`transformation_if_inf` is not type stable

[agerlach]

Updatingtransformation_if_inf is sufficient to make HCubatureJL() type stable. Other methods are still type unstable.

[YingboMa]

Do you have an MWE?

[YingboMa]

Since transformation_if_inf is kind of a f->g function. It's either going to be type unstable, or we need to introduce the extra overhead for every function call. We should add an argument like do_inf_transformation=Val{true}().

[agerlach]

I don't recall what exactly I meant by "updating". Here is a MWE I just put together, I'm not sure if it captures the same problem I had in the OP.

using Quadrature , Distributions , Test

μ = [0.00 , 0.00]
Σ = [0.4 0.0 ; 0.00 0.4]
d = MvNormal(μ , Σ)
m(x , p) = pdf(d, x)
prob = QuadratureProblem{false}(m, [-Inf , -Inf] , [Inf , Inf])
sol = solve(prob,HCubatureJL(),reltol=1e-3,abstol=1e-3)

[ChrisRackauckas]

It's either going to be type unstable, or we need to introduce the extra overhead for every function call. We should add an argument like do_inf_transformation=Val{true}().

Could it not use a function barrier or something?

[YingboMa]

Not really, because it's a higher order function.

[ChrisRackauckas]

There must be something, we can chat about this at the summit.

[YingboMa]

I mean transformation_if_inf is kind of like a function barrier, and it's type unstable. The actual integration is type stable.

[sharanry]

• Solving this doesn't seem to be sufficient to make HCubatureJL() typestable. See hcubature not type stable JuliaMath/HCubature.jl#42