Sri Hari Krishna Narayanan 03b2ae6d59 Issue1635 expm (#1940)
* Issue1635 expm
Implemented expm using Pade approximation. The implmentation is
wrapped using custom_transforms. Frechet derivatives are provided
using defvjp.

* Issue1635 expm

Implemented expm using Pade approximation based on tf.linalg.expm.

* Revert "Revert "Merge remote-tracking branch 'origin/Issue1635' into Issue1635""

This reverts commit dd26c6eeeb60fa556f55abc8acb2f5969b64a2f5, reversing
changes made to b63c190c7671ebb9b911a52dcc203285c56a8051.

* Issue1635 expm testing

Add a test that compares numerical output of scipy.linalg.expm against jax.scipy.linalg.expm

* travis build Issue1635 branch

* Issue1635 expm testing

Use rand_small to get numerical agreeming

* Issue1635 expm testing
Use @jit to prevent recompilation

* Issue1635 expm testing

Use rand_small to get numerical agreement

* Revert "travis build Issue1635 branch"

This reverts commit 6139772555e3af79dc0307fce88838a480e42d38.

* Issue1635

Replace construct with  jax.numpy.select

* Issue1635

Restructure to support the docstring from SciPy

* Issue1635

Restructure to support the docstring from SciPy

* Issue1635

Remove the note that sparsity is not exploited because JAX does not support sparsity.

* Issue1635 expm

Support for the case where A is upper triangular. Instead of autodetection, the option is specified explicitly.

* Issue1635

Rename argument, make it positional. Update documentation

Co-authored-by: Jan <j.hueckelheim@imperial.ac.uk>
2020-01-21 21:11:51 -08:00
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To rebuild the documentation, see Update Documentation.