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From "Sean Owen (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-1058) Beta, LogNormalDistribution, WeibullDistribution give slightly wrong answer for extremely small args due to log/exp inaccuracy
Date Sun, 03 Nov 2013 21:48:17 GMT
Sean Owen created MATH-1058:
-------------------------------

             Summary: Beta, LogNormalDistribution, WeibullDistribution give slightly wrong
answer for extremely small args due to log/exp inaccuracy
                 Key: MATH-1058
                 URL: https://issues.apache.org/jira/browse/MATH-1058
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 3.2
            Reporter: Sean Owen
            Priority: Minor


Background for those who aren't familiar: math libs like Math and FastMath have two mysterious
methods, log1p and expm1. log1p(x) = log(1+x) and expm1(x) = exp(x)-1 mathetmatically, but
can return a correct answer even when x was small, where floating-point error due to the addition/subtraction
introduces a relatively large error.

There are three instances in the code that can employ these specialized methods and gain a
measurable improvement in accuracy. See patch and tests for an example -- try the tests without
the code change to see the error.



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