Feature #10298
closedArray#float_sum (like math.fsum of Python)
Description
Here, I propose Array#float_sum in array.c (or math.c).
Array#float_sum returns an accurate total summation of Float
elements in an array using the Kahan summation algorithm
http://en.wikipedia.org/wiki/Kahan_summation_algorithm .
This algorithm can significantly reduce the numerical
error in the total obtained by adding a sequence of
finite precision floating point numbers, compared to the
obvious approach. Python already have math.fsum
https://docs.python.org/2/library/math.html#math.fsum .
[0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1].float_sum #=> 1.0
[].float_sum #=> 0.0
Array.new( 10, 0.1).float_sum #=> 1.0
Array.new(100, 0.1).float_sum #=> 10.0
# cf.
Array.new( 10, 0.1).reduce(:+) #=> 0.9999999999999999
Array.new(100, 0.1).reduce(:+) #=> 9.99999999999998
The name of method can be fsum, sum_float, etc., though
I propose float_sum.
This Array#float_sum is inspired by Feature #9834 Float#{next_float,prev_float}.
Files
Updated by t-nissie (Takeshi Nishimatsu) about 10 years ago
Timing.
Of course it is fast.
$ uname -sprsv
Darwin 13.3.0 Darwin Kernel Version 13.3.0: Tue Jun 3 21:27:35 PDT 2014; root:xnu-2422.110.17~1/RELEASE_X86_64 i386
$ sysctl -n machdep.cpu.brand_string
Intel(R) Core(TM) i5-3210M CPU @ 2.50GHz
$ ./miniruby --version
ruby 2.2.0dev (2014-09-29 trunk 47735) [x86_64-darwin13]
$ /usr/bin/time ./miniruby -e 'p Array.new(10000000,0.1).reduce(:+)'
999999.9998389754
0.66 real 0.62 user 0.03 sys
$ /usr/bin/time ./miniruby -e 'sum=0.0; c=0.0; Array.new(10000000,0.1).each{|x|y=x-c; t=sum+y; c=(t-sum)-y; sum=t}; p sum'
1000000.0
1.47 real 1.44 user 0.02 sys
$ /usr/bin/time ./miniruby -e 'p Array.new(10000000, 0.1).float_sum'
1000000.0
0.10 real 0.06 user 0.03 sys
Updated by akr (Akira Tanaka) about 10 years ago
It is not fit to Array class because Array is not only for Float.
I think it is better to implement it as an optimization of reduce(:+).
Updated by akr (Akira Tanaka) about 10 years ago
- Status changed from Open to Feedback
Updated by nobu (Nobuyoshi Nakada) about 10 years ago
https://github.com/nobu/ruby/compare/Feature%2310298-float_sum
It doesn't improve the performance as Array.float_sum
, though.
Updated by t-nissie (Takeshi Nishimatsu) about 10 years ago
Thank you for the quick patch for enum.c.
Timing and test.
I see. performance is not improved.
$ uname -sprsv
Darwin 13.3.0 Darwin Kernel Version 13.3.0: Tue Jun 3 21:27:35 PDT 2014; root:xnu-2422.110.17~1/RELEASE_X86_64 i386
$ sysctl -n machdep.cpu.brand_string
Intel(R) Core(TM) i5-3210M CPU @ 2.50GHz
$ ./miniruby --version
ruby 2.2.0dev (2014-10-15 trunk 47735) [x86_64-darwin13]
$ /usr/bin/time ./miniruby -e 'p Array.new(10000000,0.1).reduce(:+)'
999999.9998389754
0.69 real 0.65 user 0.03 sys
$ mv optimized/enum.c .
$ make -j2 miniruby
compiling enum.c
linking miniruby
$ /usr/bin/time ./miniruby -e 'p Array.new(10000000,0.1).reduce(:+)'
1000000.0
0.55 real 0.51 user 0.04 sys
$ ./miniruby -e 'p Array.new(10000000,0.1).unshift(0.0).reduce(:-)'
-1000000.0
I understand that Array is not only for Float.
$ ./miniruby -e '[1,2,3].float_sum'
-e:1: [BUG] Segmentation fault at 0x00000000000013
Updated by akr (Akira Tanaka) over 8 years ago
- Related to Feature #12217: Introducing Enumerable#sum for precision compensated summation and revert r54237 added
Updated by akr (Akira Tanaka) about 8 years ago
- Status changed from Feedback to Rejected
Ruby 2.4 implements Array#sum and Enumerable#sum.