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https://issues.apache.org/jira/browse/MATH-631?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Dennis Hendriks updated MATH-631:
---------------------------------
Attachment: ticket631.patch
The 'ticket631.patch' file is my attempt to resolve this issue with a solution
(or maybe I should call it a compromise?) that is satisfactory for all people
that participated in the discussions for this issue, without having to remove
the Regula Falsi algorithm from Commons Math.
I changed the following:
- Added early detection of no longer making progress ('getting stuck'), and
documented it.
-- I used ConvergenceException for this, as it seems to fit... Do we want a
custom error message with it?
- Extended RegulaFalsiSolver documentation to indicate:
-- that the algorithm should not be used for actual problems.
-- that Illinois and Pegasus are improved versions and should be prefered.
-- that the implementation does not guarantee convergence, while the
algorithm theoretically does.
- Extended IllinoisSolver and PegasusSolver documentation to indicate that
they don't suffer from the RegulaFalsiSolver's implementation/convergence
issues.
Please comment on whether this patch is an acceptable solution/compromise, and
if not, why it is not.
> "RegulaFalsiSolver" failure
> ---------------------------
>
> Key: MATH-631
> URL: https://issues.apache.org/jira/browse/MATH-631
> Project: Commons Math
> Issue Type: Bug
> Reporter: Gilles
> Fix For: 3.0
>
> Attachments: ticket631.patch
>
>
> The following unit test:
> {code}
> @Test
> public void testBug() {
> final UnivariateRealFunction f = new UnivariateRealFunction() {
> @Override
> public double value(double x) {
> return Math.exp(x) - Math.pow(Math.PI, 3.0);
> }
> };
> UnivariateRealSolver solver = new RegulaFalsiSolver();
> double root = solver.solve(100, f, 1, 10);
> }
> {code}
> fails with
> {noformat}
> illegal state: maximal count (100) exceeded: evaluations
> {noformat}
> Using "PegasusSolver", the answer is found after 17 evaluations.
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