tdf#137679 Use Kahan summation for interpr8.cxx
Change-Id: Id43765f7d8f51066da4bbebcfc175a0e69a58fde
Reviewed-on: https://gerrit.libreoffice.org/c/core/+/115127
Tested-by: Jenkins
Reviewed-by: Mike Kaganski <mike.kaganski@collabora.com>
diff --git a/sc/qa/unit/data/functions/statistical/fods/forecast.ets.mult.fods b/sc/qa/unit/data/functions/statistical/fods/forecast.ets.mult.fods
index 0c45eb46..150ec6b 100644
--- a/sc/qa/unit/data/functions/statistical/fods/forecast.ets.mult.fods
+++ b/sc/qa/unit/data/functions/statistical/fods/forecast.ets.mult.fods
@@ -8555,10 +8555,10 @@
</table:table-cell>
</table:table-row>
<table:table-row table:style-name="ro7">
<table:table-cell office:value-type="float" office:value="190.641123921524" calcext:value-type="float">
<text:p>190.641123921524</text:p>
<table:table-cell office:value-type="float" office:value="190.641123921525" calcext:value-type="float">
<text:p>190.641123921525</text:p>
</table:table-cell>
<table:table-cell table:style-name="ce14" office:value-type="float" office:value="190.641123921524" calcext:value-type="float">
<table:table-cell table:style-name="ce14" office:value-type="float" office:value="190.641123921525" calcext:value-type="float">
<text:p>190.641124</text:p>
</table:table-cell>
<table:table-cell table:style-name="ce16" table:formula="of:=ROUND([.A64];12)=ROUND([.B64];12)" office:value-type="boolean" office:boolean-value="true" calcext:value-type="boolean">
@@ -9014,11 +9014,11 @@
</table:table-cell>
</table:table-row>
<table:table-row table:style-name="ro7">
<table:table-cell office:value-type="float" office:value="268.59802115122" calcext:value-type="float">
<text:p>268.59802115122</text:p>
<table:table-cell office:value-type="float" office:value="268.598021151221" calcext:value-type="float">
<text:p>268.598021151221</text:p>
</table:table-cell>
<table:table-cell office:value-type="float" office:value="268.59802115122" calcext:value-type="float">
<text:p>268.59802115122</text:p>
<table:table-cell office:value-type="float" office:value="268.598021151221" calcext:value-type="float">
<text:p>268.598021151221</text:p>
</table:table-cell>
<table:table-cell table:style-name="ce16" table:formula="of:=ROUND([.A79];12)=ROUND([.B79];12)" office:value-type="boolean" office:boolean-value="true" calcext:value-type="boolean">
<text:p>TRUE</text:p>
@@ -9196,11 +9196,11 @@
</table:table-cell>
</table:table-row>
<table:table-row table:style-name="ro7">
<table:table-cell office:value-type="float" office:value="267.531016699979" calcext:value-type="float">
<text:p>267.531016699979</text:p>
<table:table-cell office:value-type="float" office:value="267.531016699980" calcext:value-type="float">
<text:p>267.531016699980</text:p>
</table:table-cell>
<table:table-cell office:value-type="float" office:value="267.531016699979" calcext:value-type="float">
<text:p>267.531016699979</text:p>
<table:table-cell office:value-type="float" office:value="267.531016699980" calcext:value-type="float">
<text:p>267.531016699980</text:p>
</table:table-cell>
<table:table-cell table:style-name="ce16" table:formula="of:=ROUND([.A86];12)=ROUND([.B86];12)" office:value-type="boolean" office:boolean-value="true" calcext:value-type="boolean">
<text:p>TRUE</text:p>
diff --git a/sc/source/core/tool/interpr8.cxx b/sc/source/core/tool/interpr8.cxx
index 750b425..64bb3d1 100644
--- a/sc/source/core/tool/interpr8.cxx
+++ b/sc/source/core/tool/interpr8.cxx
@@ -353,9 +353,9 @@ bool ScETSForecastCalculation::PreprocessDataRange( const ScMatrixRef& rMatX, co
{
// gap, insert missing data points
double fYGap = ( maRange[ i ].Y + maRange[ i - 1 ].Y ) / 2.0;
for ( double fXGap = maRange[ i - 1].X + mfStepSize; fXGap < maRange[ i ].X; fXGap += mfStepSize )
for ( KahanSum fXGap = maRange[ i - 1].X + mfStepSize; fXGap < maRange[ i ].X; fXGap += mfStepSize )
{
