Mercurial > octave-nkf
view scripts/ode/private/kahan.m @ 20568:fcb792acab9b
Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
* libinterp/corefcn/levenshtein.cc: move function from odepkg into core
* libinterp/corefcn/module.mk: include levenshtein.cc
* scripts/ode: move ode45, odeset, odeget, and all dependencies
from odepkg into core
* scripts/module.mk: include them
* doc/interpreter/diffeq.txi: add documentation for ode45,
odeset, odeget
* NEWS: announce functions included with this changeset
* scripts/help/__unimplemented__.m: removed new functions
author | jcorno <jacopo.corno@gmail.com> |
---|---|
date | Thu, 24 Sep 2015 12:58:46 +0200 |
parents | |
children | 6256f6e366ac |
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## Copyright (C) 2013, Roberto Porcu' <roberto.porcu@polimi.it> ## OdePkg - A package for solving ordinary differential equations and more ## ## This program 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 2 of the License, or ## (at your option) any later version. ## ## This program 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 this program; If not, see <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Command} {[@var{sum}] =} kahan (@var{sum}, ## @var{comp}, @var{temp}) ## @deftypefnx {Command} {[@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 ## Local Variables: *** ## mode: octave *** ## End: ***