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Improvements to the probabilistic linear solver implementation #656
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JonathanWenger
merged 17 commits into
probabilistic-numerics:main
from
JonathanWenger:pls-improvements
Mar 11, 2022
Merged
Improvements to the probabilistic linear solver implementation #656
JonathanWenger
merged 17 commits into
probabilistic-numerics:main
from
JonathanWenger:pls-improvements
Mar 11, 2022
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JonathanWenger
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linalg
Issues related to linear algebra
improvement
Improvements of existing functionality
labels
Mar 3, 2022
JonathanWenger
changed the title
Improvements to the probabilistic linear solver implementation.
Improvements to the probabilistic linear solver implementation
Mar 3, 2022
Codecov Report
@@ Coverage Diff @@
## main #656 +/- ##
==========================================
- Coverage 90.14% 90.13% -0.01%
==========================================
Files 191 191
Lines 7211 7224 +13
Branches 1146 1149 +3
==========================================
+ Hits 6500 6511 +11
- Misses 465 467 +2
Partials 246 246
|
marvinpfoertner
approved these changes
Mar 11, 2022
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Labels
improvement
Improvements of existing functionality
linalg
Issues related to linear algebra
refactoring
Refactoring of existing functionality
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In a Nutshell
This PR introduces a bunch of changes which improve the modular implementation of the probabilistic linear solver.
Detailed Description
Changes in this PR:
ProjectedRHSInformationOp
with the more naturalProjectedResidualInformationOp
state.cache
into acollections.defaultdict(list)
to avoid having to check for initialization of caches Reorthogonalization for a stable implementation of the probabilistic linear solver #580 (comment)_Related Issues
Implements part of #622