[Octave-bug-tracker] [bug #56537] marcumq can return impossible values or hang completely

[anonymous]

URL:
  <https://savannah.gnu.org/bugs/?56537>

                 Summary: marcumq can return impossible values or hang
completely
                 Project: GNU Octave
            Submitted by: None
            Submitted on: Fri 21 Jun 2019 04:25:20 PM UTC
                Category: None
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: None
                  Status: None
             Assigned to: None
         Originator Name: Jerry W. Lewis
        Originator Email: address@hidden
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 4.4.1
        Operating System: Microsoft Windows

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Details:

The marcumq function calculates a probability and therefore should be bounded
by zero and one.  However, the implementation in the Octave 4.4.1
communications package running under Windows (W10) can return Inf without
detecting any problems.  Also, it can get into what appears to be an infinite
loop.

To illustrate these problems, consider the calculation
   marcumq(sqrt(0.2*m), sqrt(2.1*ma), m)
implemented as an anonymous function

pkg load communications
f = @(m) marcumq(sqrt(0.2*m), sqrt(2.1*m), m)
f([1,10,100,604]) % essentially machine accuracy for m<=604
f([605,634]) % Inf with no warnings for 605<=m<=634 (should be
[0.87004,0.87573])
f(635)       % Inf with warnings for 635<=m<=1033   (should be 0.87592)
f(1033)      % Inf with warnings for 635<=m<=1033   (should be 0.93048)
f(1034)      % hangs (infinite loop?) for m>=1034   (should be 0.93058)





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