TransportMaps.Maps.MiscMaps

Module Contents

Classes

PreconditionedCrankNicolsonMap

Abstract map \(T:\mathbb{R}^{d_x}\rightarrow\mathbb{R}^{d_y}\)

class TransportMaps.Maps.MiscMaps.PreconditionedCrankNicolsonMap(dim, beta)[source]

Bases: TransportMaps.Maps.MapBase.Map

Abstract map \(T:\mathbb{R}^{d_x}\rightarrow\mathbb{R}^{d_y}\)

Parameters:
  • dim_in (int) – input dimension

  • dim_out (int) – output dimension

evaluate(x, *args, **kwargs)[source]

[Abstract] Evaluate the map \(T\) at the points \({\bf x} \in \mathbb{R}^{m \times d_x}\).

Parameters:
  • x (ndarray [\(m,d_x\)]) – evaluation points

  • precomp (dict) – dictionary of precomputed values

  • idxs_slice (slice) – if precomputed values are present, this parameter indicates at which of the points to evaluate. The number of indices represented by idxs_slice must match x.shape[0].

Returns:

(ndarray [\(m,d_y\)]) – transformed points

Raises:

NotImplementedError – to be implemented in sub-classes