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give it a smaller default step in the numerical diff #3

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eweca-d opened this issue Jun 19, 2024 · 1 comment
Open

give it a smaller default step in the numerical diff #3

eweca-d opened this issue Jun 19, 2024 · 1 comment

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@eweca-d
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eweca-d commented Jun 19, 2024

The current default step is pub const DEFAULT_STEP_SIZE: f64 = 0.00001;. It is too big for some functions. I would recommend a smaller value pub const DEFAULT_STEP_SIZE: f64 = 1.49e-8. You can find the magic value in a popular python library scipy: https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.approx_fprime.html.

@kmolan
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kmolan commented Jun 19, 2024

Noted. I'm currently doing a big refactor so this change will take some time. Thank you again for all your contributions!

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