view scripts/ode/private/kahan.m @ 30564:796f54d4ddbf stable

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2021. In all .txi and .texi files except gpl.txi and gpl.texi in the doc/liboctave and doc/interpreter directories, change the copyright to "Octave Project Developers", the same as used for other source files. Update copyright notices for 2022 (not done since 2019). For gpl.txi and gpl.texi, change the copyright notice to be "Free Software Foundation, Inc." and leave the date at 2007 only because this file only contains the text of the GPL, not anything created by the Octave Project Developers. Add Paul Thomas to contributors.in.
author John W. Eaton <jwe@octave.org>
date Tue, 28 Dec 2021 18:22:40 -0500
parents 0a5b15007766
children 597f3ee61a48
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########################################################################
##
## Copyright (C) 2013-2022 The Octave Project Developers
##
## See the file COPYRIGHT.md in the top-level directory of this
## distribution or <https://octave.org/copyright/>.
##
## 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
## <https://www.gnu.org/licenses/>.
##
########################################################################

## -*- texinfo -*-
## @deftypefn  {} {@var{sum} =} kahan (@var{sum}, @var{comp}, @var{term})
## @deftypefnx {} {[@var{sum}, @var{comp}] =} kahan (@var{sum}, @var{comp}, @var{term})
##
## This function implements the Kahan summation algorithm, also known as
## compensated summation.
##
## The algorithm significantly reduces the numerical error in the total
## obtained by adding a sequence of finite precision floating point numbers,
## compared to the straightforward approach.  For more details
## see @url{http://en.wikipedia.org/wiki/Kahan_summation_algorithm}.
## This function is called by @code{integrate_adaptive} to better catch
## equality comparisons.
##
## The first input argument is the variable that will contain the summation.
## This variable is also returned as the first output argument in order to
## reuse it in subsequent calls to @code{kahan} function.
##
## The second input argument contains the compensation term and is returned
## as the second output argument so that it can be reused in future calls of
## the same summation.
##
## The third input argument @var{term} is the variable 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