discretize.utils.sdinv

discretize.utils.sdinv(M)

Return inverse of a sparse diagonal matrix.

This function extracts the diagonal elements of the input matrix M and creates a sparse diagonal matrix from the reciprocal these elements. If the input matrix M is diagonal, the output is the inverse of M.

Parameters:

M(n, n) scipy.sparse.csr_matrix

A sparse diagonal matrix

Returns:

(n, n) scipy.sparse.csr_matrix

The inverse of the sparse diagonal matrix.

Examples

>>> from discretize.utils import sdiag, sdinv
>>> import numpy as np

>>> v = np.array([6., 3., 1., 8., 0., 5.])
>>> M = sdiag(v)
>>> Minv = sdinv(M)