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


Projection matrix to \(i\) th coordinates.

Methods Documentation


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.


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


Projection matrix \(H_i\).

Return type

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