PropagationBuffer
#68
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Does the last commit mean that this PR is ready for review? |
Indeed, this PR is ready for review. |
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LGTM, thanks a lot for this valuable addition.
I left few comments, mostly related to adding comments or docstrings. There are I think two suggestions related to adding a new method, and (perhaps?) using broadcasting somewhere. Also, could you perhaps include some very naive performance comparison of "before" and "after" this PR?
None of the above suggestions are required, but would be welcome. So go ahead and merge when you think this is ok. I am approving this PR.
| - `scalings::Vector{T}`: jet transport scaling factors. | ||
| - `jacobian::Matrix{T}`: residuals space to barycentric coordinates jacobian. |
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Are the scaling factors somehow hidden in jacobian? (Or is it confussion due to the preceeding name?)
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jacobian is a generalization of scalings. The former reduces to the latter when a TaylorN takes the form x + dx. Otherwise, for a nontrivial JT tail, jacobian is the full projection of the covariance matrix from residuals to barycentric space.
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Since tests pass, I'll proceed to merge... |
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