Hi Luc,
thanks for this answer.
>>
>> My problem is that I do not know what getSolverAbsoluteAccuracy()
>> should return. I see three options
>> 1. Have getSolverAbsoluteAccuracy() throw an
>> UnsupportedOperationException, as the solver is *never* invoked.
>> 2. Return a default value, and specify in the Javadoc that it is
>> meaningless or not really meaningful ;).
>> 3. Return an estimate of the absolute accuracy of the explicit above
>> expressions, namely a + FastMath.sqrt(p * (b  a) * (c  a)) and b 
>> FastMath.sqrt((1  p) * (b  a) * (b  c)).
>>
>> My preferred option is 1. I dislike option 2, because users might
>> actually be using the returned value, believing it to somehow reflect
>> the accuracy of the value returned by
>> inverseCumulativeProbability(double). Option 3 would be a good
>> compromise, but I certainly do not have the level of expertise to come
>> up with this estimate... Any help would be most welcome!
>
> I don't like UnsupportedOperationException.
>
Fine.
> In this case, I would say
> the explicit formula is some kind of "perfect" solver
I agree
>
> which has a
> theoretical accuracy of zero (or 1 ulp). So I would return this value.
>
Yes, but one ulp of which number? What I have implemented so far is
return Math.ulp(c) (the intermediate value). I sould probably return
Math.max(Math.ulp(a), Math.ulp(b)), what do you think?
Sébastien

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