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From "Sean Owen (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-1058) Beta, LogNormalDistribution, WeibullDistribution give slightly wrong answer for extremely small args due to log/exp inaccuracy
Date Sun, 03 Nov 2013 21:50:17 GMT

     [ https://issues.apache.org/jira/browse/MATH-1058?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Sean Owen updated MATH-1058:
----------------------------

    Attachment: MATH-1058.patch

> 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
>              Labels: exp, expm1, log, log1p
>         Attachments: MATH-1058.patch
>
>
> 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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