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Add stable unit-sum weights for Stein kernels - #1244

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sylvesterkaczmarek:feature/134-stein-weights
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sylvesterkaczmarek wants to merge 1 commit into
gchq:mainfrom
sylvesterkaczmarek:feature/134-stein-weights

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PR Type

Feature, tests and documentation.

Description

Refs #134. Add KSDWeightsOptimiser for sum-to-one Stein-kernel weights, allowing negative values. The spectral solve handles zero and singular Gram matrices, including duplicate points, without changing existing optimisers.

This covers constrained Stein weighting and stable dense solves. Approximate large-scale weighting methods remain outside this PR.

How Has This Been Tested?

1,786 unit tests passed, 19 skipped. The 46 new cases cover analytic solutions, singular systems, scaling, invalid inputs and JIT; all also pass in double precision. Documentation builds with warnings treated as errors.

Formatting, spelling, type checks and Pylint code checks pass. The unchanged .pylintrc contains the obsolete suggestion-mode option, so its existing unrecognized-option diagnostic was excluded from the Pylint code check.

Does this PR introduce a breaking change?

No.

Checklist before requesting a review

  • Checked for duplicates and reviewed the changes.
  • Tests, documentation and changelog updated.
  • No new dependencies or required downstream changes.

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