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https://issues.apache.org/jira/browse/NUMBERS-171?focusedWorklogId=665779&page=com.atlassian.jira.plugin.system.issuetabpanels:worklog-tabpanel#worklog-665779
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ASF GitHub Bot logged work on NUMBERS-171:
------------------------------------------
Author: ASF GitHub Bot
Created on: 17/Oct/21 00:32
Start Date: 17/Oct/21 00:32
Worklog Time Spent: 10m
Work Description: aherbert opened a new pull request #107:
URL: https://github.com/apache/commons-numbers/pull/107
Ported the Boost C++ function boost::math::erfc_inv. This supports
evaluation from double min value, superceding the support from 2^-53 in
the previous implementation.
Added a JMH benchmark for the Boost implementation verses the previous
version.
Documented special case return values for the inverse error functions
public API.
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Issue Time Tracking
-------------------
Worklog Id: (was: 665779)
Time Spent: 20m (was: 10m)
> Update the InverseErfc function to support the full range of x in [0, 2]
> ------------------------------------------------------------------------
>
> Key: NUMBERS-171
> URL: https://issues.apache.org/jira/browse/NUMBERS-171
> Project: Commons Numbers
> Issue Type: Improvement
> Components: gamma
> Affects Versions: 1.0
> Reporter: Alex Herbert
> Assignee: Alex Herbert
> Priority: Major
> Time Spent: 20m
> Remaining Estimate: 0h
>
> The InverseErfc function computes the inverse complementary error function
> using the identity with the inverse error function:
> {noformat}
> inverse erfc(x) = inverse erf(1-x)
> {noformat}
> This suffers from loss of precision when {{x -> 0}}. The minimum supported
> value is 2^-53. Accuracy reduces as this value is approached. Beyond it the
> function returns infinity.
> A dedicated implementation does not require use of 1 - x and can compute to
> the minimum supported 64-bit value. Example output from the matlab erfcinv
> function:
> {noformat}
> erfcinv(2^-53) = 5.863584748755168
> erfcinv(5e-324) = 27.216482834230213
> {noformat}
> The Boost C++ library has an implementation for the inverse erf accurate to
> double min value. The license is compatible with the Apache license. I
> suggest an internal implementation of the Boost method to update the function
> to support the full range of the argument x.
> See:
> Boost error function inverses:
>
> [https://www.boost.org/doc/libs/1_77_0/libs/math/doc/html/math_toolkit/sf_erf/error_inv.html]
> STATISTICS-37
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