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Re: How do I bisect unbounded intervals?



On Jan 12 2012, Arnold Neumaier wrote:
On 01/12/2012 09:56 AM, N.M. Maclaren wrote:
On Jan 12 2012, Jean-Pierre Merlet wrote:

What we are doing in that case in ALIAS for system solving is to
choose a random number in the unbounded interval and to bisect the
interval at that point (for bounded intervals we have tried methods to
determine a bisection point that may be better than the mid-point but
have found none that were better on a significant number of examples
of our benchmarks, hence we are using the mid-point). ...

Something that might interest people is that, subject to reasonable
constraints, using random points is within a constant factor of optimal
even for bounded intervals. I suspect that you already know that :-)

According to which measure of optimality?

Performance, accuracy, what you will.  The only thing that you are
sacrificing is deterministic measures of those in favour of with
probability one.  Most computer scientists seem to think that is a
major theoretical or practical issue, but that's because they don't
understand probability.


Regards,
Nick Maclaren.