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wronskian | 9 years ago

I saw this exact failure mode in the wild - a C++ Newton-Raphson implementation that relied on the order coming out of the mean calculation. In this case, the ordering put the N-R algorithm out and instability resulted. I seem to remember the fix was to put some simple bisection around the N-R guess, and if it went outside that range, truncate at the bisection range. It worked! (If anyone really wants the details, I can probably find the exact fix in our source control history.)

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order

anon4711|9 years ago

I'm sufficiently interested to ask for further details :)