Opened 9 years ago
Last modified 8 years ago
#563 new defect
numerical derivative step size is precision dependent
Reported by: | pkienzle | Owned by: | |
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Priority: | minor | Milestone: | SasView Next Release +1 |
Component: | SasView | Keywords: | |
Cc: | Work Package: | SasView Bug Fixing |
Description
Need to use eps=sqrt(1e-16) for double precision and sqrt(1e-8) for single precision when computing step size h for numerical differentiation. If the step size is too small, the cancellation error in f(x+h) - f(x) dominates, and if the step size is too large, the numerical derivative error dominates. Bumps mostly assumes double precision.
Change History (1)
comment:1 Changed 8 years ago by butler
- Milestone changed from SasView 4.0.0 to SasView Next Release +1
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As agreed on fortnightly call of June 21, am moving all minor priority tickets to next release (+1) given the resources and time available to get this release out.