[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
[Bug-gsl] [bug #45053] gsl_min_find_bracket is most likely incorrectly i
From: |
Chris Mansley |
Subject: |
[Bug-gsl] [bug #45053] gsl_min_find_bracket is most likely incorrectly implemented |
Date: |
Thu, 07 May 2015 23:26:22 +0000 |
User-agent: |
Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Ubuntu Chromium/37.0.2062.120 Chrome/37.0.2062.120 Safari/537.36 |
URL:
<http://savannah.gnu.org/bugs/?45053>
Summary: gsl_min_find_bracket is most likely incorrectly
implemented
Project: GNU Scientific Library
Submitted by: cmansley
Submitted on: Thu 07 May 2015 11:26:20 PM GMT
Category: Runtime error
Severity: 3 - Normal
Operating System: ubuntu 12.04 (kernel 3.8.0-44-generic)
Status: None
Assigned to: None
Open/Closed: Open
Release: 1.15
Discussion Lock: Any
_______________________________________________________
Details:
There is a function for pre-bracketing the minimum for the
gsl_min_fminimizer_* set of functions called gsl_min_find_bracket. This
function can be forced to evaluate the function outside of the initial
supplied bracket.
This is extremely bad as the function may not be defined outside of the
initial range.
The attached program, gsl_bug.c, forces the bracketing to search outside of
the initial range on a parabola, which should be a simple bracketing
operation.
The attached patch follows the formulations formulations of bracketing from
Brent's algorithm and the golden area search, by reducing the bracket area at
each step.
In gsl_bug.c, the patched function performs a better bracketing with fewer
iterations.
I did not exhaustively test this for failure cases, but it seems like it does
a better job fulfilling the specifications.
I would like to hear if this was intended behavior or an actual bug.
_______________________________________________________
File Attachments:
-------------------------------------------------------
Date: Thu 07 May 2015 11:26:20 PM GMT Name: gsl_bug.c Size: 766B By:
cmansley
<http://savannah.gnu.org/bugs/download.php?file_id=33962>
-------------------------------------------------------
Date: Thu 07 May 2015 11:26:20 PM GMT Name: bracketing.patch Size: 970B
By: cmansley
<http://savannah.gnu.org/bugs/download.php?file_id=33963>
_______________________________________________________
Reply to this item at:
<http://savannah.gnu.org/bugs/?45053>
_______________________________________________
Message sent via/by Savannah
http://savannah.gnu.org/
[Prev in Thread] |
Current Thread |
[Next in Thread] |
- [Bug-gsl] [bug #45053] gsl_min_find_bracket is most likely incorrectly implemented,
Chris Mansley <=