Skip to content
Snippets Groups Projects
  • Oliver Sander's avatar
    bb0e72ac
    Generalize to allow FD approximation using boost multiprecision number types · bb0e72ac
    Oliver Sander authored
    Currently, the only use of FD is to double check the derivatives computed
    either by hand-written code or (more frequently) by automatic differentiation.
    However, only multiprecision number types allow to really be sure that the
    rounding/cut off errors of FD do not hide subtle errors.
    
    Unfortunately, this patch doesn't go all the way.  It now won't run with 'double'
    anymore.  Also, user code needs to be modified in small but inelegant ways
    (e.g., no 'std::' prefixes for math functions).  Since the FD tests don't
    have to be run every day that's okay for now.
    
    [[Imported from SVN: r9884]]
    bb0e72ac
    History
    Generalize to allow FD approximation using boost multiprecision number types
    Oliver Sander authored
    Currently, the only use of FD is to double check the derivatives computed
    either by hand-written code or (more frequently) by automatic differentiation.
    However, only multiprecision number types allow to really be sure that the
    rounding/cut off errors of FD do not hide subtle errors.
    
    Unfortunately, this patch doesn't go all the way.  It now won't run with 'double'
    anymore.  Also, user code needs to be modified in small but inelegant ways
    (e.g., no 'std::' prefixes for math functions).  Since the FD tests don't
    have to be run every day that's okay for now.
    
    [[Imported from SVN: r9884]]