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tests/test_iwp.py

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@@ -61,9 +61,10 @@ def test_preconditioned_system_matrices(dt, iwp):
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)
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assert jnp.allclose(precond @ precond_proc_noice_chol, non_precond_proc_noice_chol)
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def test_projection_matrices(iwp):
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P = iwp.make_projection_matrix(0)
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assert isinstance(P, jnp.ndarray)
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d, q = iwp.wiener_process_dimension, iwp.num_derivatives
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assert P.shape == (d, q+1)
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assert P.shape == (d, q + 1)
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assert (P == 1).sum() == d

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