White noise generators and AR covariance operators #4716
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Co-authored-by: Jack Betteridge <[email protected]>
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Of course, you can just grab the local part of the matrix because it's block diagonal so you don't actually need a parallel Cholesky factor. I've added that PR to the Firedrake meeting agenda this afternoon. |
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White and correlated noise generation from #3799, plus extra methods to calculate action and inverse of covariance operator and use it for a weighted norm.
To do:
CholeskyFactorisationNoiseBackend(PETSc, PyOP2, Base).WhiteNoiseGeneratorGaussianCovarianceOperatorCovarianceOperatorMatpython context.