How to prevent an exponential function to return infinity
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I currently try to simulate the performance of a portfolio and have - at some points - to deal with very high numbers. This works fine as long as I dont feed an exponential function since the return value is then Inf.
e.g. exp(x) where x = 2.9678e+03.
Can I somehow chance the configuration of the exp function such that it returns real numbers even if I feed the function with high values?
John D'Errico on 2 Aug 2014
And, what exactly do you want it to return, when you pass it an argument that is larger than the maximum value it can handle?
A double can store nothing larger than realmax. Any larger value is inf as far as that format can handle.
My suggestion is that you see where you can use logs in your computations. Most of the time large intermediate values only that - intermediates. Logs allow these big numbers to be dealt with properly. It really is very rare that properly written computations need exceed the limit of a double.
As a VERY last resort, you might consider use of a tool that will allow a larger dynamic range than a double. Such a tool is my own HPF (found on the file exchange), or the symbolic toolbox. These tools will be dramatically slower than use of a double, and they have their own limits too. It really is a rare case where you cannot do better by simply learning the techniques one needs to deal with these problems in the range afforded by a double. Your code will be the better for it, and your problems will be less in the future as your own numerical coding skills improve.