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From "Pascal Parraud (Created) (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-716) BracketingNthOrderBrentSolver exceeds maxIterationCount while updating always the same boundary
Date Thu, 01 Dec 2011 09:37:40 GMT
BracketingNthOrderBrentSolver exceeds maxIterationCount while updating always the same boundary
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                 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
            Priority: Minor


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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