Implementation of the Filter Diagonalization Method and its derivatives/generalizations.
antonl / fdmtools Goto Github PK
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Add vanilla FDM convergence test
The convergence for no noise and a single pole should be perfect. Add that unit test.
Complete docstrings for fdm.py
Complete basic documentation at the level of docstrings.
Write Sphinx-based tutorial
The project is missing documentation. Begin infrastructure for adding things like derivations of methods used and API documentation.
Remove (or move to branch) pycxx implementation
For speed purposes, I started implementing FDM in C++ with Armadillo and pycxx for the bindings. This turned out to be more complicated and not significantly faster (~20x).
I need to remove pycxx parts and reimplement generate_u method in cython for speed.
- remove C++ code
- reimplement
generate_Uin cython
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