[MATH-993] GaussNewtonOptimizer convergence on singularity

• Type: Bug
• Status: Closed
• Priority: Minor
• Resolution: Fixed
• Affects Version/s: 3.2
• Fix Version/s: 3.3
• Assignee: Unassigned
• Reporter: Christoph Höger
• Created: 18/Jun/13 11:40
• Updated: 19/May/14 15:13
• Resolved: 28/Jun/13 10:23

Description

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.