Re: [math] numerical stability problems of continued fraction

2012-05-21 Thread Luc Maisonobe
Le 21/05/2012 08:22, Phil Steitz a écrit : > On 5/20/12 10:32 PM, Sébastien Brisard wrote: >> Hi Thomas, >>> This seems to solve all the described problems, but the question remains >>> if this can be included without problems into CM. The algorithm >>> description in NR is not in source code but o

Re: [math] numerical stability problems of continued fraction

2012-05-20 Thread Thomas Neidhart
On 05/21/2012 08:22 AM, Phil Steitz wrote: > On 5/20/12 10:32 PM, Sébastien Brisard wrote: >> Hi Thomas, >>> This seems to solve all the described problems, but the question remains >>> if this can be included without problems into CM. The algorithm >>> description in NR is not in source code but o

Re: [math] numerical stability problems of continued fraction

2012-05-20 Thread Phil Steitz
On 5/20/12 10:32 PM, Sébastien Brisard wrote: > Hi Thomas, >> This seems to solve all the described problems, but the question remains >> if this can be included without problems into CM. The algorithm >> description in NR is not in source code but on an higher level. >> > Looking at the relevant c

Re: [math] numerical stability problems of continued fraction

2012-05-20 Thread Sébastien Brisard
Hi Thomas, > > This seems to solve all the described problems, but the question remains > if this can be included without problems into CM. The algorithm > description in NR is not in source code but on an higher level. > Looking at the relevant chapter in NR, I don't think there is any license iss

[math] numerical stability problems of continued fraction

2012-05-20 Thread Thomas Neidhart
Hi, I have worked on the numerical stability problems (see MATH-718, MATH-785) of our continued fraction implementation, which is used in several other classes (Beta, Gamma). As I was not really convinced with the scaling approach to overcome overflow and underflow situations which occur quite of