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[Bug-gsl] problems with gsl_cdf_gamma_Pinv and gsl_cdf_beta_Pinv
From: |
Mike L. Hogan |
Subject: |
[Bug-gsl] problems with gsl_cdf_gamma_Pinv and gsl_cdf_beta_Pinv |
Date: |
Fri, 12 Jul 2019 15:03:47 +0000 |
The version number of GSL version 2.5
The hardware and operating system OS is CentOS version 7 (Core)
Hardware Dell PowerEdge R940 running Intel(R) Xeon(R) Platinum 8270 CPU
The compiler used, including version number and compilation options
g++ -g -O0 -lm -ldl /usr/lib64/libtdsodbc.so.0 /usr/lib64/libtdsS.so
/usr/lib64/libgsl.so /usr/lib64/libglpk.so.0.25.0 /usr/lib64/libgslcblas.so
-lboost_date_time -lboost_filesystem -Wl -I ../../include -I
/usr/local/include /usr/lib64/libtdsodbc.so.0 /usr/lib64/libtdsS.so
/usr/lib64/libgsl.so /usr/lib64/libglpk.so.0.25.0 /usr/lib64/libgslcblas.so
-lboost_date_time -lboost_filesystem inverse_cumulant_errors.o -o
../../binTest/inverse_cumulant_errors.debug
A description of the bug behaviour The routine shown below terminate with the
message 'gsl: gammainv.c:111: ERROR: inverse failed to converge'. That is, of
course,only the first of the 2 routines. I include the other so that you can
see the parameters with which it bombs. We have (btw) other working code
using gsl routines.
A short program which exercises the bug
#include <iostream>
#include <fstream>
#include <stdlib.h>
#include <stdio.h>
#include <math.h>
#include <string.h>
#include <iomanip>
#include <vector>
#include <set>
#include <algorithm>
#include <gsl/gsl_math.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_cdf.h>
int main (int argc, char **argv) {
double x;
x = gsl_cdf_gamma_Pinv( 0.0009999999999999998, 0.099999999999999978, 1.0);
x = gsl_cdf_beta_Pinv(.562, .01, .99);
exit(0);
}
Michael Hogan * Altum Capital Management (UK) Ltd. *
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