Lineax: unified linear solves and linear least-squares in JAX and Equinox

Jason Michael Rader, Terry Lyons, Patrick Kidger

Keywords: Jax, Equinox, Open source, Scientific computing, Scientific machine learning, Numerical linear algebra

TL;DR: We introduce Lineax: an open-source library for unified, autodifferentiable linear solves and least-squares in JAX+Equinox.

Abstract: We introduce Lineax, a library bringing linear solves and linear least-squares to the JAX+Equinox scientific computing ecosystem. Lineax uses general linear operators, and unifies linear solves and least-squares into a single, autodifferentiable API. Solvers and operators are user-extensible, without requiring the user to implement any custom derivative rules to get differentiability. Lineax is available at https://github.com/$\textbf{anonymised}$/lineax.

Submission Track: Original Research

Submission Number: 68