Alex Herbert created STATISTICS-68:
--------------------------------------
Summary: Add support for extended precision floating-point numbers
Key: STATISTICS-68
URL: https://issues.apache.org/jira/browse/STATISTICS-68
Project: Commons Statistics
Issue Type: New Feature
Reporter: Alex Herbert
Add implementations of extended precision floating point numbers.
An extended precision floating point number is a series of floating-point
numbers that are non-overlapping such that:
{noformat}
double-double (a, b):
|a| > |b|
a == a + b{noformat}
Common representations are double-double and quad-double (see for example David
Bailey's paper on a quad-double library:
[QD|https://www.davidhbailey.com/dhbpapers/qd.pdf]).
Many computations in the Commons Numbers and Statistics libraries use extended
precision computations where the accumulated error of a double would lead to
complete cancellation of all significant bits; or create intermediate overflow
of integer values.
This project would formalise the code underlying these use cases with a generic
library applicable for use in the case where the result is expected to be a
finite value and using Java's BigDecimal and/or BigInteger negatively impacts
performance.
An example would be the average of long values where the intermediate sum
overflows or the conversion to a double loses bits:
{code:java}
long[] values = {Long.MAX_VALUE, Long.MAX_VALUE};
System.out.println(Arrays.stream(values).average().getAsDouble());
System.out.println(Arrays.stream(values).mapToObj(BigDecimal::valueOf)
.reduce(BigDecimal.ZERO, BigDecimal::add)
.divide(BigDecimal.valueOf(values.length)).doubleValue());
long[] values2 = {Long.MAX_VALUE, Long.MIN_VALUE};
System.out.println(Arrays.stream(values2).asDoubleStream().average().getAsDouble());
System.out.println(Arrays.stream(values2).mapToObj(BigDecimal::valueOf)
.reduce(BigDecimal.ZERO, BigDecimal::add)
.divide(BigDecimal.valueOf(values2.length)).doubleValue());
{code}
Outputs:
{noformat}
-1.0
9.223372036854776E18
0.0
-0.5{noformat}
--
This message was sent by Atlassian Jira
(v8.20.10#820010)
