FYI - Compositional Linear Algebra (CoLA) Library

[adam-hartshorne]

I don't know if you have seen this new library, but it seems like it could provide some useful efficient Linear Operators for probabilistic ode solvers.

CoLA is a framework for scalable linear algebra, automatically exploiting the structure often found in machine learning problems and beyond. CoLA supports both PyTorch and JAX.

https://github.com/wilson-labs/cola

[pnkraemer]

Hi! I am converting this issue to a discussion since there is no concrete issue to resolve. Feel free to continue commenting there!

[adam-hartshorne]

Notice you are doing a lot of dev at the moment. Just wondering if you thought anymore about this, I personally have found this library quite useful, provided a good speed-up / better memory usage.