[MATH-204] BrentSolver throws IllegalArgumentException

• Type: Bug
• Status: Closed
• Priority: Minor
• Resolution: Fixed
• Affects Version/s: 1.2
• Fix Version/s: 2.0

Environment

Win XP

• Assignee: Brent Worden
• Reporter: Mick
• Created: 06/May/08 20:33
• Updated: 23/Jul/12 23:17
• Resolved: 07/May/08 13:37

Description

I am getting this exception:

java.lang.IllegalArgumentException: Function values at endpoints do not have different signs. Endpoints: [-100000.0,1.7976931348623157E308] Values: [0.0,-101945.04630982173]
at org.apache.commons.math.analysis.BrentSolver.solve(BrentSolver.java:99)
at org.apache.commons.math.analysis.BrentSolver.solve(BrentSolver.java:62)

The exception should not be thrown with values [0.0,-101945.04630982173] because 0.0 is positive.
According to Brent Worden, the algorithm should stop and return 0 as the root instead of throwing an exception.

The problem comes from this method:
public double solve(double min, double max) throws MaxIterationsExceededException,
FunctionEvaluationException {

clearResult();
verifyInterval(min, max);

double yMin = f.value(min);
double yMax = f.value(max);

// Verify bracketing
if (yMin * yMax >= 0)

{ throw new IllegalArgumentException ("Function values at endpoints do not have different signs." + " Endpoints: [" + min + "," + max + "]" + " Values: [" + yMin + "," + yMax + "]"); }

// solve using only the first endpoint as initial guess
return solve(min, yMin, max, yMax, min, yMin);

}

One way to fix it would be to add this code after the assignment of yMin and yMax:
if (yMin ==0 || yMax == 0)

{ return 0; }