RFR 8214761 : Bug in parallel Kahan summation implementation

[Ivan Gerasimov]

Gentle ping.


On 12/9/18 7:37 PM, Ivan Gerasimov wrote:
> Hello!
>
> DoubleSummaryStatistics takes advantage of Kahan summation algorithm 
> to reduce the error of the total sum.
>
> Internally it maintains a field double sumCompensation, which keeps 
> lower bits (which were rounded off) of the last addition.
>
> Note, that the compensation has to be subtracted from the result to 
> add those bits back:
>
>  166     private void sumWithCompensation(double value) {
>  167         double tmp = value - sumCompensation;
>  168         double velvel = sum + tmp; // Little wolf of rounding error
>  169         sumCompensation = (velvel - sum) - tmp;
>  170         sum = velvel;
>  171     }
>
> At the line 169, tmp normally has more lower bits than (velvel - sum).
>
> However, when two DoubleSummaryStatistics objects are combined, this 
> compensation part is *added* to the total, which may result in a less 
> accurate result.
>
> The same bug is replicated in DoubleStreams.
>
> Would you please help review the fix?
>
> BUGURL: https://bugs.openjdk.java.net/browse/JDK-8214761
> WEBREV: http://cr.openjdk.java.net/~igerasim/8214761/00/webrev/
>

-- 
With kind regards,
Ivan Gerasimov