Skip to content

Memoize Coeffs #73

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 2 commits into from
Apr 15, 2020
Merged

Memoize Coeffs #73

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
900ae01
Memoize Coeffs
oxinabox Apr 15, 2020
c0b67f1
Bump version
oxinabox Apr 15, 2020
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
2 changes: 1 addition & 1 deletion Project.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
name = "FiniteDifferences"
uuid = "26cc04aa-876d-5657-8c51-4c34ba976000"
version = "0.9.5"
version = "0.9.6"

[deps]
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
Expand Down
17 changes: 11 additions & 6 deletions src/methods.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -156,15 +156,20 @@ function _check_p_q(p::Integer, q::Integer)
end

# Compute coefficients for the method

const _COEFFS_CACHE = Dict{Tuple{AbstractVector{<:Real}, Integer, Integer}, Vector{Float64}}()
function _coefs(grid::AbstractVector{<:Real}, p::Integer, q::Integer)
# For high precision on the \ we use Rational, and to prevent overflows we use Int128
# At the end we go to Float64 for fast floating point math (rather than rational math)
C = [Rational{Int128}(g^i) for i in 0:(p - 1), g in grid]
x = zeros(Rational{Int128}, p)
x[q + 1] = factorial(q)
return Float64.(C \ x)
return get!(_COEFFS_CACHE, (grid, p, q)) do
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Is it worth thinking about thread safety here?

Copy link
Member Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Could do, but I don't think it is worth it.
There is much more thread unsafe stuff in this package that this.
(Mostly the history tracking stuff).

# For high precision on the \ we use Rational, and to prevent overflows we use Int128
# At the end we go to Float64 for fast floating point math (rather than rational math)
C = [Rational{Int128}(g^i) for i in 0:(p - 1), g in grid]
x = zeros(Rational{Int128}, p)
x[q + 1] = factorial(q)
return Float64.(C \ x)
end
end


# Estimate the bound on the function value and its derivatives at a point
_estimate_bound(x, cond) = cond * maximum(abs, x) + TINY

Expand Down