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HadrienNU / GLE_AnalysisEM

Statistical inference of Generalized Langevin Equation using Expectation-Maximization algorithm
https://gle-analysisem.readthedocs.io/
BSD 3-Clause "New" or "Revised" License
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Kalman filter is one of the bottleneck #1

Closed HadrienNU closed 3 years ago

HadrienNU commented 3 years ago

The kalman filter and the RTS smoother are some of the bottleneck being called numerous times.

Write those two piece of code into fortran could accelerate the code.

HadrienNU commented 3 years ago

Added with last push