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Interpolation is computed twice #1470

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yukiiwashita opened this issue Jan 12, 2017 · 2 comments
Open

Interpolation is computed twice #1470

yukiiwashita opened this issue Jan 12, 2017 · 2 comments

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@yukiiwashita
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Due to #1464, interpolant coefficients for piecewise polynomial interpolators are computed twice if node sensitivity is requested.

@jodastephen
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Is this a problem, or just inefficient? There is no way to get node sensitivity later as far as I can see.

@yukiiwashita
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yukiiwashita commented Jan 17, 2017

Changed the label. This is inefficient especially when doing calibration with e.g.,CubicSplineInterpolator where the node sensitivity computation is requested every step, then the linear system is solved twice.
For several piecewise polynomial interpolators, determining coefficients is not required to calculate coefficient sensitivities, while these two share some variables, e.g., intervals, gradients.

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