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From Luc Maisonobe <Luc.Maison...@free.fr>
Subject Re: svn commit: r995035 - /commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java
Date Wed, 08 Sep 2010 15:55:05 GMT
Le 08/09/2010 17:37, Gilles Sadowski a écrit :
>>> URL: http://svn.apache.org/viewvc?rev=995035&view=rev
>>> Log:
>>> Removed strict equality comparison.
>>
>> In some rare cases, strict equality comparison is desired (I don't know
>> if it is the case here). In these cases, findbugs can be configured to
>> ignore these cases, see the findbugs-exclude-filter.xml file for an example.
> 
> I don't know whether it is one of those rare cases. The algorithm
> description in ALGOL uses the "=" sign while the FORTRAN implementation (in
> the appendix) works around the problem by inversing the checks:

It may be the case. There is a similar one in the Brent solver, the
semantic of the test is to check if we have just set one intermediate
value exactly to one of the bound or if it is a result of some
interpolation.

Exact equality or inequality should be considered with the same care. In
many cases, they should be replaced by proximity checks. Proximity
checks need a threshold and it is very difficult to find a general one
(some people may well use numbers in the range of 1.0e-50 which is
perfectly computable in floating point).

There is also one very special trick with doubles equality and
inequality: tests involving NaN always return false. So if for example x
is a NaN and y is a regular number (normal, subnormal or infinite), all
the following tests will return false, even the two last ones!

 x < y, x > y, x <= y, x >= y, x == y, x != y, x == x

This implies that replacing (x == y) by !(x != y) is a safe replacement
only if there are no NaNs involved.

However, I don't think the test here has been written with NaNs in mind,
so I guess it really is a check for interpolation or no interpolation. I
did not check the algorithm, though.

Luc

> 170 IF ((FU.GT.FW).AND.(W.NE.X)) GO TO 180
>     V = W
>     FV = FW
>     W = U
>     FW = FU
>     GO TO 10
> 180 etc.
> 
>>> Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java
>>> URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java?rev=995035&r1=995034&r2=995035&view=diff
>>> ==============================================================================
>>> --- commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java
(original)
>>> +++ commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java
Wed Sep  8 12:51:38 2010
>>> @@ -17,6 +17,7 @@
>>>  package org.apache.commons.math.optimization.univariate;
>>>  
>>>  import org.apache.commons.math.FunctionEvaluationException;
>>> +import org.apache.commons.math.util.MathUtils;
>>>  import org.apache.commons.math.util.FastMath;
>>>  import org.apache.commons.math.exception.NumberIsTooSmallException;
>>>  import org.apache.commons.math.exception.NotStrictlyPositiveException;
>>> @@ -219,12 +220,15 @@ public class BrentOptimizer extends Abst
>>>                      } else {
>>>                          b = u;
>>>                      }
>>> -                    if (fu <= fw || w == x) {
>>> +                    if (fu <= fw ||
>>> +                        MathUtils.equals(w, x)) {
>>>                          v = w;
>>>                          fv = fw;
>>>                          w = u;
>>>                          fw = fu;
>>> -                    } else if (fu <= fv || v == x || v == w) {
>>> +                    } else if (fu <= fv ||
>>> +                               MathUtils.equals(v, x) ||
>>> +                               MathUtils.equals(v, w)) {
>>>                          v = u;
>>>                          fv = fu;
>>>                      }
> 
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> 


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