probnum.problems¶
Definitions and collection of problems solved by probabilistic numerical methods.
Classes¶
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Regression problem. |
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First order ODE initial value problem. |
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Linear system of equations. |
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Numerical computation of an integral. |
Class Inheritance Diagram¶
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¶
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Random symmetric positive definite matrix. |
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Random sparse symmetric positive definite matrix. |