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note that vector absoute tolerances can be retrofitted if deemed needed
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designs/0027-adjoint-ode.md

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@@ -349,10 +349,15 @@ simplifcation is made for usability reasons and the emprical
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observation that neither any CVODES example codes nor Julia's
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DifferentialEquations.jl package does facilitate a vector absolute
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tolerance for the backward quadrature integration. A user may work
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around this limitation by scaling the states and the parameters which
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will affect the order of the gradients accordingly and therefore
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change the tolerance checks of CVODES whenever a gradient approaches
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zero.
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around this limitation to some extent by scaling the states and the
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parameters which will affect the order of the gradients accordingly
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and therefore change the tolerance checks of CVODES whenever a
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gradient approaches zero. As the lack of the feature of a vector
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absolute tolerance for the parameter quadratures may potentially pose
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a limitation for future uses of the adjoint ODE solver, the
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implementation in stan-math should be written in an manner allowing
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for an inclusion of this feature at a later time (for example through
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an overload of the proposed signature).
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# Rationale and alternatives
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[rationale-and-alternatives]: #rationale-and-alternatives

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