Update Gaver functional array allocation in gwr.jl - #32
Open
Josiah-Murray wants to merge 1 commit into
Open
Conversation
Fixed entry of Gaver functionals into wrong position in array G0
Author
|
Admittedly new to pull requests and testing; it looks like the test hardcodes a particular output for the GWR algorithm to ensure there aren't unexpected effects from changing other parts of the code? Hence changing the GWR algorithm causes the tests to fail? |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Hi!
Just a small change: looks like the Gaver functionals are being added to the array in the wrong place, meaning f_1 is being assigned in place of f_0 etc, and f_M is ending up as zero, rather than having f_0=0. (Compare equation 4 from Abate and Valkó, Multi-precision Laplace transform inversion, 2004)
Did some testing against the 35 test functions from Cohen (Numerical methods for Laplace transform inversion, 2007) just to confirm and it generally does better after the change.
Sometimes does slightly worse, but generally this is for problems where the GWR method isn't working very well anyway (i.e. square wave, unshifted sinh, etc.) or else its only worse for a particular values of M on a given problem (since M+2 doesn't necessarily give a better approximation than M, I'm guessing).
Here are some results for$t=9.9$
(Plotting