Skip to content
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

Framework to numerically check supplied derivatives #28

Open
jkfindeisen opened this issue Nov 22, 2017 · 4 comments
Open

Framework to numerically check supplied derivatives #28

jkfindeisen opened this issue Nov 22, 2017 · 4 comments

Comments

@jkfindeisen
Copy link
Collaborator

That is standard in many other packages and also quite useful to check models. It also would allow to use models without an analytical derivative at the cost of performance and maybe numerical accuracy.

@mscipio
Copy link

mscipio commented Nov 22, 2017

That would make easier to add more complex models.
I am not so familiar with C++ libraries, was this just a todo/reminder, or do you have any idea/examples of how to do it?

Also this somehow link to issue #27

@superchromix
Copy link
Collaborator

This is a reminder for a future improvement to the library.

@ironictoo
Copy link

I have implemented a numerical differentiation that worked well for me, I have created an example file here:
Numerical Differentiation
I tested it against an analytical derivative for this model (Tofts exchange model) and it had nearly identical performance and accuracy. Due the the multiple value evaluations required I created a helper function get_value() to make the code a little cleaner.
This could be added to the main project as an example giving people an easy option to add numerical derivative if they chose. The proposed solution can be added on a model by model basis which is convenient. I'm happy to help with integration.

@jkfindeisen
Copy link
Collaborator Author

See also #92

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

No branches or pull requests

4 participants