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type-fixes + enforcements + contracts for analytical solutions #58

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merged 8 commits into from
Jul 5, 2022

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mathematicalmichael
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return predicted covariance / posterior covariance always.

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mathematicalmichael commented Jul 4, 2022

when formulating the problem as a rank-k update, we have an updated covariance matrix that we can return.

may be good to rename mud_sol_alt to reflect the difference. need to update mud-examples accordingly.

tests failing because you need to search for mdf.mud_sol to find the instances where the contract change breaks things.

@mathematicalmichael mathematicalmichael changed the title change contracts for analytical solutions type-fixes + enforcements + contracts for analytical solutions Jul 5, 2022
@mathematicalmichael mathematicalmichael force-pushed the patch/analytical-solutions branch from d0cd8a7 to 4831c3c Compare July 5, 2022 02:26
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the approach I ended up taking was defining mud_sol_with_cov (and one for map). The "efficient" mud solution avoids direct computation of the updated covariance.

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closes #43

@mathematicalmichael mathematicalmichael merged commit 7732468 into main Jul 5, 2022
@mathematicalmichael mathematicalmichael deleted the patch/analytical-solutions branch July 5, 2022 02:53
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