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https://issues.apache.org/jira/browse/MATH-1058?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Sean Owen updated MATH-1058:
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Attachment: MATH-1058.patch
> Beta, LogNormalDistribution, WeibullDistribution give slightly wrong answer
> for extremely small args due to log/exp inaccuracy
> ------------------------------------------------------------------------------------------------------------------------------
>
> Key: MATH-1058
> URL: https://issues.apache.org/jira/browse/MATH-1058
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.2
> Reporter: Sean Owen
> Priority: Minor
> Labels: exp, expm1, log, log1p
> Attachments: MATH-1058.patch
>
>
> Background for those who aren't familiar: math libs like Math and FastMath
> have two mysterious methods, log1p and expm1. log1p(x) = log(1+x) and
> expm1(x) = exp(x)-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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