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[Octave-bug-tracker] [bug #60539] Slow performance of betaincinv.m


From: Rik
Subject: [Octave-bug-tracker] [bug #60539] Slow performance of betaincinv.m
Date: Thu, 6 May 2021 12:42:52 -0400 (EDT)
User-agent: Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/90.0.4430.72 Safari/537.36

URL:
  <https://savannah.gnu.org/bugs/?60539>

                 Summary: Slow performance of betaincinv.m
                 Project: GNU Octave
            Submitted by: rik5
            Submitted on: Thu 06 May 2021 09:42:50 AM PDT
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Performance
                  Status: Confirmed
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
                 Release: dev
         Discussion Lock: Any
        Operating System: Any

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Details:

The betaincinv.m uses a subfunction newton_method() to do a Newton's Method
search.  The search stops either when a relative tolerance test is met, or
when the number of iterations hits 20.

The stopping criteria should be modified to halt early if no further progress
is being made on the optimization.

Sample Code


betaincinv (1e-6, 1, 3)


If you add debugging printf statements to the newton_method subfunction you
will find that this gets close to the final value in just 2 iterations, but
then makes no further progress for 18 iterations.  It would be good to detect
that and quit.





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