Am 03.02.2012 08:14, schrieb Sébastien Brisard:
Hi,
as rightly pointed out by Christian, the bug reported in MATH-718 is
in fact a result of the current implementation of the incomplete beta
function I(x, a, b), which is inaccurate when a and/or b are
large-ish. I think this is a very interesting issue, but also one
which will not be solved in one or two days' work. I've skimmed
through slatec [1], GSL, Boost [2] as well as you-know-who. Neither
uses the same method to compute this function. I would like to review
in detail those methods before coming up with a fix for this issue. So
I propose that we mark MATH-718 as won't fix, and open a new JIRA
issue to affect 3.1 or 4.0. Working on special functions (which is a
weak side of CM anyway) is something I would be very much interested
in.
Do you agree with this proposal?
Sébastien
PS: my lab does not subscribe to ACM. Does anyone have access to this paper
TRANSACTIONS ON MATHEMATICAL SOFTWARE,
VOL. 18, NO. 3, SEPTEMBER, 1992, PP. 360-373z.
Hi Sébastien,
fortunately my university has full access to the ACM digital library.
I've attached the article to this e-mail.
have a nice day!
Benedikt
The FORTRAN code is freely available [3].
[1] http://www.netlib.org/slatec/fnlib/betai.f
[2]
http://www.boost.org/doc/libs/1_38_0/libs/math/doc/sf_and_dist/html/math_toolkit/special/sf_beta/ibeta_function.html
[3] http://www.netlib.org/toms/708
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