commons-commits mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From oe...@apache.org
Subject [6/8] [math] optimization of probability, logProbability, and cumulativeProbability methods in GeometricDistribution by precalculation of log(1-p) and log(p)
Date Sun, 20 Sep 2015 19:06:49 GMT
optimization of probability, logProbability, and cumulativeProbability methods in GeometricDistribution
by precalculation of log(1-p) and log(p)


Project: http://git-wip-us.apache.org/repos/asf/commons-math/repo
Commit: http://git-wip-us.apache.org/repos/asf/commons-math/commit/6c53783e
Tree: http://git-wip-us.apache.org/repos/asf/commons-math/tree/6c53783e
Diff: http://git-wip-us.apache.org/repos/asf/commons-math/diff/6c53783e

Branch: refs/heads/MATH_3_X
Commit: 6c53783ea0c0185d2da589037b1a2170aafc7e3d
Parents: ecb5299
Author: Otmar Ertl <otmar.ertl@gmail.com>
Authored: Sun Sep 20 20:20:16 2015 +0200
Committer: Otmar Ertl <otmar.ertl@gmail.com>
Committed: Sun Sep 20 20:49:38 2015 +0200

----------------------------------------------------------------------
 .../math3/distribution/GeometricDistribution.java       | 12 +++++++++---
 1 file changed, 9 insertions(+), 3 deletions(-)
----------------------------------------------------------------------


http://git-wip-us.apache.org/repos/asf/commons-math/blob/6c53783e/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java
----------------------------------------------------------------------
diff --git a/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java
b/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java
index 19797c5..20ff7bc 100644
--- a/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java
+++ b/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java
@@ -35,6 +35,10 @@ public class GeometricDistribution extends AbstractIntegerDistribution
{
     private static final long serialVersionUID = 20130507L;
     /** The probability of success. */
     private final double probabilityOfSuccess;
+    /** {@code log(p)} where p is the probability of success. */
+    private final double logProbabilityOfSuccess;
+    /** {@code log(1 - p)} where p is the probability of success. */
+    private final double log1mProbabilityOfSuccess;
 
     /**
      * Create a geometric distribution with the given probability of success.
@@ -68,6 +72,8 @@ public class GeometricDistribution extends AbstractIntegerDistribution {
         }
 
         probabilityOfSuccess = p;
+        logProbabilityOfSuccess = FastMath.log(p);
+        log1mProbabilityOfSuccess = FastMath.log1p(-p);
     }
 
     /**
@@ -84,7 +90,7 @@ public class GeometricDistribution extends AbstractIntegerDistribution {
         if (x < 0) {
             return 0.0;
         } else {
-            return FastMath.pow(1 - probabilityOfSuccess, x) * probabilityOfSuccess;
+            return FastMath.exp(log1mProbabilityOfSuccess * x) * probabilityOfSuccess;
         }
     }
 
@@ -94,7 +100,7 @@ public class GeometricDistribution extends AbstractIntegerDistribution
{
         if (x < 0) {
             return Double.NEGATIVE_INFINITY;
         } else {
-            return x * FastMath.log1p(-probabilityOfSuccess) + FastMath.log(probabilityOfSuccess);
+            return x * log1mProbabilityOfSuccess + logProbabilityOfSuccess;
         }
     }
 
@@ -103,7 +109,7 @@ public class GeometricDistribution extends AbstractIntegerDistribution
{
         if (x < 0) {
             return 0.0;
         } else {
-            return 1.0 - FastMath.pow(1 - probabilityOfSuccess, x + 1);
+            return -FastMath.expm1(log1mProbabilityOfSuccess * (x + 1));
         }
     }
 


Mime
View raw message