bugGNU Scientific Library - Bugs: bug #26871, inconsistent error detection in...

 
 

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bug #26871: inconsistent error detection in non-linear fitting

Submitted by:  Mateus Araújo Santos <masantos>
Submitted on:  Mon 22 Jun 2009 09:09:26 PM UTC  
 
Category:  Runtime error Severity:  3 - Normal
Operating System:  debian squeeze Status:  Fixed
Assigned to:  None Open/Closed:  Closed
Release:  1.12

Wed 24 Jun 2009 04:32:28 PM UTC, comment #1: 

Thanks for the bug report.  I will add the error code check in lmset.c.

For Nelder Mead, the recommended procedure would be to set a GSL error handler with gsl_set_error_handler() to override the default call to abort().  If you're calling GSL from a gui application that would be a good thing to do globally anyway.

-Deleted Account- <bjg>
Mon 22 Jun 2009 09:09:26 PM UTC, original submission:  

Hi,

In fixing a bug with QtiPlot, I found myself in the need of asking gsl to abort the fitting process if an error occurred. Unfortunately, the error detection is not uniformly handled, and could be made to work satisfactorily in only one case, in the iterations of the Levenberg-Masquardt algorithm.

To be specific, the function set() in lmset.c does not check for error status in the evaluation of the points.

the line

GSL_MULTIFIT_FN_EVAL_F_DF (fdf, x, f, J);

should be

{
  int status = GSL_MULTIFIT_FN_EVAL_F_DF (fdf, x_trial, J);
  if (status)
    return status;
}

as it's done correctly in the function iterate in lmiterate.c

as for the Nelder-Mead simplex, there's no way (that I could find ;) of passing an error status from the iterator to GSL. the function call is something like

val = GSL_MULTIMIN_FN_EVAL (f, x);
...
if (!gsl_finite(val))
... error ...

in both nmsimplex_iterate() and nmsimplex_set(), so the only way I figured to signalize an error is to pass an inf to val, so that the process will abort. Unfortunately, this crashes QtiPlot. There should be a way to pass a gsl status (in my case, GSL_ESING), as it's done in the Levenberg-Marquardt case.

Best regards,

Mateus

Mateus Araújo Santos <masantos>

 

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    Follow 3 latest changes.

    Date Changed by Updated Field Previous Value => Replaced by
    2009-07-09 bjg StatusConfirmed => Fixed
    2009-06-24 bjg StatusNone => Confirmed
        Open/ClosedOpen => Closed

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