maRange.insert( maRange.begin() + i, DataPoint( fXGap, ( bDataCompletion ? fYGap : 0.0 ) ) );
maRange.insert( maRange.begin() + i, DataPoint( fXGap.get(), ( bDataCompletion ? fYGap : 0.0 ) ) );
i++;
mnCount++;
nMissingXCount++;
@@ -419,10 +419,13 @@ bool ScETSForecastCalculation::prefillTrendData()
return false;
}
double fSum = 0.0;
KahanSum fSum = 0.0;
for ( SCSIZE i = 0; i < mnSmplInPrd; i++ )
fSum += maRange[ i + mnSmplInPrd ].Y - maRange[ i ].Y;
double fTrend = fSum / static_cast< double >( mnSmplInPrd * mnSmplInPrd );
{
fSum += maRange[ i + mnSmplInPrd ].Y;
fSum -= maRange[ i ].Y;
}
double fTrend = fSum.get() / static_cast< double >( mnSmplInPrd * mnSmplInPrd );
mpTrend[ 0 ] = fTrend;
}
@@ -442,7 +445,7 @@ bool ScETSForecastCalculation::prefillPerIdx()
return false;
}
SCSIZE nPeriods = mnCount / mnSmplInPrd;
std::vector< double > aPeriodAverage( nPeriods, 0.0 );
std::vector< KahanSum > aPeriodAverage( nPeriods, 0.0 );
for ( SCSIZE i = 0; i < nPeriods ; i++ )
{
for ( SCSIZE j = 0; j < mnSmplInPrd; j++ )
@@ -458,20 +461,20 @@ bool ScETSForecastCalculation::prefillPerIdx()
for ( SCSIZE j = 0; j < mnSmplInPrd; j++ )
{
double fI = 0.0;
KahanSum fI = 0.0;
for ( SCSIZE i = 0; i < nPeriods ; i++ )
{
// adjust average value for position within period
if ( bAdditive )
fI += ( maRange[ i * mnSmplInPrd + j ].Y -
( aPeriodAverage[ i ] + ( static_cast< double >( j ) - 0.5 * ( mnSmplInPrd - 1 ) ) *
mpTrend[ 0 ] ) );
fI += maRange[ i * mnSmplInPrd + j ].Y -
( aPeriodAverage[ i ].get() + ( static_cast< double >( j ) - 0.5 * ( mnSmplInPrd - 1 ) ) *
mpTrend[ 0 ] );
else
fI += ( maRange[ i * mnSmplInPrd + j ].Y /
( aPeriodAverage[ i ] + ( static_cast< double >( j ) - 0.5 * ( mnSmplInPrd - 1 ) ) *
mpTrend[ 0 ] ) );
fI += maRange[ i * mnSmplInPrd + j ].Y /
( aPeriodAverage[ i ].get() + ( static_cast< double >( j ) - 0.5 * ( mnSmplInPrd - 1 ) ) *
mpTrend[ 0 ] );
}
mpPerIdx[ j ] = fI / nPeriods;
mpPerIdx[ j ] = fI.get() / nPeriods;
}
if (mnSmplInPrd < mnCount)
mpPerIdx[mnSmplInPrd] = 0.0;
@@ -500,10 +503,10 @@ void ScETSForecastCalculation::initCalc()
void ScETSForecastCalculation::calcAccuracyIndicators()
{
double fSumAbsErr = 0.0;
double fSumDivisor = 0.0;
double fSumErrSq = 0.0;
double fSumAbsPercErr = 0.0;
KahanSum fSumAbsErr = 0.0;
KahanSum fSumDivisor = 0.0;
KahanSum fSumErrSq = 0.0;
KahanSum fSumAbsPercErr = 0.0;
for ( SCSIZE i = 1; i < mnCount; i++ )
{
@@ -517,11 +520,11 @@ void ScETSForecastCalculation::calcAccuracyIndicators()
fSumDivisor += fabs( maRange[ i ].Y - maRange[ i - 1 ].Y );
int nCalcCount = mnCount - 1;
mfMAE = fSumAbsErr / nCalcCount;
mfMASE = fSumAbsErr / ( nCalcCount * fSumDivisor / ( nCalcCount - 1 ) );
mfMSE = fSumErrSq / nCalcCount;
mfMAE = fSumAbsErr.get() / nCalcCount;
mfMASE = fSumAbsErr.get() / ( nCalcCount * fSumDivisor.get() / ( nCalcCount - 1 ) );
mfMSE = fSumErrSq.get() / nCalcCount;
mfRMSE = sqrt( mfMSE );
mfSMAPE = fSumAbsPercErr * 2.0 / nCalcCount;
mfSMAPE = fSumAbsPercErr.get() * 2.0 / nCalcCount;
}
/*
@@ -539,7 +542,7 @@ SCSIZE ScETSForecastCalculation::CalcPeriodLen()
for ( SCSIZE nPeriodLen = mnCount / 2; nPeriodLen >= 1; nPeriodLen-- )
{
double fMeanError = 0.0;
KahanSum fMeanError = 0.0;
SCSIZE nPeriods = mnCount / nPeriodLen;
SCSIZE nStart = mnCount - ( nPeriods * nPeriodLen ) + 1;
for ( SCSIZE i = nStart; i < ( mnCount - nPeriodLen ); i++ )
@@ -547,12 +550,13 @@ SCSIZE ScETSForecastCalculation::CalcPeriodLen()
fMeanError += fabs( ( maRange[ i ].Y - maRange[ i - 1 ].Y ) -
( maRange[ nPeriodLen + i ].Y - maRange[ nPeriodLen + i - 1 ].Y ) );
}
fMeanError /= static_cast< double >( ( nPeriods - 1 ) * nPeriodLen - 1 );
double fMeanErrorGet = fMeanError.get();
fMeanErrorGet /= static_cast< double >( ( nPeriods - 1 ) * nPeriodLen - 1 );
if ( fMeanError <= fBestME || fMeanError == 0.0 )
if ( fMeanErrorGet <= fBestME || fMeanErrorGet == 0.0 )
{
nBestVal = nPeriodLen;
fBestME = fMeanError;
fBestME = fMeanErrorGet;
}
}
return nBestVal;
