[Bug-gsl] bug in tdistinv.c and patch

[Jason H. Stover]

The following program will cause gsl_cdf_tdist_Pinv()
to attempt to invert the t distribution for invalid
arguments:

#include <stdio.h>
#include <gsl/gsl_cdf.h>

int main()
{
  double p;
  double x;
  int df;
  int j;

  for(df = 1.0; df > -101.0; df--)
    {
      for (p = 1.01; p > -0.01; p -= .07)
        {
          x = gsl_cdf_tdist_Pinv (x, df);
          printf ("%f\t%f\t%f\n", x, df, p);
        }
    }
  exit(0);
}

The following patch for tdistinv.c fixes the problem:

? tdistinv.c.diff
? tdistinv.sav
Index: tdistinv.c
===================================================================
RCS file: /cvs/gsl/gsl/cdf/tdistinv.c,v
retrieving revision 1.2
diff -u -r1.2 tdistinv.c
--- tdistinv.c  26 Jul 2003 13:44:33 -0000      1.2
+++ tdistinv.c  25 Sep 2004 14:51:41 -0000
@@ -57,6 +57,18 @@
       return GSL_NEGINF;
     }
 
+  else if (P < 0.0)
+    {
+      GSL_ERROR ("P < 0.0", GSL_EDOM);
+    }
+  else if (P > 1.0)
+    {
+      GSL_ERROR ("P > 1.0", GSL_EDOM);
+    }
+  else if (nu <= 1.0 )
+    {
+      GSL_ERROR ("nu <= 1.0", GSL_EDOM );
+    }
   if (nu == 1.0)
     {
       x = tan (M_PI * (P - 0.5));