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From Sébastien Brisard (JIRA) <j...@apache.org>
Subject [jira] [Comment Edited] (MATH-849) Precision improvement in class Gamma
Date Mon, 20 Aug 2012 03:44:37 GMT

    [ https://issues.apache.org/jira/browse/MATH-849?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13437651#comment-13437651
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Sébastien Brisard edited comment on MATH-849 at 8/20/12 2:42 PM:
-----------------------------------------------------------------

In {{r1374909}}, a new unit test shows that the relative accuracy of the current implementation
of {{Gamma.logGamma(double)}} is {{130 ulps}}.
                
      was (Author: celestin):
    In {{r1374909}}, a new unit test shows that the relative accuracy of the current implementation
of {{Gamma.logGamma(double}} is {{130 ulps}}.
                  
> Precision improvement in class Gamma
> ------------------------------------
>
>                 Key: MATH-849
>                 URL: https://issues.apache.org/jira/browse/MATH-849
>             Project: Commons Math
>          Issue Type: Improvement
>            Reporter: Sébastien Brisard
>            Assignee: Sébastien Brisard
>            Priority: Minor
>              Labels: accuracy, special-functions
>             Fix For: 3.1
>
>
> New unit tests (see below) show that (on the set of values tested) the current accuracy
of {{Gamma.logGamma(double)}} is about 130 ulps.
> The [NSWC Library of Mathematical Functions|http://www.dtic.mil/docs/citations/ADA476840]
proposes an implementation of this function with much higher accuracy: on the same set of
values, the error goes down to about 3 ulps.
> This library is available [here|http://www.ualberta.ca/CNS/RESEARCH/Software/NumericalNSWC/site.html],
and is license-free [see this thread|http://markmail.org/thread/fg4y4dfdnfty5hov]. It is proposed
to port this implementation in Commons-Math. This in turn could lead to a resolution of MATH-738.

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