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Interpolation is computed twice

Open yukiiwashita opened this issue 9 years ago • 2 comments

Due to #1464, interpolant coefficients for piecewise polynomial interpolators are computed twice if node sensitivity is requested.

yukiiwashita avatar Jan 12 '17 12:01 yukiiwashita

Is this a problem, or just inefficient? There is no way to get node sensitivity later as far as I can see.

jodastephen avatar Jan 16 '17 17:01 jodastephen

Changed the label. This is inefficient especially when doing calibration with e.g.,CubicSplineInterpolator where the node sensitivity computation is requested every step, then the linear system is solved twice. For several piecewise polynomial interpolators, determining coefficients is not required to calculate coefficient sensitivities, while these two share some variables, e.g., intervals, gradients.

yukiiwashita avatar Jan 17 '17 11:01 yukiiwashita