Comments (9)
Do you have an MWE?
from integrals.jl.
Since transformation_if_inf
is kind of a f->g
function. It's either going to be type unstable, or we need to introduce the extra overhead for every function call. We should add an argument like do_inf_transformation=Val{true}()
.
from integrals.jl.
I don't recall what exactly I meant by "updating". Here is a MWE I just put together, I'm not sure if it captures the same problem I had in the OP.
using Quadrature , Distributions , Test
μ = [0.00 , 0.00]
Σ = [0.4 0.0 ; 0.00 0.4]
d = MvNormal(μ , Σ)
m(x , p) = pdf(d, x)
prob = QuadratureProblem{false}(m, [-Inf , -Inf] , [Inf , Inf])
sol = solve(prob,HCubatureJL(),reltol=1e-3,abstol=1e-3)
from integrals.jl.
It's either going to be type unstable, or we need to introduce the extra overhead for every function call. We should add an argument like do_inf_transformation=Val{true}().
Could it not use a function barrier or something?
from integrals.jl.
Not really, because it's a higher order function.
from integrals.jl.
There must be something, we can chat about this at the summit.
from integrals.jl.
I mean transformation_if_inf
is kind of like a function barrier, and it's type unstable. The actual integration is type stable.
from integrals.jl.
- Solving this doesn't seem to be sufficient to make
HCubatureJL()
typestable. See JuliaMath/HCubature.jl#42
from integrals.jl.
I've addressed this issue in #241 by making sure with tests that all solve
s in the package are type-stable. I also deprecated do_inf_transformation
and opted to transform all problems at solve
time instead of init
time. Note this does not guarantee type-groundedness, e.g. HCubatureJL
is only type grounded when the limits of integration are vectors with static length.
from integrals.jl.
Related Issues (20)
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from integrals.jl.