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From |
"Joseph Coveney" <jcoveney@bigplanet.com> |

To |
"Statalist" <statalist@hsphsun2.harvard.edu> |

Subject |
st: Trapping Underflows and Overflows in Mata |

Date |
Wed, 26 Mar 2008 22:53:31 +0900 |

I gather that I can test for an overflow condition for a real scalar in Mata by testing whether it's missing (when it's not supposed to be). : x = maxdouble() : x 8.9885e+307 : x = 10 * x : x . : if (missing((x))) printf("Seems to have overflowed");; Seems to have overflowed : But I need some help in trapping a potential underflow. : x = smallestdouble() : x = x / 10 : x 4.4501e-309 : if (x) printf("Not underflowed");; Not underflowed : It seems as if Mata is handling underflows gradually (denormalized numbers) and not abruptly (set to zero). So, instead of if (!result) . . . it should be if ((result > 0 && result < smallestdouble()) || (result < 0 && result > -smallestdouble())) . . . or if (result && result > -smallestdouble()) && result < smallestdouble()) . . . or perhaps if (result && abs(result) < smallestdouble()) . . . Am I on track here? I guess that I could also use some guidance on when I should expect underflows to become problematic in Mata--for example, the following seem hold up well: : y = x = smallestdouble() : (y / 10) / (x / 10) 1 : (y / 100) / (x / 10) .1 : But holding the exponent at -308 (or rather its equivalent in base 2) and successively shifting the fraction rightward will eventually show unacceptably degraded precision for a typical application. Joseph Coveney * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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