gimledigital / value-at-risk Goto Github PK

The intermediate values calculated with the trapezoidal rule are not correct. The reason might be the translation of formulas into Scala methods or the parameters passed to the methods.

After revising the formulas, the exercise have to be completed.

The condition norm(f) < norm(fk) should fail in the third iteration but it does not.

Intermediary results are provided in the app's console output. It seems the problem might be very small values for the next x.

After fixing this, line search has to be implemented in the code, to resolve the exercise..