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

[Brian Gough]

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