tdf#137679 Use Kahan summation for interpr2.cxx
The changes in the text files are in the latest decimals.
Those should be more accurate now.
Change-Id: I3814e1939f71debd5ddde9408a025af7a0a2cac5
Reviewed-on: https://gerrit.libreoffice.org/c/core/+/114737
Tested-by: Jenkins
Reviewed-by: Mike Kaganski <mike.kaganski@collabora.com>
diff --git a/sc/inc/kahan.hxx b/sc/inc/kahan.hxx
index 968da16..ffeeab0 100644
--- a/sc/inc/kahan.hxx
+++ b/sc/inc/kahan.hxx
@@ -79,6 +79,20 @@ public:
inline void operator-=(double fSum) { add(-fSum); }
inline KahanSum operator+(double fSum) const
{
KahanSum fNSum(*this);
fNSum.add(fSum);
return fNSum;
}
inline KahanSum operator-(double fSum) const
{
KahanSum fNSum(*this);
fNSum.add(-fSum);
return fNSum;
}
/**
* In some parts of the code of interpr_.cxx this may be used for
* product instead of sum. This operator shall be used for that task.
diff --git a/sc/qa/unit/data/functions/financial/fods/vdb.fods b/sc/qa/unit/data/functions/financial/fods/vdb.fods
index aee0099..38ace90 100644
--- a/sc/qa/unit/data/functions/financial/fods/vdb.fods
+++ b/sc/qa/unit/data/functions/financial/fods/vdb.fods
@@ -2535,11 +2535,11 @@
<table:table-cell table:number-columns-repeated="6"/>
</table:table-row>
<table:table-row table:style-name="ro7">
<table:table-cell table:style-name="ce11" table:formula="of:=VDB(100000;20000;10;7;8)" office:value-type="currency" office:currency="USD" office:value="971.519999999989" calcext:value-type="currency">
<table:table-cell table:style-name="ce11" table:formula="of:=VDB(100000;20000;10;7;8)" office:value-type="currency" office:currency="USD" office:value="971.520000000004" calcext:value-type="currency">
<text:p>$971.52</text:p>
</table:table-cell>
<table:table-cell office:value-type="float" office:value="971.519999999989" calcext:value-type="float">
<text:p>971.519999999989</text:p>
<table:table-cell office:value-type="float" office:value="971.520000000004" calcext:value-type="float">
<text:p>971.520000000004</text:p>
</table:table-cell>
<table:table-cell table:style-name="ce18" table:formula="of:=ROUND([.A11];12)=ROUND([.B11];12)" office:value-type="boolean" office:boolean-value="true" calcext:value-type="boolean">
<text:p>TRUE</text:p>
@@ -2948,11 +2948,11 @@
<table:table-cell table:number-columns-repeated="12"/>
</table:table-row>
<table:table-row table:style-name="ro6">
<table:table-cell table:formula="of:=VDB(100000;20000;10;7.25;7.75)" office:value-type="float" office:value="485.759999999995" calcext:value-type="float">
<text:p>485.759999999995</text:p>
<table:table-cell table:formula="of:=VDB(100000;20000;10;7.25;7.75)" office:value-type="float" office:value="485.760000000002" calcext:value-type="float">
<text:p>$485.76</text:p>
</table:table-cell>
<table:table-cell office:value-type="float" office:value="485.759999999995" calcext:value-type="float">
<text:p>485.759999999995</text:p>
<table:table-cell office:value-type="float" office:value="485.760000000002" calcext:value-type="float">
<text:p>485.760000000002</text:p>
</table:table-cell>
<table:table-cell table:style-name="ce19" table:formula="of:=ROUND([.A33];12)=ROUND([.B33];12)" office:value-type="boolean" office:boolean-value="true" calcext:value-type="boolean">
<text:p>TRUE</text:p>
@@ -3118,11 +3118,11 @@
<table:table-cell table:number-columns-repeated="2"/>
</table:table-row>
<table:table-row table:style-name="ro6">
<table:table-cell table:formula="of:=VDB([.G30];[.G31];[.G32];[.$G41];[.$G42])" office:value-type="float" office:value="971.519999999989" calcext:value-type="float">
<text:p>971.519999999989</text:p>
<table:table-cell table:formula="of:=VDB([.G30];[.G31];[.G32];[.$G41];[.$G42])" office:value-type="float" office:value="971.520000000004" calcext:value-type="float">
<text:p>$971.52</text:p>
</table:table-cell>
<table:table-cell office:value-type="float" office:value="971.519999999989" calcext:value-type="float">
<text:p>971.519999999989</text:p>
<table:table-cell office:value-type="float" office:value="971.520000000004" calcext:value-type="float">
<text:p>971.520000000004</text:p>
</table:table-cell>
<table:table-cell table:style-name="ce19" table:formula="of:=ROUND([.A41];12)=ROUND([.B41];12)" office:value-type="boolean" office:boolean-value="true" calcext:value-type="boolean">
<text:p>TRUE</text:p>
@@ -3536,10 +3536,10 @@
<table:table-cell table:number-columns-repeated="16"/>
</table:table-row>
<table:table-row table:style-name="ro6">
<table:table-cell table:formula="of:=VDB(100000;20000;10;[.G49];[.G50])" office:value-type="float" office:value="242.879999999997" calcext:value-type="float">
<text:p>242.879999999997</text:p>
<table:table-cell table:formula="of:=VDB(100000;20000;10;[.G49];[.G50])" office:value-type="float" office:value="242.880000000001" calcext:value-type="float">
<text:p>$242.88</text:p>
</table:table-cell>
<table:table-cell table:style-name="ce15" office:value-type="float" office:value="242.879999999997" calcext:value-type="float">
<table:table-cell table:style-name="ce15" office:value-type="float" office:value="242.880000000001" calcext:value-type="float">
<text:p>242.880000</text:p>
</table:table-cell>
<table:table-cell table:style-name="ce19" table:formula="of:=ROUND([.A64];12)=ROUND([.B64];12)" office:value-type="boolean" office:boolean-value="true" calcext:value-type="boolean">
@@ -3551,10 +3551,10 @@
<table:table-cell table:number-columns-repeated="16"/>
</table:table-row>
<table:table-row table:style-name="ro6">
<table:table-cell table:formula="of:=VDB(100000;20000;10;[.G50];[.G51])" office:value-type="float" office:value="485.759999999995" calcext:value-type="float">
<text:p>485.759999999995</text:p>
<table:table-cell table:formula="of:=VDB(100000;20000;10;[.G50];[.G51])" office:value-type="float" office:value="485.760000000002" calcext:value-type="float">
<text:p>$485.76</text:p>
</table:table-cell>
<table:table-cell table:style-name="ce15" office:value-type="float" office:value="485.759999999995" calcext:value-type="float">
<table:table-cell table:style-name="ce15" office:value-type="float" office:value="485.760000000002" calcext:value-type="float">
<text:p>485.760000</text:p>
</table:table-cell>
<table:table-cell table:style-name="ce19" table:formula="of:=ROUND([.A65];12)=ROUND([.B65];12)" office:value-type="boolean" office:boolean-value="true" calcext:value-type="boolean">
@@ -3566,10 +3566,10 @@
<table:table-cell table:number-columns-repeated="16"/>
</table:table-row>
<table:table-row table:style-name="ro6">
<table:table-cell table:formula="of:=VDB(100000;20000;10;[.G49];[.G51])" office:value-type="float" office:value="728.639999999992" calcext:value-type="float">
<text:p>728.639999999992</text:p>
<table:table-cell table:formula="of:=VDB(100000;20000;10;[.G49];[.G51])" office:value-type="float" office:value="728.640000000003" calcext:value-type="float">
<text:p>$728.64</text:p>
</table:table-cell>
<table:table-cell table:style-name="ce15" office:value-type="float" office:value="728.639999999992" calcext:value-type="float">
<table:table-cell table:style-name="ce15" office:value-type="float" office:value="728.640000000003" calcext:value-type="float">
<text:p>728.640000</text:p>
</table:table-cell>
<table:table-cell table:style-name="ce19" table:formula="of:=ROUND([.A66];12)=ROUND([.B66];12)" office:value-type="boolean" office:boolean-value="true" calcext:value-type="boolean">
diff --git a/sc/source/core/tool/interpr2.cxx b/sc/source/core/tool/interpr2.cxx
index 62bdbc2..cac57fe 100644
--- a/sc/source/core/tool/interpr2.cxx
+++ b/sc/source/core/tool/interpr2.cxx
@@ -1308,7 +1308,7 @@ void ScInterpreter::ScNPV()
if ( !MustHaveParamCountMin( nParamCount, 2) )
return;
double fVal = 0.0;
KahanSum fVal = 0.0;
// We turn the stack upside down!
