Re: [boost] [math toolkit] Accuracy?

From: John Maddock (john_at_[hidden])
Date: 2007-04-12 05:09:33

Guillaume Melquiond wrote:
> Hi,
>
> I directly skipped to the documentation of the gamma function (I'm
> no expert with statistical distributions, so I will only review the
> special functions) and I have a few questions related to accuracy.
> Sorry if the answers are in the documentation, I couldn't find them.
>
> The accuracy table of the gamma function contains "native peak" and
> "(native?) mean" values. What are theses native values and how are
> they different from the usual values?

They are the peak and mean errors of the platform's native implementation of 
tgamma as measured by our test suite.  I should have made that clearer.

> I'm also intrigued by the high values of peak and mean for IA32/gcc.
> Why are they different from the values for IA64/gcc? Are you using
> other datatypes internally? (I haven't looked at the implementation
> yet.) Thanks.

The code should be exactly the same in the two cases: but is highly 
dependent on the accuracy of powl and expl: the itanium/linux glibc uses 
Intel provided math functions which seem to be much more accurate in the 
corner cases than the IA32 (non-Intel sourced) versions.  I always meant to 
add a test suite for the std lib functions so we could verify stuff like 
this easily, but never got around to it.

Submissions always welcome :-)

> PS: the documentation seems really nice. Good job.

Thanks!

John.