Skip to content

fix: avoid overflow and duplicate computation #14446

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
kgryte merged 5 commits into from
Aug 21, 2026
Merged

fix: avoid overflow and duplicate computation #14446

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
5 commits
Select commit Hold shift + click to select a range
b7ae2b1
fix: avoid intermediate overflow across `stats/base/dists`
Planeshifter Aug 20, 2026
cb24c61
refactor: use `abs2` for squaring in `stats/base/dists/*` densities
claude Aug 21, 2026
9fe65d0
refactor: use `LN_TWO_PI` and `SQRT_TWO_PI` constants in `stats/base/…
claude Aug 21, 2026
f8d5cf6
refactor: use `abs2` and constants in C implementations
claude Aug 21, 2026
739ba25
refactor: avoid duplicate computation in `stats/base/dists/lognormal/…
claude Aug 21, 2026
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
6 changes: 3 additions & 3 deletions lib/node_modules/@stdlib/stats/base/dists/halfnormal/logpdf/lib/factory.js
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -49,15 +49,13 @@ var C = 0.5 * ( LN2 - LNPI );
*/
function factory( sigma ) {
var lsigma;
var sigma2;
if (
isnan( sigma ) ||
sigma <= 0.0
) {
return constantFunction( NaN );
}
lsigma = ln( sigma );
sigma2 = sigma * sigma;
return logpdf;

/**
Expand All @@ -72,13 +70,15 @@ function factory( sigma ) {
* // returns <number>
*/
function logpdf( x ) {
var v;
if ( isnan( x ) ) {
return NaN;
}
if ( x < 0.0 ) {
return NINF;
}
return C - lsigma - ( (x*x) / ( 2.0 * sigma2 ) );
v = x / sigma;
return C - lsigma - ( (v*v) / 2.0 );
}
}

Expand Down
4 changes: 3 additions & 1 deletion lib/node_modules/@stdlib/stats/base/dists/halfnormal/logpdf/lib/main.js
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -76,6 +76,7 @@ var C = 0.5 * ( LN2 - LNPI );
* // returns NaN
*/
function logpdf( x, sigma ) {
var v;
if (
isnan( x ) ||
isnan( sigma ) ||
Expand All @@ -86,7 +87,8 @@ function logpdf( x, sigma ) {
if ( x < 0.0 ) {
return NINF;
}
return C - ln( sigma ) - ( (x*x) / ( 2.0 * (sigma*sigma) ) );
v = x / sigma;
return C - ln( sigma ) - ( (v*v) / 2.0 );
}


Expand Down
4 changes: 3 additions & 1 deletion lib/node_modules/@stdlib/stats/base/dists/halfnormal/logpdf/src/main.c
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -38,6 +38,7 @@ static const double C = 0.5 * ( STDLIB_CONSTANT_FLOAT64_LN2 - STDLIB_CONSTANT_FL
* // returns ~-0.546
*/
double stdlib_base_dists_halfnormal_logpdf( const double x, const double sigma ) {
double v;
if (
stdlib_base_is_nan( x ) ||
stdlib_base_is_nan( sigma ) ||
Expand All @@ -48,5 +49,6 @@ double stdlib_base_dists_halfnormal_logpdf( const double x, const double sigma )
if ( x < 0.0 ) {
return STDLIB_CONSTANT_FLOAT64_NINF;
}
return C - stdlib_base_ln( sigma ) - ( (x*x) / ( 2.0 * (sigma*sigma) ) );
v = x / sigma;
return C - stdlib_base_ln( sigma ) - ( (v*v) / 2.0 );
}
14 changes: 6 additions & 8 deletions lib/node_modules/@stdlib/stats/base/dists/lognormal/logpdf/lib/factory.js
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -22,10 +22,10 @@

var constantFunction = require( '@stdlib/utils/constant-function' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var pow = require( '@stdlib/math/base/special/pow' );
var abs2 = require( '@stdlib/math/base/special/abs2' );
var ln = require( '@stdlib/math/base/special/ln' );
var NINF = require( '@stdlib/constants/float64/ninf' );
var PI = require( '@stdlib/constants/float64/pi' );
var LN_TWO_PI = require( '@stdlib/constants/float64/ln-two-pi' );


