Stabilize IMM transition-matrix normalization - #4297
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Summary
Bug
InteractingMultipleModelFilter._prepare_transition_matrix()normalized non-unit rows with a direct row sum:A row can contain valid, finite, nonnegative weights whose sum overflows. For example,
[finfo.max, finfo.max / 2]has the well-defined ratio2:1, but its floating-point sum isinf. The old normalization therefore produced[0, 0], leaving a transition row with no probability mass.Fix
Use each row's maximum entry as a scale before summing. The scaled entries lie in
[0, 1], retain the original ratios, and can be normalized without overflowing. Already normalized rows remain unchanged and do not emit the existing renormalization warning.Validation
[0, 0]; fixed result[2/3, 1/3]np.errstate(over="raise", invalid="raise", divide="raise")main: two commits ahead, zero behind; one source file and one focused test file changedThe full repository test matrix is delegated to GitHub Actions.