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Allows constructing a
STGPKFProblemwhere all the large matrices live on an Nvidia GPU.mostly a pass through of
CuArrayinstead ofArray, but because of fairly extensive use of Kronecker products in specific matrices, it requires some special implementations of Kronecker products to work on the GPU.The
CUDArequirement is added in as a weak dependency (i.e., as a package extension) so it should only be loaded if the user has loaded theCUDApackage.The main entry point is
CudaSTGPKFProbleminstead ofSTGPKFProblem- the rest of it should work as before.There is a breaking change on the type heirarchy, where before
STGPKFProblem{P, F, ...}has been replaced withSTGPKFProblem{F, P}whereFrefers to the float-type, andPrefers to the state-type of the problem domain.