On Wed, 6 Oct 2021 at 23:20, Gilles Sadowski <gillese...@gmail.com> wrote:
>
>
> Are there other issues with "BrentSolver"?
> I'd suggest that we release v1.1 (or v1.0.1) of Commons Numbers
> (with the fix for NUMBERS-167 and the changes related to Erfc).
I don't think so. The bug I found was in other brent solver
implementations I compared it to. It is a standard way to look for a
sign change:
double x, y;
if (x * y < 0) {
// sign change
}
But this does not work if x*y underflows to -0.0. The sign change is
not detected.
I stopped working on the brent solver used in the inverse CDF as I
moved on to other things. I just need a bit more time to look at it.
It may just require some updates to the tolerances that are being
used.
Alex
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