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Re: [Bug-gsl] Possible bug (or room for improvement) in gsl_mmin_simp2

From: Brian Gough
Subject: Re: [Bug-gsl] Possible bug (or room for improvement) in gsl_mmin_simp2
Date: Mon, 03 Aug 2009 15:04:34 +0100
User-agent: Wanderlust/2.14.0 (Africa) Emacs/22.2 Mule/5.0 (SAKAKI)

At Mon, 27 Jul 2009 18:09:11 +0200,
Oliver Jennrich wrote:
> One of the differences I found while briefly looking at the code is
> the different calculation of the simplex size. 'simplex' uses and |..|
> -norm, wheras simplex2 uses |..|^2. The latter is much more
> susceptible to very asymmetric simplices.
> Additional, the point updater is different, tracking the changes in
> size and in the center point as well.
> The critical thing seems to be the calculation of the size.

I believe the size (norm) is not actually used in the minimisation,
only for the termination condition.  So it must be a problem with the
individual steps.  In the example program the difference first appears
on the 5th iteration.

Brian Gough

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