normal-computing / thermox

Exact OU processes with JAX
Apache License 2.0
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Move to `fmmax.utils.eig` #19

Closed SamDuffield closed 1 month ago

SamDuffield commented 1 month ago

fmmax.utils.eig is jit-able and differentiable and allows us to remove the A_spd argument (which was difficult because for dense D then A_y is likely not symmetric positive definite anyway.