patrick-kidger / patrick-kidger/diffrax
Support weakly increasing times in global interpolation routines
Nobody has claimed this yet.
- Dominant language
- Python
- Stars
- 2.1k
- Forks
- 189
- Avg merge
- 3d 18h
- Merged PRs (30d)
- 1
Description
At the moment all global interpolation routines require that the sequence of times be strictly increasing. In practice it's often helpful to admit weakly increasing times as well, e.g. to pad variable-length time series.
In particular this is in contrast to dense interpolation (generated by diffeqsolve(saveat=SaveAt(dense=True))) which will sometimes use weakly increasing times. (Although this is a detail that is hidden from the user.)
Operations that need addressing:
linear_interpolationrectilinear_interpolationbackward_hermite_coeffs
(The corresponding classes should already handle this.)
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reading the implementations of linear_interpolation, rectilinear_interpolation, and backward_hermite_coeffs, then compare their handling with the corresponding classes, which should already accept weakly increasing times. Done means these routines accept repeated adjacent times, including the variable-length time-series case, without changing strict-increasing behavior.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- data
- Issue type
- Feature
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 48/100