// MAIN //
Expand All @@ -46,19 +46,15 @@ var PI = require( '@stdlib/constants/float64/pi' );
* // returns ~-3.672
*/
function factory( mu, sigma ) {
var s2;
var A;
var B;
if (
isnan( mu ) ||
isnan( sigma ) ||
sigma <= 0.0
) {
return constantFunction( NaN );
}
s2 = pow( sigma, 2.0 );
A = -0.5 * ln( 2.0 * s2 * PI );
B = -1.0 / ( 2.0 * s2 );
A = ( -0.5 * LN_TWO_PI ) - ln( sigma );
return logpdf;

/**
Expand All @@ -73,13 +69,15 @@ function factory( mu, sigma ) {
* // returns <number>
*/
function logpdf( x ) {
var lnx;
if ( isnan( x ) ) {
return NaN;
}
if ( x <= 0.0 ) {
return NINF;
}
return A - ln( x ) + ( B * pow( ln(x) - mu, 2.0 ) );
lnx = ln( x );
return A - lnx - ( 0.5 * abs2( ( lnx - mu ) / sigma ) );
}
}

Expand Down
14 changes: 6 additions & 8 deletions lib/node_modules/@stdlib/stats/base/dists/lognormal/logpdf/lib/main.js
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -21,10 +21,10 @@
// MODULES //

var isnan = require( '@stdlib/math/base/assert/is-nan' );
var pow = require( '@stdlib/math/base/special/pow' );
var abs2 = require( '@stdlib/math/base/special/abs2' );
var ln = require( '@stdlib/math/base/special/ln' );
var NINF = require( '@stdlib/constants/float64/ninf' );
var PI = require( '@stdlib/constants/float64/pi' );
var LN_TWO_PI = require( '@stdlib/constants/float64/ln-two-pi' );


// MAIN //
Expand Down Expand Up @@ -71,9 +71,8 @@ var PI = require( '@stdlib/constants/float64/pi' );
* // returns NaN
*/
function logpdf( x, mu, sigma ) {
var s2;
var lnx;
var A;
var B;
if (
isnan( x ) ||
isnan( mu ) ||
Expand All @@ -85,10 +84,9 @@ function logpdf( x, mu, sigma ) {
if ( x <= 0.0 ) {
return NINF;
}
s2 = pow( sigma, 2.0 );
A = -0.5 * ln( 2.0 * s2 * PI );
B = -1.0 / ( 2.0 * s2 );
return A - ln( x ) + ( B * pow( ln(x) - mu, 2.0 ) );
lnx = ln( x );
A = ( -0.5 * LN_TWO_PI ) - ln( sigma );
return A - lnx - ( 0.5 * abs2( ( lnx - mu ) / sigma ) );
}


Expand Down
12 changes: 6 additions & 6 deletions lib/node_modules/@stdlib/stats/base/dists/lognormal/logpdf/manifest.json
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -40,10 +40,10 @@
"dependencies": [
"@stdlib/math/base/napi/ternary",
"@stdlib/math/base/assert/is-nan",
"@stdlib/math/base/special/pow",
"@stdlib/math/base/special/abs2",
"@stdlib/math/base/special/ln",
"@stdlib/constants/float64/ninf",
"@stdlib/constants/float64/pi"
"@stdlib/constants/float64/ln-two-pi"
]
},
{
Expand All @@ -59,11 +59,11 @@
"libpath": [],
"dependencies": [
"@stdlib/math/base/assert/is-nan",
"@stdlib/math/base/special/pow",
"@stdlib/math/base/special/abs2",
"@stdlib/math/base/special/ln",
"@stdlib/constants/float64/ninf",
"@stdlib/constants/float64/eps",
"@stdlib/constants/float64/pi"
"@stdlib/constants/float64/ln-two-pi"
]
},
{
Expand All @@ -79,10 +79,10 @@
"libpath": [],
"dependencies": [
"@stdlib/math/base/assert/is-nan",
"@stdlib/math/base/special/pow",
"@stdlib/math/base/special/abs2",
"@stdlib/math/base/special/ln",
"@stdlib/constants/float64/ninf",
"@stdlib/constants/float64/pi"
"@stdlib/constants/float64/ln-two-pi"
]
}
]
Expand Down
12 changes: 4 additions & 8 deletions lib/node_modules/@stdlib/stats/base/dists/lognormal/logpdf/src/main.c
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -18,10 +18,10 @@

