Opened 8 years ago

Last modified 8 years ago

#563 new defect

numerical derivative step size is precision dependent

Reported by: pkienzle Owned by:
Priority: minor Milestone: SasView Next Release +1
Component: SasView Keywords:
Cc: Work Package: SasView Bug Fixing


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

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.

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