I need to solve $Ax=b$ in about 1 million dimensions. Furthermore, A is only accessible through matrix vector products, and these are noisy/inexact.
Is there any solver with Python interface I can try on this problem?
Basically I want to check if there's anything in the linalg community that might work to train a neural network better than current method. The current method is SGD which is equivalent to linearizing the problem and applying first-order Richardson iteration.