Basic Sum Operations without Round-off Errors

Description

Functions for performing basic sum operations without round-off errors

Usage

  sumexact(..., na.rm = FALSE)
  cumsumexact(x)

Arguments

Details

All three functions use full precision summation using multiple doubles for intermediate values. The sum of numbers x & y is a=x+y with error term b=error(a+b). That way a+b is equal exactly x+y, so sum of 2 numbers is stored as 2 or fewer values, which when added would under-flow. By extension sum of n numbers is calculated with intermediate results stored as array of numbers that can not be added without introducing an error. Only final result is converted to a single number

Value

Function sumexact returns single number. Function cumsumexact returns vector of the same length as x.

Author(s)

Jarek Tuszynski (SAIC) jaroslaw.w.tuszynski@saic.com based on code by Vadim Ogranovich, which is based on algorithms described in references, pointed out by Gabor Grothendieck.

References

Round-off error correction is based on: Shewchuk, Jonathan, Adaptive Precision Floating-Point Arithmetic and Fast Robust Geometric Predicates, http://www-2.cs.cmu.edu/afs/cs/project/quake/public/papers/robust-arithmetic.ps and its implementation found at: http://aspn.activestate.com/ASPN/Cookbook/Python/Recipe/393090

McCullough, D.B., (1998) Assessing the Reliability of Statistical Software, Part I, The American Statistician, Vol. 52 No 4, http://www.amstat.org/publications/tas/mccull-1.pdf

McCullough, D.B., (1999) Assessing the Reliability of Statistical Software, Part II, The American Statistician, Vol. 53 No 2 http://www.amstat.org/publications/tas/mccull.pdf

NIST Statistical Reference Datasets (StRD) website http://www.nist.gov/itl/div898/strd

See Also

• sum is faster but not error-save version of sumexact

• cumsum is equivalent to cumsumexact

Examples

  x = c(1, 1e20, 1e40, -1e40, -1e20, -1)
  a = sum(x);         print(a)
  b = sumexact(x);    print(b)
  stopifnot(b==0)
  a = cumsum(x);      print(a)
  b = cumsumexact(x); print(b)
  stopifnot(b[6]==0)

Results