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Probabilistic Numerics
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probnum
asrandvar
ProbabilisticNumericalMethod
StoppingCriterion
LambdaStoppingCriterion
probnum.config
Configuration
probnum.diffeq
probsolve_ivp
perturbsolve_ivp
ODESolver
ODESolution
ODESolverState
probnum.diffeq.odefilter
ODEFilter
ODEFilterSolution
probnum.diffeq.odefilter.init_routines
InitializationRoutine
Stack
StackWithJacobian
NonProbabilisticFit
NonProbabilisticFitWithJacobian
ForwardMode
ForwardModeJVP
ReverseMode
TaylorMode
probnum.diffeq.odefilter.information_operators
InformationOperator
ODEInformationOperator
ODEResidual
ApproximateInformationOperator
LocallyLinearizedInformationOperator
probnum.diffeq.odefilter.approx_strategies
ApproximationStrategy
EK0
EK1
probnum.diffeq.perturbed
probnum.diffeq.perturbed.step
perturb_uniform
perturb_lognormal
PerturbedStepSolver
PerturbedStepSolution
probnum.diffeq.perturbed.scipy_wrapper
WrappedScipyRungeKutta
WrappedScipyODESolution
probnum.diffeq.stepsize
propose_firststep
StepRule
AdaptiveSteps
ConstantSteps
probnum.diffeq.callbacks
ODESolverCallback
DiscreteCallback
probnum.filtsmooth
filter_kalman
smooth_rts
BayesFiltSmooth
TimeSeriesPosterior
probnum.filtsmooth.gaussian
Kalman
KalmanPosterior
FilteringPosterior
SmoothingPosterior
probnum.filtsmooth.gaussian.approx
ContinuousEKFComponent
DiscreteEKFComponent
DiscreteUKFComponent
probnum.filtsmooth.optim
StateSpaceOptimizer
GaussNewton
IteratedDiscreteComponent
FiltSmoothStoppingCriterion
probnum.filtsmooth.particle
effective_number_of_events
ParticleFilter
ParticleFilterPosterior
ImportanceDistribution
BootstrapImportanceDistribution
LinearizationImportanceDistribution
probnum.filtsmooth.utils
merge_regression_problems
probnum.functions
Function
LambdaFunction
ScaledFunction
SumFunction
Zero
probnum.linalg
problinsolve
bayescg
probnum.linalg.solvers
ProbabilisticLinearSolver
LinearSolverState
BayesCG
ProbabilisticKaczmarz
MatrixBasedPLS
SymMatrixBasedPLS
(Prior) Beliefs
LinearSystemBelief
Policies
LinearSolverPolicy
ConjugateGradientPolicy
RandomUnitVectorPolicy
Information Operators
LinearSolverInformationOp
MatVecInformationOp
ProjectedResidualInformationOp
Belief Updates
LinearSolverBeliefUpdate
Belief Updates for Solution-based Inference
Belief Updates for Matrix-based Inference
Stopping Criteria
LinearSolverStoppingCriterion
MaxIterationsStoppingCriterion
ResidualNormStoppingCriterion
PosteriorContractionStoppingCriterion
probnum.linops
aslinop
Embedding
LinearOperator
Matrix
Identity
IdentityKronecker
Scaling
Kronecker
Selection
SymmetricKronecker
Symmetrize
Zero
probnum.problems
TimeSeriesRegressionProblem
InitialValueProblem
LinearSystem
QuadratureProblem
probnum.problems.zoo
Differential Equations
logistic
lotkavolterra
fitzhughnagumo
seir
threebody
vanderpol
lorenz63
lorenz96
rigidbody
threebody_jax
vanderpol_jax
Filtering and Smoothing
benes_daum
car_tracking
logistic_ode
ornstein_uhlenbeck
pendulum
Linear Algebra
random_spd_matrix
random_sparse_spd_matrix
suitesparse_matrix
random_linear_system
SuiteSparseMatrix
probnum.quad
bayesquad
bayesquad_from_data
BayesianQuadrature
ImmediateStop
IntegrationMeasure
ImmediateStop
KernelEmbedding
GaussianMeasure
LebesgueMeasure
BQStoppingCriterion
IntegralVarianceTolerance
MaxNevals
RandomPolicy
RelativeMeanChange
probnum.randprocs
RandomProcess
GaussianProcess
probnum.randprocs.markov
MarkovProcess
MarkovSequence
Transition
probnum.randprocs.markov.continuous
matrix_fraction_decomposition
SDE
LinearSDE
LTISDE
Diffusion
ConstantDiffusion
PiecewiseConstantDiffusion
probnum.randprocs.markov.integrator
IntegratorTransition
IntegratedWienerProcess
IntegratedWienerTransition
IntegratedOrnsteinUhlenbeckProcess
IntegratedOrnsteinUhlenbeckTransition
MaternProcess
MaternTransition
Preconditioner
NordsieckLikeCoordinates
probnum.randprocs.markov.discrete
condition_state_on_rv
condition_state_on_measurement
NonlinearGaussian
LinearGaussian
LTIGaussian
probnum.randprocs.markov.utils
generate_artificial_measurements
probnum.randprocs.kernels
Kernel
IsotropicMixin
WhiteNoise
Linear
Polynomial
ExpQuad
RatQuad
Matern
ProductMatern
probnum.randvars
asrandvar
RandomVariable
DiscreteRandomVariable
ContinuousRandomVariable
Constant
Normal
Categorical
WrappedSciPyRandomVariable
WrappedSciPyDiscreteRandomVariable
WrappedSciPyContinuousRandomVariable
_RandomVariableList
probnum.typing
ShapeType
MatrixType
IntLike
FloatLike
ShapeLike
DTypeLike
ArrayIndicesLike
ScalarLike
ArrayLike
LinearOperatorLike
probnum.utils
as_colvec
atleast_1d
as_numpy_scalar
as_shape
probnum.utils.linalg
inner_product
induced_norm
cholesky_update
tril_to_positive_tril
gram_schmidt
modified_gram_schmidt
double_gram_schmidt
matrix_fraction_decomposition
¶
probnum.randprocs.markov.continuous.
matrix_fraction_decomposition
(
drift_matrix
,
dispersion_matrix
,
dt
)
¶
Matrix fraction decomposition (assuming no force).