optimization of probability, logProbability, and cumulativeProbability methods in GeometricDistribution by precalculation of log(1-p) and log(p)
Project: http://git-wip-us.apache.org/repos/asf/commons-math/repo Commit: http://git-wip-us.apache.org/repos/asf/commons-math/commit/6c53783e Tree: http://git-wip-us.apache.org/repos/asf/commons-math/tree/6c53783e Diff: http://git-wip-us.apache.org/repos/asf/commons-math/diff/6c53783e Branch: refs/heads/MATH_3_X Commit: 6c53783ea0c0185d2da589037b1a2170aafc7e3d Parents: ecb5299 Author: Otmar Ertl <[email protected]> Authored: Sun Sep 20 20:20:16 2015 +0200 Committer: Otmar Ertl <[email protected]> Committed: Sun Sep 20 20:49:38 2015 +0200 ---------------------------------------------------------------------- .../math3/distribution/GeometricDistribution.java | 12 +++++++++--- 1 file changed, 9 insertions(+), 3 deletions(-) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/commons-math/blob/6c53783e/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java b/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java index 19797c5..20ff7bc 100644 --- a/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java +++ b/src/main/java/org/apache/commons/math3/distribution/GeometricDistribution.java @@ -35,6 +35,10 @@ public class GeometricDistribution extends AbstractIntegerDistribution { private static final long serialVersionUID = 20130507L; /** The probability of success. */ private final double probabilityOfSuccess; + /** {@code log(p)} where p is the probability of success. */ + private final double logProbabilityOfSuccess; + /** {@code log(1 - p)} where p is the probability of success. */ + private final double log1mProbabilityOfSuccess; /** * Create a geometric distribution with the given probability of success. @@ -68,6 +72,8 @@ public class GeometricDistribution extends AbstractIntegerDistribution { } probabilityOfSuccess = p; + logProbabilityOfSuccess = FastMath.log(p); + log1mProbabilityOfSuccess = FastMath.log1p(-p); } /** @@ -84,7 +90,7 @@ public class GeometricDistribution extends AbstractIntegerDistribution { if (x < 0) { return 0.0; } else { - return FastMath.pow(1 - probabilityOfSuccess, x) * probabilityOfSuccess; + return FastMath.exp(log1mProbabilityOfSuccess * x) * probabilityOfSuccess; } } @@ -94,7 +100,7 @@ public class GeometricDistribution extends AbstractIntegerDistribution { if (x < 0) { return Double.NEGATIVE_INFINITY; } else { - return x * FastMath.log1p(-probabilityOfSuccess) + FastMath.log(probabilityOfSuccess); + return x * log1mProbabilityOfSuccess + logProbabilityOfSuccess; } } @@ -103,7 +109,7 @@ public class GeometricDistribution extends AbstractIntegerDistribution { if (x < 0) { return 0.0; } else { - return 1.0 - FastMath.pow(1 - probabilityOfSuccess, x + 1); + return -FastMath.expm1(log1mProbabilityOfSuccess * (x + 1)); } }
