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https://issues.apache.org/jira/browse/MATH-1238?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14739284#comment-14739284
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Axion004 edited comment on MATH-1238 at 9/10/15 6:22 PM:
---------------------------------------------------------
I have the same issue through the following test program
import java.util.TreeSet;
import org.apache.commons.math3.analysis.UnivariateFunction;
import org.apache.commons.math3.analysis.solvers.*;
public class TestBrent {
public static void main(String[] args) {
BrentSolver test2 = new BrentSolver(1E-10);
UnivariateFunction function = (double x) -> Math.sin(x);
double EPSILON = 1e-6;
TreeSet<Double> set = new TreeSet<>();
for (int i = 1; i <= 500; i++) {
set.add(test2.solve(1000, function, i, i+1));
}
for (Double s : set) {
if (s > 0) {
System.out.println(s);
}
}
}
}
Exception in thread "main"
org.apache.commons.math3.exception.NoBracketingException: function values at
endpoints do not have different signs, endpoints: [1, 2], values: [0.841, 0.909]
at
org.apache.commons.math3.analysis.solvers.BrentSolver.doSolve(BrentSolver.java:133)
at
org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver.solve(BaseAbstractUnivariateSolver.java:199)
at
org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver.solve(BaseAbstractUnivariateSolver.java:204)
at TestBrent.main(TestBrent.java:15)
Java Result: 1
BUILD SUCCESSFUL (total time:
was (Author: axion004):
I have the same issue through the following test program
import java.util.TreeSet;
import org.apache.commons.math3.analysis.UnivariateFunction;
import org.apache.commons.math3.analysis.solvers.*;
public class TestBrent {
public static void main(String[] args) {
BrentSolver test2 = new BrentSolver(1E-10);
UnivariateFunction function = (double x) -> Math.sin(x);
double EPSILON = 1e-6;
TreeSet<Double> set = new TreeSet<>();
for (int i = 1; i <= 500; i++) {
set.add(test2.solve(1000, function, i, i+1));
}
for (Double s : set) {
if (s > 0) {
System.out.println(s);
}
}
}
}
Exception in thread "main"
org.apache.commons.math3.exception.NoBracketingException: function values at
endpoints do not have different signs, endpoints: [1, 2], values: [0.841, 0.909]
at
org.apache.commons.math3.analysis.solvers.BrentSolver.doSolve(BrentSolver.java:133)
at
org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver.solve(BaseAbstractUnivariateSolver.java:199)
at
org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver.solve(BaseAbstractUnivariateSolver.java:204)
at TestBrent.main(TestBrent.java:15)
Java Result: 1
BUILD SUCCESSFUL (total time:
> NoBracketingException send with valid brackets
> ----------------------------------------------
>
> Key: MATH-1238
> URL: https://issues.apache.org/jira/browse/MATH-1238
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.5
> Reporter: charles sitbon
> Priority: Minor
>
> The brent solver sometimes send a NoBracketingException with valid brackets :
> example for a beta distribution with large Beta (285) and alpha around 15
> Exception in thread "main"
> org.apache.commons.math3.exception.NoBracketingException: function values at
> endpoints do not have different signs, endpoints: [0, 1], values: [-0.15,
> 0.85]
> the exception is actually caused by the yinitial which is Nan
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