Actually, I think that white does not symbolize purity in this particular book. Of course, you are right to say that white typically does symbolize purity, but in this book I think the symbolism is turned on its head some. In this book, I think white symbolizes impurity or is being used in some ironic way.
Take, for example, how we see Daisy and Jordan in their white dresses in Chapter 1. But we know neither of them is pure. I don't just mean this sexually -- I mean that they are impure at heart. Jordan is a cheater, for example, and Daisy has married a man she does not love just because of money -- they're both sort of false people.