-
-
Notifications
You must be signed in to change notification settings - Fork 210
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Improve Rosenbrock finite difference by swapping dt with J #1611
base: master
Are you sure you want to change the base?
Conversation
d9aa5a3
to
c4eb8d7
Compare
src/nlsolve/nlsolve.jl
Outdated
|
||
# This is for numerical differentiation cache correctness | ||
# Requires Newton methods are FSAL | ||
nlsolver.cache.du1 .= integrator.fsalfirst |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Right, all the methods are programmatically FSAL for dense outputs, we should use it well. BTW, can we simply set integrator.fsalfirst === nlsolver.cache.du1
? Will that lead to incorrectness?
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
du1
can get overwritten/changed, for example in the central differencing method, so it's not always correct.
ebc2d1b
to
328ca32
Compare
Fixes SciML/DifferentialEquations.jl#773