dcusumkbn2.js (2638B)
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 a second-order iterative Kahan–Babuška algorithm. 30 * 31 * ## Method 32 * 33 * - This implementation uses a second-order iterative Kahan–Babuška algorithm, as described by Klein (2005). 34 * 35 * ## References 36 * 37 * - Klein, Andreas. 2005. "A Generalized Kahan-Babuška-Summation-Algorithm." _Computing_ 76 (3): 279–93. doi:[10.1007/s00607-005-0139-x](https://doi.org/10.1007/s00607-005-0139-x). 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 = dcusumkbn2( N, 0.0, x, 1, y, 1 ); 55 * // returns <Float64Array>[ 1.0, -1.0, 1.0 ] 56 */ 57 function dcusumkbn2( N, sum, x, strideX, y, strideY ) { 58 var ccs; 59 var ix; 60 var iy; 61 var cs; 62 var cc; 63 var v; 64 var t; 65 var c; 66 var i; 67 68 if ( N <= 0 ) { 69 return y; 70 } 71 if ( strideX < 0 ) { 72 ix = (1-N) * strideX; 73 } else { 74 ix = 0; 75 } 76 if ( strideY < 0 ) { 77 iy = (1-N) * strideY; 78 } else { 79 iy = 0; 80 } 81 ccs = 0.0; // second order correction term for lost low order bits 82 cs = 0.0; // first order correction term for lost low order bits 83 for ( i = 0; i < N; i++ ) { 84 v = x[ ix ]; 85 t = sum + v; 86 if ( abs( sum ) >= abs( v ) ) { 87 c = (sum-t) + v; 88 } else { 89 c = (v-t) + sum; 90 } 91 sum = t; 92 t = cs + c; 93 if ( abs( cs ) >= abs( c ) ) { 94 cc = (cs-t) + c; 95 } else { 96 cc = (c-t) + cs; 97 } 98 cs = t; 99 ccs += cc; 100 101 y[ iy ] = sum + cs + ccs; 102 ix += strideX; 103 iy += strideY; 104 } 105 return y; 106 } 107 108 109 // EXPORTS // 110 111 module.exports = dcusumkbn2;