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https://issues.apache.org/jira/browse/MATH-871?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Anthony Maidment updated MATH-871:
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Description:
In SecantSolver.doSolve(), I had a situation in which f0 and f1, from
computeObjectiveValue() on lines 77 & 78, were the same value.
Then when it calculates the next appromixation at line 101:
final double x = x1 - ((f1 * (x1 - x0)) / (f1 - f0));
The denominator is then zero, and the next approximation is Double.INFINITE.
I was able to work around this in this particular instance by relaxing the
accuracy requirements of the solver, although I haven't yet fully tested the
downstream implications of this change.
was:
In doSolve(), I had a situation in which f0 and f1, from
computeObjectiveValue() on lines 77 & 78, were the same value.
Then when it calculates the next appromixation at line 101:
final double x = x1 - ((f1 * (x1 - x0)) / (f1 - f0));
The denominator is then zero, and the next approximation is Double.INFINITE.
I was able to work around this in this particular instance by relaxing the
accuracy requirements of the solver, although I haven't yet fully tested the
downstream implications of this change.
> math3 SecantSolver can return Double.INFINITE
> ---------------------------------------------
>
> Key: MATH-871
> URL: https://issues.apache.org/jira/browse/MATH-871
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Reporter: Anthony Maidment
> Priority: Minor
>
> In SecantSolver.doSolve(), I had a situation in which f0 and f1, from
> computeObjectiveValue() on lines 77 & 78, were the same value.
> Then when it calculates the next appromixation at line 101:
> final double x = x1 - ((f1 * (x1 - x0)) / (f1 - f0));
> The denominator is then zero, and the next approximation is Double.INFINITE.
> I was able to work around this in this particular instance by relaxing the
> accuracy requirements of the solver, although I haven't yet fully tested the
> downstream implications of this change.
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