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Fixed bracketing interval balancing in BracketingNthOrderBrentSolver.

Browse Source 
Jira: MATH-716

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1209307 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Luc Maisonobe 2011-12-01 23:24:36 +00:00
parent b241c3962f
commit faa7785779
3 changed files with 27 additions and 3 deletions
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10
src/main/java/org/apache/commons/math/analysis/solvers/BracketingNthOrderBrentSolver.java
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@ -232,10 +232,16 @@ public class BracketingNthOrderBrentSolver
double targetY;
if (agingA >= MAXIMAL_AGING) {
// we keep updating the high bracket, try to compensate this
targetY = -REDUCTION_FACTOR * yB;
final int p = agingA - MAXIMAL_AGING;
final double weightA = (1 << p) - 1;
final double weightB = p + 1;
targetY = (weightA * yA - weightB * REDUCTION_FACTOR * yB) / (weightA + weightB);
} else if (agingB >= MAXIMAL_AGING) {
// we keep updating the low bracket, try to compensate this
targetY = -REDUCTION_FACTOR * yA;
final int p = agingB - MAXIMAL_AGING;
final double weightA = p + 1;
final double weightB = (1 << p) - 1;
targetY = (weightB * yB - weightA * REDUCTION_FACTOR * yA) / (weightA + weightB);
} else {
// bracketing is balanced, try to find the root itself
targetY = 0;

3
src/site/xdoc/changes.xml
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@ -52,6 +52,9 @@ The <action> type attribute can be add,update,fix,remove.
If the output is not quite correct, check for invisible trailing spaces!
-->
<release version="3.0" date="TBD" description="TBD">
<action dev="luc" type="fix" issue="MATH-716">
Fixed bracketing interval balancing in BracketingNthOrderBrentSolver.
</action>
<action dev="erans" type="fix" issue="MATH-690">
Removed unused or duplicate utility methods from "MathUtils".
Math functions with "double" arguments were moved to class "FastMath".

17
src/test/java/org/apache/commons/math/analysis/solvers/BracketingNthOrderBrentSolverTest.java
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@ -41,7 +41,7 @@ public final class BracketingNthOrderBrentSolverTest extends BaseSecantSolverAbs
/** {@inheritDoc} */
@Override
protected int[] getQuinticEvalCounts() {
return new int[] {1, 3, 8, 1, 9, 4, 8, 1, 12, 1, 14};
return new int[] {1, 3, 8, 1, 9, 4, 8, 1, 12, 1, 16};
}
@Test(expected=NumberIsTooSmallException.class)
@ -81,6 +81,21 @@ public final class BracketingNthOrderBrentSolverTest extends BaseSecantSolverAbs
Assert.assertTrue(result + 0.5 < -solver.getAbsoluteAccuracy());
}
@Test
public void testIssue716() {
BracketingNthOrderBrentSolver solver =
new BracketingNthOrderBrentSolver(1.0e-12, 1.0e-10, 1.0e-22, 5);
UnivariateFunction sharpTurn = new UnivariateFunction() {
public double value(double x) {
return (2 * x + 1) / (1.0e9 * (x + 1));
}
};
double result = solver.solve(100, sharpTurn, -0.9999999, 30, 15, AllowedSolution.RIGHT_SIDE);
Assert.assertEquals(0, sharpTurn.value(result), solver.getFunctionValueAccuracy());
Assert.assertTrue(sharpTurn.value(result) >= 0);
Assert.assertEquals(-0.5, result, 1.0e-10);
}
@Test
public void testFasterThanNewton() {
// the following test functions come from Beny Neta's paper: