-
Notifications
You must be signed in to change notification settings - Fork 0
/
KahanSum.cs
82 lines (71 loc) · 1.99 KB
/
KahanSum.cs
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
//---------------------------------------------------------------------------
// PROJECT : Compensated Accumulators
// COPYRIGHT : Andy Thomas (C) 2019
// WEB URL : https://kuiper.zone
// LICENSE : GPLv3
//---------------------------------------------------------------------------
namespace CompensatedAccumulators
{
/// <summary>
/// A classic "Kahan" implementation of <see cref="ICompensatedSum"/>.
/// </summary>
public class KahanSum : ICompensatedSum
{
private double _kc;
private double _sum;
/// <summary>
/// Default constructor.
/// </summary>
public KahanSum()
{
}
/// <summary>
/// Constructor with initial value.
/// </summary>
public KahanSum(double x)
{
Value = x;
}
/// <summary>
/// Implements <see cref="ICompensatedSum.Value"/>.
/// </summary>
public double Value
{
get { return _sum; }
set
{
_kc = 0;
_sum = value;
}
}
/// <summary>
/// Implements <see cref="ICompensatedSum.Add(double)"/>.
/// </summary>
public void Add(double x)
{
double y = x - _kc;
double t = _sum + y;
// Update state
_kc = t - _sum - y;
_sum = t;
}
/// <summary>
/// Implements <see cref="ICompensatedSum.Clear()"/>.
/// </summary>
public void Clear()
{
_kc = 0;
_sum = 0;
}
/// <summary>
/// Implements <see cref="ICompensatedSum.Clone()"/>.
/// </summary>
public ICompensatedSum Clone()
{
var clone = new KahanSum();
clone._sum = _sum;
clone._kc = _kc;
return clone;
}
}
}