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fixedpoint

Adaptive(/continuous-time) fixedpoint-smoother implementations.

fixedpoint_adaptive(prior, correction) -> strategy.Strategy ¤

Construct a fixedpoint-smoother.

Source code in probdiffeq/solvers/strategies/fixedpoint.py
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def fixedpoint_adaptive(prior, correction, /) -> strategy.Strategy:
    """Construct a fixedpoint-smoother."""
    extrapolation_impl = _PreconFixedPoint(*prior)
    return strategy.Strategy(
        extrapolation_impl,
        correction,
        is_suitable_for_save_at=True,
        is_suitable_for_save_every_step=False,
        is_suitable_for_offgrid_marginals=False,
        string_repr=f"<Fixedpoint smoother with {extrapolation_impl}, {correction}>",
    )