8006572: DoubleStream.sum() & DoubleSummaryStats implementations that reduce numerical errors
Reviewed-by: psandoz, mduigou
--- a/jdk/src/share/classes/java/util/DoubleSummaryStatistics.java Fri Nov 29 09:29:25 2013 +0000
+++ b/jdk/src/share/classes/java/util/DoubleSummaryStatistics.java Sun Dec 01 23:35:28 2013 -0800
@@ -63,6 +63,7 @@
public class DoubleSummaryStatistics implements DoubleConsumer {
private long count;
private double sum;
+ private double sumCompensation; // Low order bits of sum
private double min = Double.POSITIVE_INFINITY;
private double max = Double.NEGATIVE_INFINITY;
@@ -81,7 +82,7 @@
@Override
public void accept(double value) {
++count;
- sum += value;
+ sumWithCompensation(value);
min = Math.min(min, value);
max = Math.max(max, value);
}
@@ -95,12 +96,24 @@
*/
public void combine(DoubleSummaryStatistics other) {
count += other.count;
- sum += other.sum;
+ sumWithCompensation(other.sum);
+ sumWithCompensation(other.sumCompensation);
min = Math.min(min, other.min);
max = Math.max(max, other.max);
}
/**
+ * Incorporate a new double value using Kahan summation /
+ * compensated summation.
+ */
+ private void sumWithCompensation(double value) {
+ double tmp = value - sumCompensation;
+ double velvel = sum + tmp; // Little wolf of rounding error
+ sumCompensation = (velvel - sum) - tmp;
+ sum = velvel;
+ }
+
+ /**
* Return the count of values recorded.
*
* @return the count of values
@@ -133,7 +146,8 @@
* @return the sum of values, or zero if none
*/
public final double getSum() {
- return sum;
+ // Better error bounds to add both terms as the final sum
+ return sum + sumCompensation;
}
/**
--- a/jdk/src/share/classes/java/util/stream/Collectors.java Fri Nov 29 09:29:25 2013 +0000
+++ b/jdk/src/share/classes/java/util/stream/Collectors.java Sun Dec 01 23:35:28 2013 -0800
@@ -505,14 +505,43 @@
*/
public static <T> Collector<T, ?, Double>
summingDouble(ToDoubleFunction<? super T> mapper) {
+ /*
+ * In the arrays allocated for the collect operation, index 0
+ * holds the high-order bits of the running sum and index 1
+ * holds the low-order bits of the sum computed via
+ * compensated summation.
+ */
return new CollectorImpl<>(
- () -> new double[1],
- (a, t) -> { a[0] += mapper.applyAsDouble(t); },
- (a, b) -> { a[0] += b[0]; return a; },
- a -> a[0], CH_NOID);
+ () -> new double[2],
+ (a, t) -> { sumWithCompensation(a, mapper.applyAsDouble(t)); },
+ (a, b) -> { sumWithCompensation(a, b[0]); return sumWithCompensation(a, b[1]); },
+ // Better error bounds to add both terms as the final sum
+ a -> a[0] + a[1],
+ CH_NOID);
}
/**
+ * Incorporate a new double value using Kahan summation /
+ * compensation summation.
+ *
+ * High-order bits of the sum are in intermediateSum[0], low-order
+ * bits of the sum are in intermediateSum[1], any additional
+ * elements are application-specific.
+ *
+ * @param intermediateSum the high-order and low-order words of the intermediate sum
+ * @param value the name value to be included in the running sum
+ */
+ static double[] sumWithCompensation(double[] intermediateSum, double value) {
+ double tmp = value - intermediateSum[1];
+ double sum = intermediateSum[0];
+ double velvel = sum + tmp; // Little wolf of rounding error
+ intermediateSum[1] = (velvel - sum) - tmp;
+ intermediateSum[0] = velvel;
+ return intermediateSum;
+ }
+
+
+ /**
* Returns a {@code Collector} that produces the arithmetic mean of an integer-valued
* function applied to the input elements. If no elements are present,
* the result is 0.
@@ -560,17 +589,31 @@
* value is a {@code NaN} or the sum is at any point a {@code NaN} then the
* average will be {@code NaN}.
