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fixed a bracketing issue due to inconsistent checks 

JIRA: MATH-280

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@791766 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Luc Maisonobe 2009-07-07 09:19:46 +00:00
parent 26281773d8
commit b9d8c68e2f
5 changed files with 18 additions and 16 deletions
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6
src/java/org/apache/commons/math/analysis/solvers/UnivariateRealSolverUtils.java
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@ -131,7 +131,7 @@ public class UnivariateRealSolverUtils {
/**
* This method attempts to find two values a and b satisfying <ul>
* <li> <code> lowerBound <= a < initial < b <= upperBound</code> </li>
* <li> <code> f(a) * f(b) < 0 </code> </li>
* <li> <code> f(a) * f(b) <= 0 </code> </li>
* </ul>
* If f is continuous on <code>[a,b],</code> this means that <code>a</code>
* and <code>b</code> bracket a root of f.
@ -141,7 +141,7 @@ public class UnivariateRealSolverUtils {
* function at <code>a</code> and <code>b</code> and keeps moving
* the endpoints out by one unit each time through a loop that terminates
* when one of the following happens: <ul>
* <li> <code> f(a) * f(b) < 0 </code> -- success!</li>
* <li> <code> f(a) * f(b) <= 0 </code> -- success!</li>
* <li> <code> a = lower </code> and <code> b = upper</code>
* -- ConvergenceException </li>
* <li> <code> maximumIterations</code> iterations elapse
@ -195,7 +195,7 @@ public class UnivariateRealSolverUtils {
} while ((fa * fb > 0.0) && (numIterations < maximumIterations) &&
((a > lowerBound) || (b < upperBound)));
if (fa * fb >= 0.0 ) {
if (fa * fb > 0.0 ) {
throw new ConvergenceException(
"number of iterations={0}, maximum iterations={1}, " +
"initial={2}, lower bound={3}, upper bound={4}, final a value={5}, " +

2
src/java/org/apache/commons/math/distribution/AbstractContinuousDistribution.java
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@ -65,7 +65,7 @@ public abstract class AbstractContinuousDistribution
}
// by default, do simple root finding using bracketing and default solver.
// subclasses can overide if there is a better method.
// subclasses can override if there is a better method.
UnivariateRealFunction rootFindingFunction =
new UnivariateRealFunction() {
public double value(double x) throws FunctionEvaluationException {

3
src/site/xdoc/changes.xml
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@ -39,6 +39,9 @@ The <action> type attribute can be add,update,fix,remove.
</properties>
<body>
<release version="2.0" date="TBD" description="TBD">
<action dev="luc" type="fix" issue="MATH-280">
Fixed a bracketing issue in inverse cumulative probability computation
</action>
<action dev="luc" type="add" issue="MATH-279" due-to="Michael Bjorkegren">
Added a check for too few rows with respect to the number of predictors in linear regression
</action>

14
src/test/org/apache/commons/math/analysis/solvers/UnivariateRealSolverUtilsTest.java
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@ -17,13 +17,12 @@
package org.apache.commons.math.analysis.solvers;
import org.apache.commons.math.ConvergenceException;
import junit.framework.TestCase;
import org.apache.commons.math.MathException;
import org.apache.commons.math.analysis.SinFunction;
import org.apache.commons.math.analysis.UnivariateRealFunction;
import junit.framework.TestCase;
/**
* @version $Revision$ $Date$
*/
@ -91,15 +90,6 @@ public class UnivariateRealSolverUtilsTest extends TestCase {
assertTrue(sin.value(result[1]) > 0);
}
public void testBracketCornerSolution() throws MathException {
try {
UnivariateRealSolverUtils.bracket(sin, 1.5, 0, 2.0);
fail("Expecting ConvergenceException");
} catch (ConvergenceException ex) {
// expected
}
}
public void testBadParameters() throws MathException {
try { // null function
UnivariateRealSolverUtils.bracket(null, 1.5, 0, 2.0);

9
src/test/org/apache/commons/math/distribution/NormalDistributionTest.java
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@ -17,6 +17,8 @@
package org.apache.commons.math.distribution;
import org.apache.commons.math.MathException;
/**
* Test cases for NormalDistribution.
* Extends ContinuousDistributionAbstractTest. See class javadoc for
@ -161,4 +163,11 @@ public class NormalDistributionTest extends ContinuousDistributionAbstractTest
}
}
}
public void testMath280() throws MathException {
NormalDistribution normal = new NormalDistributionImpl(0,1);
double result = normal.inverseCumulativeProbability(0.9772498680518209);
assertEquals(2.0, result, 1.0e-12);
}
}