probnum.problems

Definitions and collection of problems solved by probabilistic numerical methods.

Classes

RegressionProblem(observations, locations[, …])

Regression problem.

InitialValueProblem(f, t0, tmax, y0[, df, …])

First order ODE initial value problem.

LinearSystem(A, b[, solution])

Linear system of equations.

QuadratureProblem(integrand, lower_bd, upper_bd)

Numerical computation of an integral.

Class Inheritance Diagram

Inheritance diagram of probnum.problems._problems.RegressionProblem, probnum.problems._problems.InitialValueProblem, probnum.problems._problems.LinearSystem, probnum.problems._problems.QuadratureProblem

probnum.problems.zoo

Subpackage offering implementations of standard example problems or convenient interfaces to benchmark problems for probabilistic numerical methods. These test problems are meant for rapid experimentation and prototyping.

probnum.problems.zoo.diffeq

Test problems involving ordinary differential equations.

probnum.problems.zoo.linalg

Test problems from linear algebra.

Functions

random_spd_matrix(dim[, spectrum, random_state])

Random symmetric positive definite matrix.

random_sparse_spd_matrix(dim, density[, …])

Random sparse symmetric positive definite matrix.