Summation algorithms.
Output range for summation.
Sums elements of r, which must be a finite iterable.
import mir.ndslice.slice: sliced; import mir.ndslice.topology: map; auto ar = [1, 1e100, 1, -1e100].sliced.map!"a * 10_000"; const r = 20_000; assert(r == ar.sum!"kbn"); assert(r == ar.sum!"kb2"); assert(r == ar.sum!"precise"); assert(r == ar.sum!"decimal");
Decimal precise summation
auto ar = [777.7, -777]; assert(ar.sum!"decimal" == 0.7); assert(sum!"decimal"(777.7, -777) == 0.7); // The exact binary reuslt is 0.7000000000000455 assert(ar[0] + ar[1] == 0.7000000000000455); assert(ar.sum!"fast" == 0.7000000000000455); assert(ar.sum!"kahan" == 0.7000000000000455); assert(ar.sum!"kbn" == 0.7000000000000455); assert(ar.sum!"kb2" == 0.7000000000000455); assert(ar.sum!"precise" == 0.7000000000000455);
import mir.ndslice.slice: sliced, slicedField; import mir.ndslice.topology: map, iota, retro; import mir.ndslice.concatenation: concatenation; import mir.math.common; auto ar = 1000 .iota .map!(n => 1.7L.pow(n+1) - 1.7L.pow(n)) ; real d = 1.7L.pow(1000); assert(sum!"precise"(concatenation(ar, [-d].sliced).slicedField) == -1); assert(sum!"precise"(ar.retro, -d) == -1);
Naive, Pairwise and Kahan algorithms can be used for user defined types.
import mir.internal.utility: isFloatingPoint; static struct Quaternion(F) if (isFloatingPoint!F) { F[4] rijk; /// + and - operator overloading Quaternion opBinary(string op)(auto ref const Quaternion rhs) const if (op == "+" || op == "-") { Quaternion ret ; foreach (i, ref e; ret.rijk) mixin("e = rijk[i] "~op~" rhs.rijk[i];"); return ret; } /// += and -= operator overloading Quaternion opOpAssign(string op)(auto ref const Quaternion rhs) if (op == "+" || op == "-") { foreach (i, ref e; rijk) mixin("e "~op~"= rhs.rijk[i];"); return this; } ///constructor with single FP argument this(F f) { rijk[] = f; } ///assigment with single FP argument void opAssign(F f) { rijk[] = f; } } Quaternion!double q, p, r; q.rijk = [0, 1, 2, 4]; p.rijk = [3, 4, 5, 9]; r.rijk = [3, 5, 7, 13]; assert(r == [p, q].sum!"naive"); assert(r == [p, q].sum!"pairwise"); assert(r == [p, q].sum!"kahan");
All summation algorithms available for complex numbers.
cdouble[] ar = [1.0 + 2i, 2 + 3i, 3 + 4i, 4 + 5i]; cdouble r = 10 + 14i; assert(r == ar.sum!"fast"); assert(r == ar.sum!"naive"); assert(r == ar.sum!"pairwise"); assert(r == ar.sum!"kahan"); version(LDC) // DMD Internal error: backend/cgxmm.c 628 { assert(r == ar.sum!"kbn"); assert(r == ar.sum!"kb2"); } assert(r == ar.sum!"precise"); assert(r == ar.sum!"decimal");
import std.complex: Complex; auto ar = [Complex!double(1.0, 2), Complex!double(2.0, 3), Complex!double(3.0, 4), Complex!double(4.0, 5)]; Complex!double r = Complex!double(10.0, 14); assert(r == ar.sum!"fast"); assert(r == ar.sum!"naive"); assert(r == ar.sum!"pairwise"); assert(r == ar.sum!"kahan"); version(LDC) // DMD Internal error: backend/cgxmm.c 628 { assert(r == ar.sum!"kbn"); assert(r == ar.sum!"kb2"); } assert(r == ar.sum!"precise"); assert(r == ar.sum!"decimal");
