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Increased default epsilon for Gamma, Beta function evaluation. 

JIRA: MATH-166
Reported and patched by Lukas Theussl


git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@549278 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Phil Steitz 2007-06-20 22:24:04 +00:00
parent 5bc120c5df
commit 35414bc4f4
5 changed files with 13 additions and 10 deletions
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2
src/java/org/apache/commons/math/special/Beta.java
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@ -33,7 +33,7 @@ public class Beta implements Serializable {
private static final long serialVersionUID = -3833485397404128220L; private static final long serialVersionUID = -3833485397404128220L;
/** Maximum allowed numerical error. */ /** Maximum allowed numerical error. */
private static final double DEFAULT_EPSILON = 10e-9; private static final double DEFAULT_EPSILON = 10e-15;
/** /**
* Default constructor. Prohibit instantiation. * Default constructor. Prohibit instantiation.

2
src/java/org/apache/commons/math/special/Gamma.java
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@ -34,7 +34,7 @@ public class Gamma implements Serializable {
private static final long serialVersionUID = -6587513359895466954L; private static final long serialVersionUID = -6587513359895466954L;
/** Maximum allowed numerical error. */ /** Maximum allowed numerical error. */
private static final double DEFAULT_EPSILON = 10e-9; private static final double DEFAULT_EPSILON = 10e-15;
/** Lanczos coefficients */ /** Lanczos coefficients */
private static double[] lanczos = private static double[] lanczos =

6
src/test/org/apache/commons/math/special/BetaTest.java
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@ -38,7 +38,7 @@ public class BetaTest extends TestCase {
{ {
try { try {
double actual = Beta.regularizedBeta(x, a, b); double actual = Beta.regularizedBeta(x, a, b);
TestUtils.assertEquals(expected, actual, 10e-5); TestUtils.assertEquals(expected, actual, 10e-15);
} catch(MathException ex){ } catch(MathException ex){
fail(ex.getMessage()); fail(ex.getMessage());
} }
@ -46,7 +46,7 @@ public class BetaTest extends TestCase {
private void testLogBeta(double expected, double a, double b) { private void testLogBeta(double expected, double a, double b) {
double actual = Beta.logBeta(a, b); double actual = Beta.logBeta(a, b);
TestUtils.assertEquals(expected, actual, 10e-5); TestUtils.assertEquals(expected, actual, 10e-15);
} }
public void testRegularizedBetaNanPositivePositive() { public void testRegularizedBetaNanPositivePositive() {
@ -114,6 +114,6 @@ public class BetaTest extends TestCase {
} }
public void testLogBetaPositivePositive() { public void testLogBetaPositivePositive() {
testLogBeta(-0.693147, 1.0, 2.0); testLogBeta(-0.693147180559945, 1.0, 2.0);
} }
} }

10
src/test/org/apache/commons/math/special/GammaTest.java
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@ -37,8 +37,8 @@ public class GammaTest extends TestCase {
try { try {
double actualP = Gamma.regularizedGammaP(a, x); double actualP = Gamma.regularizedGammaP(a, x);
double actualQ = Gamma.regularizedGammaQ(a, x); double actualQ = Gamma.regularizedGammaQ(a, x);
TestUtils.assertEquals(expected, actualP, 10e-5); TestUtils.assertEquals(expected, actualP, 10e-15);
TestUtils.assertEquals(actualP, 1.0 - actualQ, 10e-5); TestUtils.assertEquals(actualP, 1.0 - actualQ, 10e-15);
} catch(MathException ex){ } catch(MathException ex){
fail(ex.getMessage()); fail(ex.getMessage());
} }
@ -46,7 +46,7 @@ public class GammaTest extends TestCase {
private void testLogGamma(double expected, double x) { private void testLogGamma(double expected, double x) {
double actual = Gamma.logGamma(x); double actual = Gamma.logGamma(x);
TestUtils.assertEquals(expected, actual, 10e-5); TestUtils.assertEquals(expected, actual, 10e-15);
} }
public void testRegularizedGammaNanPositive() { public void testRegularizedGammaNanPositive() {
@ -74,7 +74,7 @@ public class GammaTest extends TestCase {
} }
public void testRegularizedGammaPositivePositive() { public void testRegularizedGammaPositivePositive() {
testRegularizedGamma(0.632121, 1.0, 1.0); testRegularizedGamma(0.632120558828558, 1.0, 1.0);
} }
public void testLogGammaNan() { public void testLogGammaNan() {
@ -90,6 +90,6 @@ public class GammaTest extends TestCase {
} }
public void testLogGammaPositive() { public void testLogGammaPositive() {
testLogGamma(0.693147, 3.0); testLogGamma(0.6931471805599457, 3.0);
} }
} }

3
xdocs/changes.xml
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@ -78,6 +78,9 @@ Commons Math Release Notes</title>
<action dev="brentworden" type="fix" issue="MATH-153" due-to="Remi Arntzen"> <action dev="brentworden" type="fix" issue="MATH-153" due-to="Remi Arntzen">
Corrected nextInt and nextLong to handle wide value ranges. Corrected nextInt and nextLong to handle wide value ranges.
</action> </action>
<action dev="psteitz" type="fix" issue="MATH-166" due-to="Lukas Theussl">
Increased default precision of Gamma and Beta functions.
</action>
</release> </release>
<release version="1.1" date="2005-12-17" <release version="1.1" date="2005-12-17"
description="This is a maintenance release containing bug fixes and enhancements. description="This is a maintenance release containing bug fixes and enhancements.