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Workshop: AI for Science: from Theory to Practice

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

Jason Rader · Terry Lyons

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$\textbf{anonymised}$/lineax.

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