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Update comment on adaptive step-sizing
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I noticed the description of the comment on adaptive step-sizing defined δ_{n, n} as the inverse of what it looks to be in code. If I'm wrong, just close this issue
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packquickly authored and patrick-kidger committed Oct 20, 2023
1 parent 2cc447f commit 712c208
Showing 1 changed file with 2 additions and 2 deletions.
4 changes: 2 additions & 2 deletions diffrax/step_size_controller/adaptive.py
Original file line number Diff line number Diff line change
Expand Up @@ -423,8 +423,8 @@ def adapt_step_size(
# h_n is the nth step size
# ε_n = atol + norm(y) * rtol with y on the nth step
# r_n = norm(y_error) with y_error on the nth step
# δ_{n,m} = norm(y_error / (atol + norm(y) * rtol)) with y_error on the nth
# step and y on the mth step
# δ_{n,m} = norm(y_error / (atol + norm(y) * rtol))^(-1) with y_error on the nth
# step and y on the mth step
# β_1 = pcoeff + icoeff + dcoeff
# β_2 = -(pcoeff + 2 * dcoeff)
# β_3 = dcoeff
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