hiro/stocproc
1
0
Fork 0
mirror of https://github.com/vale981/stocproc synced 2025-03-04 09:11:41 -05:00
Code Issues Projects Releases Packages Wiki Activity Actions

be clever when calculationg tanhsinh zs

Browse source
This commit is contained in:
Valentin Boettcher 2022-12-12 17:23:19 -05:00
parent 06b692b20f
commit 7d735091de
No known key found for this signature in database
GPG key ID: E034E12B7AF56ACE
1 changed files with 17 additions and 6 deletions
Show stats Download patch file Download diff file Expand all files Collapse all files

23
stocproc/stocproc.py
View file

@ -861,9 +861,14 @@ class StocProc_TanhSinh(StocProc):
tmp1 = self.fl * y
tmp2 = -1j * self.omega_k
z = np.fromiter(
(np.sum(tmp1 * np.exp(tmp2 * t)) for t in self.t), dtype=tmp2.dtype
)
exp_fac = np.exp(tmp2 * self.t[1])
z = np.empty(len(self.t), dtype=tmp2.dtype)
last = tmp1.astype(tmp2.dtype)
for i in range(len(self.t)):
z[i] = np.sum(last)
last *= exp_fac
return z
@ -879,11 +884,17 @@ class StocProc_TanhSinh(StocProc):
tmp1 = self.fl * y
tmp2 = -1j * self.omega_k
exp_fac = np.exp(tmp2 * self.t[1])
pre = tmp1 * tmp2
z_dot = np.fromiter(
(np.sum(pre * np.exp(tmp2 * t)) for t in self.t), dtype=tmp2.dtype
)
z_dot = np.empty(len(self.t), dtype=tmp2.dtype)
last = pre
for i in range(len(self.t)):
z_dot[i] = np.sum(last)
last *= exp_fac
return z_dot