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This question has an example of how to create the preconditioner M with a scipy sparse matrix A of shape NxN from scipy.sparse.linalg import LinearOperator, spilu ilu = spilu(A) Mx = lambda x: ilu.solve(x) M = LinearOperator((N, N), Mx)


The Savitzky-Golay filter uses a constant delta (the spacing of the samples,) and the default value of the delta in the filter implementation is 1, according to https://docs.scipy.org/doc/scipy-0.16.1/reference/generated/scipy.signal.savgol_filter.html. Your data set has irregular deltas, not 1, so the result from the Savgol filter is incorrect.

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