RFR 8214761 : Bug in parallel Kahan summation implementation

[Chris Dennis]

In case there is a need for extra motivation here:

import java.util.stream.DoubleStream;

public class Test8214761 {
  public static void main(String[] args) {
    double a = Double.valueOf(args[0]);
    if (Math.ulp(a) <= Math.ulp(Math.nextAfter(a, 0))) {
      System.out.println("Stable addition");
    } else {
      double b = Math.signum(a) * Math.ulp(a) / 2;

      double sum = a + b;
      double streamSum = DoubleStream.of(a, b).sum();

      System.out.println(a + " + " + b + "\n => " + sum);
      System.out.println("DoubleStream.of(" + a + ", " + b + ").sum()\n => " + streamSum);
    }
  }
}

$ java -showversion Test8214761 1
openjdk version "16-internal" 2021-03-16
OpenJDK Runtime Environment (build 16-internal+0-cdennis.0178d0f136e9)
OpenJDK 64-Bit Server VM (build 16-internal+0-cdennis.0178d0f136e9, mixed mode, sharing)
1.0 + 1.1102230246251565E-16
 => 1.0
DoubleStream.of(1.0, 1.1102230246251565E-16).sum()
 => 0.9999999999999999

That's the sum of two positive doubles returning a result smaller than one of the two.

Apologies for the zeal,

Chris

On 8/27/20, 10:52 AM, "Chris Dennis" <chris.w.dennis at gmail.com> wrote:

    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