/** * @license Apache-2.0 * * Copyright (c) 2020 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ #include "stdlib/stats/base/dnanmeanpw.h" #include /** * Computes the sum of double-precision floating-point strided array elements, ignoring `NaN` values and using pairwise summation. * * ## Method * * - This implementation uses pairwise summation, which accrues rounding error `O(log2 N)` instead of `O(N)`. The recursion depth is also `O(log2 N)`. * * ## References * * - 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). * * @private * @param N number of indexed elements * @param W two-element output array * @param X input array * @param stride stride length * @return output value */ static void dnansumpw( const int64_t N, double *W, const double *X, const int64_t stride ) { double *xp1; double *xp2; double sum; int64_t ix; int64_t M; int64_t n; int64_t i; double s0; double s1; double s2; double s3; double s4; double s5; double s6; double s7; double v; if ( N <= 0 ) { return; } if ( N == 1 || stride == 0 ) { if ( X[ 0 ] == X[ 0 ] ) { W[ 0 ] += X[ 0 ]; W[ 1 ] += 1; return; } return; } if ( stride < 0 ) { ix = (1-N) * stride; } else { ix = 0; } if ( N < 8 ) { // Use simple summation... sum = 0.0; n = 0; for ( i = 0; i < N; i++ ) { v = X[ ix ]; if ( v == v ) { sum += X[ ix ]; n += 1; } ix += stride; } W[ 0 ] += sum; W[ 1 ] += n; return; } // Blocksize for pairwise summation: 128 (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`.) if ( N <= 128 ) { // Sum a block with 8 accumulators (by loop unrolling, we lower the effective blocksize to 16)... s0 = 0.0; s1 = 0.0; s2 = 0.0; s3 = 0.0; s4 = 0.0; s5 = 0.0; s6 = 0.0; s7 = 0.0; n = 0; M = N % 8; for ( i = 0; i < N-M; i += 8 ) { v = X[ ix ]; if ( v == v ) { s0 += v; n += 1; } ix += stride; v = X[ ix ]; if ( v == v ) { s1 += v; n += 1; } ix += stride; v = X[ ix ]; if ( v == v ) { s2 += v; n += 1; } ix += stride; v = X[ ix ]; if ( v == v ) { s3 += v; n += 1; } ix += stride; v = X[ ix ]; if ( v == v ) { s4 += v; n += 1; } ix += stride; v = X[ ix ]; if ( v == v ) { s5 += v; n += 1; } ix += stride; v = X[ ix ]; if ( v == v ) { s6 += v; n += 1; } ix += stride; v = X[ ix ]; if ( v == v ) { s7 += v; n += 1; } ix += stride; } // Pairwise sum the accumulators: sum = ((s0+s1) + (s2+s3)) + ((s4+s5) + (s6+s7)); // Clean-up loop... for (; i < N; i++ ) { v = X[ ix ]; if ( v == v ) { sum += X[ ix ]; n += 1; } ix += stride; } W[ 0 ] += sum; W[ 1 ] += n; return; } // Recurse by dividing by two, but avoiding non-multiples of unroll factor... n = N / 2; n -= n % 8; if ( stride < 0 ) { xp1 = (double *)X + ( (n-N)*stride ); xp2 = (double *)X; } else { xp1 = (double *)X; xp2 = (double *)X + ( n*stride ); } dnansumpw( n, W, xp1, stride ); dnansumpw( N-n, W, xp2, stride ); } /** * Computes the arithmetic mean of a double-precision floating-point strided array, ignoring `NaN` values and using pairwise summation. * * @param N number of indexed elements * @param X input array * @param stride stride length * @return output value */ double stdlib_strided_dnanmeanpw( const int64_t N, const double *X, const int64_t stride ) { double W[] = { 0.0, 0.0 }; dnansumpw( N, W, X, stride ); return W[ 0 ] / W[ 1 ]; }