public inbox for gcc-bugs@sourceware.org help / color / mirror / Atom feed
From: "hyounes at google dot com" <gcc-bugzilla@gcc.gnu.org> To: gcc-bugs@gcc.gnu.org Subject: [Bug libstdc++/55047] New: operator() in std::exponential_distribution may call log(0) Date: Wed, 24 Oct 2012 02:25:00 -0000 [thread overview] Message-ID: <bug-55047-4@http.gcc.gnu.org/bugzilla/> (raw) http://gcc.gnu.org/bugzilla/show_bug.cgi?id=55047 Bug #: 55047 Summary: operator() in std::exponential_distribution may call log(0) Classification: Unclassified Product: gcc Version: 4.6.3 Status: UNCONFIRMED Severity: normal Priority: P3 Component: libstdc++ AssignedTo: unassigned@gcc.gnu.org ReportedBy: hyounes@google.com The implementation of operator() for std::exponential_distribution is: template<typename _UniformRandomNumberGenerator> result_type operator()(_UniformRandomNumberGenerator& __urng, const param_type& __p) { __detail::_Adaptor<_UniformRandomNumberGenerator, result_type> __aurng(__urng); return -std::log(__aurng()) / __p.lambda(); } If I understand this correctly, __aurng() returns a value in [0,1). This leaves the possibility of computing -log(0)/lambda, which I expect to be Inf. On the other hand, -log(1)/lambda will never occur, so the resulting value can never be 0. There are two problems with this implementation: 1. The actual range (0,Inf) U Inf is not consistent with the reported range of [0,Inf) as computed by the min() and max() member functions. 2. -log(U01)/lambda is not the mathematically correct form for the inverse transformation for the exponential distribution. -log(1 - U01)/lambda is the correct form. This form also gives you the correct range of [0,Inf). It is an incorrect optimization to change 1-U01 to just U01 when U01 is [0,1). It is only correct if U01 is [0,1] or (0,1), but I do not believe that to be the case here. I believe the correct implementation should have the following return statement: return -std::log(result_type(1) - __aurng()) / __p.lambda(); The same problem appears in several other distributions. For example, std::weibull_distribution.
next reply other threads:[~2012-10-24 2:25 UTC|newest] Thread overview: 6+ messages / expand[flat|nested] mbox.gz Atom feed top 2012-10-24 2:25 hyounes at google dot com [this message] 2012-10-24 9:44 ` [Bug libstdc++/55047] " paolo.carlini at oracle dot com 2012-10-24 12:20 ` paolo at gcc dot gnu.org 2012-10-24 12:21 ` paolo.carlini at oracle dot com 2012-11-01 21:10 ` paolo at gcc dot gnu.org 2012-11-01 21:11 ` paolo.carlini at oracle dot com
Reply instructions: You may reply publicly to this message via plain-text email using any one of the following methods: * Save the following mbox file, import it into your mail client, and reply-to-all from there: mbox Avoid top-posting and favor interleaved quoting: https://en.wikipedia.org/wiki/Posting_style#Interleaved_style * Reply using the --to, --cc, and --in-reply-to switches of git-send-email(1): git send-email \ --in-reply-to=bug-55047-4@http.gcc.gnu.org/bugzilla/ \ --to=gcc-bugzilla@gcc.gnu.org \ --cc=gcc-bugs@gcc.gnu.org \ /path/to/YOUR_REPLY https://kernel.org/pub/software/scm/git/docs/git-send-email.html * If your mail client supports setting the In-Reply-To header via mailto: links, try the mailto: linkBe sure your reply has a Subject: header at the top and a blank line before the message body.
This is a public inbox, see mirroring instructions for how to clone and mirror all data and code used for this inbox; as well as URLs for read-only IMAP folder(s) and NNTP newsgroup(s).