Subject: [Boost-commit] svn:boost r65444 - in trunk: boost/math/distributions libs/math/test
From: john_at_[hidden]
Date: 2010-09-17 14:13:48
Author: johnmaddock
Date: 2010-09-17 14:13:45 EDT (Fri, 17 Sep 2010)
New Revision: 65444
URL: http://svn.boost.org/trac/boost/changeset/65444
Log:
Improve error handling and fix Linux errors.
Text files modified:
trunk/boost/math/distributions/inverse_gamma.hpp | 30 ++++++++++++++++++++++++++----
trunk/libs/math/test/test_inverse_gamma_distribution.cpp | 30 +++++++++++++++++-------------
2 files changed, 43 insertions(+), 17 deletions(-)
Modified: trunk/boost/math/distributions/inverse_gamma.hpp
==============================================================================
--- trunk/boost/math/distributions/inverse_gamma.hpp (original)
+++ trunk/boost/math/distributions/inverse_gamma.hpp 2010-09-17 14:13:45 EDT (Fri, 17 Sep 2010)
@@ -1,7 +1,7 @@
// inverse_gamma.hpp
-// Copyright John Maddock 2006 - 2010.
// Copyright Paul A. Bristow 2010.
+// Copyright John Maddock 2010.
// Use, modification and distribution are subject to the
// Boost Software License, Version 1.0. (See accompanying file
// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
@@ -164,7 +164,23 @@
{ // x bad.
return result;
}
- result = gamma_p_derivative(shape, scale / x, Policy()) * scale / (x * x);
+ result = gamma_p_derivative(shape, scale / x, Policy()) * scale;
+ if(0 != result)
+ {
+ if(x < 0)
+ {
+ // x * x may under or overflow, likewise our result,
+ // so be extra careful about the arithmetic:
+ RealType lim = tools::max_value<RealType>() * x;
+ if(lim < result)
+ return policies::raise_overflow_error<RealType, Policy>(function, "PDF is infinite.", Policy());
+ result /= x;
+ if(lim < result)
+ return policies::raise_overflow_error<RealType, Policy>(function, "PDF is infinite.", Policy());
+ result /= x;
+ }
+ result /= (x * x);
+ }
// better than naive
// result = (pow(scale, shape) * pow(x, (-shape -1)) * exp(-scale/x) ) / tgamma(shape);
return result;
@@ -217,7 +233,10 @@
{
return policies::raise_overflow_error<RealType>(function, 0, Policy());
}
- result = scale / gamma_q_inv(shape, p, Policy());
+ result = gamma_q_inv(shape, p, Policy());
+ if((result < 1) && (result * tools::max_value<RealType>() < scale))
+ return policies::raise_overflow_error<RealType, Policy>(function, "Value of random variable in inverse gamma distribution quantile is infinite.", Policy());
+ result = scale / result;
return result;
}
@@ -263,7 +282,10 @@
{
return policies::raise_overflow_error<RealType>(function, 0, Policy());
}
- result = scale / gamma_p_inv(shape, q, Policy());
+ result = gamma_p_inv(shape, q, Policy());
+ if((result < 1) && (result * tools::max_value<RealType>() < scale))
+ return policies::raise_overflow_error<RealType, Policy>(function, "Value of random variable in inverse gamma distribution quantile is infinite.", Policy());
+ result = scale / result;
return result;
}
Modified: trunk/libs/math/test/test_inverse_gamma_distribution.cpp
==============================================================================
--- trunk/libs/math/test/test_inverse_gamma_distribution.cpp (original)
+++ trunk/libs/math/test/test_inverse_gamma_distribution.cpp 2010-09-17 14:13:45 EDT (Fri, 17 Sep 2010)
@@ -228,20 +228,24 @@
// Special and limit cases:
- RealType mx = (std::numeric_limits<RealType>::max)();
- RealType mi = (std::numeric_limits<RealType>::min)();
+ if(std::numeric_limits<RealType>::is_specialized)
+ {
+ RealType mx = (std::numeric_limits<RealType>::max)();
+ RealType mi = (std::numeric_limits<RealType>::min)();
+
+ BOOST_CHECK_EQUAL(
+ pdf(inverse_gamma_distribution<RealType>(1),
+ static_cast<RealType>(mx)), // max()
+ static_cast<RealType>(0)
+ );
+
+ BOOST_CHECK_EQUAL(
+ pdf(inverse_gamma_distribution<RealType>(1),
+ static_cast<RealType>(mi)), // min()
+ static_cast<RealType>(0)
+ );
- BOOST_CHECK_EQUAL(
- pdf(inverse_gamma_distribution<RealType>(1),
- static_cast<RealType>(mx)), // max()
- static_cast<RealType>(0)
- );
-
- BOOST_CHECK_EQUAL(
- pdf(inverse_gamma_distribution<RealType>(1),
- static_cast<RealType>(mi)), // min()
- static_cast<RealType>(0)
- );
+ }
BOOST_CHECK_EQUAL(
pdf(inverse_gamma_distribution<RealType>(1), static_cast<RealType>(0)), static_cast<RealType>(0));