[MATH-301] Erf(z) should return 1.0 for z 'large' but fails with a MaxIterationsExceededException for z > 26.0.

• Type: Bug
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 2.0
• Fix Version/s: 2.1

Environment

MacOS and Linux

• Assignee: Unassigned
• Reporter: Tom Milac
• Created: 08/Oct/09 22:47
• Updated: 09/Dec/10 11:48
• Resolved: 08/Mar/10 22:59

Description

Erf(z) should return 1.0 for z 'large' but fails with a MaxIterationsExceededException for z > 26.0.

Sample code
-----------------

import org.apache.commons.math.MathException;
import org.apache.commons.math.special.Erf;

public class TestErf {

public TestErf() {
}

public static void main(String[] args) {
double z = Double.NEGATIVE_INFINITY;
try {
for(int i=0; i<100; i++)

{ z = i; System.out.println("z = " + z + " erf(z) = " + Erf.erf(z)); }

System.out.flush();
} catch (MathException mex)

{ System.out.println("z failed = " + z); mex.printStackTrace(); }

}
}

Output
---------

z = 0.0 erf(z) = 0.0
z = 1.0 erf(z) = 0.842700792949715
z = 2.0 erf(z) = 0.9953222650189528
z = 3.0 erf(z) = 0.9999779095030024
z = 4.0 erf(z) = 0.9999999845827416
z = 5.0 erf(z) = 0.9999999999984622
z = 6.0 erf(z) = 0.9999999999999997
z = 7.0 erf(z) = 1.000000000000001
z = 8.0 erf(z) = 0.9999999999999986
z = 9.0 erf(z) = 1.000000000000003
z = 10.0 erf(z) = 1.0000000000000115
z = 11.0 erf(z) = 1.0000000000000016
z = 12.0 erf(z) = 0.9999999999999941
z = 13.0 erf(z) = 0.9999999999999846
z = 14.0 erf(z) = 1.0000000000000024
z = 15.0 erf(z) = 0.9999999999999805
z = 16.0 erf(z) = 0.9999999999999988
z = 17.0 erf(z) = 0.9999999999999949
z = 18.0 erf(z) = 0.9999999999999907
z = 19.0 erf(z) = 0.9999999999999731
z = 20.0 erf(z) = 0.9999999999999862
z = 21.0 erf(z) = 0.9999999999999721
z = 22.0 erf(z) = 1.000000000000017
z = 23.0 erf(z) = 1.0000000000000577
z = 24.0 erf(z) = 1.000000000000054
z = 25.0 erf(z) = 1.0000000000000262
z = 26.0 erf(z) = 1.0000000000000735
z failed = 27.0
org.apache.commons.math.MaxIterationsExceededException: Maximal number of iterations (10,000) exceeded
at org.apache.commons.math.special.Gamma.regularizedGammaP(Gamma.java:181)
at org.apache.commons.math.special.Erf.erf(Erf.java:51)
at org.fhcrc.math.minimization.TestErf.main(TestErf.java:23)

Issue Links

• relates to: MATH-282 ChiSquaredDistributionImpl.cumulativeProbability > 1
• relates to: MATH-456 Erf.erf - handle infinities and large values