*
+ * @implNote The {@code double} format can represent all
+ * consecutive integers in the range -2<sup>53</sup> to
+ * 2<sup>53</sup>. If the pipeline has more than 2<sup>53</sup>
+ * values, the divisor in the average computation will saturate at
+ * 2<sup>53</sup>, leading to additional numerical errors.
+ *
* @param <T> the type of the input elements
* @param mapper a function extracting the property to be summed
* @return a {@code Collector} that produces the sum of a derived property
*/
public static <T> Collector<T, ?, Double>
averagingDouble(ToDoubleFunction<? super T> mapper) {
+ /*
+ * In the arrays allocated for the collect operation, index 0
+ * holds the high-order bits of the running sum, index 1 holds
+ * the low-order bits of the sum computed via compensated
+ * summation, and index 2 holds the number of values seen.
+ */
return new CollectorImpl<>(
- () -> new double[2],
- (a, t) -> { a[0] += mapper.applyAsDouble(t); a[1]++; },
- (a, b) -> { a[0] += b[0]; a[1] += b[1]; return a; },
- a -> (a[1] == 0) ? 0.0d : a[0] / a[1], CH_NOID);
+ () -> new double[3],
+ (a, t) -> { sumWithCompensation(a, mapper.applyAsDouble(t)); a[2]++; },
+ (a, b) -> { sumWithCompensation(a, b[0]); sumWithCompensation(a, b[1]); a[2] += b[2]; return a; },
+ // Better error bounds to add both terms as the final sum to compute average
+ a -> (a[2] == 0) ? 0.0d : ((a[0] + a[1]) / a[2]),
+ CH_NOID);
}
/**
--- a/jdk/src/share/classes/java/util/stream/DoublePipeline.java Fri Nov 29 09:29:25 2013 +0000
+++ b/jdk/src/share/classes/java/util/stream/DoublePipeline.java Sun Dec 01 23:35:28 2013 -0800
@@ -377,8 +377,23 @@
@Override
public final double sum() {
- // TODO: better algorithm to compensate for errors
- return reduce(0.0, Double::sum);
+ /*
+ * In the arrays allocated for the collect operation, index 0
+ * holds the high-order bits of the running sum and index 1
+ * holds the low-order bits of the sum computed via
+ * compensated summation.
+ */
+ double[] summation = collect(() -> new double[2],
+ (ll, d) -> {
+ Collectors.sumWithCompensation(ll, d);
+ },
+ (ll, rr) -> {
+ Collectors.sumWithCompensation(ll, rr[0]);
+ Collectors.sumWithCompensation(ll, rr[1]);
+ });
+
+ // Better error bounds to add both terms as the final sum
+ return summation[0] + summation[1];
}
@Override
@@ -391,20 +406,37 @@
return reduce(Math::max);
}
+ /**
+ * {@inheritDoc}
+ *
+ * @implNote The {@code double} format can represent all
+ * consecutive integers in the range -2<sup>53</sup> to
+ * 2<sup>53</sup>. If the pipeline has more than 2<sup>53</sup>
+ * values, the divisor in the average computation will saturate at
+ * 2<sup>53</sup>, leading to additional numerical errors.
+ */
@Override
public final OptionalDouble average() {
- double[] avg = collect(() -> new double[2],
- (ll, i) -> {
- ll[0]++;
- ll[1] += i;
+ /*
+ * In the arrays allocated for the collect operation, index 0
+ * holds the high-order bits of the running sum, index 1 holds
+ * the low-order bits of the sum computed via compensated
+ * summation, and index 2 holds the number of values seen.
+ */
+ double[] avg = collect(() -> new double[3],
+ (ll, d) -> {
+ ll[2]++;
+ Collectors.sumWithCompensation(ll, d);
},
(ll, rr) -> {
- ll[0] += rr[0];
- ll[1] += rr[1];
+ Collectors.sumWithCompensation(ll, rr[0]);
+ Collectors.sumWithCompensation(ll, rr[1]);
+ ll[2] += rr[2];
});
- return avg[0] > 0
- ? OptionalDouble.of(avg[1] / avg[0])
- : OptionalDouble.empty();
+ return avg[2] > 0
+ // Better error bounds to add both terms as the final sum to compute average
+ ? OptionalDouble.of((avg[0] + avg[1]) / avg[2])
+ : OptionalDouble.empty();
}
@Override
--- /dev/null Thu Jan 01 00:00:00 1970 +0000
+++ b/jdk/test/java/util/stream/TestDoubleSumAverage.java Sun Dec 01 23:35:28 2013 -0800
@@ -0,0 +1,108 @@
+/*
+ * Copyright (c) 2013, Oracle and/or its affiliates. All rights reserved.
