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The paper "Stable Implementation of Probabilistic ODE Solvers" by Krämer and Hennig (see arXiv) suggests preconditioned state transition matrices which then do not depend on the step-size, together with a diagonal preconditioner that does. Is it possible to compute these quantities directly in square-root form? If yes, that would be a great addition to the package.
The text was updated successfully, but these errors were encountered:
The paper "Stable Implementation of Probabilistic ODE Solvers" by Krämer and Hennig (see arXiv) suggests preconditioned state transition matrices which then do not depend on the step-size, together with a diagonal preconditioner that does. Is it possible to compute these quantities directly in square-root form? If yes, that would be a great addition to the package.
The text was updated successfully, but these errors were encountered: