RFR 8214761 : Bug in parallel Kahan summation implementation
Chris Dennis
chris.w.dennis at gmail.com
Thu Aug 27 14:52:07 UTC 2020
Bump...
I've run in to this while running tests that check computation results against the expected bounds of a Kahan summation. Any chance that this gets picked up in the near future?
Thanks,
Chris
On 12/13/18, 6:16 PM, "core-libs-dev on behalf of Ivan Gerasimov" <core-libs-dev-bounces at openjdk.java.net on behalf of ivan.gerasimov at oracle.com> wrote:
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
More information about the core-libs-dev
mailing list