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added comment to clarify #116
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pynumdiff/total_variation_regularization/_total_variation_regularization.py

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@@ -80,7 +80,8 @@ def _total_variation_regularized_derivative(x, dt, order, gamma, solver=None):
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integration_constants = cvxpy.Variable(order) # constants of integration that help get us back to x
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# Recursively integrate the highest order derivative to get back to the position. This is a first-
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# order scheme, but it's very fast and tends to not do markedly worse than 2nd order. See #116
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# order scheme, but it's very fast and tends to do not markedly worse than 2nd order. See #116
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# I also tried a trapezoidal integration rule here, and it works no better. See #116 too
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y = deriv_values
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for i in range(order):
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y = cvxpy.cumsum(y) + integration_constants[i]

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