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
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