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  1. Commons Math
  2. MATH-716

BracketingNthOrderBrentSolver exceeds maxIterationCount while updating always the same boundary

    Details

    • Type: Bug
    • Status: Closed
    • Priority: Minor
    • Resolution: Fixed
    • Affects Version/s: 3.0
    • Fix Version/s: 3.0
    • Labels:
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      Description

      In some cases, the aging feature in BracketingNthOrderBrentSolver fails.
      It attempts to balance the bracketing points by targeting a non-zero value instead of the real root. However, the chosen target is too close too zero, and the inverse polynomial approximation is always on the same side, thus always updates the same bracket.
      In the real used case for a large program, I had a bracket point xA = 12500.0, yA = 3.7e-16, agingA = 0, which is the (really good) estimate of the zero on one side of the root and xB = 12500.03, yB = -7.0e-5, agingB = 97. This shows that the bracketing interval is completely unbalanced, and we never succeed to rebalance it as we always updates (xA, yA) and never updates (xB, yB).

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            • Assignee:
              luc Luc Maisonobe
              Reporter:
              pparraud Pascal Parraud
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              • Created:
                Updated:
                Resolved: