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Refactoring of Probabilistic Linear Solvers #283

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JonathanWenger
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@JonathanWenger JonathanWenger commented Dec 12, 2020

Summary

Introduces an abstract base class for probabilistic numerical methods and refactors all variants of the probabilistic linear solver to a compositional pattern.

Content

Refactoring of PLS

Other issues which might be tackled in this PR are #174.

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@JonathanWenger JonathanWenger added refactoring Refactoring of existing functionality linalg Issues related to linear algebra labels Dec 12, 2020
@JonathanWenger JonathanWenger self-assigned this Dec 12, 2020
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codecov bot commented Dec 14, 2020

Codecov Report

Merging #283 (2fe886a) into master (ddada48) will decrease coverage by 5.17%.
The diff coverage is 83.31%.

❗ Current head 2fe886a differs from pull request most recent head ebaba02. Consider uploading reports for the commit ebaba02 to get more accurate results
Impacted file tree graph

@@            Coverage Diff             @@
##           master     #283      +/-   ##
==========================================
- Coverage   84.21%   79.03%   -5.18%     
==========================================
  Files         103       73      -30     
  Lines        5238     3954    -1284     
  Branches      695      457     -238     
==========================================
- Hits         4411     3125    -1286     
- Misses        610      688      +78     
+ Partials      217      141      -76     
Impacted Files Coverage Δ
src/probnum/diffeq/__init__.py 100.00% <ø> (ø)
src/probnum/filtsmooth/__init__.py 100.00% <ø> (ø)
src/probnum/quad/__init__.py 100.00% <ø> (ø)
src/probnum/random_variables/__init__.py 100.00% <ø> (ø)
src/probnum/linalg/linearsolvers/matrixbased.py 54.69% <10.52%> (-2.55%) ⬇️
...nalg/linearsolvers/_probabilistic_linear_solver.py 43.10% <43.10%> (ø)
src/probnum/utils/arrayutils.py 70.00% <50.00%> (+32.50%) ⬆️
src/probnum/linops/_linear_operator.py 79.20% <64.51%> (-1.78%) ⬇️
src/probnum/linalg/_problinsolve.py 53.68% <66.66%> (ø)
src/probnum/linops/_kronecker.py 65.42% <66.66%> (-20.58%) ⬇️
... and 153 more

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@JonathanWenger
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Parts of this PR are already in the library via the linked PRs. The open todos are tracked in issues.

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