NordsieckLikeCoordinates¶

class probnum.randprocs.markov.integrator.NordsieckLikeCoordinates(powers, scales, dimension)¶

Bases: Preconditioner

Nordsieck-like coordinates.

Similar to Nordsieck coordinates (which store the Taylor coefficients instead of the derivatives), but better for ODE filtering and smoothing. Used in integrator-transitions, e.g. in IntegratedWienerTransition.

Attributes Summary

inverse

Methods Summary

`__call__`(step)	Call self as a function.
`from_order`(order, dimension)

Attributes Documentation

inverse¶

Methods Documentation

__call__(step)[source]¶: Call self as a function.

classmethod from_order(order, dimension)[source]¶