NUMBERS-168: Identify brackets with small objective values

Author: aherbert

commons-numbers-rootfinder/src/main/java/org/apache/commons/numbers/rootfinder/BrentSolver.java

@@ -115,7 +115,7 @@ public double findRoot(DoubleUnaryOperator func,
         }
 
         // Reduce interval if min and initial bracket the root.
-        if (yInitial * yMin < 0) {
+        if (Double.compare(yInitial * yMin, 0.0) < 0) {
             return brent(func, min, initial, yMin, yInitial);
         }
 
@@ -126,7 +126,7 @@ public double findRoot(DoubleUnaryOperator func,
         }
 
         // Reduce interval if initial and max bracket the root.
-        if (yInitial * yMax < 0) {
+        if (Double.compare(yInitial * yMax, 0.0) < 0) {
             return brent(func, initial, max, yInitial, yMax);
         }
 

commons-numbers-rootfinder/src/test/java/org/apache/commons/numbers/rootfinder/BrentSolverTest.java

@@ -260,4 +260,31 @@ void testInitialGuess() {
         Assertions.assertEquals(1.0, result, DEFAULT_ABSOLUTE_ACCURACY);
         Assertions.assertEquals(1, f.getCallsCount());
     }
+
+    /**
+     * Test that a change in sign is detected with sub-normal numbers.
+     * See NUMBERS-168.
+     */
+    @Test
+    void testSubNormalBracket() {
+        final double lower = Double.MIN_VALUE;
+        final double initial = lower * 5;
+        final double upper = lower * 10;
+        // Using zero for the accuracy will only terminate the solver if the root
+        // equals 0.0 within 1 ULP.
+        final BrentSolver solver = new BrentSolver(0.0,
+                                                   0.0,
+                                                   0.0);
+        // Target below the initial estimate
+        final double target1 = lower * 2;
+        final DoubleUnaryOperator func1 = x -> x - target1;
+        final double result1 = solver.findRoot(func1, lower, initial, upper);
+        Assertions.assertEquals(target1, result1, Math.ulp(target1));
+
+        // Target above the initial estimate
+        final double target2 = lower * 7;
+        final DoubleUnaryOperator func2 = x -> x - target2;
+        final double result2 = solver.findRoot(func2, lower, initial, upper);
+        Assertions.assertEquals(target2, result2, Math.ulp(target2));
+    }
 }

src/changes/changes.xml

@@ -72,6 +72,9 @@ N.B. the Performance testing module requires Java 9+.
 (The unit tests require Java 8+)
 
 ">
+      <action dev="aherbert" type="fix" issue="NUMBERS-168">
+        "BrentSolver": Identify brackets with small objective values.
+      </action>
       <action dev="aherbert" type="fix" due-to="Arturo Bernal">
         Fix wrong javadoc.
       </action>