Financial: Ir% solve bug

Brought to you by: roarl

#17 Financial: Ir% solve bug

Status: closed-fixed

Owner: Roar Lauritzsen

Labels: None

Priority: 5

Updated: 2009-06-11

Created: 2009-05-25

Creator: Anonymous

Private: No

Using Calc v4.51. Earlier versions behaved the same. Solving for ir% yields 'nan' unpredictably. I attached excel file with some samples.

Thanx for a great app!

Discussion

Nobody/Anonymous - 2009-05-25

calc v4.51 ir% samples.xls

calc v4.51 ir% samples.xls

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Roar Lauritzsen - 2009-05-27

assigned_to: nobody --> roarl

status: open --> open-accepted
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Roar Lauritzsen - 2009-05-27

It is the "np=120" that makes it difficult. This introduces something like "x^120" in the equation, which yields a function that has a very sharp bend. This is a case for which the current root-finding algorithm is not well suited.

I have now modified the root-finding algorithm to do "alternating interpolation and bisection", along the lines of the general root-finding algorithm used for programs. It might be a bit slower, but it finds the solution to your "trouble" cases. However, I think it might still be possible to screw it up by setting "np=120000" or something. The new algorithm will be available in the next release.

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Roar Lauritzsen - 2009-06-11

Will be fixed in next version

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Roar Lauritzsen - 2009-06-11

status: open-accepted --> closed-fixed
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