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https://issues.apache.org/jira/browse/MATH-456?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Phil Steitz updated MATH-456:
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Affects Version/s: (was: 3.0)
2.2
> 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: 2.2
> 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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