# Integrator¶

class probnum.statespace.Integrator(ordint, spatialdim)

Bases: object

An integrator is a special kind of SDE, where the $$i$$ th coordinate models the $$i$$ th derivative.

Methods Summary

 proj2coord(coord) Projection matrix to $$i$$ th coordinates.

Methods Documentation

proj2coord(coord)[source]

Projection matrix to $$i$$ th coordinates.

Computes the matrix

$H_i = \left[ I_d \otimes e_i \right] P^{-1},$

where $$e_i$$ is the $$i$$ th unit vector, that projects to the $$i$$ th coordinate of a vector. If the ODE is multidimensional, it projects to each of the $$i$$ th coordinates of each ODE dimension.

Parameters

coord (int) – Coordinate index $$i$$ which to project to. Expected to be in range $$0 \leq i \leq q + 1$$.

Returns

Projection matrix $$H_i$$.

Return type

np.ndarray, shape=(d, d*(q+1))