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https://issues.apache.org/jira/browse/MATH-993?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Gilles resolved MATH-993.
-------------------------
Resolution: Fixed
Fix Version/s: 3.3
Proposed change committed in revision 1497713.
All unit tests still pass, but obviously your use-case is not tested.
> 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
> Fix For: 3.3
>
>
> 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.
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