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MATH-956

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Replaced hard-coded numbers with constants from class "Precision".


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1461197 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Gilles Sadowski 2013-03-26 16:01:09 +00:00
parent e4c91be8c9
commit bb8a2a68ec
2 changed files with 12 additions and 7 deletions
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3
src/changes/changes.xml
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@ -55,6 +55,9 @@ This is a minor release: It combines bug fixes and new features.
Changes to existing features were made in a backwards-compatible Changes to existing features were made in a backwards-compatible
way such as to allow drop-in replacement of the v3.1[.1] JAR file. way such as to allow drop-in replacement of the v3.1[.1] JAR file.
"> ">
<action dev="erans" type="update" issue="MATH-956">
Replaced hard-coded numbers in "LevenbergMarquardtOptimizer".
</action>
<action dev="luc" type="update" issue="MATH-955" due-to="Evan Ward"> <action dev="luc" type="update" issue="MATH-955" due-to="Evan Ward">
Fixed loading of test file when path contains a space. Fixed loading of test file when path contains a space.
</action> </action>

16
src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizer.java
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@ -112,6 +112,8 @@ import org.apache.commons.math3.util.FastMath;
*/ */
public class LevenbergMarquardtOptimizer public class LevenbergMarquardtOptimizer
extends AbstractLeastSquaresOptimizer { extends AbstractLeastSquaresOptimizer {
/** Twice the "epsilon machine". */
private static final double TWO_EPS = 2 * Precision.EPSILON;
/** Number of solved point. */ /** Number of solved point. */
private int solvedCols; private int solvedCols;
/** Diagonal elements of the R matrix in the Q.R. decomposition. */ /** Diagonal elements of the R matrix in the Q.R. decomposition. */
@ -518,14 +520,15 @@ public class LevenbergMarquardtOptimizer
} }
// tests for termination and stringent tolerances // tests for termination and stringent tolerances
// (2.2204e-16 is the machine epsilon for IEEE754) if (FastMath.abs(actRed) <= TWO_EPS &&
if ((FastMath.abs(actRed) <= 2.2204e-16) && (preRed <= 2.2204e-16) && (ratio <= 2.0)) { preRed <= TWO_EPS &&
ratio <= 2.0) {
throw new ConvergenceException(LocalizedFormats.TOO_SMALL_COST_RELATIVE_TOLERANCE, throw new ConvergenceException(LocalizedFormats.TOO_SMALL_COST_RELATIVE_TOLERANCE,
costRelativeTolerance); costRelativeTolerance);
} else if (delta <= 2.2204e-16 * xNorm) { } else if (delta <= TWO_EPS * xNorm) {
throw new ConvergenceException(LocalizedFormats.TOO_SMALL_PARAMETERS_RELATIVE_TOLERANCE, throw new ConvergenceException(LocalizedFormats.TOO_SMALL_PARAMETERS_RELATIVE_TOLERANCE,
parRelativeTolerance); parRelativeTolerance);
} else if (maxCosine <= 2.2204e-16) { } else if (maxCosine <= TWO_EPS) {
throw new ConvergenceException(LocalizedFormats.TOO_SMALL_ORTHOGONALITY_TOLERANCE, throw new ConvergenceException(LocalizedFormats.TOO_SMALL_ORTHOGONALITY_TOLERANCE,
orthoTolerance); orthoTolerance);
} }
@ -630,8 +633,7 @@ public class LevenbergMarquardtOptimizer
double gNorm = FastMath.sqrt(sum2); double gNorm = FastMath.sqrt(sum2);
double paru = gNorm / delta; double paru = gNorm / delta;
if (paru == 0) { if (paru == 0) {
// 2.2251e-308 is the smallest positive real for IEE754 paru = Precision.SAFE_MIN / FastMath.min(delta, 0.1);
paru = 2.2251e-308 / FastMath.min(delta, 0.1);
} }
// if the input par lies outside of the interval (parl,paru), // if the input par lies outside of the interval (parl,paru),
@ -645,7 +647,7 @@ public class LevenbergMarquardtOptimizer
// evaluate the function at the current value of lmPar // evaluate the function at the current value of lmPar
if (lmPar == 0) { if (lmPar == 0) {
lmPar = FastMath.max(2.2251e-308, 0.001 * paru); lmPar = FastMath.max(Precision.SAFE_MIN, 0.001 * paru);
} }
double sPar = FastMath.sqrt(lmPar); double sPar = FastMath.sqrt(lmPar);
for (int j = 0; j < solvedCols; ++j) { for (int j = 0; j < solvedCols; ++j) {