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Feature #10298

Array#float_sum (like math.fsum of Python)

Added by t-nissie (Takeshi Nishimatsu) almost 3 years ago. Updated 10 months ago.

Status:
Rejected
Priority:
Normal
Assignee:
-
Target version:
-
[ruby-dev:48579]

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}.

array.float_sum.patch (1.32 KB) array.float_sum.patch t-nissie (Takeshi Nishimatsu), 09/26/2014 09:41 AM

Related issues

Related to Ruby trunk - Feature #12217: Introducing Enumerable#sum for precision compensated summation and revert r54237Closed

History

#1 [ruby-dev:48588] Updated by t-nissie (Takeshi Nishimatsu) almost 3 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

#2 [ruby-dev:48621] Updated by akr (Akira Tanaka) almost 3 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(:+).

#3 [ruby-dev:48622] Updated by akr (Akira Tanaka) almost 3 years ago

  • Status changed from Open to Feedback

#4 [ruby-dev:48624] Updated by nobu (Nobuyoshi Nakada) almost 3 years ago

https://github.com/nobu/ruby/compare/Feature%2310298-float_sum

It doesn't improve the performance as Array.float_sum, though.

#5 [ruby-dev:48638] Updated by t-nissie (Takeshi Nishimatsu) almost 3 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

#6 Updated by akr (Akira Tanaka) over 1 year ago

  • Related to Feature #12217: Introducing Enumerable#sum for precision compensated summation and revert r54237 added

#7 [ruby-dev:49859] Updated by akr (Akira Tanaka) 10 months ago

  • Status changed from Feedback to Rejected

Ruby 2.4 implements Array#sum and Enumerable#sum.

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