jlperla / continuous_time_methods

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Find stationary KFE of linear operator as a linear least squares problem #16

Closed jlperla closed 7 years ago

jlperla commented 7 years ago

The issue is that it is it is a singular matrix, and ultimately an eigen problem. However, with an overconstrained system (adding the sum to 1 constraint and the weak positivity constraints), perhaps sparse linear least squares can solve the problem? Depends on #15