import mir.ndslice.topology: repeat, iota; //simple integral summation assert(sum([ 1, 2, 3, 4]) == 10); //with initial value assert(sum([ 1, 2, 3, 4], 5) == 15); //with integral promotion assert(sum([false, true, true, false, true]) == 3); assert(sum(ubyte.max.repeat(100)) == 25_500); //The result may overflow assert(uint.max.repeat(3).sum == 4_294_967_293U ); //But a seed can be used to change the summation primitive assert(uint.max.repeat(3).sum(ulong.init) == 12_884_901_885UL); //Floating point summation assert(sum([1.0, 2.0, 3.0, 4.0]) == 10); //Type overriding static assert(is(typeof(sum!double([1F, 2F, 3F, 4F])) == double)); static assert(is(typeof(sum!double([1F, 2F, 3F, 4F], 5F)) == double)); assert(sum([1F, 2, 3, 4]) == 10); assert(sum([1F, 2, 3, 4], 5F) == 15); //Force pair-wise floating point summation on large integers import mir.math : approxEqual; assert(iota!long([4096], uint.max / 2).sum(0.0) .approxEqual((uint.max / 2) * 4096.0 + 4096.0 * 4096.0 / 2));
Precise summation
import mir.ndslice.topology: iota, map; import core.stdc.tgmath: pow; assert(iota(1000).map!(n => 1.7L.pow(real(n)+1) - 1.7L.pow(real(n))) .sum!"precise" == -1 + 1.7L.pow(1000.0L));
Precise summation with output range
import mir.ndslice.topology: iota, map; import mir.math.common; auto r = iota(1000).map!(n => 1.7L.pow(n+1) - 1.7L.pow(n)); Summator!(real, Summation.precise) s = 0.0; s.put(r); s -= 1.7L.pow(1000); assert(s.sum == -1);
Precise summation with output range
import mir.math.common; float M = 2.0f ^^ (float.max_exp-1); double N = 2.0 ^^ (float.max_exp-1); auto s = Summator!(float, Summation.precise)(0); s += M; s += M; assert(float.infinity == s.sum); //infinity auto e = cast(Summator!(double, Summation.precise)) s; assert(e.sum < double.infinity); assert(N+N == e.sum()); //finite number
Moving mean
import mir.internal.utility: isFloatingPoint; import mir.math.sum; import mir.ndslice.topology: linspace; import mir.rc.array: rcarray; struct MovingAverage(T) if (isFloatingPoint!T) { import mir.math.stat: MeanAccumulator; MeanAccumulator!(T, Summation.precise) meanAccumulator; double[] circularBuffer; size_t frontIndex; @disable this(this); auto avg() @property const { return meanAccumulator.mean; } this(double[] buffer) { assert(buffer.length); circularBuffer = buffer; meanAccumulator.put(buffer); } ///operation without rounding void put(T x) { import mir.utility: swap; meanAccumulator.summator += x; swap(circularBuffer[frontIndex++], x); frontIndex = frontIndex == circularBuffer.length ? 0 : frontIndex; meanAccumulator.summator -= x; } } /// ma always keeps precise average of last 1000 elements auto x = linspace!double([1000], [0.0, 999]).rcarray; auto ma = MovingAverage!double(x[]); assert(ma.avg == (1000 * 999 / 2) / 1000.0); /// move by 10 elements foreach(e; linspace!double([10], [1000.0, 1009.0])) ma.put(e); assert(ma.avg == (1010 * 1009 / 2 - 10 * 9 / 2) / 1000.0);
Arbitrary sum
assert(sum(1, 2, 3, 4) == 10); assert(sum!float(1, 2, 3, 4) == 10f); assert(sum(1f, 2, 3, 4) == 10f); assert(sum(1.0 + 2i, 2 + 3i, 3 + 4i, 4 + 5i) == (10 + 14i));
2020 Ilya Yaroshenko, Kaleidic Associates Advisory Limited, Symmetry Investments
This module contains summation algorithms.