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[bug #59710] Undefined behavior error in Nonlinear Least-Squares Fitting


From: Patrick Alken
Subject: [bug #59710] Undefined behavior error in Nonlinear Least-Squares Fitting
Date: Thu, 17 Dec 2020 11:21:53 -0500 (EST)
User-agent: Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:84.0) Gecko/20100101 Firefox/84.0

Update of bug #59710 (project gsl):

             Open/Closed:                    Open => Closed                 

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Follow-up Comment #1:


  Thanks for your report. The problem is that on the first iteration,
the lambda value jumps to -12.8, and the value of exp(12.8 * 60) is too
large to represent in double precision, so infs and nans appear in the
residual vector and Jacobian matrix.

For this particular problem, the value of lambda should be > 0, however
there is no constraint placed to assure that, so when the first
iteration jumps to -12.8, bad numerical things happen.

I think the best solution for now is to adjust the model parameters a
little to prevent this type of behavior, and bring TMAX closer to 1
(instead of 40). A better solution would be to implement a constraint so
that lambda > 0, but this would require a lot of development effort.

Fixed in commit 7caac3346

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  <https://savannah.gnu.org/bugs/?59710>

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