numpy - Python library for Gauss-Seidel Iterative Solver? -

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is there linear algebra library implements iterative gauss-seidel solve linear systems? or maybe preconditioned gradient solver?

thanks

edit: in end used kind of crude correct way solve it. had create matrix (for ax=b) anyway, partitioned matrix 

a = m - n

with 

 m = (d + l) , n = -u

where d diagonal, l lower triangular section, , u upper triangular section. then

pinv = scipy.linalg.inv(m) x_k_1 = np.dot(pinv,np.dot(n,x_k)) + np.dot(pinv,b)

also did convergence tests. works.

there example implementation go through various implementations here:

http://www.scipy.org/performancepython

another example here:

http://www.dur.ac.uk/physics.astrolab/py_source/kiusalaas/v1_with_numpy/gaussseidel.py

you might want check out python bindings petsc:

http://code.google.com/p/petsc4py/


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