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Correct lgamma workaround for very small arguments.

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This allows simplification of the student's T quantile code.
Added some more lgamma tests.
This commit is contained in:
jzmaddock
2020-07-25 18:30:03 +01:00
parent 2153dfa390
commit a316c72bb6
3 changed files with 14 additions and 2 deletions
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2
include/boost/math/special_functions/detail/ibeta_inverse.hpp
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@@ -697,7 +697,7 @@ T ibeta_inv_imp(T a, T b, T p, T q, const Policy& pol, T* py)
}
if (overflow || !(boost::math::isfinite)(bet))
{
xg = exp((boost::math::lgamma(a + 1, pol) + boost::math::lgamma(b + 1, pol) - boost::math::lgamma(a + b + 1, pol) + log(p) - log(b) + log(a + b)) / a);
xg = exp((boost::math::lgamma(a + 1, pol) + boost::math::lgamma(b, pol) - boost::math::lgamma(a + b, pol) + log(p)) / a);
}
else
xg = pow(a * p * bet, 1/a);

2
include/boost/math/special_functions/gamma.hpp
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@@ -240,7 +240,7 @@ T lgamma_imp(T z, const Policy& pol, const Lanczos& l, int* sign = 0)
{
if (0 == z)
return policies::raise_pole_error<T>(function, "Evaluation of lgamma at %1%.", z, pol);
if (fabs(z) < 1 / tools::max_value<T>())
if (4 * fabs(z) < tools::epsilon<T>())
result = -log(fabs(z));
else
result = log(fabs(1 / z - constants::euler<T>()));

12
test/test_gamma.hpp
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@@ -333,5 +333,17 @@ void test_spots(T, const char* name)
BOOST_CHECK_CLOSE(::boost::math::lgamma(ldexp(static_cast<T>(11103367432951928LL), 62)), static_cast<T>(4.0411767712186990905102512019058204792570873633363159e36L), tolerance);
BOOST_CHECK_CLOSE(::boost::math::lgamma(ldexp(static_cast<T>(11103367432951928LL), 326)), static_cast<T>(3.9754720509185529233002820161357111676582583112671658e116L), tolerance);
}
//
// Super small values may cause spurious overflow:
//
if (std::numeric_limits<T>::is_specialized && std::numeric_limits<T>::has_denorm)
{
T value = (std::numeric_limits<T>::min)();
while (value != 0)
{
BOOST_CHECK((boost::math::isfinite)(boost::math::lgamma(value)));
value /= 2;
}
}
}