#include "stdlib/stats/base/dists/lognormal/logpdf.h"
#include "stdlib/math/base/assert/is_nan.h"
#include "stdlib/math/base/special/pow.h"
#include "stdlib/math/base/special/abs2.h"
#include "stdlib/math/base/special/ln.h"
#include "stdlib/constants/float64/ninf.h"
#include "stdlib/constants/float64/pi.h"
#include "stdlib/constants/float64/ln_two_pi.h"

/**
* Evaluates the natural logarithm of the probability density function (PDF) for a lognormal distribution with location parameter `mu` and scale parameter `sigma` at a value `x`.
Expand All @@ -37,9 +37,7 @@
*/
double stdlib_base_dists_lognormal_logpdf( const double x, const double mu, const double sigma ) {
double lnx;
double s2;
double A;
double B;

if (
stdlib_base_is_nan( x ) ||
Expand All @@ -52,9 +50,7 @@ double stdlib_base_dists_lognormal_logpdf( const double x, const double mu, cons
if ( x <= 0.0 ) {
return STDLIB_CONSTANT_FLOAT64_NINF;
}
s2 = stdlib_base_pow( sigma, 2.0 );
lnx = stdlib_base_ln( x );
A = -0.5 * stdlib_base_ln( 2.0 * s2 * STDLIB_CONSTANT_FLOAT64_PI );
B = -1.0 / ( 2.0 * s2 );
return A - lnx + ( B * stdlib_base_pow( lnx - mu, 2.0 ) );
A = ( -0.5 * STDLIB_CONSTANT_FLOAT64_LN_TWO_PI ) - stdlib_base_ln( sigma );
return A - lnx - ( 0.5 * stdlib_base_abs2( ( lnx - mu ) / sigma ) );
}
13 changes: 4 additions & 9 deletions lib/node_modules/@stdlib/stats/base/dists/lognormal/pdf/lib/factory.js
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -22,11 +22,10 @@

var constantFunction = require( '@stdlib/utils/constant-function' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var sqrt = require( '@stdlib/math/base/special/sqrt' );
var exp = require( '@stdlib/math/base/special/exp' );
var pow = require( '@stdlib/math/base/special/pow' );
var abs2 = require( '@stdlib/math/base/special/abs2' );
var ln = require( '@stdlib/math/base/special/ln' );
var PI = require( '@stdlib/constants/float64/pi' );
var SQRT_TWO_PI = require( '@stdlib/constants/float64/sqrt-two-pi' );


// MAIN //
Expand All @@ -47,19 +46,15 @@ var PI = require( '@stdlib/constants/float64/pi' );
* // returns ~0.025
*/
function factory( mu, sigma ) {
var s2;
var A;
var B;
if (
isnan( mu ) ||
isnan( sigma ) ||
sigma <= 0.0
) {
return constantFunction( NaN );
}
s2 = pow( sigma, 2.0 );
A = 1.0 / ( sqrt( 2.0 * s2 * PI ) );
B = -1.0 / ( 2.0 * s2 );
A = 1.0 / ( sigma * SQRT_TWO_PI );
return pdf;

/**
Expand All @@ -80,7 +75,7 @@ function factory( mu, sigma ) {
if ( x <= 0.0 ) {
return 0.0;
}
return (1.0/x) * A * exp( B * pow( ln(x) - mu, 2.0 ) );
return (1.0/x) * A * exp( -0.5 * abs2( ( ln(x) - mu ) / sigma ) );
}
}

Expand Down
13 changes: 4 additions & 9 deletions lib/node_modules/@stdlib/stats/base/dists/lognormal/pdf/lib/main.js
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -21,11 +21,10 @@
// MODULES //

var isnan = require( '@stdlib/math/base/assert/is-nan' );
var sqrt = require( '@stdlib/math/base/special/sqrt' );
var exp = require( '@stdlib/math/base/special/exp' );
var pow = require( '@stdlib/math/base/special/pow' );
var abs2 = require( '@stdlib/math/base/special/abs2' );
var ln = require( '@stdlib/math/base/special/ln' );
var PI = require( '@stdlib/constants/float64/pi' );
var SQRT_TWO_PI = require( '@stdlib/constants/float64/sqrt-two-pi' );


