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  1. Commons Math
  2. MATH-1058

Beta, LogNormalDistribution, WeibullDistribution give slightly wrong answer for extremely small args due to log/exp inaccuracy

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    Details

    • Type: Bug
    • Status: Closed
    • Priority: Minor
    • Resolution: Fixed
    • Affects Version/s: 3.2
    • Fix Version/s: 3.3
    • Labels:

      Description

      Background for those who aren't familiar: math libs like Math and FastMath have two mysterious methods, log1p and expm1. log1p = log(1+x) and expm1 = exp-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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            • Assignee:
              Unassigned
              Reporter:
              srowen Sean R. Owen

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