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https://issues.apache.org/jira/browse/NUMBERS-211?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Alex Herbert resolved NUMBERS-211.
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Fix Version/s: 1.4
Assignee: Alex Herbert
Resolution: Fixed
Updated to bound the convergence tolerance to at least 1 ULP in commit:
a4b3841d18dab3b0f3e2e6b240c428c9cf4865f9
This allows the solver to be easily configured for maximum precision using
accuracies of zero.
> BrentSolver infinite loop when convergence is not possible
> ----------------------------------------------------------
>
> Key: NUMBERS-211
> URL: https://issues.apache.org/jira/browse/NUMBERS-211
> Project: Commons Numbers
> Issue Type: Bug
> Components: rootfinder
> Affects Versions: 1.3
> Reporter: Alex Herbert
> Assignee: Alex Herbert
> Priority: Minor
> Fix For: 1.4
>
>
> The BrentSolver can be configured with convergence accuracies that are not
> possible to achieve. This situation occurs when the relative accuracy for the
> values is zero, and the absolute accuracy is smaller than the difference
> between the values at the root.
> An example is the function:
> {noformat}
> f(x) = x^2 - 2{noformat}
> The root is at x = sqrt(2). If the solver is created with a relative accuracy
> of zero and an absolute accuracy below the ULP of sqrt(2), e.g. 1e-30, then
> the convergence criteria cannot be met. The algorithm will infinite loop with
> the bracket at sqrt(2) and sqrt(2) + 1 ULP.
> Issue identified using a security scan.
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