pnkraemer / probdiffeq

Probabilistic solvers for differential equations in JAX. Adaptive ODE solvers with calibration, state-space model factorisations, and custom information operators. Compatible with the broader JAX scientific computing ecosystem.
https://pnkraemer.github.io/probdiffeq/
MIT License
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Compulsory output scale in ibm_utils.system_matrices #650

Closed pnkraemer closed 1 year ago

pnkraemer commented 1 year ago

This simplifies the construction of blockdiagonal models as vmapped scalar models