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Re: [Bug-gsl] gsl BFGS multimin bug
From: |
Brian Gough |
Subject: |
Re: [Bug-gsl] gsl BFGS multimin bug |
Date: |
Wed, 2 Feb 2005 18:11:23 +0000 |
Carl Glen Henshaw writes:
> All:
>
> I believe I have located a bug in the bfgs multivariate minimization
> routine. Specifically, in some circumstances it is possible for the
> vector returned by the bfgs minimization routine to contain NaN
> elements. This is because in the file vector_bfgs.c, in the routine
> vector_bfgs_iterate, starting on or near line 289, it is possible for
> dxdg to be uniformly equal to zero. When the BFGS update is calculated,
> dxg/dxdg and dgg/dxdg are then undefined.
>
Thanks for the bug report. From you description I've got a reasonable
idea of how this happens.
Do you have a simple test program which demonstrates the problem?---so
that I could use it for testing purposes and make sure the bug is
really fixed.
--
best regards,
Brian Gough
Network Theory Ltd,
Commercial support for GSL --- http://www.network-theory.co.uk/gsl/
- Re: [Bug-gsl] gsl BFGS multimin bug,
Brian Gough <=