/* * Licensed to the Apache Software Foundation (ASF) under one * or more contributor license agreements. See the NOTICE file * distributed with this work for additional information * regarding copyright ownership. The ASF licenses this file * to you 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. */ package org.apache.flink.api.java.summarize.aggregation; import org.apache.flink.annotation.Internal; /** * Used to calculate sums using the Kahan summation algorithm * * The Kahan summation algorithm (also known as compensated summation) reduces the numerical errors that * occur when adding a sequence of finite precision floating point numbers. Numerical errors arise due to * truncation and rounding. These errors can lead to numerical instability. * * @see <a href="http://en.wikipedia.org/wiki/Kahan_summation_algorithm">Kahan Summation Algorithm</a> */ @Internal public class CompensatedSum implements java.io.Serializable { private static final double NO_CORRECTION = 0.0; public static final CompensatedSum ZERO = new CompensatedSum(0.0, NO_CORRECTION); private static final long serialVersionUID = 1L; private final double value; private final double delta; /** * Used to calculate sums using the Kahan summation algorithm * @param value the sum * @param delta correction term */ public CompensatedSum(double value, double delta) { this.value = value; this.delta = delta; } /** * The value of the sum */ public double value() { return value; } /** * The correction term */ public double delta() { return delta; } /** * Increments the Kahan sum by adding a value and a correction term */ public CompensatedSum add(double value, double delta) { return add(new CompensatedSum(value, delta)); } /** * Increments the Kahan sum by adding a value without a correction term */ public CompensatedSum add(double value) { return add(new CompensatedSum(value, NO_CORRECTION)); } /** * Increments the Kahan sum by adding two sums, and updating the correction term for reducing numeric errors */ public CompensatedSum add(CompensatedSum other) { double correctedSum = other.value() + (delta + other.delta()); double updatedValue = value + correctedSum; double updatedDelta = correctedSum - (updatedValue - value); return new CompensatedSum(updatedValue, updatedDelta); } }