Switch to using scipy.sparse.linalg.expm_multiply
smith-garrett opened this issue · 0 comments
smith-garrett commented
Currently, the exit and first passage time fns. (and CDFs, not implemented) use expm()
from scipy.linalg
, but that can be replaced with the more efficient expm_multiply()
from scipy.sparse.linalg
. Should speed things up and maybe improve numerical accuracy.