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Reverted to checking the relative error for small nc

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This commit is contained in:
Jacob Hass
2026-02-10 11:02:47 -08:00
parent 03bfa3362d
commit 0e48617447
1 changed files with 9 additions and 12 deletions
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21
include/boost/math/distributions/non_central_f.hpp
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@@ -46,7 +46,8 @@ namespace boost
};
template <class RealType, class Policy>
BOOST_MATH_GPU_ENABLED RealType find_non_centrality_f(const RealType x, const RealType v1, const RealType v2, const RealType p, const RealType q, const RealType p_q_precision, const Policy& pol) {
BOOST_MATH_GPU_ENABLED RealType find_non_centrality_f(const RealType x, const RealType v1, const RealType v2, const RealType p, const RealType q, const Policy& pol)
{
constexpr auto function = "non_central_f<%1%>::find_non_centrality";
if ( p == 0 || q == 0) {
@@ -54,16 +55,14 @@ namespace boost
RealType(boost::math::numeric_limits<RealType>::quiet_NaN()), Policy()); // LCOV_EXCL_LINE
}
// Check if nc = 0 (which is just the F-distribution)
non_centrality_finder_f<RealType, Policy> f(x, v1, v2, p < q ? p : q, p < q ? false : true);
// This occurs when the root finder would need to find a result smaller than
// tools::min_value (which it cannot do). Note that we have to add in a small
// amount of "tolerance" since the subtraction in our termination condition
// implies a small amount of wobble in the result which should be of the
// order p * eps (note not q * eps, since q is calculated as 1-p).
// Also note that p_q_precision is passed down from our caller as the
// epsilon of the original called values, and not after possible promotion.
if (f(tools::min_value<RealType>()) <= 3 * p_q_precision * p){
// Check if nc = 0 (which is just the F-distribution)
// When the relative difference between the cdf with nc=0
// and p drops below 1e-7, the function f becomes
// numerically unstable. Thus, we can't find nc below this point.
// See PR 1345 for more details.
if (abs(f(tools::min_value<RealType>()) / p) <= 1e-7){
return 0;
}
@@ -136,7 +135,6 @@ namespace boost
static_cast<eval_type>(v2),
static_cast<eval_type>(p),
static_cast<eval_type>(1-p),
static_cast<eval_type>(tools::epsilon<RealType>()),
forwarding_policy());
return policies::checked_narrowing_cast<RealType, forwarding_policy>(
result,
@@ -159,7 +157,6 @@ namespace boost
static_cast<eval_type>(c.param2),
static_cast<eval_type>(1-c.param3),
static_cast<eval_type>(c.param3),
static_cast<eval_type>(tools::epsilon<RealType>()),
forwarding_policy());
return policies::checked_narrowing_cast<RealType, forwarding_policy>(
result,