When attempting to apply the code to real reserve sizes it has become apparent that the distribution of these values presents a significant problem for the underlying numerical solver, namely that the values tend to deviate by several orders of magnitude and thus cannot be normalised by an overall factor to produce a set of O(1) values. This is causing the solver to fail, although it works very well for the example numbers in the code files.
Has the code been used / tested with real world reserve values over a sizable selection of markets or is it considered more of a theoretical / reference implementation?
Is there a recommended normalisation to be used when using real reserve values that may deviate by many orders of magnitude?
Many thanks
When attempting to apply the code to real reserve sizes it has become apparent that the distribution of these values presents a significant problem for the underlying numerical solver, namely that the values tend to deviate by several orders of magnitude and thus cannot be normalised by an overall factor to produce a set of O(1) values. This is causing the solver to fail, although it works very well for the example numbers in the code files.
Has the code been used / tested with real world reserve values over a sizable selection of markets or is it considered more of a theoretical / reference implementation?
Is there a recommended normalisation to be used when using real reserve values that may deviate by many orders of magnitude?
Many thanks