diff --git a/changelog.md b/changelog.md index 9382a194f9..211855bfc2 100644 --- a/changelog.md +++ b/changelog.md @@ -124,9 +124,12 @@ proc enumToString*(enums: openArray[enum]): string = - Added `xmltree.toXmlAttributes`. +- Added ``std/sums`` module for fast summation functions. + - Added `Rusage`, `getrusage`, `wait4` to posix interface. + ### Library changes - The string output of `macros.lispRepr` proc has been tweaked diff --git a/lib/std/sums.nim b/lib/std/sums.nim new file mode 100644 index 0000000000..dc9d8d5072 --- /dev/null +++ b/lib/std/sums.nim @@ -0,0 +1,78 @@ +# +# +# Nim's Runtime Library +# (c) Copyright 2019 b3liever +# +# See the file "copying.txt", included in this +# distribution, for details about the copyright. + +## Fast sumation functions. + + +func sumKbn*[T](x: openArray[T]): T = + ## Kahan (compensated) summation: O(1) error growth, at the expense + ## of a considerable increase in computational expense. + if len(x) == 0: return + var sum = x[0] + var c = T(0) + for i in 1 ..< len(x): + let xi = x[i] + let t = sum + xi + if abs(sum) >= abs(xi): + c += (sum - t) + xi + else: + c += (xi - t) + sum + sum = t + result = sum + c + +func sumPairwise[T](x: openArray[T], i0, n: int): T = + if n < 128: + result = x[i0] + for i in i0 + 1 ..< i0 + n: + result += x[i] + else: + let n2 = n div 2 + result = sumPairwise(x, i0, n2) + sumPairwise(x, i0 + n2, n - n2) + +func sumPairs*[T](x: openArray[T]): T = + ## Pairwise (cascade) summation of ``x[i0:i0+n-1]``, with O(log n) error growth + ## (vs O(n) for a simple loop) with negligible performance cost if + ## the base case is large enough. + ## + ## See, e.g.: + ## * http://en.wikipedia.org/wiki/Pairwise_summation + ## Higham, Nicholas J. (1993), "The accuracy of floating point + ## summation", SIAM Journal on Scientific Computing 14 (4): 783–799. + ## + ## In fact, the root-mean-square error growth, assuming random roundoff + ## errors, is only O(sqrt(log n)), which is nearly indistinguishable from O(1) + ## in practice. See: + ## * Manfred Tasche and Hansmartin Zeuner, Handbook of + ## Analytic-Computational Methods in Applied Mathematics (2000). + ## + let n = len(x) + if n == 0: T(0) else: sumPairwise(x, 0, n) + + +when isMainModule: + from math import pow + + var epsilon = 1.0 + while 1.0 + epsilon != 1.0: + epsilon /= 2.0 + let data = @[1.0, epsilon, -epsilon] + assert sumKbn(data) == 1.0 + assert sumPairs(data) != 1.0 # known to fail + assert (1.0 + epsilon) - epsilon != 1.0 + + var tc1: seq[float] + for n in 1 .. 1000: + tc1.add 1.0 / n.float + assert sumKbn(tc1) == 7.485470860550345 + assert sumPairs(tc1) == 7.485470860550345 + + var tc2: seq[float] + for n in 1 .. 1000: + tc2.add pow(-1.0, n.float) / n.float + assert sumKbn(tc2) == -0.6926474305598203 + assert sumPairs(tc2) == -0.6926474305598204