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From Christoph Höger (JIRA) <j...@apache.org>
Subject [jira] [Created] (MATH-993) GaussNewtonOptimizer convergence on singularity
Date Tue, 18 Jun 2013 11:42:19 GMT
Christoph Höger created MATH-993:
------------------------------------

             Summary: GaussNewtonOptimizer convergence on singularity
                 Key: MATH-993
                 URL: https://issues.apache.org/jira/browse/MATH-993
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 3.2
            Reporter: Christoph Höger
            Priority: Minor


I am (ab-)using the GaussNewtonOptimizer as a MultivariateFunctionSolver (as I could not find
one in commons.math). Recently I stumbled upon an interesting behavior in one of my test cases:
If a function is defined in a way that yields a minimum (a root in my case) at a singular
point, the solver crashes. This is because of the following lines in doOptimize():

catch (SingularMatrixException e) {
                throw new ConvergenceException(LocalizedFormats.UNABLE_TO_SOLVE_SINGULAR_PROBLEM);
            }

I would propose to add a convergence check into the catch-phrase, so the solver returns the
solution in that special case.

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