Christoph Höger created MATH-993:
------------------------------------
Summary: GaussNewtonOptimizer convergence on singularity
Key: MATH-993
URL: https://issues.apache.org/jira/browse/MATH-993
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.2
Reporter: Christoph Höger
Priority: Minor
I am (ab-)using the GaussNewtonOptimizer as a MultivariateFunctionSolver (as I
could not find one in commons.math). Recently I stumbled upon an interesting
behavior in one of my test cases: If a function is defined in a way that yields
a minimum (a root in my case) at a singular point, the solver crashes. This is
because of the following lines in doOptimize():
catch (SingularMatrixException e) {
throw new
ConvergenceException(LocalizedFormats.UNABLE_TO_SOLVE_SINGULAR_PROBLEM);
}
I would propose to add a convergence check into the catch-phrase, so the solver
returns the solution in that special case.
--
This message is automatically generated by JIRA.
If you think it was sent incorrectly, please contact your JIRA administrators
For more information on JIRA, see: http://www.atlassian.com/software/jira
