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From "Luc Maisonobe (JIRA)" <j...@apache.org>
Subject [jira] [Closed] (MATH-456) Erf.erf - handle infinities and large values
Date Wed, 23 Mar 2011 20:31:06 GMT

     [ https://issues.apache.org/jira/browse/MATH-456?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Luc Maisonobe closed MATH-456.
------------------------------


Closing issue as it was included in version 2.2, which has been released

> Erf.erf - handle infinities and large values
> --------------------------------------------
>
>                 Key: MATH-456
>                 URL: https://issues.apache.org/jira/browse/MATH-456
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.2
>            Reporter: Josh Milthorpe
>            Priority: Minor
>             Fix For: 2.2
>
>
> {{Erf.erf(double)}} crashes when presented with infinities or large values, as follows:
> {noformat}
> org.apache.commons.math.ConvergenceException: Continued fraction diverged to NaN for
value ∞
> 	at org.apache.commons.math.util.ContinuedFraction.evaluate(ContinuedFraction.java:186)
> 	at org.apache.commons.math.special.Gamma.regularizedGammaQ(Gamma.java:266)
> 	at org.apache.commons.math.special.Gamma.regularizedGammaP(Gamma.java:173)
> 	at org.apache.commons.math.special.Erf.erf(Erf.java:56)
> 	at TestInfErf.main(TestInfErf.java:9)
> {noformat}
> The following code demonstrates this crash:
> {code}
> import org.apache.commons.math.MathException;
> import org.apache.commons.math.special.Erf;
> public class TestInfErf {
>     public static void main(String[] args) {
>         try {
>             System.out.println("erf(Inf) = " + Erf.erf(Double.POSITIVE_INFINITY));
>             System.out.println("erf(-Inf) = " + Erf.erf(Double.NEGATIVE_INFINITY));
>             System.out.println("erf(Huge) = " + Erf.erf(1e300));
>         } catch (MathException e) { 
>             e.printStackTrace(); 
>         }
>     }
> }
> {code}
> At double precision, erf\(x\) = 1.0 for x > 6.0 and erf\(x\) = -1.0 for x < -6.0.
 Therefore Erf.java could be patched as follows:
> {noformat}
> Index: src/main/java/org/apache/commons/math/special/Erf.java
> ===================================================================
> --- src/main/java/org/apache/commons/math/special/Erf.java	(revision 1043888)
> +++ src/main/java/org/apache/commons/math/special/Erf.java	(working copy)
> @@ -48,6 +48,12 @@
>       * @throws MathException if the algorithm fails to converge.
>       */
>      public static double erf(double x) throws MathException {
> +        // at double precision, erf(x) = (+/-)1.0 for |x| > 6.0
> +        if (x > 6.0) {
> +            return 1.0;
> +        } else if (x <-6.0) {
> +            return -1.0;
> +        }
>          double ret = Gamma.regularizedGammaP(0.5, x * x, 1.0e-15, 10000);
>          if (x < 0) {
>              ret = -ret;
> {noformat}

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