Skip to content

Refactor LinearOperators to use probnum.backend #678

@marvinpfoertner

Description

@marvinpfoertner

Is your feature request related to a problem? Please describe.
After merging #581, Normal RandomVariables with LinearOperator covariances will only work in the NumPy backend. Moreover, there is still a lot of LinearOperator-related code in the Normal implementation.

Give an example use case.

  • differentiable linear solvers and ODE filters

Describe the solution you'd like.

  • refactor LinearOperators into a generic implementation using the backend
  • this should be done one operator at a time, starting with LinearOperator and Matrix

Additional context
None

Metadata

Metadata

Labels

backendIssues related to the automatic differentiation backendfeature requestRequests for features to be implementedimprovementImprovements of existing functionalitylinopsIssues related to linear operators

Type

No type

Projects

No projects

Milestone

No milestone

Relationships

None yet

Development

No branches or pull requests

Issue actions