Fix transition covariance for non-normal drift matrices - #46

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junipertcy wants to merge 4 commits into

normal-computing:mainfrom

junipertcy:fix/transition-covariance-nonnormal

Commits on Aug 23, 2026

Fix transition covariance for non-normal drift matrices
junipertcy
committed
e0908a6

Commits on Aug 26, 2026

Factor the transition operator once on uniform grids
junipertcy
committed
d91475d

Commits on Aug 27, 2026

Sample non-normal drifts at O(d^2) per step on any time grid
junipertcy
committed
2cc066a

Commits on Aug 28, 2026

Evaluate log_prob of non-normal drifts at O(d^2) per step on any grid
junipertcy
committed
a17e6aa