Improve commutativity of math.hypot() and math.dist() (GH-8984)

This commit is contained in:
Raymond Hettinger 2018-08-28 22:47:24 -07:00 committed by GitHub
parent 124b9eb4e4
commit 21786f5186
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 19 additions and 13 deletions

View File

@ -2037,26 +2037,32 @@ where *max* is the largest value in the vector, compute:
max * sqrt(sum((x / max) ** 2 for x in vec))
When a maximum value is found, it is swapped to the end. This
lets us skip one loop iteration and just add 1.0 at the end.
Saving the largest value for last also helps improve accuracy.
Kahan summation is used to improve accuracy. The *csum*
variable tracks the cumulative sum and *frac* tracks
fractional round-off error for the most recent addition.
The value of the *max* variable must be present in *vec*
or should equal to 0.0 when n==0. Likewise, *max* will
be INF if an infinity is present in the vec.
The *found_nan* variable indicates whether some member of
the *vec* is a NaN.
To improve accuracy and to increase the number of cases where
vector_norm() is commutative, we use a variant of Neumaier
summation specialized to exploit that we always know that
|csum| >= |x|.
The *csum* variable tracks the cumulative sum and *frac* tracks
the cumulative fractional errors at each step. Since this
variant assumes that |csum| >= |x| at each step, we establish
the precondition by starting the accumulation from 1.0 which
represents an entry equal to *max*. This also provides a nice
side benefit in that it lets us skip over a *max* entry (which
is swapped into *last*) saving us one iteration through the loop.
*/
static inline double
vector_norm(Py_ssize_t n, double *vec, double max, int found_nan)
{
double x, csum = 0.0, oldcsum, frac = 0.0, last;
double x, csum = 1.0, oldcsum, frac = 0.0, last;
Py_ssize_t i;
if (Py_IS_INFINITY(max)) {
@ -2078,14 +2084,14 @@ vector_norm(Py_ssize_t n, double *vec, double max, int found_nan)
last = max;
}
x /= max;
x = x*x - frac;
x = x*x;
assert(csum >= x);
oldcsum = csum;
csum += x;
frac = (csum - oldcsum) - x;
frac += (oldcsum - csum) + x;
}
assert(last == max);
csum += 1.0 - frac;
return max * sqrt(csum);
return max * sqrt(csum + frac);
}
#define NUM_STACK_ELEMS 16