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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/

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