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Solving a linear system with circulant matrix using FFT
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import numpy as np | |
from scipy.linalg import circulant | |
def solve_circulant(A,b): | |
return np.fft.ifft(np.fft.fft(b)/np.fft.fft(A[:,0])) | |
n = 10000 | |
a = np.random.randn(1,n) | |
A = circulant(a) | |
b = np.random.rand(n) | |
import time | |
t = time.time() | |
result_numpy = np.linalg.solve(A, b) | |
print('np.linalg.solve:', time.time()-t, 'seconds') | |
print('Residual:', np.linalg.norm(A@result_numpy-b)) | |
print('--------------------') | |
t = time.time() | |
result_solve_circulant = solve_circulant(A, b) | |
print('solve_circulant2:', time.time()-t, 'seconds') | |
print('Residual:', np.linalg.norm(A@result_solve_circulant-b)) |
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