Hi Thomas, 2012/5/8 Thomas Neidhart <thomas.neidh...@gmail.com>: > On 05/08/2012 05:26 PM, Sébastien Brisard wrote: >> Hi, >> I've spent quite some time on MATH-753 [1], and I think I now have a >> satisfactory solution. >> The problem was to overcome the overflows which arise when computing >> the density of the Gamma distribution for large values of the argument >> and/or the scale parameter. >> >> As I initially feared, what was proposed in the JIRA ticket leads to >> high floating point errors. I adapted a method proposed in BOOST [2] >> with acceptable errors. Meanwhile, I've also managed to improve the >> accuracy of the computation of the density for the range of parameters >> where the previous implementation was already working: in this range, >> the accuracy *was* about 300 ulps, and is now 1-2 ulps! I think this >> improvement is worth implementing. >> >> The downside is that I need to expose the Lanczos implementation >> internally used by o.a.c.m3.special.Gamma. This approximation is so >> standard that I don't see it as a problem. I don't think that it >> reveals too much of the Gamma internals, since the javadoc of >> Gamma.logGamma states that it uses this approximation. So what I >> propose is the addition of two methods in Gamma: >> double getLanczosG(): returns the g constant >> double getLanczos(double): returns the value of the Lanczos sum. >> >> If you do not like this option, I can copy/paste the Lanczos >> approximation in the GammaDistribution class. I'm adverse to the >> latter option, as it leads to code duplication. >> >> What do you think? > > Hi Sébastien, > > this sounds pretty good. > > After looking at the current Gamma function implementation, it looks > like it consists mainly of public static methods. Could you attach your > changes to the issue so I can have a look at them? > I will prepare a patch and attach it to MATH-753. Thanks for proposing to review it!
Sébastien > Thanks, > > Thomas > > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org > --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
