math

Useful math utility functions.

Functions

epanechnikov_kernel	Implements the Epanechnikov kernel.
gamma_fnc	Implements a gamma function.
gaussian_kernel	Implements a Gaussian Kernel.
get_elem_sym_fnc
get_hessian	Calculates the hessian of a function.
get_input_jacobian	Calculates the jacobian matrix for the input of a state space model.
get_jacobian	Calculates the jacobian of a function.
get_state_jacobian	Calculates the jacobian matrix for the state of a state space model.
log_sum_exp	Utility function for a log-sum-exponential trick.
rk4	Implements a classic Runge-Kutta integration RK4.
rk4_backward	Implements a backwards classic Runge-Kutta integration RK4.
weighted_sum_mat	Calculates the weighted sum of a list of matrices.
weighted_sum_vec	Calculates the weighted sum of a list of vectors.