Erf.erf - handle infinities and large values
--------------------------------------------
Key: MATH-456
URL: https://issues.apache.org/jira/browse/MATH-456
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.0
Reporter: Josh Milthorpe
Priority: Minor
{{Erf.erf(double)}} crashes when presented with infinities or large values, as
follows:
{noformat}
org.apache.commons.math.ConvergenceException: Continued fraction diverged to
NaN for value ∞
at
org.apache.commons.math.util.ContinuedFraction.evaluate(ContinuedFraction.java:186)
at
org.apache.commons.math.special.Gamma.regularizedGammaQ(Gamma.java:266)
at
org.apache.commons.math.special.Gamma.regularizedGammaP(Gamma.java:173)
at org.apache.commons.math.special.Erf.erf(Erf.java:56)
at TestInfErf.main(TestInfErf.java:9)
{noformat}
The following code demonstrates this crash:
{code}
import org.apache.commons.math.MathException;
import org.apache.commons.math.special.Erf;
public class TestInfErf {
public static void main(String[] args) {
try {
System.out.println("erf(Inf) = " +
Erf.erf(Double.POSITIVE_INFINITY));
System.out.println("erf(-Inf) = " +
Erf.erf(Double.NEGATIVE_INFINITY));
System.out.println("erf(Huge) = " + Erf.erf(1e300));
} catch (MathException e) {
e.printStackTrace();
}
}
}
{code}
At double precision, erf\(x\) = 1.0 for x > 6.0 and erf\(x\) = -1.0 for x <
-6.0. Therefore Erf.java could be patched as follows:
{noformat}
Index: src/main/java/org/apache/commons/math/special/Erf.java
===================================================================
--- src/main/java/org/apache/commons/math/special/Erf.java (revision
1043888)
+++ src/main/java/org/apache/commons/math/special/Erf.java (working copy)
@@ -48,6 +48,12 @@
* @throws MathException if the algorithm fails to converge.
*/
public static double erf(double x) throws MathException {
+ // at double precision, erf(x) = (+/-)1.0 for |x| > 6.0
+ if (x > 6.0) {
+ return 1.0;
+ } else if (x <-6.0) {
+ return -1.0;
+ }
double ret = Gamma.regularizedGammaP(0.5, x * x, 1.0e-15, 10000);
if (x < 0) {
ret = -ret;
{noformat}
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