wrap preconditioner in Diagonal

filtron · Oct 18, 2023 · 3b33542 · 3b33542
1 parent 5ff2c04
commit 3b33542
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Showing 2 changed files with 3 additions and 3 deletions.
diff --git a/src/iwp.jl b/src/iwp.jl
@@ -82,7 +82,7 @@ function transition_matrix_1d(ndiff::Integer, dt::T, ::ReverseTaylor) where {T<:
 end
 
 
-precond(ndiff::Integer, dt::Real, ::ReverseTaylor) =  @. sqrt(dt) * dt^(0:ndiff) / factorial(0:ndiff)
+precond(ndiff::Integer, dt::Real, ::ReverseTaylor) =  Diagonal(@. sqrt(dt) * dt^(0:ndiff) / factorial(0:ndiff))
 
 function transition_matrix_precond_1d(ndiff::Integer, T, ::ReverseTaylor)
     Φ = zeros(T, ndiff + one(ndiff), ndiff + one(ndiff))

diff --git a/test/runtests.jl b/test/runtests.jl
@@ -39,8 +39,8 @@ using Test
             Φbreve = IntegratedWienerProcesses.transition_matrix_precond_1d(ndiff, Float64, ReverseTaylor()) 
             Lbreve = IntegratedWienerProcesses.transition_cov_cholf_precond_1d(ndiff, Float64, ReverseTaylor())
 
-            @test Φ ≈ Diagonal(prec) * Φbreve / Diagonal(prec)
-            @test L ≈ Diagonal(prec) * Lbreve
+            @test Φ ≈ prec * Φbreve / prec
+            @test L ≈ prec * Lbreve
         end
     end