Skip to content

Instantly share code, notes, and snippets.

View tvercaut's full-sized avatar

Tom Vercauteren tvercaut

View GitHub Profile
#!/usr/bin/env python
from __future__ import absolute_import, division, print_function
import tensorflow as tf
from tensorflow.python.framework import ops
from tensorflow.python.ops import array_ops
from tensorflow.python.ops import sparse_ops
import numpy as np
import scipy.linalg
@tvercaut
tvercaut / exp_derivative_test.py
Last active May 8, 2019 07:36
Simple test to evaluate different means of computing the derivative of the matrix exponential
#!/usr/bin/env python
import numpy as np
import scipy, scipy.linalg
import warnings
# Define some useful function first
# see statsmodels/tsa/tsatools.py
def vec(mat):
"""