From issues-return-28442-apmail-commons-issues-archive=commons.apache.org@commons.apache.org Thu Jul 26 13:35:43 2012 Return-Path: X-Original-To: apmail-commons-issues-archive@minotaur.apache.org Delivered-To: apmail-commons-issues-archive@minotaur.apache.org Received: from mail.apache.org (hermes.apache.org [140.211.11.3]) by minotaur.apache.org (Postfix) with SMTP id 3C7E8961E for ; Thu, 26 Jul 2012 13:35:43 +0000 (UTC) Received: (qmail 90197 invoked by uid 500); 26 Jul 2012 13:25:54 -0000 Delivered-To: apmail-commons-issues-archive@commons.apache.org Received: (qmail 47115 invoked by uid 500); 26 Jul 2012 13:23:54 -0000 Mailing-List: contact issues-help@commons.apache.org; run by ezmlm Precedence: bulk List-Help: List-Unsubscribe: List-Post: List-Id: Reply-To: issues@commons.apache.org Delivered-To: mailing list issues@commons.apache.org Received: (qmail 29068 invoked by uid 99); 26 Jul 2012 09:34:34 -0000 Received: from issues-vm.apache.org (HELO issues-vm) (140.211.11.160) by apache.org (qpsmtpd/0.29) with ESMTP; Thu, 26 Jul 2012 09:34:34 +0000 Received: from isssues-vm.apache.org (localhost [127.0.0.1]) by issues-vm (Postfix) with ESMTP id 708691427F2 for ; Thu, 26 Jul 2012 09:34:34 +0000 (UTC) Date: Thu, 26 Jul 2012 09:34:34 +0000 (UTC) From: "Alex (JIRA)" To: issues@commons.apache.org Message-ID: <1301464550.105358.1343295274466.JavaMail.jiratomcat@issues-vm> In-Reply-To: <1089469828.98175.1343163515331.JavaMail.jiratomcat@issues-vm> Subject: [jira] [Comment Edited] (MATH-832) Brent solver calculates incorrect root (namley Double.MAX_VALUE) MIME-Version: 1.0 Content-Type: text/plain; charset=utf-8 Content-Transfer-Encoding: 7bit X-JIRA-FingerPrint: 30527f35849b9dde25b450d4833f0394 [ https://issues.apache.org/jira/browse/MATH-832?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13422980#comment-13422980 ] Alex edited comment on MATH-832 at 7/26/12 9:32 AM: ---------------------------------------------------- I tried testMath832() and there was no error (although i'm not sure if i did it right - i never worked with JUnit before). But now i think i know where the problem is: It isn't the difference between optimizing and solving (minimizing a function (that derivative has only one root) => finding the root of the derivative) but a numerical issue: http://www.wolframalpha.com/input/?i=Plot(100*sqrt%28x%29%2B1000000%2Fx%2B10000%2Fsqrt%28x%29%2C+{x%2C+0%2C+1000}) http://www.wolframalpha.com/input/?i=Plot(d%2Fdx+100*sqrt%28x%29%2B1000000%2Fx%2B10000%2Fsqrt%28x%29%2C+{x%2C+0%2C+1000}) http://www.wolframalpha.com/input/?i=Plot(d%2Fdx+100*sqrt%28x%29%2B1000000%2Fx%2B10000%2Fsqrt%28x%29%2C+{x%2C+10^10%2C+10^100}) An upper bound for the interval sufficiently smaller than infinity causes no problems:{code:borderStyle=solid} System.out.println( (new BrentSolver()).solve(Integer.MAX_VALUE, uf, 1/Double.MAX_VALUE, 1.0e10, startValue2) );{code} was (Author: alex87): I tried testMath832() and there was no error (although i'm not sure if i did it right - i never worked with JUnit before). But now i think i know where the problem is: It isn't the difference between optimizing and solving (minimizing a function (that derivative has only one root) => finding the root of the derivative) but a numerical issue: http://www.wolframalpha.com/input/?i=Plot(100*sqrt%28x%29%2B1000000%2Fx%2B10000%2Fsqrt%28x%29%2C+{x%2C+0%2C+1000}) http://www.wolframalpha.com/input/?i=Plot(d%2Fdx+100*sqrt%28x%29%2B1000000%2Fx%2B10000%2Fsqrt%28x%29%2C+{x%2C+0%2C+1000}) http://www.wolframalpha.com/input/?i=Plot(d%2Fdx+100*sqrt%28x%29%2B1000000%2Fx%2B10000%2Fsqrt%28x%29%2C+{x%2C+10^10%2C+10^100}) An upper bound for the interval sufficiently smaller than infinity causes no problems:{code:borderStyle=solid} System.out.println( (new BrentSolver()).solve(Integer.MAX_VALUE, uf, 1/Double.MAX_VALUE, *1.0e10*, startValue2) );{code} > Brent solver calculates incorrect root (namley Double.MAX_VALUE) > ---------------------------------------------------------------- > > Key: MATH-832 > URL: https://issues.apache.org/jira/browse/MATH-832 > Project: Commons Math > Issue Type: Bug > Affects Versions: 3.0 > Environment: Netbeans 7.1.2 > Reporter: Alex > > *Wolfram-Alpha-Solution:* > [http://www.wolframalpha.com/input/?i=min+100*sqrt%28x%29%2B1000000%2Fx%2B10000%2Fsqrt%28x%29+with+x%3E0] > {code:borderStyle=solid}min{100 sqrt(x)+1000000/x+10000/sqrt(x)|x>0}~~4431.94 at x~~804.936{code} > *Java-Input:*{code:borderStyle=solid} > int startValue1 = 100 + 1000000 + 10000; > int startValue2 = 100; > UnivariateFunction uf = new UnivariateFunction() { > @Override > public double value(double x) { > return 100/(2*Math.sqrt(x)) - 1000000/Math.pow(x,2) - 10000/(2*Math.pow(x,(double) 3/2)); > } > }; > System.out.println( > (new BrentSolver()).solve(Integer.MAX_VALUE, uf, 1/Double.MAX_VALUE, Double.MAX_VALUE, startValue1) > ); > System.out.println( > (new BrentSolver()).solve(Integer.MAX_VALUE, uf, 1/Double.MAX_VALUE, Double.MAX_VALUE, startValue2) > );{code} > *Java-Output:*{code:borderStyle=solid} > 804.9355821866686 > 1.7976931348623157E308 (= Double.MAX_VALUE){code} -- This message is automatically generated by JIRA. 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