#
# This file is part of TransportMaps.
#
# TransportMaps is free software: you can redistribute it and/or modify
# it under the terms of the GNU Lesser General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# TransportMaps is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with TransportMaps. If not, see <http://www.gnu.org/licenses/>.
#
# Transport Maps Library
# Copyright (C) 2015-2018 Massachusetts Institute of Technology
# Uncertainty Quantification group
# Department of Aeronautics and Astronautics
#
# Author: Transport Map Team
# Website: transportmaps.mit.edu
# Support: transportmaps.mit.edu/qa/
#
import numpy as np
from .MapBase import Map
__all__ = ['PreconditionedCrankNicolsonMap']
[docs]class PreconditionedCrankNicolsonMap(Map):
def __init__(self, dim, beta):
self.beta = beta
super(PreconditionedCrankNicolsonMap, self).__init__(
dim_in=dim, dim_out=dim)
[docs] def evaluate(self, x, *args, **kwargs):
return np.sqrt(1. - self.beta**2) * x