[bug #36607] norminv doesn't work for very small values

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URL:
  <http://savannah.gnu.org/bugs/?36607>

                 Summary: norminv doesn't work for very small values
                 Project: GNU Octave
            Submitted by: None
            Submitted on: Thu 07 Jun 2012 01:48:52 PM UTC
                Category: None
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: None
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 3.6.1
        Operating System: GNU/Linux

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Details:

For small inputs, norminv in Octave gives a different result from Matlab.
For very small inputs, norminv in Octave gives -Inf, while Matlab gives a
valid answer.

For example, in Octave I get

norminv(10^(-16))
ans = -8.2095
norminv(10^(-17))
ans = -Inf

while in Matlab I get

norminv(10^(-16))
ans = -8.2221
norminv(10^(-17))
ans = -8.4938

I am using Octave 3.6.1 compiled from source on Ubuntu 11.10, and Matlab
R2010a.

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