stein_thinning.kernel.make_precon

stein_thinning.kernel.make_precon(sample: ndarray, preconditioner: str = 'id') → ndarray

Create preconditioner matrix

Parameters

sample: np.ndarray

n x d array where each row is a d-dimensional sample point.

preconditioner: str

optional string, either ‘id’ (default), ‘med’, ‘sclmed’, or ‘smpcov’, specifying the preconditioner to be used. Alternatively, a numeric string can be passed as the single length-scale parameter of an isotropic kernel.

Returns

np.ndarray

d x d array containing the preconditioner matrix