mirror/eigen
2
0
Fork 0
mirror of https://gitlab.com/libeigen/eigen.git synced 2025-01-30 17:40:05 +08:00
Code Issues Packages Projects Releases Wiki Activity

Improve robustness of igamma and igammac to bad inputs.

Browse Source 
Check for nan inputs and propagate them immediately. Limit the number of internal iterations to 2000 (same number as used by scipy.special.gammainc). This prevents an infinite loop when the function is called with nan or very large arguments.

Original change by mfirgunov@google.com
This commit is contained in:
Rasmus Munk Larsen 2018-03-19 09:04:54 -07:00
parent f7d17689a5
commit e900b010c8
1 changed files with 10 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

12
unsupported/Eigen/src/SpecialFunctions/SpecialFunctionsImpl.h
View File

@ -535,6 +535,10 @@ struct igammac_impl {
return nan;
}
if (numext::isnan(a) || numext::isnan(x)) { // propagate nans
return nan;
}
if ((x < one) || (x < a)) {
/* The checks above ensure that we meet the preconditions for
* igamma_impl::Impl(), so call it, rather than igamma_impl::Run().
@ -592,7 +596,7 @@ struct igammac_impl {
qkm1 = z * x;
ans = pkm1 / qkm1;
while (true) {
for (int i = 0; i < 2000; i++) {
c += one;
y += one;
z += two;
@ -724,6 +728,10 @@ struct igamma_impl {
return nan;
}
if (numext::isnan(a) || numext::isnan(x)) { // propagate nans
return nan;
}
if ((x > one) && (x > a)) {
/* The checks above ensure that we meet the preconditions for
* igammac_impl::Impl(), so call it, rather than igammac_impl::Run().
@ -770,7 +778,7 @@ struct igamma_impl {
c = one;
ans = one;
while (true) {
for (int i = 0; i < 2000; i++) {
r += one;
c *= x/r;
ans += c;