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karenyyng / shear_gp

code for using GP for inferring the 2D lensing potential. Accompanying gaussian process repo is:
https://github.com/karenyyng/george
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provide numerical evaluation of the 4th spatial derivatives for covariance matrix #13

Open karenyyng opened 8 years ago

karenyyng commented 8 years ago

Thoughts after questions from AmpLab staff Jey Kottalam: So far we have been providing analytical expressions for the 4th spatial derivatives for the covariance kernel, it is possible for us to explore a numerical evaluation of the 4th spatial derivatives of other kernels through finite differencing if needed.

It is unclear to me which approach will be computationally faster. Once the numerical differencing infrastructure is set up, it can be more general.

karenyyng commented 8 years ago

Have to consider the possible numerical precision issues - the order of accuracy / no. of terms to include matters. https://en.wikipedia.org/wiki/Finite_difference_coefficient