[SciPy-dev] possible bug in numpy.random.zipf
Robert Kern
robert.kern@gmail....
Wed Jul 9 14:22:38 CDT 2008
On Wed, Jul 9, 2008 at 08:56, Bruce Southey <bsouthey@gmail.com> wrote:
> Robert Kern wrote:
>> On Tue, Jul 8, 2008 at 19:46, Alan Jackson <alan@ajackson.org> wrote:
>>
>>> I think I may have found a bug in numpy.random.zipf
>>>
>>> As I was documenting the zipf function, I started playing with it to create
>>> some examples. It's pretty cool, actually. I had never heard of it
>>> before.
>>>
>>> To my surprise, it started giving occasional very large negative numbers as
>>> results whenever the 'a' parameter was less than 1.5. It appears that
>>> there is some numerical instability for parameters less than 1.5.
>>>
>>> In [44]: min(np.random.zipf(1.4, 1000))
>>> Out[44]: 1
>>>
>>> In [45]: min(np.random.zipf(1.4, 1000))
>>> Out[45]: -2147483648
>>>
>>
>> This looks like an integer wraparound problem rather than numerical
>> instability per se. The correct result is above upper bound that a
>> signed long can represent. It gets casted to -sys.maxint-1. Since the
>> algorithm is just a simple rejection algorithm, we can include this
>> test in the rejection condition. The function then models a Zipf
>> distribution truncated to the range [1,sys.maxint].
>>
>> The fix will be in SVN on the trunk and 1.1.x branch shortly.
>>
>>
> Hi,
>
> Shouldn't this really depend on the precision being used because NumPy
> provides different precisions?
numpy in general handles multiple precisions, but this function does
not. It just produces C longs which corresponds to the default numpy
integer dtype.
> Also sys.maxint will be history in Python 3.0
> (http://docs.python.org/dev/3.0/whatsnew/3.0?highlight=maxint) as
> '[i]ntegers have unlimited precision'. Instead it could be sys.maxsize
> (http://docs.python.org/dev/3.0/library/sys.html#sys.maxsize) .
I don't reference sys.maxint explicitly; it just happens to correspond
to the overflow limit on the currently available platforms. When the
putative result is < 1, I assume that overflow happened and reject it.
When Python 3.0 rolls along, the only thing that will be out-of-date
is the comment.
--
Robert Kern
"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
-- Umberto Eco
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