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only solve problems if have enough precision #1004

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Merged
mborland merged 1 commit into from
Jul 31, 2023
Merged

only solve problems if have enough precision #1004

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only solve problems if have enough precision
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@ryanelandt
ryanelandt committed Jul 25, 2023
commit 0909d7cc9c3d06bcc6dadebe598bbfecbe4d16ab
19 changes: 8 additions & 11 deletions include/boost/math/special_functions/detail/ibeta_inverse.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -25,23 +25,16 @@ namespace boost{ namespace math{ namespace detail{
template <class T>
struct temme_root_finder
{
temme_root_finder(const T t_, const T a_) : t(t_), a(a_) {}
temme_root_finder(const T t_, const T a_) : t(t_), a(a_) {
const T x_extrema = 1 / (1 + a);
BOOST_MATH_ASSERT(0 < x_extrema && x_extrema < 1);
}

boost::math::tuple<T, T> operator()(T x)
{
BOOST_MATH_STD_USING // ADL of std names

T y = 1 - x;
if(y == 0)
{
T big = tools::max_value<T>() / 4;
return boost::math::make_tuple(static_cast<T>(-big), static_cast<T>(-big));
}
if(x == 0)
{
T big = tools::max_value<T>() / 4;
return boost::math::make_tuple(static_cast<T>(-big), big);
}
T f = log(x) + a * log(y) + t;
T f1 = (1 / x) - (a / (y));
return boost::math::make_tuple(f, f1);
Expand Down Expand Up @@ -410,6 +403,10 @@ T temme_method_3_ibeta_inverse(T a, T b, T p, T q, const Policy& pol)
T lower = eta < mu ? cross : 0;
T upper = eta < mu ? 1 : cross;
T x = (lower + upper) / 2;

// Early exit for cases with numerical precision issues.
if (cross == 0 || cross == 1) { return cross; }

x = tools::newton_raphson_iterate(
temme_root_finder<T>(u, mu), x, lower, upper, policies::digits<T, Policy>() / 2);
#ifdef BOOST_INSTRUMENT
Expand Down