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Gilles commented on MATH-700:
-----------------------------
We could create a new "bracket" method with an additional boolean parameter to indicate whether
"strict" bracketing is required.
> Alter the contract of UnivariateRealSolverUtils.bracket() to handle piecewise constant
functions
> ------------------------------------------------------------------------------------------------
>
> Key: MATH-700
> URL: https://issues.apache.org/jira/browse/MATH-700
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 3.0
> Reporter: Sébastien Brisard
> Priority: Minor
>
> The current contract of {{o.a.c.m.analysis.solvers.UnivariateRealSolverUtils.bracket(UnivariateRealFunction
function, double initial, double lowerBound, double upperBound, int maximumIterations)}} states
that
> {quote}
> This method attempts to find two values a and b satisfying
> * {{lowerBound <= a < initial < b <= upperBound}}
> * {{f(a) * f(b) <= 0}}
> If f is continuous on [a,b], this means that a and b bracket a root of f.
> {quote}
> I don't think there is any problem with the current implementation. However, if f is
constant, equal to zero on a whole interval, this implementation does not guarantee that the
whole interval is bracketed. I therefore propose that the contract is changed to
> * {{f(a) * f(b) < 0}}
> This entails only a minor correction to the {{bracket()}} method: line 267 of UnivariateRealSolverUtils
currently reads
> ...{{while ((fa * fb > 0.0) && (numIterations < maximumIterations)}}...
> I think it would be safe to replace this line with
> ...{{while ((fa * fb >= 0.0) && (numIterations < maximumIterations)}}...
> Do you agree in principle? I'll run the current tests to check that this change is indeed
safe.
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