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Merged
pavelkomarov merged 3 commits into from
Sep 21, 2026
Merged

lineardiff patch #236

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3f2cf62
using x_hat instead of y in calculation of dxdt_hat
pavelkomarov Sep 21, 2026
553d679
reran notebooks
pavelkomarov Sep 21, 2026
9847c7a
ratcheted down bounds in tests
pavelkomarov Sep 21, 2026
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12 changes: 6 additions & 6 deletions notebooks/1_basic_tutorial.ipynb
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100 changes: 50 additions & 50 deletions notebooks/2_optimizing_hyperparameters.ipynb
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48 changes: 24 additions & 24 deletions notebooks/4_performance_analysis.ipynb
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34 changes: 17 additions & 17 deletions notebooks/6_multidimensionality_demo.ipynb
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4 changes: 2 additions & 2 deletions pynumdiff/linear_model.py
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Original file line number Diff line number Diff line change
Expand Up @@ -96,8 +96,8 @@ def _lineardiff(x, dt_or_t, order, gamma): # just to read a shape, so it warns w
raise np.linalg.LinAlgError(f"CVXPY failed to fit the linear model on a window of {N} samples at order "
f"{order}, gamma {gamma}. Try a wider `window_size` or a lower `order`.") from e

x_hat = a_v.value @ Y_integrals[:-1] + c_v.value @ B + mu
dxdt_hat = (a_v.value @ Y_integrals[1:] + c_v.value[:order-1] @ B[1:])/T # undo the time scaling
x_hat = a_v.value @ Y_integrals[:-1] + c_v.value @ B + mu # use x_hat instead of y in calculation of dxdt_hat
dxdt_hat = (a_v.value @ np.vstack([Y_integrals[1:-1], x_hat - mu]) + c_v.value[:order-1] @ B[1:])/T # undo the time scaling

return x_hat, dxdt_hat

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4 changes: 2 additions & 2 deletions pynumdiff/tests/test_diff_methods.py
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Original file line number Diff line number Diff line change
Expand Up @@ -244,11 +244,11 @@ def lineardiff_irreg_step(*args, **kwargs): return lineardiff(*args, **kwargs)
[(1, 1), (3, 3), (1, 1), (3, 3)]],
lineardiff: [[(flr, flr), (flr, flr), (0, -1), (1, 1)],
[(-1, -1), (0, 0), (0, -1), (1, 0)],
[(-1, -1), (1, 1), (0, -1), (1, 1)],
[(-1, -1), (1, 0), (0, -1), (1, 1)],
[(-1, -1), (0, 0), (0, -1), (1, 1)],
[(0, 0), (2, 2), (0, 0), (2, 2)],
[(-1, -1), (2, 2), (0, -1), (2, 2)]],
lineardiff_irreg_step: [[(flr, flr), (flr, flr), (0, -1), (1, 1)],
lineardiff_irreg_step: [[(flr, flr), (flr, flr), (0, -1), (1, 0)],
[(-1, -1), (1, 0), (0, -1), (1, 0)],
[(-1, -1), (0, 0), (0, -1), (1, 1)],
[(-1, -2), (0, 0), (0, -1), (1, 0)],
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