id,summary,reporter,owner,description,type,status,milestone,component,version,severity,resolution,keywords,cc
9652,Infinite loop in random::binomial_distribution,Nobuto Takeuchi <takeuchi.nobuto@…>,No-Maintainer,"There is a potential infinite loop in binomial_distribution::invert(). The problem is caused by round-off errors. The condition required for the infinite loop is:

t (no. trials) is large[[BR]]
p (probability) is small[[BR]]
uniform_01 returns a number very close to 1.[[BR]]


I found this problem in Boost 1.48.0, but the relevant part of the code is the same in development trunk.


The issue can be reproduced by the following program.
{{{
#include <iostream>
#include ""boost/random/binomial_distribution.hpp""

/* PSEUDO uniform random number generater. */
class URNG {
public:
  typedef unsigned long int result_type;
  result_type operator()() {return _ret_val;}
  result_type min() const {return 0;}
  result_type max() const {return std::numeric_limits<result_type>::max();}
  URNG(result_type ret_val) :
    _ret_val(ret_val)
  {}
private:
  result_type _ret_val;
};

int main(void)
{
  typedef boost::random::binomial_distribution<long int, double> Binom;
  Binom binom(41344,4.87026e-05);

  URNG urng_small(1024);
  std::cout << ""Draw a number from a binomial distribution."" << std::endl;
  std::cout << ""binom returns "" << binom(urng_small) << std::endl;

  URNG urng_big(std::numeric_limits<unsigned long int>::max() - 1024);
  std::cout << ""Draw again a number from a binomial distribution."" << std::endl;
  std::cout << ""binom does not return (infinite loop) "" << binom(urng_big) << std::endl;

  return 0;
}
}}}
",Bugs,closed,To Be Determined,random,Boost Development Trunk,Problem,fixed,,