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Remove some unused things, mainly to re-trigger gh actions
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nathanaelbosch committed Feb 17, 2024
1 parent eb2e235 commit 367b0bf
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Showing 4 changed files with 1 addition and 46 deletions.
6 changes: 0 additions & 6 deletions Project.toml
Original file line number Diff line number Diff line change
Expand Up @@ -8,9 +8,7 @@ ArrayAllocators = "c9d4266f-a5cb-439d-837c-c97b191379f5"
DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
DiffEqCallbacks = "459566f4-90b8-5000-8ac3-15dfb0a30def"
DocStringExtensions = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
ExponentialUtilities = "d4d017d3-3776-5f7e-afef-a10c40355c18"
FastBroadcast = "7034ab61-46d4-4ed7-9d0f-46aef9175898"
FastGaussQuadrature = "442a2c76-b920-505d-bb47-c5924d526838"
FillArrays = "1a297f60-69ca-5386-bcde-b61e274b549b"
FiniteHorizonGramians = "b59a298d-d283-4a37-9369-85a9f9a111a5"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
Expand All @@ -29,7 +27,6 @@ RecursiveArrayTools = "731186ca-8d62-57ce-b412-fbd966d074cd"
Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
SimpleUnPack = "ce78b400-467f-4804-87d8-8f486da07d0a"
SpecialMatrices = "928aab9d-ef52-54ac-8ca1-acd7ca42c160"
StaticArrayInterface = "0d7ed370-da01-4f52-bd93-41d350b8b718"
Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
StructArrays = "09ab397b-f2b6-538f-b94a-2f83cf4a842a"
Expand All @@ -54,9 +51,7 @@ DiffEqBase = "6.122"
DiffEqCallbacks = "2.36"
DiffEqDevTools = "2"
DocStringExtensions = "0.9"
ExponentialUtilities = "1"
FastBroadcast = "0.2"
FastGaussQuadrature = "0.5, 1"
FillArrays = "1.9"
FiniteHorizonGramians = "0.2"
ForwardDiff = "0.10"
Expand All @@ -75,7 +70,6 @@ RecursiveArrayTools = "2, 3"
Reexport = "1"
SciMLBase = "1.90, 2"
SimpleUnPack = "1"
SpecialMatrices = "3"
StaticArrayInterface = "1.3"
Statistics = "1"
StructArrays = "0.4, 0.5, 0.6"
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4 changes: 1 addition & 3 deletions src/ProbNumDiffEq.jl
Original file line number Diff line number Diff line change
Expand Up @@ -16,7 +16,7 @@ using Reexport
import SciMLBase
import SciMLBase: interpret_vars, getsyms, remake
using OrdinaryDiffEq
using SpecialMatrices, ToeplitzMatrices
using ToeplitzMatrices
using FastBroadcast
using StaticArrayInterface
using FunctionWrappersWrappers
Expand All @@ -25,9 +25,7 @@ using TaylorSeries, TaylorIntegration
using SimpleUnPack
using RecursiveArrayTools
using ForwardDiff
using ExponentialUtilities
using Octavian
using FastGaussQuadrature
import Kronecker
using ArrayAllocators
using FiniteHorizonGramians
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36 changes: 0 additions & 36 deletions src/priors/ltisde.jl
Original file line number Diff line number Diff line change
Expand Up @@ -65,39 +65,3 @@ function matrix_fraction_decomposition(
Q = Mexp[1:d, d+1:end] * A'
return A, Q
end

# Previous implementation, outdated thanks to FiniteHorizonGramians.jl:
function _discretize_sqrt_with_quadraturetrick(sde::LTISDE, dt::Real)
F, L = drift(sde), dispersion(sde)

D = size(F, 1)
d = size(L, 2)
N = D # more robust than Int(D / d)
R = similar(F, N * d, D)
method = ExpMethodHigham2005()
expcache = ExponentialUtilities.alloc_mem(F, method)

Ah = exponential!(dt * F, method, expcache)

chol_integrand(τ) = begin
E = exponential!((dt - τ) * F', method, expcache)
L'E
end
nodes, weights = gausslegendre(N)
b, a = dt, 0
@. nodes = (b - a) / 2 * nodes + (a + b) / 2
@. weights = (b - a) / 2 * weights
@simd ivdep for i in 1:N
R[(i-1)*d+1:i*d, 1:D] .= sqrt(weights[i]) .* chol_integrand(nodes[i])
end

M = R'R |> Symmetric
chol = cholesky!(M, check=false)
Qh_R = if issuccess(chol)
chol.U |> Matrix
else
qr!(R).R |> Matrix
end

return Ah, Qh_R
end
1 change: 0 additions & 1 deletion test/Project.toml
Original file line number Diff line number Diff line change
Expand Up @@ -25,4 +25,3 @@ TimerOutputs = "a759f4b9-e2f1-59dc-863e-4aeb61b1ea8f"

[compat]
Aqua = "0.8.2"
DiffEqDevTools = "2.44.1"

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