gcusumkbn

Calculate the cumulative sum of strided array elements using an improved Kahan–Babuška algorithm.

Usage

var gcusumkbn = require( '@stdlib/blas/ext/base/gcusumkbn' );

gcusumkbn( N, sum, x, strideX, y, strideY )

Computes the cumulative sum of strided array elements using an improved Kahan–Babuška algorithm.

var x = [ 1.0, -2.0, 2.0 ];
var y = [ 0.0, 0.0, 0.0 ];

gcusumkbn( x.length, 0.0, x, 1, y, 1 );
// y => [ 1.0, -1.0, 1.0 ]

x = [ 1.0, -2.0, 2.0 ];
y = [ 0.0, 0.0, 0.0 ];

gcusumkbn( x.length, 10.0, x, 1, y, 1 );
// y => [ 11.0, 9.0, 11.0 ]

The function has the following parameters:

N: number of indexed elements.
sum: initial sum.
x: input Array or typed array.
strideX: index increment for x.
y: output Array or typed array.
strideY: index increment for y.

The N and stride parameters determine which elements in x and y are accessed at runtime. For example, to compute the cumulative sum of every other element in x,

var floor = require( '@stdlib/math/base/special/floor' );

var x = [ 1.0, 2.0, 2.0, -7.0, -2.0, 3.0, 4.0, 2.0 ];
var y = [ 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0 ];

var N = floor( x.length / 2 );

var v = gcusumkbn( N, 0.0, x, 2, y, 1 );
// y => [ 1.0, 3.0, 1.0, 5.0, 0.0, 0.0, 0.0, 0.0 ]

Note that indexing is relative to the first index. To introduce an offset, use typed array views.

var Float64Array = require( '@stdlib/array/float64' );
var floor = require( '@stdlib/math/base/special/floor' );

// Initial arrays...
var x0 = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );
var y0 = new Float64Array( x0.length );

// Create offset views...
var x1 = new Float64Array( x0.buffer, x0.BYTES_PER_ELEMENT*1 ); // start at 2nd element
var y1 = new Float64Array( y0.buffer, y0.BYTES_PER_ELEMENT*3 ); // start at 4th element

var N = floor( x0.length / 2 );

gcusumkbn( N, 0.0, x1, -2, y1, 1 );
// y0 => <Float64Array>[ 0.0, 0.0, 0.0, 4.0, 6.0, 4.0, 5.0, 0.0 ]

gcusumkbn.ndarray( N, sum, x, strideX, offsetX, y, strideY, offsetY )

Computes the cumulative sum of strided array elements using an improved Kahan–Babuška algorithm and alternative indexing semantics.

var x = [ 1.0, -2.0, 2.0 ];
var y = [ 0.0, 0.0, 0.0 ];

gcusumkbn.ndarray( x.length, 0.0, x, 1, 0, y, 1, 0 );
// y => [ 1.0, -1.0, 1.0 ]

The function has the following additional parameters:

offsetX: starting index for x.
offsetY: starting index for y.

While typed array views mandate a view offset based on the underlying buffer, offsetX and offsetY parameters support indexing semantics based on a starting indices. For example, to calculate the cumulative sum of every other value in x starting from the second value and to store in the last N elements of y starting from the last element

var floor = require( '@stdlib/math/base/special/floor' );

var x = [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ];
var y = [ 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0 ];

var N = floor( x.length / 2 );

gcusumkbn.ndarray( N, 0.0, x, 2, 1, y, -1, y.length-1 );
// y => [ 0.0, 0.0, 0.0, 0.0, 5.0, 1.0, -1.0, 1.0 ]

Notes

If N <= 0, both functions return y unchanged.
Depending on the environment, the typed versions (dcusum, scusum, etc.) are likely to be significantly more performant.

Examples

var randu = require( '@stdlib/random/base/randu' );
var round = require( '@stdlib/math/base/special/round' );
var Float64Array = require( '@stdlib/array/float64' );
var gcusumkbn = require( '@stdlib/blas/ext/base/gcusumkbn' );

var y;
var x;
var i;

x = new Float64Array( 10 );
y = new Float64Array( x.length );
for ( i = 0; i < x.length; i++ ) {
    x[ i ] = round( randu()*100.0 );
}
console.log( x );
console.log( y );

gcusumkbn( x.length, 0.0, x, 1, y, -1 );
console.log( y );

References

Neumaier, Arnold. 1974. "Rounding Error Analysis of Some Methods for Summing Finite Sums." Zeitschrift Für Angewandte Mathematik Und Mechanik 54 (1): 39–51. doi:10.1002/zamm.19740540106.