[Numpy-discussion] problems with numdifftools

josef.pktd@gmai... josef.pktd@gmai...
Tue Oct 26 14:38:07 CDT 2010


On Tue, Oct 26, 2010 at 3:28 PM, Pauli Virtanen <pav@iki.fi> wrote:
> Tue, 26 Oct 2010 12:16:53 -0700, Nicolai Heitz wrote:
>> I am not sure if you are the right persons to contact but if not I would
>> appreciate a short notice and maybe an address where I can find help. I
>> already posted this this message in an other python mailing list and
>> they forwarded me to this list and told me that I might find help here.
>
> Some comments:
>
> 1) General advice: When doing numerics, it's generally a good idea to use
> units natural for the problem, and not SI ones. The numbers the computer
> sees should be of order 1. Not all numerical algorithms are scale
> invariant.

I also think it will be difficult to get good numbers by numerical
differenttiation with this scaling.

>
> 2) The scipy-user list might be even more appropriate:
>
> http://mail.scipy.org/mailman/listinfo/scipy-user
>
> 3) The numdifftools authors might be more knowledgeable about their
> software:
>
> http://code.google.com/p/numdifftools/
>
> If you are sure it's a bug in numdifftools, click the issues tab and
> write a report. Be sure to include simple test case (like the one you
> attached).

Per might be reading this or scipy-user.

My guess would be that it is not a bug but numerical precision
problems in a difficult use case. The question is however useful,
because I haven't seen much discussion yet about a robust use of
numdifftools.

Josef

>
> --
> Pauli Virtanen
>
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