Low-level Solver Interface¶

This is the low-level interface to the C++ implementation of the celerite algorithm. These methods do most of the heavy lifting but most users shouldn’t need to call these directly. This interface was built using pybind11.

celerite.solver.get_kernel_value(arg0: numpy.ndarray[float64[m, 1]], arg1: numpy.ndarray[float64[m, 1]], arg2: numpy.ndarray[float64[m, 1]], arg3: numpy.ndarray[float64[m, 1]], arg4: numpy.ndarray[float64[m, 1]], arg5: numpy.ndarray[float64[m, 1]], arg6: numpy.ndarray[float64]) → object

Get the value of the kernel for given parameters and lags

Parameters: a_real (array[j_real]) – The coefficients of the real terms. c_real (array[j_real]) – The exponents of the real terms. a_comp (array[j_complex]) – The real part of the coefficients of the complex terms. b_comp (array[j_complex]) – The imaginary part of the coefficients of the complex terms. c_comp (array[j_complex]) – The real part of the exponents of the complex terms. d_comp (array[j_complex]) – The imaginary part of the exponents of the complex terms. tau (array[n]) – The time lags where the kernel should be evaluated. The kernel evaluated at tau. array[n]
celerite.solver.get_psd_value(arg0: numpy.ndarray[float64[m, 1]], arg1: numpy.ndarray[float64[m, 1]], arg2: numpy.ndarray[float64[m, 1]], arg3: numpy.ndarray[float64[m, 1]], arg4: numpy.ndarray[float64[m, 1]], arg5: numpy.ndarray[float64[m, 1]], arg6: numpy.ndarray[float64]) → object

Get the PSD of the kernel for given parameters and angular frequencies

Parameters: a_real (array[j_real]) – The coefficients of the real terms. c_real (array[j_real]) – The exponents of the real terms. a_comp (array[j_complex]) – The real part of the coefficients of the complex terms. b_comp (array[j_complex]) – The imaginary part of the coefficients of the complex terms. c_comp (array[j_complex]) – The real part of the exponents of the complex terms. d_comp (array[j_complex]) – The imaginary part of the exponents of the complex terms. omega (array[n]) – The frequencies where the PSD should be evaluated. The PSD evaluated at omega. array[n]
celerite.solver.check_coefficients(arg0: numpy.ndarray[float64[m, 1]], arg1: numpy.ndarray[float64[m, 1]], arg2: numpy.ndarray[float64[m, 1]], arg3: numpy.ndarray[float64[m, 1]], arg4: numpy.ndarray[float64[m, 1]], arg5: numpy.ndarray[float64[m, 1]]) → bool

Apply Sturm’s theorem to check if parameters yield a positive PSD

Parameters: a_real (array[j_real]) – The coefficients of the real terms. c_real (array[j_real]) – The exponents of the real terms. a_comp (array[j_complex]) – The real part of the coefficients of the complex terms. b_comp (array[j_complex]) – The imaginary part of the coefficients of the complex terms. c_comp (array[j_complex]) – The real part of the exponents of the complex terms. d_comp (array[j_complex]) – The imaginary part of the exponents of the complex terms. True if the PSD is everywhere positive. bool
class celerite.solver.CholeskySolver

A thin wrapper around the C++ CholeskySolver class

compute(self: celerite.solver.CholeskySolver, arg0: float, arg1: numpy.ndarray[float64[m, 1]], arg2: numpy.ndarray[float64[m, 1]], arg3: numpy.ndarray[float64[m, 1]], arg4: numpy.ndarray[float64[m, 1]], arg5: numpy.ndarray[float64[m, 1]], arg6: numpy.ndarray[float64[m, 1]], arg7: numpy.ndarray[float64[m, 1]], arg8: numpy.ndarray[float64[m, n]], arg9: numpy.ndarray[float64[m, n]], arg10: numpy.ndarray[float64[m, 1]], arg11: numpy.ndarray[float64[m, 1]]) → None

Compute the Cholesky factorization of the matrix

Parameters: jitter (float) – The jitter of the kernel. a_real (array[j_real]) – The coefficients of the real terms. c_real (array[j_real]) – The exponents of the real terms. a_comp (array[j_complex]) – The real part of the coefficients of the complex terms. b_comp (array[j_complex]) – The imaginary part of the coefficients of the complex terms. c_comp (array[j_complex]) – The real part of the exponents of the complex terms. d_comp (array[j_complex]) – The imaginary part of the exponents of the complex terms. x (array[n]) – The _sorted_ array of input coordinates. diag (array[n]) – An array that should be added to the diagonal of the matrix. This often corresponds to measurement uncertainties and in that case, diag should be the measurement _variance_ (i.e. sigma^2).
computed(self: celerite.solver.CholeskySolver) → bool

A flag that indicates if compute has been executed

Returns: True if solver.CholeskySolver.compute() was previously executed successfully. bool
dot(self: celerite.solver.CholeskySolver, arg0: float, arg1: numpy.ndarray[float64[m, 1]], arg2: numpy.ndarray[float64[m, 1]], arg3: numpy.ndarray[float64[m, 1]], arg4: numpy.ndarray[float64[m, 1]], arg5: numpy.ndarray[float64[m, 1]], arg6: numpy.ndarray[float64[m, 1]], arg7: numpy.ndarray[float64[m, 1]], arg8: numpy.ndarray[float64[m, n]], arg9: numpy.ndarray[float64[m, n]], arg10: numpy.ndarray[float64[m, 1]], arg11: numpy.ndarray[float64[m, n]]) → numpy.ndarray[float64[m, n]]

Compute the dot product of a celerite matrix and another arbitrary matrix

This method computes A.b where A is defined by the parameters and b is an arbitrary matrix of the correct shape.

