too large first step with embedded Runge-Kutta integrators (Dormand-Prince
8(5,3) ...)
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Key: MATH-727
URL: https://issues.apache.org/jira/browse/MATH-727
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.0
Reporter: Luc Maisonobe
Assignee: Luc Maisonobe
Fix For: 3.0
Adaptive step size integrators compute the first step size by themselves if it
is not provided.
For embedded Runge-Kutta type, this step size is not checked against the
integration range, so if the integration range is extremely short, this step
size may evaluate the function out of the range (and in fact it tries afterward
to go back, and fails to stop). Gragg-Bulirsch-Stoer integrators do not have
this problem, the step size is checked and truncated if needed.
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