dcusumkbn.js (2393B)
1 /** 2 * @license Apache-2.0 3 * 4 * Copyright (c) 2020 The Stdlib Authors. 5 * 6 * Licensed under the Apache License, Version 2.0 (the "License"); 7 * you may not use this file except in compliance with the License. 8 * You may obtain a copy of the License at 9 * 10 * http://www.apache.org/licenses/LICENSE-2.0 11 * 12 * Unless required by applicable law or agreed to in writing, software 13 * distributed under the License is distributed on an "AS IS" BASIS, 14 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 15 * See the License for the specific language governing permissions and 16 * limitations under the License. 17 */ 18 19 'use strict'; 20 21 // MODULES // 22 23 var abs = require( '@stdlib/math/base/special/abs' ); 24 25 26 // MAIN // 27 28 /** 29 * Computes the cumulative sum of double-precision floating-point strided array elements using an improved Kahan–Babuška algorithm. 30 * 31 * ## Method 32 * 33 * - This implementation uses an "improved Kahan–Babuška algorithm", as described by Neumaier (1974). 34 * 35 * ## References 36 * 37 * - Neumaier, Arnold. 1974. "Rounding Error Analysis of Some Methods for Summing Finite Sums." _Zeitschrift Für Angewandte Mathematik Und Mechanik_ 54 (1): 39–51. doi:[10.1002/zamm.19740540106](https://doi.org/10.1002/zamm.19740540106). 38 * 39 * @param {PositiveInteger} N - number of indexed elements 40 * @param {number} sum - initial sum 41 * @param {Float64Array} x - input array 42 * @param {integer} strideX - `x` stride length 43 * @param {Float64Array} y - output array 44 * @param {integer} strideY - `y` stride length 45 * @returns {Float64Array} output array 46 * 47 * @example 48 * var Float64Array = require( '@stdlib/array/float64' ); 49 * 50 * var x = new Float64Array( [ 1.0, -2.0, 2.0 ] ); 51 * var y = new Float64Array( x.length ); 52 * var N = x.length; 53 * 54 * var v = dcusumkbn( N, 0.0, x, 1, y, 1 ); 55 * // returns <Float64Array>[ 1.0, -1.0, 1.0 ] 56 */ 57 function dcusumkbn( N, sum, x, strideX, y, strideY ) { 58 var ix; 59 var iy; 60 var s; 61 var v; 62 var t; 63 var c; 64 var i; 65 66 if ( N <= 0 ) { 67 return y; 68 } 69 if ( strideX < 0 ) { 70 ix = (1-N) * strideX; 71 } else { 72 ix = 0; 73 } 74 if ( strideY < 0 ) { 75 iy = (1-N) * strideY; 76 } else { 77 iy = 0; 78 } 79 s = sum; 80 c = 0.0; 81 for ( i = 0; i < N; i++ ) { 82 v = x[ ix ]; 83 t = s + v; 84 if ( abs( s ) >= abs( v ) ) { 85 c += (s-t) + v; 86 } else { 87 c += (v-t) + s; 88 } 89 s = t; 90 y[ iy ] = s + c; 91 ix += strideX; 92 iy += strideY; 93 } 94 return y; 95 } 96 97 98 // EXPORTS // 99 100 module.exports = dcusumkbn;