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[Octave-bug-tracker] [bug #60682] betainc is inaccurate


From: Michael Leitner
Subject: [Octave-bug-tracker] [bug #60682] betainc is inaccurate
Date: Fri, 28 May 2021 15:43:12 -0400 (EDT)
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:52.0) Gecko/20100101 Firefox/52.0

Follow-up Comment #3, bug #60682 (project octave):

It seems that it is just not possible to compute betainc with double precision
using the classical continued fraction to more than a few eps accuracy -- I
was thinking that it would become more accurate by evaluating the continued
fraction directly as opposed to something like Lentz' algorithm, but it does
not seem to be the case. There would however be ways so that the computation
finishes after l=b rounds if the parameter b is an integer, which supposedly
would give a more accurate answer specifically for small b, but it is
questionable whether it is worth the effort, both with respect to the
programmer's as well as the computer's.

If Michele's fix works and does not introduce measureable overhead, I would
say that is about the best we can do.

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