Alex Herbert created NUMBERS-211:
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Summary: BrentSolver infinite loop when convergence is not possible
Key: NUMBERS-211
URL: https://issues.apache.org/jira/browse/NUMBERS-211
Project: Commons Numbers
Issue Type: Bug
Components: rootfinder
Affects Versions: 1.3
Reporter: Alex Herbert
The BrentSolver can be configured with convergence accuracies that are not
possible to achieve. This situation occurs when the relative accuracy for the
values is zero, and the absolute accuracy is smaller than the difference
between the values at the root.
An example is the function:
{noformat}
f(x) = x^2 - 2{noformat}
The root is at x = sqrt(2). If the solver is created with a relative accuracy
of zero and an absolute accuracy below the ULP of sqrt(2), e.g. 1e-30, then the
convergence criteria cannot be met. The algorithm will infinite loop with the
bracket at sqrt(2) and sqrt(2) + 1 ULP.
Issue identified using a security scan.
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