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[diff] Rework evaluation in diff #55

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alexfikl opened this issue Jul 12, 2024 · 1 comment · Fixed by #57
Closed

[diff] Rework evaluation in diff #55

alexfikl opened this issue Jul 12, 2024 · 1 comment · Fixed by #57

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@alexfikl
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alexfikl commented Jul 12, 2024

Right now, calling

df = diff(method, func, points)

will evaluate the fractional derivative of func on all the points, e.g. $D_C^\alpha[f](x_n)$ for all $x_n$. Ideally, we want to be more coarse grained here

  • diff(method, func, points): left as now to evaluate at all points, but mainly just a simple wrapper around diffs.
  • weights(method, x): just computes the quadrature weights for x points, i.e. to integrate from x[0] to x[-1].
  • diffs(method, func, points): only evaluates at $x_n$. (extra s for single?)
@alexfikl
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alexfikl commented Jul 12, 2024

We also want to separate these:

  • so that we could presumably reuse the weights for the ODE solvers: currently very copy pasted :(
    • Would need to also expand the interface to support $f: \mathbb{R} \to \mathbb{R}^d$.
  • so that we can use diffs to compute the gradient at a given point: currently pycaputo.grad just evaluates everything and takes the last point :(
    • For some definition of the gradient? This should just work.

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