tol fix for itp

Author: yash-rs

src/brent.jl

@@ -13,7 +13,7 @@ function SciMLBase.solve(prob::IntervalNonlinearProblem, alg::Brent, args...;
     a, b = prob.tspan
     fa, fb = f(a), f(b)
     ϵ = eps(convert(typeof(fa), 1.0))
-    atol = abstol !== nothing ? abstol : min(eps(left), eps(right))
+    atol = abstol !== nothing ? abstol : min(eps(a), eps(b))
 
     if iszero(fa)
         return SciMLBase.build_solution(prob, alg, a, fa;

src/itp.jl

@@ -59,12 +59,12 @@ struct ITP{T} <: AbstractBracketingAlgorithm
 end
 
 function SciMLBase.solve(prob::IntervalNonlinearProblem, alg::ITP,
-    args...; abstol = 1.0e-15,
+    args...; abstol = nothing,
     maxiters = 1000, kwargs...)
     f = Base.Fix2(prob.f, prob.p)
     left, right = prob.tspan # a and b
     fl, fr = f(left), f(right)
-    ϵ = abstol
+    ϵ = abstol !== nothing ? abstol : min(eps(left), eps(right))
     if iszero(fl)
         return SciMLBase.build_solution(prob, alg, left, fl;
             retcode = ReturnCode.ExactSolutionLeft, left = left,
@@ -111,6 +111,12 @@ function SciMLBase.solve(prob::IntervalNonlinearProblem, alg::ITP,
             xp = mid - (σ * r)
         end
 
+        if abs((left - right) / 2) < ϵ
+            return SciMLBase.build_solution(prob, alg, mid, f(mid);
+            retcode = ReturnCode.Success,
+            left = left, right = right)
+        end
+    
         ## Update ##
         tmin, tmax = minmax(left, right)
         xp >= tmax && (xp = prevfloat(tmax))