From: t_nissie@...
Date: 2016-12-01T16:56:29+00:00
Subject: [ruby-core:78459] [Ruby trunk Feature#12871] Using the algorithm like math.fsum of Python for Array#sum

Issue #12871 has been updated by Takeshi Nishimatsu.


A quick hack.

* Elongation (or reallocation) of the array of partials[] when nn exeeds NUM_PARTIALS.
* Tests.
* Name of this algorithm. Kahan-Babuska-Neumaier?

are required.

~~~ diff
diff --git a/array.c b/array.c
index b99ab45..2b818bf 100644
--- a/array.c
+++ b/array.c
@@ -5688,6 +5688,8 @@ rb_ary_dig(int argc, VALUE *argv, VALUE self)
     return rb_obj_dig(argc, argv, self, Qnil);
 }
 
+#define NUM_PARTIALS  32  /* initial partials array size, on stack */
+
 /*
  * call-seq:
  *   ary.sum(init=0)                    -> number
@@ -5796,14 +5798,15 @@ rb_ary_sum(int argc, VALUE *argv, VALUE ary)
     }
 
     if (RB_FLOAT_TYPE_P(e)) {
-        /* Kahan's compensated summation algorithm */
-        double f, c;
+        /* ???'s compensated summation algorithm */
+        double f,partials[NUM_PARTIALS];
+        long ii, jj, nn;
 
-        f = NUM2DBL(v);
-        c = 0.0;
+        partials[0] = NUM2DBL(v);
+        nn=1;
         goto has_float_value;
         for (; i < RARRAY_LEN(ary); i++) {
-            double x, y, t;
+          double x, y, tmp, hi, lo;
             e = RARRAY_AREF(ary, i);
             if (block_given)
                 e = rb_yield(e);
@@ -5819,10 +5822,28 @@ rb_ary_sum(int argc, VALUE *argv, VALUE ary)
             else
                 goto not_float;
 
-            y = x - c;
-            t = f + y;
-            c = (t - f) - y;
-            f = t;
+            ii = 0;
+            for (jj=0; jj < nn; jj++) {
+              y = partials[jj];
+              if (fabs(x) < fabs(y)) {
+                tmp = x;
+                x = y;
+                y =tmp;
+              }
+              hi = x + y; /* upper bits */
+              lo = y - (hi - x); /* lower bits (lost) */
+              if (lo != 0.0) {
+                partials[ii] = lo;
+                ii += 1;
+              }
+              x = hi;
+            }
+            partials[ii] = x;
+            nn = ii+1;
+        }
+        f = 0.0;
+        for (i=0; i<nn; i++) {
+          f += partials[i];
         }
         return DBL2NUM(f);
 
~~~


----------------------------------------
Feature #12871: Using the algorithm like math.fsum of Python for Array#sum
https://bugs.ruby-lang.org/issues/12871#change-61832

* Author: Keisuke NISHI
* Status: Assigned
* Priority: Normal
* Assignee: Kenta Murata
----------------------------------------
Array#sum uses the Kahan's algorithm for Float values now. But it returns inaccurate value in some case like below.

~~~ ruby
# ruby 2.4.0-preview2
[10000000000.0, 0.0000000001, -10000000000.0].sum #=> 0.0 (expected 0.0000000001)
~~~


Python's math.fsum uses another algorithm. It saves all digits, and returns accurate value in such a case.
(See: https://github.com/python/cpython/blob/d267006f18592165ed97e0a9c2494d3bce25fc2b/Modules/mathmodule.c#L1087)

~~~ python
# python 3.5.2
from math import fsum
fsum([10000000000.0, 0.0000000001, -10000000000.0]) #=> 0.0000000001
~~~

I propose to use the algorithm like math.fsum of Python for Array#sum.

This is an example implementation in Ruby.

~~~ ruby
class Array
  # This implementation does not consider non float values
  def sum
    partials = []

    each do |x|
      i = 0
      partials.each do |y|
        x, y = y, x if x.abs < y.abs
        hi = x + y # upper bits
        lo = y - (hi - x) # lower bits (lost)
        if lo != 0.0
          partials[i] = lo
          i += 1
        end
        x = hi
      end
      partials[i..-1] = [x]
    end

    partials.inject(0.0, :+)
  end
end
~~~




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