Hi,

Is there are a slight possibility that this is related to this issue? (
https://github.com/scikit-learn/scikit-learn/issues/3762) . This was an
issue with Scikit-learn solvers that are wrappers around SciPy's solvers,
(eg, sparse-cg). They are unable to garbage-collect memory due to reference
cycles (design) of the LinearOperators class is in SciPy.
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