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Posted to dev@commons.apache.org by Sébastien Brisard <se...@m4x.org> on 2012/02/03 08:14:31 UTC

[math] About MATH-718

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.

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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Re: [math] About MATH-718

Posted by Sébastien Brisard <se...@m4x.org>.
Hi Luc,
>
> Hi Sébastien,
>
>> 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.
>
> Rather than won't fix, I would prefer simply postponing the issue to 3.1.
>
> Luc
>
Yes, that's probably better. Should I open a new ticket specifically
dedicated to the incomplete Beta function, or should we keep
everything in the same place?
Sébastien


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Re: [math] About MATH-718

Posted by Luc Maisonobe <Lu...@free.fr>.
Le 03/02/2012 08:14, Sébastien Brisard a écrit :
> Hi,

Hi Sébastien,

> 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.

Rather than won't fix, I would prefer simply postponing the issue to 3.1.

Luc

> 
> 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.
> 
> 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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> To unsubscribe, e-mail: dev-unsubscribe@commons.apache.org
> For additional commands, e-mail: dev-help@commons.apache.org
> 


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Re: [math] About MATH-718

Posted by Benedikt Ritter <be...@systemoutprintln.de>.
Sorry, I miss-clicked... wanted to send that mail to your e-mail address 
directly since the mailing list rejects attachments...
For what ever reason "answer to sender" has the same effect as "anwser 
to list" in Thunderbird.
I'll send it again to your address :-)

Regards,
Benedikt

Am 03.02.2012 09:37, schrieb Benedikt Ritter:
> 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
>>
>>
>> ---------------------------------------------------------------------
>> To unsubscribe, e-mail: dev-unsubscribe@commons.apache.org
>> For additional commands, e-mail: dev-help@commons.apache.org
>
>
>
>
>
> ---------------------------------------------------------------------
> To unsubscribe, e-mail: dev-unsubscribe@commons.apache.org
> For additional commands, e-mail: dev-help@commons.apache.org


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Re: [math] About MATH-718

Posted by Benedikt Ritter <be...@systemoutprintln.de>.
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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> To unsubscribe, e-mail: dev-unsubscribe@commons.apache.org
> For additional commands, e-mail: dev-help@commons.apache.org