[Python] Where does SciPy's adaptive step size method for finite differences originate?

Discussão em 'Python' iniciado por Stack, Dezembro 9, 2024.

  1. Stack

    Stack Membro Participativo

    Inside the KrylovJacobian class from SciPy, there is this method:

    def _update_diff_step(self):
    mx = abs(self.x0).max()
    mf = abs(self.f0).max()
    self.omega = self.rdiff * max(1, mx) / max(1, mf)


    which would be the same as:

    [​IMG]

    This modifies the step size that the finite difference method uses, however, I cannot find the origin of this expression, or why it works.

    Does anybody know the source of this method or the reasoning behind it?

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