Mantis - ALGLIB
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399 Integration crash always 2011-05-11 12:23 2011-05-14 17:54
Gideon  
SergeyB  
normal  
resolved 3.3.0  
fixed  
none    
none 3.4.0  
C#
0000399: FIXED: autogkintegrate crashes on certain function spaces for no apparent reason
I am using alglib.autogksmooth and autogkintegrate to integrate a function f(x). f(x) is smooth and continuous. Autogkintegrate runs out of memory on certain values of x but exceeds on most other values.
For example x=3.34 works within 255 function evaluations, x=3.35 crashes (i.e. endless function evaluations), x=3.5 works.

I will send a sample app to illustrate the error.
Issue History
2011-05-11 12:23 Gideon New Issue
2011-05-11 12:23 Gideon Programming language => C#
2011-05-11 15:04 SergeyB Status new => assigned
2011-05-11 15:04 SergeyB Assigned To => SergeyB
2011-05-14 17:54 SergeyB Note Added: 0000054
2011-05-14 17:54 SergeyB Status assigned => resolved
2011-05-14 17:54 SergeyB Fixed in Version => Next release
2011-05-14 17:54 SergeyB Resolution open => fixed
2011-05-14 17:54 SergeyB Summary autogkintegrate crashes on certain function spaces for no apparent reason => FIXED: autogkintegrate crashes on certain function spaces for no apparent reason

Notes
(0000054)
SergeyB   
2011-05-14 17:54   
Function being integrated contains small numerical noise which confuses criteria used to stop algorithm once it achieves desired accuracy.

In order to fix this bug two changes were introduced:
a) inner stopping condition was made less strict
b) upper limit on number of iterations was imposed