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1d newton #1000

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4 changes: 2 additions & 2 deletions include/boost/math/distributions/kolmogorov_smirnov.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -382,7 +382,7 @@ inline RealType quantile(const kolmogorov_smirnov_distribution<RealType, Policy>
std::uintmax_t m = policies::get_max_root_iterations<Policy>(); // and max iterations.

return tools::newton_raphson_iterate(detail::kolmogorov_smirnov_quantile_functor<RealType, Policy>(dist, p),
k, RealType(0), boost::math::tools::max_value<RealType>(), get_digits, m);
k, RealType(0), RealType(1), get_digits, m);
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} // quantile

template <class RealType, class Policy>
Expand All @@ -407,7 +407,7 @@ inline RealType quantile(const complemented2_type<kolmogorov_smirnov_distributio

return tools::newton_raphson_iterate(
detail::kolmogorov_smirnov_complementary_quantile_functor<RealType, Policy>(dist, p),
k, RealType(0), boost::math::tools::max_value<RealType>(), get_digits, m);
k, RealType(0), RealType(1), get_digits, m);
} // quantile (complemented)

template <class RealType, class Policy>
Expand Down
17 changes: 6 additions & 11 deletions include/boost/math/special_functions/beta.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -1021,18 +1021,15 @@ T ibeta_imp(T a, T b, T x, const Policy& pol, bool inv, bool normalised, T* p_de
BOOST_MATH_ASSERT((p_derivative == 0) || normalised);

if(!(boost::math::isfinite)(a))
return policies::raise_domain_error<T>(function, "The argument a to the incomplete beta function must be >= zero (got a=%1%).", a, pol);
return policies::raise_domain_error<T>(function, "The argument a to the incomplete beta function must be finite (got a=%1%).", a, pol);
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if(!(boost::math::isfinite)(b))
return policies::raise_domain_error<T>(function, "The argument b to the incomplete beta function must be >= zero (got b=%1%).", b, pol);
if(!(boost::math::isfinite)(x))
return policies::raise_domain_error<T>(function, "The argument b to the incomplete beta function must be finite (got b=%1%).", b, pol);
if (!(0 <= x && x <= 1))
return policies::raise_domain_error<T>(function, "The argument x to the incomplete beta function must be in [0,1] (got x=%1%).", x, pol);

if(p_derivative)
*p_derivative = -1; // value not set.

if((x < 0) || (x > 1))
return policies::raise_domain_error<T>(function, "Parameter x outside the range [0,1] in the incomplete beta function (got x=%1%).", x, pol);

if(normalised)
{
if(a < 0)
Expand Down Expand Up @@ -1422,18 +1419,16 @@ T ibeta_derivative_imp(T a, T b, T x, const Policy& pol)
// start with the usual error checks:
//
if (!(boost::math::isfinite)(a))
return policies::raise_domain_error<T>(function, "The argument a to the incomplete beta function must be >= zero (got a=%1%).", a, pol);
return policies::raise_domain_error<T>(function, "The argument a to the incomplete beta function must be finite (got a=%1%).", a, pol);
if (!(boost::math::isfinite)(b))
return policies::raise_domain_error<T>(function, "The argument b to the incomplete beta function must be >= zero (got b=%1%).", b, pol);
if (!(boost::math::isfinite)(x))
return policies::raise_domain_error<T>(function, "The argument b to the incomplete beta function must be finite (got b=%1%).", b, pol);
if (!(0 <= x && x <= 1))
return policies::raise_domain_error<T>(function, "The argument x to the incomplete beta function must be in [0,1] (got x=%1%).", x, pol);

if(a <= 0)
return policies::raise_domain_error<T>(function, "The argument a to the incomplete beta function must be greater than zero (got a=%1%).", a, pol);
if(b <= 0)
return policies::raise_domain_error<T>(function, "The argument b to the incomplete beta function must be greater than zero (got b=%1%).", b, pol);
if((x < 0) || (x > 1))
return policies::raise_domain_error<T>(function, "Parameter x outside the range [0,1] in the incomplete beta function (got x=%1%).", x, pol);
//
// Now the corner cases:
//
Expand Down
23 changes: 12 additions & 11 deletions include/boost/math/special_functions/detail/ibeta_inverse.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -25,23 +25,16 @@ namespace boost{ namespace math{ namespace detail{
template <class T>
struct temme_root_finder
{
temme_root_finder(const T t_, const T a_) : t(t_), a(a_) {}
temme_root_finder(const T t_, const T a_) : t(t_), a(a_) {
const T x_extrema = 1 / (1 + a);
BOOST_MATH_ASSERT(0 < x_extrema && x_extrema < 1);
}

boost::math::tuple<T, T> operator()(T x)
{
BOOST_MATH_STD_USING // ADL of std names

T y = 1 - x;
if(y == 0)
{
T big = tools::max_value<T>() / 4;
return boost::math::make_tuple(static_cast<T>(-big), static_cast<T>(-big));
}
if(x == 0)
{
T big = tools::max_value<T>() / 4;
return boost::math::make_tuple(static_cast<T>(-big), big);
}
T f = log(x) + a * log(y) + t;
T f1 = (1 / x) - (a / (y));
return boost::math::make_tuple(f, f1);
Expand Down Expand Up @@ -410,6 +403,14 @@ T temme_method_3_ibeta_inverse(T a, T b, T p, T q, const Policy& pol)
T lower = eta < mu ? cross : 0;
T upper = eta < mu ? 1 : cross;
T x = (lower + upper) / 2;

// Special cases due to lack of numerical precision
if (cross == 1) {
return 1;
} else if (cross == 0) {
return 0;
}

x = tools::newton_raphson_iterate(
temme_root_finder<T>(u, mu), x, lower, upper, policies::digits<T, Policy>() / 2);
#ifdef BOOST_INSTRUMENT
Expand Down
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