Mailing-List: contact issues-help@commons.apache.org; run by ezmlm
Precedence: bulk
Reply-To: issues@commons.apache.org
Date: Sun, 3 Nov 2013 21:48:17 +0000 (UTC)
From: "Sean Owen (JIRA)" <jira@apache.org>
To: issues@commons.apache.org
Message-ID: <JIRA.12677292.1383515264992.13568.1383515296982@arcas>
In-Reply-To: <JIRA.12677292.1383515264992@arcas>
References: <JIRA.12677292.1383515264992@arcas>
Subject: [jira] [Created] (MATH-1058) Beta, LogNormalDistribution,
 WeibullDistribution give slightly wrong answer for extremely small args due
 to log/exp inaccuracy
MIME-Version: 1.0
Content-Type: text/plain; charset=utf-8
Content-Transfer-Encoding: 7bit

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.


--
This message was sent by Atlassian JIRA
(v6.1#6144)