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From "Luc Maisonobe (JIRA)" <j...@apache.org>
Subject [jira] [Resolved] (MATH-896) BrentSolver : function value accuracy convergence criterion
Date Mon, 12 Nov 2012 15:25:12 GMT

     [ https://issues.apache.org/jira/browse/MATH-896?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Luc Maisonobe resolved MATH-896.
--------------------------------

    Resolution: Not A Problem

As explained in the first comments, this behaviour is the expected one for the Brent algorithm.
                
> BrentSolver : function value accuracy convergence criterion
> -----------------------------------------------------------
>
>                 Key: MATH-896
>                 URL: https://issues.apache.org/jira/browse/MATH-896
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.0
>            Reporter: Vincent Ruch
>            Priority: Minor
>
> Hi everybody,
> In the current implementation of the Brent solver, it seems that attribute "functionValueAccuracy"
is only used in the "doSolve" method, before entering the iteration loop in "brent" method.

> Shouldn't it be a convergence test on the current function value to ensure that function
value accuracy is reached? 
> This is the first time I'm posting here, so maybe I have missed something. Sorry if it's
the case.
> Thanks for your time,
> Vincent

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