Subject: Re: [Boost-bugs] [Boost C++ Libraries] #12066: Accuracy of modified Bessel functions
From: Boost C++ Libraries (noreply_at_[hidden])
Date: 2016-03-14 08:09:46
#12066: Accuracy of modified Bessel functions
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Reporter: Pavel Holoborodko <pavel@â¦> | Owner: johnmaddock
Type: Library Submissions | Status: new
Milestone: To Be Determined | Component: math
Version: Boost 1.61.0 | Severity: Optimization
Resolution: | Keywords:
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Comment (by Pavel Holoborodko <pavel@â¦>):
@"...none of our input test values have more than 23-bit precision."
Probably this affects the accuracy tests. I use 50K uniformly distributed
test points (Mersenne-Twister) generated in full double precision. Then
compute function value with 34 digits accuracy ("true" value) and compare
with double precision counterpart.
I think usage of extended precision is vital for measuring actual error of
float/double precision routines, especially on magnitudes comparable to
machine epsilon.
I will try to prepare PR in near future (anyone more experienced with
boost is very welcome to do this, as coefficients are publicly available).
-- Ticket URL: <https://svn.boost.org/trac/boost/ticket/12066#comment:5> Boost C++ Libraries <http://www.boost.org/> Boost provides free peer-reviewed portable C++ source libraries.
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