Don't compute f(x) if new x is outside of the interval. We don't need that
value anyway, and the function might be difficult to compute numerically or
even ill defined outside the interval.
As a result fsolve is able to find root(s) of some weird functions.
For example
fsolve((1/(sqrt(2*Pi)))*integral(t, 0, x, exp(-1/2*t^2)) == 0.5, x, 0, 100)
actually works now.
(cherry picked from commit
beeb0818e9cdb1b5de0ba2754286ad7bb2a9d032)
if (!is_a<numeric>(dx_))
throw std::runtime_error("fsolve(): function derivative does not evaluate numerically");
xx[side] += ex_to<numeric>(dx_);
if (!is_a<numeric>(dx_))
throw std::runtime_error("fsolve(): function derivative does not evaluate numerically");
xx[side] += ex_to<numeric>(dx_);
-
- ex f_x = f.subs(x == xx[side]).evalf();
- if (!is_a<numeric>(f_x))
- throw std::runtime_error("fsolve(): function does not evaluate numerically");
- fx[side] = ex_to<numeric>(f_x);
-
- if ((side==0 && xx[0]<xxprev) || (side==1 && xx[1]>xxprev) || xx[0]>xx[1]) {
+ // Now check if Newton-Raphson method shot out of the interval
+ bool bad_shot = (side == 0 && xx[0] < xxprev) ||
+ (side == 1 && xx[1] > xxprev) || xx[0] > xx[1];
+ if (!bad_shot) {
+ // Compute f(x) only if new x is inside the interval.
+ // The function might be difficult to compute numerically
+ // or even ill defined outside the interval. Also it's
+ // a small optimization.
+ ex f_x = f.subs(x == xx[side]).evalf();
+ if (!is_a<numeric>(f_x))
+ throw std::runtime_error("fsolve(): function does not evaluate numerically");
+ fx[side] = ex_to<numeric>(f_x);
+ }
+ if (bad_shot) {
// Oops, Newton-Raphson method shot out of the interval.
// Restore, and try again with the other side instead!
xx[side] = xxprev;
// Oops, Newton-Raphson method shot out of the interval.
// Restore, and try again with the other side instead!
xx[side] = xxprev;