// MAIN //
Expand Down Expand Up @@ -72,9 +71,7 @@ var PI = require( '@stdlib/constants/float64/pi' );
* // returns NaN
*/
function pdf( x, mu, sigma ) {
var s2;
var A;
var B;
if (
isnan( x ) ||
isnan( mu ) ||
Expand All @@ -86,10 +83,8 @@ function pdf( x, mu, sigma ) {
if ( x <= 0.0 ) {
return 0.0;
}
s2 = pow( sigma, 2.0 );
A = 1.0 / ( sqrt( 2.0 * s2 * PI ) );
B = -1.0 / ( 2.0 * s2 );
return (1.0/x) * A * exp( B * pow( ln(x) - mu, 2.0 ) );
A = 1.0 / ( sigma * SQRT_TWO_PI );
return (1.0/x) * A * exp( -0.5 * abs2( ( ln(x) - mu ) / sigma ) );
}


Expand Down
15 changes: 6 additions & 9 deletions lib/node_modules/@stdlib/stats/base/dists/lognormal/pdf/manifest.json
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -41,10 +41,9 @@
"@stdlib/math/base/napi/ternary",
"@stdlib/math/base/assert/is-nan",
"@stdlib/math/base/special/exp",
"@stdlib/math/base/special/pow",
"@stdlib/math/base/special/abs2",
"@stdlib/math/base/special/ln",
"@stdlib/math/base/special/sqrt",
"@stdlib/constants/float64/pi"
"@stdlib/constants/float64/sqrt-two-pi"
]
},
{
Expand All @@ -62,10 +61,9 @@
"@stdlib/math/base/assert/is-nan",
"@stdlib/constants/float64/eps",
"@stdlib/math/base/special/exp",
"@stdlib/math/base/special/pow",
"@stdlib/math/base/special/abs2",
"@stdlib/math/base/special/ln",
"@stdlib/math/base/special/sqrt",
"@stdlib/constants/float64/pi"
"@stdlib/constants/float64/sqrt-two-pi"
]
},
{
Expand All @@ -83,10 +81,9 @@
"@stdlib/math/base/assert/is-nan",
"@stdlib/constants/float64/eps",
"@stdlib/math/base/special/exp",
"@stdlib/math/base/special/pow",
"@stdlib/math/base/special/abs2",
"@stdlib/math/base/special/ln",
"@stdlib/math/base/special/sqrt",
"@stdlib/constants/float64/pi"
"@stdlib/constants/float64/sqrt-two-pi"
]
}
]
Expand Down
13 changes: 5 additions & 8 deletions lib/node_modules/@stdlib/stats/base/dists/lognormal/pdf/src/main.c
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -20,9 +20,8 @@
#include "stdlib/math/base/special/ln.h"
#include "stdlib/math/base/assert/is_nan.h"
#include "stdlib/math/base/special/exp.h"
#include "stdlib/math/base/special/pow.h"
#include "stdlib/math/base/special/sqrt.h"
#include "stdlib/constants/float64/pi.h"
#include "stdlib/math/base/special/abs2.h"
#include "stdlib/constants/float64/sqrt_two_pi.h"

/**
* Evaluates the PDF for a lognormal distribution with location `mu` and scale `sigma`.
Expand All @@ -39,7 +38,6 @@
double stdlib_base_dists_lognormal_pdf( const double x, const double mu, const double sigma ) {
double exp_value;
double lnx_u;
double s2;
double z;
double y;
if (
Expand All @@ -53,11 +51,10 @@ double stdlib_base_dists_lognormal_pdf( const double x, const double mu, const d
if ( x <= 0.0 ) {
return 0.0;
}
s2 = stdlib_base_pow( sigma, 2.0 );
lnx_u = stdlib_base_pow( ( stdlib_base_ln( x ) - mu ), 2.0 );
z = -lnx_u / ( 2.0 * s2 );
lnx_u = stdlib_base_abs2( ( stdlib_base_ln( x ) - mu ) / sigma );
z = -0.5 * lnx_u;
exp_value = stdlib_base_exp( z );
y = 1.0 / ( x * sigma * stdlib_base_sqrt( 2.0 * STDLIB_CONSTANT_FLOAT64_PI ) );
y = 1.0 / ( x * sigma * STDLIB_CONSTANT_FLOAT64_SQRT_TWO_PI );

return y * exp_value;
}
Loading