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Re: [Help-gsl] Exponential calculation


From: Kevin Channon
Subject: Re: [Help-gsl] Exponential calculation
Date: Mon, 16 Feb 2009 08:37:21 +0000

Hi Ashish,


> As structure of probability density function is as follows.
> Pdf = (expression_1) * (exponential (expression_2).
>
> Now during our calculation we are encountering the situation where
> expression_2 is getting evaluated to such values like -800.0.
> In this case exponential (-800.0) is zero.
>
> So how do we deal with such situations what will be pdf in this case.
>

Like you say, in this situation the result is zero.  This is down to the
limits of floating point precision.  If you can't live with this, then I guess
there are three things that I can think of right now:

1. Take logs and work with those:
        Ln(PDF) = Ln(expression1) + expression2

2. Separate the exponent:
    You know exp(-100) = 3.7e+44, so
     exp(-800) = 3.7^8 *10^(-44*8) = 35125e-352

3. Find a library that someone has written to deal with large and small
    exponentials

Hope that helps,

Kevin


-- 
Kevin Channon

School of Chemistry
University of Bristol
UK




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