Mercurial > octave-nkf
view scripts/ode/private/kahan.m @ 20584:eb9e2d187ed2
maint: Use Octave coding conventions in scripts/ode/private dir.
* AbsRel_Norm.m, fuzzy_compare.m, hermite_quartic_interpolation.m,
integrate_adaptive.m, integrate_const.m, integrate_n_steps.m, kahan.m,
ode_struct_value_check.m, odepkg_event_handle.m, odepkg_structure_check.m,
runge_kutta_45_dorpri.m, starting_stepsize.m:
Wrap long lines to < 80 chars.
Use double quotes rather than single quotes where possible.
Use ';' at end of keywords "return;" and "break;"
Use '##" for stand-alone comments and '#' for end-of-line comments.
Use two spaces after period before starting new sentence.
Use '!' instead of '~' for logical negation.
Use specific form of end (endif, endfor, etc.).
Don't use line continuation marker '...' unless necessary.
author | Rik <rik@octave.org> |
---|---|
date | Sun, 04 Oct 2015 22:18:54 -0700 |
parents | 25623ef2ff4f |
children |
line wrap: on
line source
## Copyright (C) 2013, Roberto Porcu' <roberto.porcu@polimi.it> ## ## This file is part of Octave. ## ## Octave is free software; you can redistribute it and/or modify it ## under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 3 of the License, or (at ## your option) any later version. ## ## Octave 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 for more details. ## ## You should have received a copy of the GNU General Public License ## along with Octave; see the file COPYING. If not, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {@var{sum} =} kahan (@var{sum}, @var{comp}, @var{temp}) ## @deftypefnx {Function File} {[@var{sum}, @var{comp}] =} kahan (@var{sum}, @var{comp}, @var{temp}) ## ## This function is the implementation of the Kahan summation algorithm, ## also known as compensated summation. ## ## It significantly reduces the numerical error in the total obtained by adding ## a sequence of finite precision floating point numbers, compared to the ## obvious approach. For more details ## see @url{http://en.wikipedia.org/wiki/Kahan_summation_algorithm}. ## This function is called in @command{integrate_adaptive} and in ## @command{integrate_const} to better catch equality comparisons. ## ## The first input argument is the variable that will contain the summation, ## so that is also returned as first output argument in order to reuse it in ## next calls to kahan function. ## ## The second input argument contains the compensation term and it is returned ## as second output argument so that it can be reused in the next calls of the ## same computation. ## ## The third input argument is the variable that contains the term to be added ## to @var{Sum}. ## @end deftypefn function [Sum, comp] = kahan (Sum, comp, term) y = term - comp; t = Sum + y; comp = (t - Sum) - y; Sum = t; endfunction