linpde-gp

Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"

ComputationAwareKalman.jl

Computation-Aware Kalman Filtering and RTS Smoothing

cholupdates

Efficient Updates to Cholesky Factors after Matrix Modifications

ComputationAwareKalmanExperiments.jl

Code for the paper "Computation-Aware Kalman Filtering and Smoothing"