[
https://issues.apache.org/jira/browse/MATH-832?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13423061#comment-13423061
]
Gilles commented on MATH-832:
-----------------------------
"BrentSolver" (on the derivative of "uf") and "Brentoptimizer" (on "uf") both
return the same value.
What you encountered is probably a limitation of finite precision: large values
(on the right of the search interval) caused the solver to stop iterating too
early: You might want to try with other values of the tolerances (arguments to
the constructor).
> Brent solver calculates incorrect root (namley Double.MAX_VALUE)
> ----------------------------------------------------------------
>
> Key: MATH-832
> URL: https://issues.apache.org/jira/browse/MATH-832
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Environment: Netbeans 7.1.2
> Reporter: Alex
>
> *Wolfram-Alpha-Solution:*
> [http://www.wolframalpha.com/input/?i=min+100*sqrt%28x%29%2B1000000%2Fx%2B10000%2Fsqrt%28x%29+with+x%3E0]
> {code:borderStyle=solid}min{100 sqrt(x)+1000000/x+10000/sqrt(x)|x>0}~~4431.94
> at x~~804.936{code}
> *Java-Input:*{code:borderStyle=solid}
> int startValue1 = 100 + 1000000 + 10000;
> int startValue2 = 100;
> UnivariateFunction uf = new UnivariateFunction() {
> @Override
> public double value(double x) {
> return 100/(2*Math.sqrt(x)) - 1000000/Math.pow(x,2) -
> 10000/(2*Math.pow(x,(double) 3/2));
> }
> };
> System.out.println(
> (new BrentSolver()).solve(Integer.MAX_VALUE, uf, 1/Double.MAX_VALUE,
> Double.MAX_VALUE, startValue1)
> );
> System.out.println(
> (new BrentSolver()).solve(Integer.MAX_VALUE, uf, 1/Double.MAX_VALUE,
> Double.MAX_VALUE, startValue2)
> );{code}
> *Java-Output:*{code:borderStyle=solid}
> 804.9355821866686
> 1.7976931348623157E308 (= Double.MAX_VALUE){code}
--
This message is automatically generated by JIRA.
If you think it was sent incorrectly, please contact your JIRA administrators:
https://issues.apache.org/jira/secure/ContactAdministrators!default.jspa
For more information on JIRA, see: http://www.atlassian.com/software/jira
