1d Projection matrix #23
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pnkraemer
commented
Aug 14, 2021
| @@ -121,12 +121,15 @@ def non_preconditioned_discretize(self, dt): | |||
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| return (state_trans_mat, proc_noise_cov_cholesky) | |||
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| def make_projection_matrix(self, derivative_to_project_onto): | |||
| def projection_matrix(self, derivative_to_project_onto): | |||
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I think the "make" is implied by this thing being a function/method. Please reject if this is too subjective!
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Sorry, again I will merge, because I need it to finish the diagonal EK1 |
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This PR extends the projmat functionality to further return 1d projection matrices.