commit 9d7db2b4f09e08a607c8f07db38afa722d98a84f
author dante <dante19031999@gmail.com> Sat May 01 01:23:41 2021 +0200
committer Mike Kaganski <mike.kaganski@collabora.com> Mon May 03 13:49:42 2021 +0200
tree 7b63f760e58b0217f0f276a5af3456ce14773493
parent 1e7a8b7ff63a425de9ba631e44bfa6b8cca76e04

tdf#137679 Use kahan summation for ScInterpreter::CalculatePearsonCovar

Change-Id: Ia268415c0fa5c26476cdf328e2f8863e97600167
Reviewed-on: https://gerrit.libreoffice.org/c/core/+/114951
Tested-by: Jenkins
Reviewed-by: Mike Kaganski <mike.kaganski@collabora.com>

sc/source/core/tool/interpr3.cxx

diff --git a/sc/source/core/tool/interpr3.cxx b/sc/source/core/tool/interpr3.cxx
index d41f4f9..193a9ca 100644
--- a/sc/source/core/tool/interpr3.cxx
+++ b/sc/source/core/tool/interpr3.cxx
@@ -4557,8 +4557,8 @@ void ScInterpreter::CalculatePearsonCovar( bool _bPearson, bool _bStexy, bool _b
     * for example above 10^8
     */
    double fCount           = 0.0;
    double fSumX            = 0.0;
    double fSumY            = 0.0;
    KahanSum fSumX          = 0.0;
    KahanSum fSumY          = 0.0;

    for (SCSIZE i = 0; i < nC1; i++)
    {
@@ -4566,10 +4566,8 @@ void ScInterpreter::CalculatePearsonCovar( bool _bPearson, bool _bStexy, bool _b
        {
            if (!pMat1->IsStringOrEmpty(i,j) && !pMat2->IsStringOrEmpty(i,j))
            {
                double fValX = pMat1->GetDouble(i,j);
                double fValY = pMat2->GetDouble(i,j);
                fSumX += fValX;
                fSumY += fValY;
                fSumX += pMat1->GetDouble(i,j);
                fSumY += pMat2->GetDouble(i,j);
                fCount++;
            }
        }
@@ -4578,11 +4576,11 @@ void ScInterpreter::CalculatePearsonCovar( bool _bPearson, bool _bStexy, bool _b
        PushNoValue();
    else
    {
        double fSumDeltaXDeltaY = 0.0; // sum of (ValX-MeanX)*(ValY-MeanY)
        double fSumSqrDeltaX    = 0.0; // sum of (ValX-MeanX)^2
        double fSumSqrDeltaY    = 0.0; // sum of (ValY-MeanY)^2
        const double fMeanX = fSumX / fCount;
        const double fMeanY = fSumY / fCount;
        KahanSum fSumDeltaXDeltaY = 0.0; // sum of (ValX-MeanX)*(ValY-MeanY)
        KahanSum fSumSqrDeltaX    = 0.0; // sum of (ValX-MeanX)^2
        KahanSum fSumSqrDeltaY    = 0.0; // sum of (ValY-MeanY)^2
        const double fMeanX = fSumX.get() / fCount;
        const double fMeanY = fSumY.get() / fCount;
        for (SCSIZE i = 0; i < nC1; i++)
        {
            for (SCSIZE j = 0; j < nR1; j++)
@@ -4607,17 +4605,17 @@ void ScInterpreter::CalculatePearsonCovar( bool _bPearson, bool _bStexy, bool _b
                || (!_bStexy && fSumSqrDeltaY < ::std::numeric_limits<double>::min()))
                PushError( FormulaError::DivisionByZero);
            else if ( _bStexy )
                PushDouble( sqrt( (fSumSqrDeltaY - fSumDeltaXDeltaY *
                            fSumDeltaXDeltaY / fSumSqrDeltaX) / (fCount-2)));
                PushDouble( sqrt( ( fSumSqrDeltaY - fSumDeltaXDeltaY.get() *
                            fSumDeltaXDeltaY.get() / fSumSqrDeltaX.get() ).get() / (fCount-2)));
            else
                PushDouble( fSumDeltaXDeltaY / sqrt( fSumSqrDeltaX * fSumSqrDeltaY));
                PushDouble( fSumDeltaXDeltaY.get() / sqrt( fSumSqrDeltaX.get() * fSumSqrDeltaY.get() ));
        }
        else
        {
            if ( _bSample )
                PushDouble( fSumDeltaXDeltaY / ( fCount - 1 ) );
                PushDouble( fSumDeltaXDeltaY.get() / ( fCount - 1 ) );
            else
                PushDouble( fSumDeltaXDeltaY / fCount);
                PushDouble( fSumDeltaXDeltaY.get() / fCount);
        }
    }
}