ReverseStack( nParamCount);
if (nGlobalError == FormulaError::NONE)
@@ -1324,7 +1324,7 @@ void ScInterpreter::ScNPV()
{
case svDouble :
{
fVal += (GetDouble() / pow(1.0 + fRate, fCount));
fVal += GetDouble() / pow(1.0 + fRate, fCount);
fCount++;
}
break;
@@ -1336,7 +1336,7 @@ void ScInterpreter::ScNPV()
if (!aCell.hasEmptyValue() && aCell.hasNumeric())
{
double fCellVal = GetCellValue(aAdr, aCell);
fVal += (fCellVal / pow(1.0 + fRate, fCount));
fVal += fCellVal / pow(1.0 + fRate, fCount);
fCount++;
}
}
@@ -1350,7 +1350,7 @@ void ScInterpreter::ScNPV()
ScHorizontalValueIterator aValIter( mrDoc, aRange );
while ((nErr == FormulaError::NONE) && aValIter.GetNext(fCellVal, nErr))
{
fVal += (fCellVal / pow(1.0 + fRate, fCount));
fVal += fCellVal / pow(1.0 + fRate, fCount);
fCount++;
}
if ( nErr != FormulaError::NONE )
@@ -1384,7 +1384,7 @@ void ScInterpreter::ScNPV()
return;
}
fx = pMat->GetDouble(j,k);
fVal += (fx / pow(1.0 + fRate, fCount));
fVal += fx / pow(1.0 + fRate, fCount);
fCount++;
}
}
@@ -1396,7 +1396,7 @@ void ScInterpreter::ScNPV()
}
}
}
PushDouble(fVal);
PushDouble(fVal.get());
}
void ScInterpreter::ScIRR()
@@ -1458,8 +1458,8 @@ void ScInterpreter::ScIRR()
FormulaError nIterError = FormulaError::NONE;
while (fEps > SCdEpsilon && nItCount < nIterationsMax && nGlobalError == FormulaError::NONE)
{ // Newtons method:
double fNom = 0.0;
double fDenom = 0.0;
KahanSum fNom = 0.0;
KahanSum fDenom = 0.0;
double fCount = 0.0;
if (bIsMatrix)
{
@@ -1493,7 +1493,7 @@ void ScInterpreter::ScIRR()
}
SetError(nIterError);
}
double xNew = x - fNom / fDenom; // x(i+1) = x(i)-f(x(i))/f'(x(i))
double xNew = x - fNom.get() / fDenom.get(); // x(i+1) = x(i)-f(x(i))/f'(x(i))
nItCount++;
fEps = fabs(xNew - x);
x = xNew;
@@ -1550,9 +1550,9 @@ void ScInterpreter::ScMIRR()
PushError( nGlobalError );
else
{
double fNPV_reinvest = 0.0;
KahanSum fNPV_reinvest = 0.0;
double fPow_reinvest = 1.0;
double fNPV_invest = 0.0;
KahanSum fNPV_invest = 0.0;
double fPow_invest = 1.0;
sal_uLong nCount = 0;
bool bHasPosValue = false;
@@ -1623,7 +1623,7 @@ void ScInterpreter::ScMIRR()
PushError( nGlobalError );
else
{
double fResult = -fNPV_reinvest / fNPV_invest;
double fResult = -fNPV_reinvest.get() / fNPV_invest.get();
fResult *= pow( fRate1_reinvest, static_cast<double>( nCount - 1 ) );
fResult = pow( fResult, div( 1.0, (nCount - 1)) );
PushDouble( fResult - 1.0 );
@@ -1779,17 +1779,17 @@ void ScInterpreter::ScDB()
fDb = fFirstOffRate;
else
{
double fSumOffRate = fFirstOffRate;
KahanSum fSumOffRate = fFirstOffRate;
double fMin = fLife;
if (fMin > fPeriod) fMin = fPeriod;
sal_uInt16 iMax = static_cast<sal_uInt16>(::rtl::math::approxFloor(fMin));
for (sal_uInt16 i = 2; i <= iMax; i++)
{
fDb = (fCost - fSumOffRate) * fOffRate;
fDb = -(fSumOffRate - fCost).get() * fOffRate;
fSumOffRate += fDb;
}
if (fPeriod > fLife)
