From: Henry B. <hb...@pi...> - 2014-09-20 00:02:07
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I don't know whether my problem is connected with e, pi, gamma, log(2), or not, but when I was recently working with cdf_normal, cdf_logistic & friends, I noticed that some of the numerical functions weren't terribly accurate in the long tails. I also tried bfloat, and that didn't improve matters, so I suspect that some of these functions need some numerical approximation work. Two of the functions I was using were quantile_logistic and quantile_normal. The accuracy was good enough for what I was doing (4-5 decimal places), but I was getting what looked like non-monotonic results in some lower order digits. I haven't the slightest idea how these functions are computed in Maxima, but perhaps a few 20-30 digit spot checks by someone who knows this stuff might be in order. At 11:35 AM 9/19/2014, Raymond Toy wrote: >>>>>> "Volker" == Volker van Nek <vol...@gm...> writes: > > Volker> Greetings. > Volker> I attached new implementations of float.lisp/fpe1, fppi1, fpgamma1, > Volker> comp-log2 as a proposal. > > Volker> I discovered a paper by Bruno Haible and Thomas Papanikolaou about the > Volker> technique of binary splitting to approximate infinite series. > Volker> See http://www.ginac.de/CLN/binsplit.pdf for details if you are interested. > > Volker> With this technique I succeeded in implementing fast functions for > Volker> computing %e, %pi, %gamma and log(2). > > Volker> [ I also implemented exp(x), log(x), sin(x) and friends for bigfloat x. > Volker> In contrast to fpe1, .. these implementions are still some kind of raw > Volker> material and need more error analysis. And of course it's a lot more > Volker> difficult to merge them into Maxima. My idea is to put them into > Volker> /share/contrib for now. ] > >Is there something wrong with the current implementations of these functions? > >Ray |