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erfcinv(::BigFloat): switch tolerance to eps(y) instead of eps(x) #558

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erfcinv(::BigFloat): switch tolerance to eps(y) instead of eps(x) #558

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4 changes: 2 additions & 2 deletions src/erf.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -555,7 +555,7 @@ function _erfinv(y::BigFloat)
isfinite(x) || return x
end
sqrtπhalf = sqrtπ * big(0.5)
tol = 2eps(abs(x))
tol = 2max(eps(abs(y)),eps(abs(x)))
while true # Newton iterations
Δx = sqrtπhalf * (erf(x) - y) * exp(x^2)
x -= Δx
Expand Down Expand Up @@ -695,7 +695,7 @@ function _erfcinv(y::BigFloat)
isfinite(x) || return x
end
sqrtπhalf = sqrtπ * big(0.5)
tol = 2eps(abs(x))
tol = 2max(eps(abs(y)),eps(abs(x)))
while true # Newton iterations
Δx = sqrtπhalf * (erfc(x) - y) * exp(x^2)
x += Δx
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4 changes: 4 additions & 0 deletions test/erf.jl
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Expand Up @@ -145,6 +145,10 @@
@test_throws DomainError erfinv(x)
@test_throws DomainError erfcinv(1-x)
end

# Those two values were hanging before, see issue #557
@test erfcinv(2big"0.8") ≈ erfcinv(2big(0.8)) rtol= 2eps()
@test erfcinv(2big"0.41") ≈ erfcinv(2big(0.41)) rtol= 2eps()
end

@testset "Other float types" begin
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