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From "Luc Maisonobe (JIRA)" <>
Subject [jira] [Commented] (MATH-811) Improve event detection by selecting g function slope
Date Thu, 27 Sep 2012 14:24:07 GMT


Luc Maisonobe commented on MATH-811:

This is exactly the point.

The code snippet you show solves a difficult bug that did occur before we introduced g0Positive.

The problem is that you cannot trust the sign of a value which was explicitely been found
as being a zero. First, we cannot yet force users to use a bracketing solver. So users may
experience convergence on the "wrong side" of a zero, i.e. when they have a decreasing function,
they may converge before the zero and have g(ta) still positive (very small but positive).
Then if g(tb) is negative because it is slightly after the zero, the algorithm will detect
a sign change, trigger the solver, and finally converge again to the one that has already
been handled earlier! And of course, the second convergence will not always be on the same
point as the first one, only close enough to let you wonder if it is really a new event or

In fact, even if we were able to force users to use bracketing solvers, this would not be
safe enough, and we would still need the g0Positive field. There is still the rare case when
the solver finds exactly a root. What sign should be used if g(ta) = 0?

Once initialized at integration start (or when we know we are away from roots, just like in
the "else" part above), the g0Positive is really a stable flip-flop.

bq. -> the value "increasing" relates to g function, and not to g0 value.

Yes, of course! A function becomes positive after its root when it is increasing around this

bq. If removing g0positive field is a problem, we could put it again, but I don't understand
the reasons yet.

Yes, it is an important problem. It would reactivate a very nasty bug that took a long time
to analyze, understand and fix. Please put this field back.
> Improve event detection by selecting g function slope
> -----------------------------------------------------
>                 Key: MATH-811
>                 URL:
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.1
>            Reporter: Yannick TANGUY
>         Attachments: JIRA-811_slope_selection.patch, JIRA-811_slope_selection_V2.patch,
> We would like to select g function slope in CommonsMath event detection feature.
> This would improve event detection for the final user (the possibility to ignore some
events, and less computation time) and also correct a bug found while using OREKIT (see
in our applications. 
> The modification consists in adding a method (getSlopeSelection() : int) in EventHandler,
and modifying one conditionnal in the method evaluateStep (class EventState). 
> We can provide modified code and unitary tests for this feature.

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