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Does anyone know how to figure out a workaround to avoid computing overflow/u​nderflow/N​aN/inf in this algorithm?

Asked by Eric Diaz on 15 Nov 2015
Latest activity Commented on by Eric Diaz on 22 Nov 2015
Accepted Answer by Jan
M14 = Signal.^14;
M12 = Signal.^12 ; M10 = Signal.^10;
M8 = Signal.^8 ; M6 = Signal.^6;
M4 = Signal.^4 ; M2 = Signal.^2;
S14 = Sigma.^14;
S12 = Sigma.^12 ; S10 = Sigma.^10;
S8 = Sigma.^8 ; S6 = Sigma.^6;
S4 = Sigma.^4 ; S2 = Sigma.^2;
nPiD2 = pi/2;
sqrtNpiD2 = sqrt(nPiD2);
n1D2 = 1/2;
n1D4 = 1/4;
n1DM10Sig = 1./(M10.*Sigma);
n1DM12Sig = 1./(M12.*Sigma);
alpha = M2./S2;
nAlphaD4 = n1D4*alpha;
FirstTerm = n1DM10Sig.*(M12 + 9*M10.*S2 - 15*M8.*S4 + 90*M6.*S6 - 495*M4.*S8 + 2160*M2.*S10 - 5760*S12).*besseli(0,nAlphaD4);
SecondTerm = n1DM12Sig.*(M14 + 7*M12.*S2 - 27*M10.*S4 + 150*M8.*S6 - 855*M6.*S8 + 4320*M4.*S10 - 17280*M2.*S12 + 46080*S14).*besseli(1,nAlphaD4);
biasedSignal = n1D2*sqrtNpiD2*exp(-nAlphaD4).*(FirstTerm + SecondTerm);
As you can imagine, because of the powers of these numbers being rather high, I am running into issues with computing inf/NaN where I don't actually want it. Is there a way to avoid computing these values?

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1 Answer

Answer by Jan
on 15 Nov 2015
 Accepted Answer

You can calculate the logarithm of all equations to keep the ranges of the values inside the limits. Replace besseli by its taylor series to build its log.

  2 Comments

Great thinking! I'll try that now and see if it works! Thanks!
It turns out that most of the overflow problem was occuring in the besseli function.
I actually was having some problems with overflow of the besseli function two nights ago and I found a solution which works really well without having to use a taylor approximation.
Instead of explaining it, I will give you the link of where I found the solution. As you may know, Cleve Moler, who is the person that is providing the solution, is the person that founded MATLAB.
https://www.mathworks.com/matlabcentral/newsreader/view_thread/101943
I found that solution #2, works really well!

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