+ * DO NOT ALTER OR REMOVE COPYRIGHT NOTICES OR THIS FILE HEADER.
+ *
+ * This code is free software; you can redistribute it and/or modify it
+ * under the terms of the GNU General Public License version 2 only, as
+ * published by the Free Software Foundation.
+ *
+ * This code is distributed in the hope that it will be useful, but WITHOUT
+ * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+ * FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
+ * version 2 for more details (a copy is included in the LICENSE file that
+ * accompanied this code).
+ *
+ * You should have received a copy of the GNU General Public License version
+ * 2 along with this work; if not, write to the Free Software Foundation,
+ * Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA.
+ *
+ * Please contact Oracle, 500 Oracle Parkway, Redwood Shores, CA 94065 USA
+ * or visit www.oracle.com if you need additional information or have any
+ * questions.
+ */
+
+import java.util.*;
+import java.util.function.*;
+import java.util.stream.*;
+
+/*
+ * @test
+ * @bug 8006572
+ * @summary Test for use of non-naive summation in stream-related sum and average operations.
+ */
+public class TestDoubleSumAverage {
+ public static void main(String... args) {
+ int failures = 0;
+
+ failures += testForCompenstation();
+ failures += testZeroAverageOfNonEmptyStream();
+
+ if (failures > 0) {
+ throw new RuntimeException("Found " + failures + " numerical failure(s).");
+ }
+ }
+
+ /**
+ * Compute the sum and average of a sequence of double values in
+ * various ways and report an error if naive summation is used.
+ */
+ private static int testForCompenstation() {
+ int failures = 0;
+
+ /*
+ * The exact sum of the test stream is 1 + 1e6*ulp(1.0) but a
+ * naive summation algorithm will return 1.0 since (1.0 +
+ * ulp(1.0)/2) will round to 1.0 again.
+ */
+ double base = 1.0;
+ double increment = Math.ulp(base)/2.0;
+ int count = 1_000_001;
+
+ double expectedSum = base + (increment * (count - 1));
+ double expectedAvg = expectedSum / count;
+
+ // Factory for double a stream of [base, increment, ..., increment] limited to a size of count
+ Supplier<DoubleStream> ds = () -> DoubleStream.iterate(base, e -> increment).limit(count);
+
+ DoubleSummaryStatistics stats = ds.get().collect(DoubleSummaryStatistics::new,
+ DoubleSummaryStatistics::accept,
+ DoubleSummaryStatistics::combine);
+
+ failures += compareUlpDifference(expectedSum, stats.getSum(), 3);
+ failures += compareUlpDifference(expectedAvg, stats.getAverage(), 3);
+
+ failures += compareUlpDifference(expectedSum,
+ ds.get().sum(), 3);
+ failures += compareUlpDifference(expectedAvg,
+ ds.get().average().getAsDouble(), 3);
+
+ failures += compareUlpDifference(expectedSum,
+ ds.get().boxed().collect(Collectors.summingDouble(d -> d)), 3);
+ failures += compareUlpDifference(expectedAvg,
+ ds.get().boxed().collect(Collectors.averagingDouble(d -> d)),3);
+ return failures;
+ }
+
+ /**
+ * Test to verify that a non-empty stream with a zero average is non-empty.
+ */
+ private static int testZeroAverageOfNonEmptyStream() {
+ Supplier<DoubleStream> ds = () -> DoubleStream.iterate(0.0, e -> 0.0).limit(10);
+
+ return compareUlpDifference(0.0, ds.get().average().getAsDouble(), 0);
+ }
+
+ /**
+ * Compute the ulp difference of two double values and compare against an error threshold.
+ */
+ private static int compareUlpDifference(double expected, double computed, double threshold) {
+ double ulpDifference = Math.abs(expected - computed) / Math.ulp(expected);
+
+ if (ulpDifference > threshold) {
+ System.err.printf("Numerical summation error too large, %g ulps rather than %g.%n",
+ ulpDifference, threshold);
+ return 1;
+ } else
+ return 0;
+ }
+}