Mercurial > octave
diff scripts/optimization/fsolve.m @ 21099:52af4092f863
For optimization scripts, correctly choose tolerance (eps) based on class of fun and X0.
* fminbnd.m, fminsearch.m, fminunc.m, fsolve.m: Use 'isa (..., "single")' to
check both initial guess X0 and result of function evaluation to decide whether
eps should be single or double.
| author | Rik <rik@octave.org> |
|---|---|
| date | Mon, 18 Jan 2016 10:00:56 -0800 |
| parents | 516bb87ea72e |
| children | 3be6a07e8bad |
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--- a/scripts/optimization/fsolve.m Wed Dec 16 12:09:59 2015 +1100 +++ b/scripts/optimization/fsolve.m Mon Jan 18 10:00:56 2016 -0800 @@ -185,10 +185,8 @@ fcn = @(x) guarded_eval (fcn, x, complexeqn); endif - ## These defaults are rather stringent. I think that normally, user - ## prefers accuracy to performance. - - macheps = eps (class (x0)); + ## These defaults are rather stringent. + ## Normally user prefers accuracy to performance. tolx = optimget (options, "TolX", 1e-7); tolf = optimget (options, "TolFun", 1e-7); @@ -223,6 +221,12 @@ endif endif + if (isa (x0, "single") || isa (fvec, "single")) + macheps = eps ("single"); + else + macheps = eps ("double"); + endif + nsuciter = 0; ## Outer loop.