diff --git a/src/macros.h b/src/macros.h
index 5920b5d..faa8ccc 100644
--- a/src/macros.h
+++ b/src/macros.h
@@ -345,7 +345,11 @@
 #  endif
 #  if !defined(INFINITY)
 #   if defined(DBL_MAX)
-#    define INFINITY (DBL_MAX+DBL_MAX)
+#    ifdef VMS
+#     define INFINITY DBL_MAX
+#    else
+#     define INFINITY (DBL_MAX+DBL_MAX)
+#    endif
 #   else
 #    define INFINITY (1.0 / 0.0)
 #   endif