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Diffstat (limited to 'src/nbc/kahan.sml')
-rw-r--r-- | src/nbc/kahan.sml | 31 |
1 files changed, 31 insertions, 0 deletions
diff --git a/src/nbc/kahan.sml b/src/nbc/kahan.sml new file mode 100644 index 0000000..70c6b47 --- /dev/null +++ b/src/nbc/kahan.sml @@ -0,0 +1,31 @@ +(* Kahan summation *) + +signature KAHAN = sig + type t + val zero: t + val add: t * real -> t + val sum: t -> real + val sequence: real Sequence.t -> real + val list: real list -> real + val array: real array -> real +end + +structure Kahan :> KAHAN = struct + type t = real * real + val zero = (0.0, 0.0) + fun add ((s, c), x) = + let + val y = x - c + val t = s + y + in + (t, t - s - y) + end + fun sum (s, c) = s + local + fun swappedAdd (a, b) = add (b, a) + in + fun sequence e = sum (Sequence.fold swappedAdd zero e) + fun list l = sum (foldl swappedAdd zero l) + fun array a = sum (Array.foldl swappedAdd zero a) + end +end |