Hi, I think it would be wise to replace, inside function intermediate_point(), the condition
if (fb >= fa && stepb > 0.0) by if (fb >= fa && stepb > STEP_TOL) where one could define the tolerance to be any value related to the machine precision. I used #define STEP_TOL 1e-7 I tested the Fletcher-Reeves and PR algorithms ( gsl_multimin_fdfminimizer_conjugate_fr(), ... ) to minimize an expensive cost function in R^4 and I was surprised that the function gsl_multimin_fdfminimizer_iterate() would take so long to return. I found out it was because the line minimization routine was testing many smaller and smaller steps (up to 10^-186 !!, which I believe is totally unnecessary in any practical situation). Best, Guillermo _______________________________________________ Bug-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/bug-gsl
