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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-631) "RegulaFalsiSolver" failure
Date Sun, 07 Aug 2011 23:48:27 GMT

    [ https://issues.apache.org/jira/browse/MATH-631?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13080695#comment-13080695
] 

Gilles commented on MATH-631:
-----------------------------

The original implementation, for the "problem instance being examined here", would find the
root with absolute accuracy lower than *10e-12* after 3560 evaluations (note: using the default
value of *1e-6*).
In fact, the root was found, at the required accuracy, after around 2200 evaluations.

That does not sound like correct behavior.
The problem is that, "x0" never being updated, the convergence test always fails... until
we reach the limitation of double precision, which entails an infinite loop.

In fact my fix should not be necessary, as things have gone awry before it would apply, but
there is a bug to fix nonetheless.


> "RegulaFalsiSolver" failure
> ---------------------------
>
>                 Key: MATH-631
>                 URL: https://issues.apache.org/jira/browse/MATH-631
>             Project: Commons Math
>          Issue Type: Bug
>            Reporter: Gilles
>             Fix For: 3.0
>
>
> The following unit test:
> {code}
> @Test
> public void testBug() {
>     final UnivariateRealFunction f = new UnivariateRealFunction() {
>             @Override
>             public double value(double x) {
>                 return Math.exp(x) - Math.pow(Math.PI, 3.0);
>             }
>         };
>     UnivariateRealSolver solver = new RegulaFalsiSolver();
>     double root = solver.solve(100, f, 1, 10);
> }
> {code}
> fails with
> {noformat}
> illegal state: maximal count (100) exceeded: evaluations
> {noformat}
> Using "PegasusSolver", the answer is found after 17 evaluations.

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