probnum

Probabilistic Numerical Methods.

ProbNum implements probabilistic numerical methods in Python. Such methods solve numerical problems from linear algebra, optimization, quadrature and differential equations using probabilistic inference. This approach captures uncertainty arising from finite computational resources and stochastic input.

Functions

asrandvar(obj)

Convert obj to a RandomVariable.

Classes

ProbabilisticNumericalMethod(stopping_criterion)	Probabilistic numerical methods.
StoppingCriterion()	Stopping criterion of a probabilistic numerical method.
LambdaStoppingCriterion(stopcrit)	Define a stopping criterion via an anonymous function.

Class Inheritance Diagram