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Enable scalar error estimates and use them in the KroneckerEK0 #106

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Merged
merged 1 commit into from
Sep 15, 2021
Merged

Enable scalar error estimates and use them in the KroneckerEK0 #106

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2 changes: 1 addition & 1 deletion tests/test_ek0.py
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Original file line number Diff line number Diff line change
Expand Up @@ -214,7 +214,7 @@ def test_attempt_step_y_shapes_reference(stepped_reference, d, num_derivatives):
def test_attempt_step_error_estimate_kronecker(stepped_kronecker, d):

assert isinstance(stepped_kronecker.error_estimate, jnp.ndarray)
assert stepped_kronecker.error_estimate.shape == (d,)
assert stepped_kronecker.error_estimate.shape == ()
assert jnp.all(stepped_kronecker.error_estimate >= 0)


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2 changes: 1 addition & 1 deletion tornadox/ek0.py
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Expand Up @@ -128,7 +128,7 @@ def initialize(self, ivp):
def compute_sigmasquared_error(P, Ql, z):
HQH = (P @ Ql @ Ql.T @ P.T)[1, 1]
sigma_squared = z.T @ z / HQH / z.shape[0]
error_estimate = jnp.stack([jnp.sqrt(sigma_squared * HQH)] * z.shape[0])
error_estimate = jnp.sqrt(sigma_squared * HQH)
return sigma_squared, error_estimate

@staticmethod
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4 changes: 3 additions & 1 deletion tornadox/step.py
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Expand Up @@ -93,7 +93,9 @@ def is_accepted(self, scaled_error_estimate):
return scaled_error_estimate < 1

def scale_error_estimate(self, unscaled_error_estimate, reference_state):
if unscaled_error_estimate.shape != reference_state.shape:
if (
not jnp.isscalar(unscaled_error_estimate.size)
) and unscaled_error_estimate.shape != reference_state.shape:
raise ValueError(
"Unscaled error estimate needs same shape as reference state."
)
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