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ou_on_with_diffusion

pathwise_geo::process

Function ou_on_with_diffusion 

Source 
pub fn ou_on_with_diffusion<M, G>(
    manifold: M,
    kappa: f64,
    mu_point: M::Point,
    diffusion: G,
) -> ManifoldSDE<M, impl Fn(&M::Point, f64) -> M::Tangent + Send + Sync, G>
where
    M: Manifold + Clone + Send + Sync,
    M::Point: Clone + Send + Sync,
    M::Tangent: Clone + Default + Mul<f64, Output = M::Tangent> + Send + Sync,
    G: Fn(&M::Point, f64) -> M::Tangent + Send + Sync,
Expand description

Ornstein-Uhlenbeck process on a manifold with caller-supplied diffusion field.

Drift: kappa * log_x(mu_point) – Riemannian log toward mu_point, scaled by kappa. Returns zero tangent on failure (when x == mu_point or log fails at cut locus).