% 82.00% -0.01%
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Files 188 188
Lines 48442 48478 +36
Branches 8659 8665 +6
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+ 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.
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ricardoV94
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linalg.solve assume_a cases
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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/