Hi Luc, thanks for this answer. >> >> My problem is that I do not know what getSolverAbsoluteAccuracy() >> should return. I see three options >> 1. Have getSolverAbsoluteAccuracy() throw an >> UnsupportedOperationException, as the solver is *never* invoked. >> 2. Return a default value, and specify in the Javadoc that it is >> meaningless or not really meaningful ;). >> 3. Return an estimate of the absolute accuracy of the explicit above >> expressions, namely a + FastMath.sqrt(p * (b - a) * (c - a)) and b - >> FastMath.sqrt((1 - p) * (b - a) * (b - c)). >> >> My preferred option is 1. I dislike option 2, because users might >> actually be using the returned value, believing it to somehow reflect >> the accuracy of the value returned by >> inverseCumulativeProbability(double). Option 3 would be a good >> compromise, but I certainly do not have the level of expertise to come >> up with this estimate... Any help would be most welcome! > > I don't like UnsupportedOperationException. > Fine. > In this case, I would say > the explicit formula is some kind of "perfect" solver I agree > > which has a > theoretical accuracy of zero (or 1 ulp). So I would return this value. > Yes, but one ulp of which number? What I have implemented so far is return Math.ulp(c) (the intermediate value). I sould probably return Math.max(Math.ulp(a), Math.ulp(b)), what do you think? Sébastien
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