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From "Gilles (JIRA)" <>
Subject [jira] [Commented] (MATH-993) GaussNewtonOptimizer convergence on singularity
Date Tue, 18 Jun 2013 12:00:22 GMT


Gilles commented on MATH-993:

Could you please provide a unit test showing the desired behaviour? Thanks.

bq. I would propose to add a convergence check into the catch-phrase, [...]

At first sight, it seems that would suffice to move the convergence check so that it happens
_before_ the code block that can potentially raise the exception.

> GaussNewtonOptimizer convergence on singularity
> -----------------------------------------------
>                 Key: MATH-993
>                 URL:
>             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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