Florian Erhard created MATH-1067:
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Summary: Stack overflow in Beta.regularizedBeta
Key: MATH-1067
URL: https://issues.apache.org/jira/browse/MATH-1067
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.2
Environment: Java build 1.7.0_45-b18
Reporter: Florian Erhard
In
org.apache.commons.math3.special.Beta.regularizedBeta(double,double,double,double,int),
the case
} else if (x > (a + 1.0) / (a + b + 2.0)) {
ret = 1.0 - regularizedBeta(1.0 - x, b, a, epsilon, maxIterations);
}
is prone to infinite recursion: If x is approximately the tested value, then
1-x is approximately the tested value in the recursion. Thus, due to loss of
precision after the subtraction, this condition can be true for the recursive
call as well.
Example:
double x= Double.longBitsToDouble(4597303555101269224L);
double a= Double.longBitsToDouble(4634227472812299606L);
double b = Double.longBitsToDouble(4642050131540049920L);
System.out.println(x > (a + 1.0) / (a + b + 2.0));
System.out.println(1-x>(b + 1.0) / (b + a + 2.0));
System.out.println(1-(1-x)>(a + 1.0) / (a + b + 2.0));
Possible solution: change the condition to
x > (a + 1.0) / (a + b + 2.0) && 1-x<=(b + 1.0) / (b + a + 2.0)
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