Add Better Discretizers

[DanWaxman]

No description provided.

[theorashid]

van Loan? https://github.com/theorashid/cuthbert-models/blob/main/src/cuthbert_models/_discretize.py#L57-L72

I'd heard of it via someone on the pymc statespace team who sent me this https://arxiv.org/abs/2505.18187v1. Apologies if it's in there under a different name

[DanWaxman]

van Loan? https://github.com/theorashid/cuthbert-models/blob/main/src/cuthbert_models/_discretize.py#L57-L72

I'd heard of it via someone on the pymc statespace team who sent me this https://arxiv.org/abs/2505.18187v1. Apologies if it's in there under a different name

Thanks Theo! It's kinda there now (the "frozen Jacobian" thing is basically take a Jacobian of the drift function, then solve for the matrix exponential; I think the jax compiler optimization would be pretty good here in the case that the drift function is linear). But I agree it should be separate and will make sure to include before marking as ready to review!

[mattlevine22]

Can we make sure this also handles discretizing ODEs into mappings between Diracs?

[DanWaxman]

Discretizers don’t operate on ODEs currently, though I agree that could be nice as an additional Discretizer (basically as a wrapper to diffrax).

…

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