probnum.utils¶

Utility Functions.

Functions¶

`as_colvec`(vec)	Transform the given vector or random variable to column format.
`atleast_1d`(*rvs)	Convert arrays or random variables to arrays or random variables with at least one dimension.
`as_numpy_scalar`(x[, dtype])	Convert a scalar into a NumPy scalar.
`as_random_state`(seed)	Turn `seed` into a np.random.RandomState instance.
`as_shape`(x[, ndim])	Convert a shape representation into a shape defined as a tuple of ints.
`derive_random_seed`(*rngs)	Derive a new random seed from a set of random number generator(s).

Utility functions involving (numerical) linear algebra.

`cholesky_update`(S1[, S2])	Compute Cholesky update/factorization \(L\) such that \(L L^\top = S_1 S_1^\top + S_2 S_2^\top\) holds.
`tril_to_positive_tril`(tril_mat)	Orthogonally transform a lower-triangular matrix into a lower-triangular matrix with positive diagonal.