FYI - Compositional Linear Algebra (CoLA) Library

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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FYI - Compositional Linear Algebra (CoLA) Library #653

Closed adam-hartshorne closed 10 months ago

adam-hartshorne commented 1 year ago

I don't know if you have seen this new library, but it seems like it could provide some useful efficient Linear Operators for probabilistic ode solvers.

CoLA is a framework for scalable linear algebra, automatically exploiting the structure often found in machine learning problems and beyond. CoLA supports both PyTorch and JAX.

https://github.com/wilson-labs/cola

pnkraemer commented 10 months ago

Hi! I am converting this issue to a discussion since there is no concrete issue to resolve. Feel free to continue commenting there!