fDb = ((fCost - fSumOffRate) * fOffRate * (12.0 - fMonths)) / 12.0;
fDb = (-(fSumOffRate - fCost).get() * fOffRate * (12.0 - fMonths)) / 12.0;
}
PushDouble(fDb);
}
@@ -1797,7 +1797,7 @@ void ScInterpreter::ScDB()
double ScInterpreter::ScInterVDB(double fCost, double fSalvage, double fLife,
double fLife1, double fPeriod, double fFactor)
{
double fVdb=0;
KahanSum fVdb = 0.0;
double fIntEnd = ::rtl::math::approxCeil(fPeriod);
sal_uLong nLoopEnd = static_cast<sal_uLong>(fIntEnd);
@@ -1836,7 +1836,7 @@ double ScInterpreter::ScInterVDB(double fCost, double fSalvage, double fLife,
fVdb += fTerm;
}
return fVdb;
return fVdb.get();
}
void ScInterpreter::ScVDB()
@@ -1846,21 +1846,14 @@ void ScInterpreter::ScVDB()
if ( !MustHaveParamCount( nParamCount, 5, 7 ) )
return;
double fCost, fSalvage, fLife, fStart, fEnd, fFactor, fVdb = 0.0;
bool bNoSwitch;
if (nParamCount == 7)
bNoSwitch = GetBool();
else
bNoSwitch = false;
if (nParamCount >= 6)
fFactor = GetDouble();
else
fFactor = 2.0;
fEnd = GetDouble();
fStart = GetDouble();
fLife = GetDouble();
fSalvage = GetDouble();
fCost = GetDouble();
KahanSum fVdb = 0.0;
bool bNoSwitch = nParamCount == 7 && GetBool();
double fFactor = nParamCount >= 6 ? GetDouble() : 2.0;
double fEnd = GetDouble();
double fStart = GetDouble();
double fLife = GetDouble();
double fSalvage = GetDouble();
double fCost = GetDouble();
if (fStart < 0.0 || fEnd < fStart || fEnd > fLife || fCost < 0.0
|| fSalvage > fCost || fFactor <= 0.0)
PushIllegalArgument();
@@ -1871,7 +1864,6 @@ void ScInterpreter::ScVDB()
sal_uLong nLoopStart = static_cast<sal_uLong>(fIntStart);
sal_uLong nLoopEnd = static_cast<sal_uLong>(fIntEnd);
fVdb = 0.0;
if (bNoSwitch)
{
for (sal_uLong i = nLoopStart + 1; i <= nLoopEnd; i++)
@@ -1922,7 +1914,7 @@ void ScInterpreter::ScVDB()
fVdb -= fPart;
}
}
PushDouble(fVdb);
PushDouble(fVdb.get());
}
void ScInterpreter::ScPDuration()
@@ -2321,7 +2313,7 @@ void ScInterpreter::ScCumIpmt()
sal_uLong nStart = static_cast<sal_uLong>(fStart);
sal_uLong nEnd = static_cast<sal_uLong>(fEnd) ;
double fPmt = ScGetPMT(fRate, fNper, fPv, 0.0, bPayInAdvance);
double fIpmt = 0.0;
KahanSum fIpmt = 0.0;
if (nStart == 1)
{
if (!bPayInAdvance)
@@ -2336,7 +2328,7 @@ void ScInterpreter::ScCumIpmt()
fIpmt += ScGetFV(fRate, static_cast<double>(i-1), fPmt, fPv, false);
}
fIpmt *= fRate;
PushDouble(fIpmt);
PushDouble(fIpmt.get());
}
}
@@ -2361,7 +2353,7 @@ void ScInterpreter::ScCumPrinc()
{
bool bPayInAdvance = static_cast<bool>(fFlag);
double fPmt = ScGetPMT(fRate, fNper, fPv, 0.0, bPayInAdvance);
double fPpmt = 0.0;
KahanSum fPpmt = 0.0;
sal_uLong nStart = static_cast<sal_uLong>(fStart);
sal_uLong nEnd = static_cast<sal_uLong>(fEnd);
if (nStart == 1)
@@ -2379,7 +2371,7 @@ void ScInterpreter::ScCumPrinc()
else
fPpmt += fPmt - ScGetFV(fRate, static_cast<double>(i-1), fPmt, fPv, false) * fRate;
}
PushDouble(fPpmt);
PushDouble(fPpmt.get());
}
}
