def METHOD_NAME(ivp, solution_large_step):
    """Compare the first iteration to a closed-form solution.
    First mean and cov coincides with Proposition 1 in Schober et al., 2019.
    """
    state_rvs = solution_large_step.kalman_posterior.states
    ms, cs = state_rvs.mean, state_rvs.cov
    exp_mean = np.array([ivp.y0, ivp.f(0, ivp.y0)])
    np.testing.assert_allclose(ms[0], exp_mean[:, 0], atol=1e-14, rtol=1e-14)
    np.testing.assert_allclose(cs[0], np.zeros((2, 2)), atol=1e-14, rtol=1e-14)