pathwise-geo 0.3.0

Riemannian manifold SDE simulation (geodesic Euler/Milstein/SRI) on S^n, SO(n), SPD(n) via the cartan geometry library
Documentation
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/// A stochastic differential equation on a Riemannian manifold.
pub struct ManifoldSDE<M, D, G> {
    pub manifold: M,
    pub drift: D,
    pub diffusion: G,
}

impl<M, D, G> ManifoldSDE<M, D, G> {
    pub fn new(manifold: M, drift: D, diffusion: G) -> Self {
        Self { manifold, drift, diffusion }
    }
}