Parameters: jitter (float) – The jitter of the kernel. a_real (array[j_real]) – The coefficients of the real terms. c_real (array[j_real]) – The exponents of the real terms. a_comp (array[j_complex]) – The real part of the coefficients of the complex terms. b_comp (array[j_complex]) – The imaginary part of the coefficients of the complex terms. c_comp (array[j_complex]) – The real part of the exponents of the complex terms. d_comp (array[j_complex]) – The imaginary part of the exponents of the complex terms. x (array[n]) – The _sorted_ array of input coordinates. b (array[n] or array[n, neq]) – The matrix b described above. The dot product A.b as described above. array[n] or array[n, neq] ValueError – For mismatched dimensions.
dot_L(self: celerite.solver.CholeskySolver, arg0: numpy.ndarray[float64[m, n]]) → numpy.ndarray[float64[m, n]]

Compute the dot product of the square root of a celerite matrix

This method computes L.z where A = L.L^T is the matrix defined in compute.

Parameters: z (array[n] or array[n, neq]) – The matrix z described above. The dot product L.b as described above. array[n] or array[n, neq] ValueError – For mismatched dimensions.
dot_solve(self: celerite.solver.CholeskySolver, arg0: numpy.ndarray[float64[m, n]]) → float

Solve the system b^T . A^-1 . b

A previous call to solver.Solver.compute() defines a matrix A and this method solves b^T . A^-1 . b for a vector b.

Parameters: b (array[n]) – The right hand side of the linear system. The solution of b^T . A^-1 . b. float ValueError – For mismatched dimensions.
grad_log_likelihood(self: celerite.solver.CholeskySolver, arg0: float, arg1: numpy.ndarray[float64[m, 1]], arg2: numpy.ndarray[float64[m, 1]], arg3: numpy.ndarray[float64[m, 1]], arg4: numpy.ndarray[float64[m, 1]], arg5: numpy.ndarray[float64[m, 1]], arg6: numpy.ndarray[float64[m, 1]], arg7: numpy.ndarray[float64[m, 1]], arg8: numpy.ndarray[float64[m, n]], arg9: numpy.ndarray[float64[m, n]], arg10: numpy.ndarray[float64[m, 1]], arg11: numpy.ndarray[float64[m, 1]], arg12: numpy.ndarray[float64[m, 1]]) → None

Compute the gradient of the log likelihood of the model using autodiff

The returned gradient is with respect to the jitter and the coefficients.

Parameters: jitter (float) – The jitter of the kernel. a_real (array[j_real]) – The coefficients of the real terms. c_real (array[j_real]) – The exponents of the real terms. a_comp (array[j_complex]) – The real part of the coefficients of the complex terms. b_comp (array[j_complex]) – The imaginary part of the coefficients of the complex terms. c_comp (array[j_complex]) – The real part of the exponents of the complex terms. d_comp (array[j_complex]) – The imaginary part of the exponents of the complex terms. x (array[n]) – The _sorted_ array of input coordinates. y (array[n]) – The observations at x. diag (array[n]) – An array that should be added to the diagonal of the matrix. This often corresponds to measurement uncertainties and in that case, diag should be the measurement _variance_ (i.e. sigma^2).
log_determinant(self: celerite.solver.CholeskySolver) → float

Get the log-determinant of the matrix defined by compute

Returns: The log-determinant of the matrix defined by solver.CholeskySolver.compute(). float
predict(self: celerite.solver.CholeskySolver, arg0: numpy.ndarray[float64[m, 1]], arg1: numpy.ndarray[float64[m, 1]]) → numpy.ndarray[float64[m, 1]]
solve(self: celerite.solver.CholeskySolver, arg0: numpy.ndarray[float64[m, n]]) → numpy.ndarray[float64[m, n]]

Solve a linear system for the matrix defined in compute

A previous call to solver.CholeskySolver.compute() defines a matrix A and this method solves for x in the matrix equation A.x = b.

Parameters: b (array[n] or array[n, nrhs]) – The right hand side of the linear system. The solution of the linear system. array[n] or array[n, nrhs] ValueError – For mismatched dimensions.
class celerite.solver.CARMASolver

A thin wrapper around the C++ CARMASolver class

This solver is parameterized following carma_pack: https://github.com/brandonckelly/carma_pack

Parameters: log_sigma (float) – The log of the variance of the process. arparams (array[p]) – The parameters of the autoregressive component. maparams (array[q]) – The parameters of the moving average component.
get_celerite_coeffs(self: celerite.solver.CARMASolver) → Tuple[numpy.ndarray[float64[m, 1]], numpy.ndarray[float64[m, 1]], numpy.ndarray[float64[m, 1]], numpy.ndarray[float64[m, 1]], numpy.ndarray[float64[m, 1]], numpy.ndarray[float64[m, 1]]]

Compute the coefficients of the celerite model for the given CARMA model

log_likelihood(self: celerite.solver.CARMASolver, arg0: numpy.ndarray[float64[m, 1]], arg1: numpy.ndarray[float64[m, 1]], arg2: numpy.ndarray[float64[m, 1]]) → float

Compute the log likelihood using a Kalman filter

Parameters: t (array[n]) – The input coordinates of the observations. y (array[n]) – The observations. yerr (array[n]) – The measurement uncertainties of the observations.