IdentityMapping

IdentityMapping(dim: int, reference: Reference | None = None)

An identity mapping.

This preconditioner is diagonal.

Parameters

dim : int

The dimension of the target (and reference) random variables.

reference : Reference | None = None

The reference density. If this is not specified, it will default to the unit Gaussian in \(d\) dimensions with support truncated to \([-4, 4]^{d}\).