bugGNU Scientific Library - Bugs: bug #23192, Nelder Mead bug in finding second...

 
 

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bug #23192: Nelder Mead bug in finding second highest point

Submitted by:  -Deleted Account- <bjg>
Submitted on:  Tue 06 May 2008 08:57:01 PM UTC  
 
Category: Runtime errorSeverity: 3 - Normal
Operating System: Status: Fixed
Assigned to: -Deleted Account- <bjg>Open/Closed: Closed
Release: 1.11

Tue 06 May 2008 09:01:49 PM UTC, comment #1:

fixed by 84ab11b5350babde3e57576a98f5c14a4d1278fd

-Deleted Account- <bjg>In charge of this item.
Tue 06 May 2008 08:57:01 PM UTC, original submission:

From: "Michael Kuklik" <mkuklik@gmail.com>
To: -unavailable-
Subject: [Bug-gsl] Nelder Mead bug
Date: Sun, 4 May 2008 21:23:27 -0400

Hi everyone,

Nelder Mead , i.e. simplex search has a bug. In the function
static int
nmsimplex_iterate (void vstate, gsl_multimin_function f,
gsl_vector * x, double size, double fval)

in multimin/simplex.c
a piece of code that determines the highest , second highest and lowest
vertex fails when first value in y1 is the highest.
It returns second highest equal to the highest. Later that influence
decision in the algorithm.

FIX:
add lines:
ds_hi = gsl_vector_get (y1, 1);
s_hi = 1;
before the loop

CODE SHOULD LOOK LIKE THIS:

...
if (xc->size != x->size)
{
GSL_ERROR("incompatible size of x", GSL_EINVAL);
}

/* get index of highest, second highest and lowest point */

dhi = ds_hi = dlo = gsl_vector_get (y1, 0);
ds_hi = gsl_vector_get (y1, 1);
s_hi = 1;
for (i = 1; i < n; i++)
{
val = (gsl_vector_get (y1, i));
if (val < dlo)
{
dlo = val;
lo = i;
}
...

Cheers,

Michal Kuklik
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-Deleted Account- <bjg>In charge of this item.

 

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Follow 2 latest changes.

Date Changed By Updated Field Previous Value => Replaced By
Tue 06 May 2008 09:01:49 PM UTCbjgStatusConfirmed=>Fixed
  Open/ClosedOpen=>Closed

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