v0.0.1

What's Changed

• Continuous integration by @pnkraemer in #11
• Multivariate normal by @pnkraemer in #12
• Initial value problems by @pnkraemer in #13
• Steprules by @pnkraemer in #14
• Brought over ODESolver by @pnkraemer in #15
• Implement IntegratedWienerTransition by @schmidtjonathan in #16
• Reordering matrix that can be used for TM by @pnkraemer in #18
• Minimal projection matrix code by @nathanaelbosch in #17
• Implement Taylor Mode Initialization by @schmidtjonathan in #19
• Square-root propagation by @pnkraemer in #20
• Pre-commit hook by @pnkraemer in #24
• Square-root update steps by @pnkraemer in #25
• EK1 reference implementation by @pnkraemer in #29
• Blockdiagonal matrices by @pnkraemer in #22
• 1d Projection matrix by @pnkraemer in #23
• Truncate dense array into block diagonal matrix by @pnkraemer in #33
• Projection operators by @pnkraemer in #32
• Diagonal EK1 by @pnkraemer in #30
• Convenience solve() function for IVPs. by @schmidtjonathan in #36
• solve() updates by @pnkraemer in #38
• Truncated EK1 by @pnkraemer in #39
• num_derivatives -> solver_order in the EK1.init by @nathanaelbosch in #43
• Minimal tox.ini update by @nathanaelbosch in #44
• EK0 with Kronecker Structure by @nathanaelbosch in #35
• Projection vec-trick in EK0 and commented out asserts in EK1 by @pnkraemer in #46
• Brusselator by @pnkraemer in #48
• Refactor tests for EK1 by @pnkraemer in #49
• Batched normal by @pnkraemer in #50
• Matrix normal by @pnkraemer in #51
• Smaller taylor mode by @pnkraemer in #52
• Modularise and optimise EK1 by @pnkraemer in #53
• Matrix representation EK0 by @pnkraemer in #54
• Early truncation ek1 by @pnkraemer in #55
• Rename taylor mode file by @pnkraemer in #58
• Smoothing step by @pnkraemer in #59
• Truncated ek1 by @pnkraemer in #56
• RK init by @pnkraemer in #60
• Vjp timing by @pnkraemer in #67
• Init modes by @pnkraemer in #65
• Removed ode_dimension from ODEFilter constructor by @pnkraemer in #70
• First stepsize is not an input to AdaptiveSteps anymore by @pnkraemer in #68
• Stack init by @pnkraemer in #71
• odesolver -> odefilter by @pnkraemer in #75
• ODEFilter.solve() instead of ivpsolve.solve() by @pnkraemer in #76
• Fix references from tornado to tornadox by @pnkraemer in #78
• Lorenz by @pnkraemer in #80
• ENKF by @schmidtjonathan in #73
• Namedtuple by @pnkraemer in #82
• Reference Solver means as (n,d) matrices by @pnkraemer in #81
• Enkf into readme by @pnkraemer in #83
• Add setup.py by @schmidtjonathan in #84
• Diagonal Jacobian in IVP and DiagonalEK1 by @pnkraemer in #87
• EnKF.ensemble -> EnKF.state by @pnkraemer in #86
• Stats by @pnkraemer in #88
• Implement the diagonal diffuison for the DiagonalEK1 by @nathanaelbosch in #89
• Implement DiagonalEK0, an EK0 with vector-valued diffusion by @nathanaelbosch in #90
• Scale the error-estimate with dt - requried solve stiff VdPs by @nathanaelbosch in #91
• Add discretized PDEs to IVPs by @schmidtjonathan in #92
• Fix return type of wave_2d ivp by @schmidtjonathan in #94
• Add sanity check: assert dt >= 0 by @nathanaelbosch in #97
• Add a tqdm progressbar to the solver by @nathanaelbosch in #96
• Add the Pleiades problem by @nathanaelbosch in #95
• Add more jitting to the KroneckerEK0 by @nathanaelbosch in #99
• Save only square-roots of the covariance matrices by @nathanaelbosch in #102
• Fix a progressbar issue by @nathanaelbosch in #98
• Remove a full projection matrix that was not used anymore by @nathanaelbosch in #105
• Enable scalar error estimates and use them in the KroneckerEK0 by @nathanaelbosch in #106
• Optimize 2 more lines in the KroneckerEK0 by @nathanaelbosch in #107
• Diag Jacobian for FHN 2D by @schmidtjonathan in #108
• Do not save the dxd left kronecker factor in the KroneckerEK0 by @nathanaelbosch in #103
• JIT the whole perform_step and everything that is lower-level than that by @pnkraemer in #110
• Fix Neumann Boundary Conditions by @pnkraemer in #112
• Precompute diagonal Jacobian of Laplace Operator in FHN 2D problem by @schmidtjonathan in #113
• JIT Runge-Kutta Initialisation by @pnkraemer in #111
• Tidy up and anonymize by @schmidtjonathan in #115
• Second run of tidying up by @schmidtjonathan in #116
• ref ek1 constant diff by @pnkraemer in #114
• Update black configuration by @pnkraemer in #119
• Add citation to README.md by @nathanaelbosch in #118
• Added pypi-relevant info by @pnkraemer in #120
• Removed experimental code from README by @pnkraemer in #121

New Contributors

• @pnkraemer made their first contribution in #11
• @schmidtjonathan made their first contribution in #16
• @nathanaelbosch made their first contribution in #17

Full Changelog: https://github.com/pnkraemer/tornadox/commits/v0.0.1