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From "Luc Maisonobe (Resolved) (JIRA)" <j...@apache.org>
Subject [jira] [Resolved] (MATH-716) BracketingNthOrderBrentSolver exceeds maxIterationCount while updating always the same boundary
Date Thu, 01 Dec 2011 23:26:40 GMT

     [ https://issues.apache.org/jira/browse/MATH-716?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Luc Maisonobe resolved MATH-716.
--------------------------------

       Resolution: Fixed
    Fix Version/s: 3.0

Fixed in subversion repository as of r1209307.

Thanks for the report.
                
> BracketingNthOrderBrentSolver exceeds maxIterationCount while updating always the same
boundary
> -----------------------------------------------------------------------------------------------
>
>                 Key: MATH-716
>                 URL: https://issues.apache.org/jira/browse/MATH-716
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.0
>            Reporter: Pascal Parraud
>            Assignee: Luc Maisonobe
>            Priority: Minor
>             Fix For: 3.0
>
>
> In some cases, the aging feature in BracketingNthOrderBrentSolver fails.
> It attempts to balance the bracketing points by targeting a non-zero value instead of
the real root. However, the chosen target is too close too zero, and the inverse polynomial
approximation is always on the same side, thus always updates the same bracket.
> In the real used case for a large program, I had a bracket point xA = 12500.0, yA = 3.7e-16,
agingA = 0, which is the (really good) estimate of the zero on one side of the root and xB
= 12500.03, yB = -7.0e-5, agingB = 97. This shows that the bracketing interval is completely
unbalanced, and we never succeed to rebalance it as we always updates (xA, yA) and never updates
(xB, yB).

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