/*
* 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);
}
}