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bug#58929: 29.0.50; Calc: finding roots utpn doesn't work as advertised
From: |
Mattias Engdegård |
Subject: |
bug#58929: 29.0.50; Calc: finding roots utpn doesn't work as advertised |
Date: |
Thu, 3 Nov 2022 09:53:02 +0100 |
1 nov. 2022 kl. 23.00 skrev Matt Armstrong <matt@rfc20.org>:
> See attached patch for what I wish the docs had said all along
> (would have saved me a lot of time).
Thank you, I have not worked through your table to confirm all the details but
it looks fine on the whole.
One detail: it's not just that the functions are "flat" (ie, all derivatives
rapidly vanishing as we stray from the mean) but at least for the normal
distribution, Newton actively diverges with a bad starting guess even if
computed with infinite precision (draw the graph).
> I wonder if the implementation can be improved.
> https://www.gnu.org/software/emacs/manual/html_node/calc/Root-Finding.html
> suggests that there are some cases where calc will switch over to the
> bisection method. Perhaps the heuristics can be tweaked?
From what I can tell, bisection is used if there is an interval bracketing the
root and either no derivative could be computed or Newton fails to converge.
Clearly Newton is preferable when it converges since it's much faster than
bisection.
We could employ special tactics by pattern-matching the function expression
(perhaps according to your table); not sure if it would be worth the trouble.
Of course an actual numerical analyst would know immediately what to do. Is
there one in the audience?