Google and I never heard about your "S339" then it is not an LM339.
We also never heard about the "AUC" company who makes it.
Can you post the datasheet of your S339?

I googled and downloaded. S339P is mentioned on IC from *AUK".

 

About AUK Semiconductor (S) Pte Ltd

5 Upper Aljunied Link #07-06
Quartz Industrial Building
Singapore 367903
Singapore
http://www.auk.co.kr
Phone: +65 6841-3818

Fax: +65 6844-2489

 

Test the LED on it's own with a voltage source and 470-1000Ω resistor in series with the LED.

I checked led independently with 5V and 1 k resistor.it glows fine.but Output of the IC is not changing at all even I applied +5V at non-inv input directly with inverting as suggested by you.but no result

 

I checked led independently with 5V and 1 k resistor.it glows fine.but Output of the IC is not changing at all even I applied +5V at non-inv input directly with inverting as suggested by you.but no result

Show us a photograph of what you have.

 

Show us a photograph of what you have.

Sorry I purchased new IC and it worked fine.
One thing if the invrrting input is floating(not connected to any thing) then still the led is lit.any solution for this?

 

Sorry I purchased new IC and it worked fine.
One thing if the invrrting input is floating(not connected to any thing) then still the led is lit.any solution for this?

Yes, don't leave it floating.

 

The floating input goes high to near the positive supply voltage causing the output to go low and light the LED.

The inputs are PNP then the bias current goes to ground. Your S339 IC has much more input bias current (250nA max) than a real LM339 (100nA max). You need a resistor from an input to ground to cancel the bias current.
With a 5V supply then with an input at 1V and the max input bias current is 1V/0.25uA= 4M. Use a 1M resistor from the inverting input to ground to cancel the input bias current and cause the "floating" input to be a low voltage. The resistor value is so high that it will not affect your actual input voltage.

 

The floating input goes high to near the positive supply voltage causing the output to go low and light the LED.

The inputs are PNP then the bias current goes to ground. Your S339 IC has much more input bias current (250nA max) than a real LM339 (100nA max). You need a resistor from an input to ground to cancel the bias current.
With a 5V supply then with an input at 1V and the max input bias current is 1V/0.25uA= 4M. Use a 1M resistor from the inverting input to ground to cancel the input bias current and cause the "floating" input to be a low voltage. The resistor value is so high that it will not affect your actual input voltage.

I have replaced the S339 with LM339.Should i use 1M resistor with the inverting input?

 

I have replaced the S339 with LM339.Should i use 1M resistor with the inverting input?

Yes.