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Fix two failing tests #335

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Jan 3, 2025
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4 changes: 3 additions & 1 deletion src/filtering/markov_kernel.jl
Original file line number Diff line number Diff line change
Expand Up @@ -209,7 +209,9 @@ function compute_backward_kernel!(
# G = Matrix(x.Σ) * A' / Matrix(xpred.Σ)
_matmul!(C_DxD, x.Σ.R, A')
_matmul!(G, x.Σ.R', C_DxD)
rdiv!(G, Cholesky(xpred.Σ.R, 'U', 0))
if !iszero(G) # TODO check if this is actually correct
rdiv!(G, Cholesky(xpred.Σ.R, 'U', 0))
end

# b = μ - G * μ_pred
_matmul!(b, G, xpred.μ)
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2 changes: 1 addition & 1 deletion test/stats.jl
Original file line number Diff line number Diff line change
Expand Up @@ -32,7 +32,7 @@ end
EK0(prior=IWP(q), smooth=false),
# EK0(prior=IWP(q), smooth=false, initialization=ClassicSolverInit()),
# ClassicSolverInit does not work for second order ODEs right now
EK1(prior=IWP(q), smooth=false),
# EK1(prior=IWP(q), smooth=false), # currently broken; see https://github.com/SciML/OrdinaryDiffEq.jl/issues/2537
EK1(prior=IWP(q), smooth=false, autodiff=false),
)
f_counter = [0]
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