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author | PJ Fanning <fanningpj@apache.org> | 2021-10-10 13:23:01 +0000 |
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committer | PJ Fanning <fanningpj@apache.org> | 2021-10-10 13:23:01 +0000 |
commit | 08f6de47f69c22de37299d62e00c780350d3dc1a (patch) | |
tree | 265cee4d94a61f9eacf26b54be2389d6837914c9 /poi/src | |
parent | 8ed95f7970c584668536fd9132e4ac61ef19fef8 (diff) | |
download | poi-08f6de47f69c22de37299d62e00c780350d3dc1a.tar.gz poi-08f6de47f69c22de37299d62e00c780350d3dc1a.zip |
[bug-64137] increase max iterations for IRR
git-svn-id: https://svn.apache.org/repos/asf/poi/trunk@1894110 13f79535-47bb-0310-9956-ffa450edef68
Diffstat (limited to 'poi/src')
-rw-r--r-- | poi/src/main/java/org/apache/poi/ss/formula/functions/Irr.java | 12 | ||||
-rw-r--r-- | poi/src/test/java/org/apache/poi/ss/formula/functions/TestIrr.java | 14 |
2 files changed, 23 insertions, 3 deletions
diff --git a/poi/src/main/java/org/apache/poi/ss/formula/functions/Irr.java b/poi/src/main/java/org/apache/poi/ss/formula/functions/Irr.java index e9480c68c3..f8ee32e799 100644 --- a/poi/src/main/java/org/apache/poi/ss/formula/functions/Irr.java +++ b/poi/src/main/java/org/apache/poi/ss/formula/functions/Irr.java @@ -17,6 +17,8 @@ package org.apache.poi.ss.formula.functions; +import org.apache.logging.log4j.LogManager; +import org.apache.logging.log4j.Logger; import org.apache.poi.ss.formula.eval.ErrorEval; import org.apache.poi.ss.formula.eval.EvaluationException; import org.apache.poi.ss.formula.eval.NumberEval; @@ -31,8 +33,9 @@ import org.apache.poi.ss.formula.eval.ValueEval; * @see <a href="http://office.microsoft.com/en-us/excel-help/irr-HP005209146.aspx">Excel IRR</a> */ public final class Irr implements Function { - private static final int MAX_ITERATION_COUNT = 20; + private static final int MAX_ITERATION_COUNT = 1000; private static final double ABSOLUTE_ACCURACY = 1E-7; + private static final Logger LOGGER = LogManager.getLogger(Irr.class); public ValueEval evaluate(final ValueEval[] args, final int srcRowIndex, final int srcColumnIndex) { @@ -73,7 +76,7 @@ public final class Irr implements Function { * <p> * Starting with the guess, the method cycles through the calculation until the result * is accurate within 0.00001 percent. If IRR can't find a result that works - * after 20 tries, the {@code Double.NaN} is returned. + * after 1000 tries, the {@code Double.NaN} is returned. * * <p> * The implementation is inspired by the NewtonSolver from the Apache Commons-Math library, @@ -96,10 +99,11 @@ public final class Irr implements Function { for (int i = 0; i < MAX_ITERATION_COUNT; i++) { - // the value of the function (NPV) and its derivate can be calculated in the same loop + // the value of the function (NPV) and its derivation can be calculated in the same loop final double factor = 1.0 + x0; double denominator = factor; if (denominator == 0) { + LOGGER.atWarn().log("Returning NaN because IRR has found an denominator of 0"); return Double.NaN; } @@ -114,6 +118,7 @@ public final class Irr implements Function { // the essence of the Newton-Raphson Method if (fDerivative == 0) { + LOGGER.atWarn().log("Returning NaN because IRR has found an fDerivative of 0"); return Double.NaN; } double x1 = x0 - fValue/fDerivative; @@ -125,6 +130,7 @@ public final class Irr implements Function { x0 = x1; } // maximum number of iterations is exceeded + LOGGER.atWarn().log("Returning NaN because IRR has reached max number of iterations allowed: {}", MAX_ITERATION_COUNT); return Double.NaN; } } diff --git a/poi/src/test/java/org/apache/poi/ss/formula/functions/TestIrr.java b/poi/src/test/java/org/apache/poi/ss/formula/functions/TestIrr.java index 289fc826c9..d6351a9aaf 100644 --- a/poi/src/test/java/org/apache/poi/ss/formula/functions/TestIrr.java +++ b/poi/src/test/java/org/apache/poi/ss/formula/functions/TestIrr.java @@ -143,6 +143,20 @@ final class TestIrr { } } + @Test + void bug64137() { + double[] incomes = {-30000.0, -49970.7425, 29.2575, 146.2875, 380.34749999999997, 581.5, 581.5, + 731.4374999999999, 731.4374999999999, 731.4374999999999, 877.725, 877.725, 877.725, 1024.0125, + 1024.0125, 1024.0125, 1170.3, 1170.3, 1170.3, 1170.3, 1316.5874999999999, 1316.5874999999999, + 1316.5874999999999, 1316.5874999999999, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998, + 1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998, + 1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998, + 1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998, + 1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 10000.0}; + double result = Irr.irr(incomes); + assertEquals(-0.009463562705856032, result); + } + private static void assertFormulaResult(CellValue cv, HSSFCell cell){ double actualValue = cv.getNumberValue(); double expectedValue = cell.getNumericCellValue(); // cached formula result calculated by Excel |