QuantEcon / QuantEcon/BasisMatrices.jl

Spline derivatives issue

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Dominant language
Julia
Stars
33
Forks
20
PR merge metrics
No merged PRs in 30d

Description

using BasisMatrices

x = linspace(0.0, 5.0, 25)
p = SplineParams(x, 0, 3)

itp = BasisMatrices.Interpoland(Basis(p), [nodes(p).^2 nodes(p).^3])

pts = [1.0, 2.0, 3.0]

println(itp(1.0, reshape([0, 1], (2, 1))))
println(itp(1.0, reshape([0, 1], (1, 2))))
println(itp(1.0, reshape([1], (1, 1))))

The first print command should give the level and first derivative of the two functions

The second print command should compute df(x)/dy and should fail because there isn't a second dimension to take a derivative with respect to.

The third print command reacts as expected.

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Research direction

Start by running the Julia reproduction using SplineParams, Basis, and BasisMatrices.Interpoland, comparing the three reshape cases with the expected derivative behavior. Trace the interpolation and derivative entry points involved in those calls; done means the first and third calls behave as described and the second call fails because no second dimension exists.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
tooling
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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