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Fix the second order ODE tests
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nathanaelbosch committed Feb 23, 2024
1 parent b04d80a commit b42fbc7
Showing 1 changed file with 3 additions and 2 deletions.
5 changes: 3 additions & 2 deletions src/diffusions/calibration.jl
Original file line number Diff line number Diff line change
Expand Up @@ -148,9 +148,10 @@ For more background information
* [bosch20capos](@cite) Bosch et al, "Calibrated Adaptive Probabilistic ODE Solvers", AISTATS (2021)
"""
function local_diagonal_diffusion(cache)
@unpack d, q, H, Qh, measurement, m_tmp, tmp = cache
@unpack d, q, H, Qh, measurement, m_tmp = cache
tmp = m_tmp.μ
@unpack local_diffusion = cache
@assert H == cache.E1
@assert (H == cache.E1) || (H == cache.E2)

z = measurement.μ
# HQH = H * unfactorize(Qh) * H'
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