186 lines
4.1 KiB
JavaScript
186 lines
4.1 KiB
JavaScript
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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2020 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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// MODULES //
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var floor = require( '@stdlib/math/base/special/floor' );
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// VARIABLES //
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// Blocksize for pairwise summation (NOTE: decreasing the blocksize decreases rounding error as more pairs are summed, but also decreases performance. Because the inner loop is unrolled eight times, the blocksize is effectively `16`.):
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var BLOCKSIZE = 128;
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// MAIN //
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/**
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* Computes the sum of a double-precision floating-point strided array elements, ignoring `NaN` values and using pairwise summation.
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*
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* ## Method
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*
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* - This implementation uses pairwise summation, which accrues rounding error `O(log2 N)` instead of `O(N)`. The recursion depth is also `O(log2 N)`.
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*
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* ## References
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*
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* - Higham, Nicholas J. 1993. "The Accuracy of Floating Point Summation." _SIAM Journal on Scientific Computing_ 14 (4): 783–99. doi:[10.1137/0914050](https://doi.org/10.1137/0914050).
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*
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* @private
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* @param {PositiveInteger} N - number of indexed elements
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* @param {NumericArray} out - two-element output array whose first element is the accumulated sum and whose second element is the accumulated number of summed values
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* @param {Float64Array} x - input array
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* @param {integer} stride - stride length
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* @param {NonNegativeInteger} offset - starting index
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* @returns {NumericArray} output array
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*
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* @example
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* var Float64Array = require( '@stdlib/array/float64' );
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* var floor = require( '@stdlib/math/base/special/floor' );
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*
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* var x = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0, NaN, NaN ] );
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* var N = floor( x.length / 2 );
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*
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* var out = [ 0.0, 0 ];
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* var v = dnansumpw( N, out, x, 2, 1 );
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* // returns [ 5.0, 4 ]
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*/
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function dnansumpw( N, out, x, stride, offset ) {
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var ix;
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var s0;
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var s1;
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var s2;
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var s3;
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var s4;
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var s5;
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var s6;
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var s7;
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var M;
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var s;
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var n;
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var v;
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var i;
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ix = offset;
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if ( N < 8 ) {
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// Use simple summation...
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s = 0.0;
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n = 0;
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for ( i = 0; i < N; i++ ) {
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v = x[ ix ];
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if ( v === v ) {
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s += v;
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n += 1;
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}
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ix += stride;
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}
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out[ 0 ] += s;
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out[ 1 ] += n;
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return out;
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}
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if ( N <= BLOCKSIZE ) {
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// Sum a block with 8 accumulators (by loop unrolling, we lower the effective blocksize to 16)...
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s0 = 0.0;
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s1 = 0.0;
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s2 = 0.0;
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s3 = 0.0;
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s4 = 0.0;
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s5 = 0.0;
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s6 = 0.0;
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s7 = 0.0;
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n = 0;
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M = N % 8;
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for ( i = 0; i < N-M; i += 8 ) {
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v = x[ ix ];
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if ( v === v ) {
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s0 += v;
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n += 1;
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}
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ix += stride;
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v = x[ ix ];
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if ( v === v ) {
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s1 += v;
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n += 1;
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}
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ix += stride;
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v = x[ ix ];
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if ( v === v ) {
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s2 += v;
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n += 1;
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}
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ix += stride;
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v = x[ ix ];
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if ( v === v ) {
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s3 += v;
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n += 1;
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}
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ix += stride;
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v = x[ ix ];
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if ( v === v ) {
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s4 += v;
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n += 1;
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}
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ix += stride;
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v = x[ ix ];
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if ( v === v ) {
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s5 += v;
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n += 1;
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}
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ix += stride;
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v = x[ ix ];
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if ( v === v ) {
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s6 += v;
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n += 1;
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}
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ix += stride;
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v = x[ ix ];
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if ( v === v ) {
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s7 += v;
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n += 1;
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}
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ix += stride;
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}
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// Pairwise sum the accumulators:
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s = ((s0+s1) + (s2+s3)) + ((s4+s5) + (s6+s7));
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// Clean-up loop...
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for ( i; i < N; i++ ) {
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v = x[ ix ];
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if ( v === v ) {
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s += v;
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n += 1;
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}
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ix += stride;
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}
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out[ 0 ] += s;
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out[ 1 ] += n;
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return out;
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}
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// Recurse by dividing by two, but avoiding non-multiples of unroll factor...
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n = floor( N/2 );
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n -= n % 8;
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return dnansumpw( n, out, x, stride, ix ) + dnansumpw( N-n, out, x, stride, ix+(n*stride) ); // eslint-disable-line max-len
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}
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// EXPORTS //
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module.exports = dnansumpw;
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