Bisschen code upgrade für die data likelihoods

nathanaelbosch · Feb 17, 2024 · d74e3c8 · d74e3c8
1 parent dd7d08d
commit d74e3c8
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Showing 3 changed files with 11 additions and 20 deletions.
diff --git a/src/callbacks/dataupdate.jl b/src/callbacks/dataupdate.jl
@@ -68,14 +68,10 @@ function DataUpdateCallback(
 
         obs = Gaussian(obs_mean, obs_cov)
 
-        _cache = if o != d
-            if !(integ.alg isa EK1)
-                error("Partial observations only work with the EK1 right now")
-            end
-            make_obssized_cache(integ.cache; o)
-        else
-            integ.cache
+        if o != d && !(integ.alg isa EK1)
+            error("Partial observations only work with the EK1 right now")
         end
+        _cache = make_obssized_cache(integ.cache; o)
         @unpack K1, C_DxD, C_dxd, C_Dxd, C_d = _cache
         _x = copy!(integ.cache.x_tmp, x)
         _, ll = update!(x, _x, obs, H, K1, C_Dxd, C_DxD, C_dxd, C_d; R=R)
@@ -102,12 +98,14 @@ make_obscov_sqrt(PR::BlockDiag, H::BlockDiag, RR::BlockDiag) =
     ])
 
 function make_obssized_cache(cache; o)
-    @unpack K1, C_DxD, C_dxd, C_Dxd, C_d, m_tmp, x_tmp = cache
-    return make_obssized_cache(K1, C_DxD, C_dxd, C_Dxd, C_d, m_tmp, x_tmp; o)
+    if o == cache.d
+        return cache
+    else
+        return make_obssized_cache(cache.covariance_factorization, cache; o)
+    end
 end
-function make_obssized_cache(
-    K1::M, C_DxD::M, C_dxd::M, C_Dxd::M, C_d::V, m_tmp::G, x_tmp; o,
-) where {M<:Matrix,V<:Vector,G<:Gaussian}
+function make_obssized_cache(::DenseCovariance, cache; o)
+    @unpack K1, C_DxD, C_dxd, C_Dxd, C_d, m_tmp, x_tmp = cache
     return (
         K1=view(K1, :, 1:o),
         C_dxd=view(C_dxd, 1:o, 1:o),

diff --git a/src/data_likelihoods/fenrir.jl b/src/data_likelihoods/fenrir.jl
@@ -77,11 +77,7 @@ function fit_pnsolution_to_data!(
     o = length(data.u[1])
     d = cache.d
     @unpack x_tmp, m_tmp = cache
-    _cache = if o != d
-        make_obssized_cache(cache; o)
-    else
-        cache
-    end
+    _cache = make_obssized_cache(cache; o)
     @unpack K1, C_DxD, C_dxd, C_Dxd, C_d = _cache
 
     x_posterior = copy(sol.x_filt) # the object to be filled

diff --git a/src/diffusions/apply_diffusion.jl b/src/diffusions/apply_diffusion.jl
@@ -3,7 +3,6 @@
 
 Apply the diffusion to the PSD transition noise covariance `Q`, return the result.
 """
-apply_diffusion
 apply_diffusion(
     Q::PSDMatrix,
     diffusion::Number,
@@ -31,7 +30,6 @@ end
 
 Apply the diffusion to the PSD transition noise covariance `Q` in place and return the result.
 """
-apply_diffusion!
 apply_diffusion!(
     Q::PSDMatrix,
     diffusion::Diagonal{T,<:FillArrays.Fill},
@@ -54,7 +52,6 @@ end
 
 Apply the diffusion to the PSD transition noise covariance `Q` and store the result in `out`.
 """
-apply_diffusion!
 apply_diffusion!(
     out::PSDMatrix,
     Q::PSDMatrix,