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[Bug-gsl] singular Jacobian not detectedby Newton


From: Michel Kern
Subject: [Bug-gsl] singular Jacobian not detectedby Newton
Date: Fri, 21 Jan 2011 15:44:53 +0100
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Hi,
I'm solving small dense (and sometimes nasty) non-linear systems coming from chemical equilibrium. Sometimes the solvers fail, but that's life. Depending on the system, different methods perform better. We found a problem with Newton's method: sometimes we encounter a singular Jacobian. This is correctly detected by the LU solve routine gsl_linalg_LU_solve, but the return code is ignored by newton_iterate (line 95 in newton.c).

It would be useful if this routine checked the error status of the functions it calls, so the user can do something about it in the calling program. It may require an additional error number, like E_SINGJAC or something similar. Is that feasible ?

Anyway, thanks for a very useful piece of software,
Regards,
Blandine Gueslin and Michel Kern



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