Vincent Ruch created MATH-896:
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Summary: BrentSolver : function value accuracy convergence
criterion
Key: MATH-896
URL: https://issues.apache.org/jira/browse/MATH-896
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.0
Reporter: Vincent Ruch
Priority: Minor
Hi everybody,
In the current implementation of the Brent solver, it seems that attribute
"functionValueAccuracy" is only used in the "doSolve" method, before entering
the iteration loop in "brent" method.
Shouldn't it be a convergence test on the current function value to ensure that
function value accuracy is reached?
This is the first time I'm posting here, so maybe I have missed something.
Sorry if it's the case.
Thanks for your time,
Vincent
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