Xsum.jl

Exactly rounded double-precision summation for Julia
Author JuliaMath
Popularity
9 Stars
Updated Last
1 Year Ago
Started In
July 2019

Xsum: Exactly rounded floating-point sums in Julia

The Xsum package is a Julia wrapper around Radford Neal's xsum package for exactly rounded double-precision floating-point summation. The xsum algorithm takes n double precision (Float64 or smaller) floating-point values as input and computes the "exactly rounded sum" — equivalent to summing the values in infinite precision and rounding the result to the nearest Float64 value.

By clever use of additional precision, xsum can compute the exactly rounded sum only a few times more slowly than the naive summation algorithm (or the pairwise summation used in the built-in sum function), much faster than using generic arbitrary precision (like BigFloat operations).

Usage

The Xsum package provides a function xsum to perform the summation. To use it, simply do:

using Xsum
xsum(iterator)

where you can pass any iterable collection (arrays, generators, tuples, etcetera). Real or complex collections can be summed, but note that each element is converted to double precision (Float64 or ComplexF64) before it is summed, and the result is always double precision.

The variant xsum(function, iterator) is also supported, similar to sum(function, iterator), which sums the result of the given function applied to each element of the iterator.

There is also a lower-level object XAccumulator() that you can use to perform more flexible sums. A s::XAccumulator object represents partial sum, whose exactly rounded Float64 result is given by float(s). s = XAccumulator() initializes a zero sum, and accumulate!(s, x) adds x to s where x is a real number (converted to Float64), an array of Float64 values, or another XAccumulator. You can also add and subtract accumulators with + and - (which operate out-of-place so they are less efficient), or negate one in-place with Xsum.negate!(s).

For example, if you wanted to compute an exactly rounded sum of a large vector x in parallel, you could call accumulate!(XAccumulator(), xslice) on a sequence of slices (portions) of x in parallel, and then combine the sub-accumulators to obtain the final sum.

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