File: itkCompensatedSummation.h

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/*=========================================================================
 *
 *  Copyright NumFOCUS
 *
 *  Licensed under the Apache License, Version 2.0 (the "License");
 *  you may not use this file except in compliance with the License.
 *  You may obtain a copy of the License at
 *
 *         https://www.apache.org/licenses/LICENSE-2.0.txt
 *
 *  Unless required by applicable law or agreed to in writing, software
 *  distributed under the License is distributed on an "AS IS" BASIS,
 *  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 *  See the License for the specific language governing permissions and
 *  limitations under the License.
 *
 *=========================================================================*/
#ifndef itkCompensatedSummation_h
#define itkCompensatedSummation_h

#include "itkNumericTraits.h"
#include "itkConceptChecking.h"

namespace itk
{

/** \class CompensatedSummation
 * \brief Perform more precise accumulation of floating point numbers.
 *
 * The \c float and \c double datatypes only have finite precision.  When
 * performing a running sum of floats, the accumulated errors get progressively
 * worse as the magnitude of the sum gets large relative to new elements.
 *
 * From Wikipedia, https://en.wikipedia.org/wiki/Kahan_summation_algorithm
 *
 * "In numerical analysis, the Kahan summation algorithm (also known as
 * compensated summation) significantly reduces the numerical error in the total
 * obtained by adding a sequence of finite precision floating point numbers,
 * compared to the obvious approach. This is done by keeping a separate running
 * compensation (a variable to accumulate small errors)."
 *
 * For example, instead of
   \code
     double sum = 0.0;
     for( unsigned int i = 0; i < array.Size(); ++i )
       {
       sum += array.GetElement(i);
       }
   \endcode
 *
 * do
 *
   \code
     using CompensatedSummationType = CompensatedSummation<double>;
     CompensatedSummationType compensatedSummation;
     for( unsigned int i = 0; i < array.Size(); ++i )
       {
       compensatedSummation += array.GetElement(i);
       }
     double sum = compensatedSummation.GetSum();
   \endcode
 *
 * \ingroup ITKCommon
 */
template <typename TFloat>
class ITK_TEMPLATE_EXPORT CompensatedSummation
{
public:
  /** Type of the input elements. */
  using FloatType = TFloat;

  /** Type used for the sum and compensation. */
  using AccumulateType = typename NumericTraits<FloatType>::AccumulateType;

  /** Standard class type aliases. */
  using Self = CompensatedSummation;

  /** Constructors. */
  CompensatedSummation() = default;
  CompensatedSummation(FloatType value);

  /** Copy constructor. */
  CompensatedSummation(const Self & rhs);
  /** Assignment operator. */
  Self &
  operator=(const Self & rhs);

  /** Add an element to the sum. */
  void
  AddElement(const FloatType & element);
  Self &
  operator+=(const FloatType & rhs);
  Self &
  operator+=(const Self & rhs);

  /** Subtract an element from the sum. */
  Self &
  operator-=(const FloatType & rhs);

  /** Division and multiplication. These do not provide any numerical advantages
   * relative to vanilla division and multiplication. */
  Self &
  operator*=(const FloatType & rhs);
  Self &
  operator/=(const FloatType & rhs);

  /** Reset the sum and compensation to zero. */
  void
  ResetToZero();

  /** Reset the sum to the given value and the compensation to zero. */
  Self &
  operator=(const FloatType & rhs);

  /** Get the sum. */
  const AccumulateType &
  GetSum() const;

  /** explicit conversion */
  explicit operator FloatType() const;

private:
  AccumulateType m_Sum{};
  AccumulateType m_Compensation{};

// Maybe support more types in the future with template specialization.
#ifdef ITK_USE_CONCEPT_CHECKING
  itkConceptMacro(OnlyDefinedForFloatingPointTypes, (itk::Concept::IsFloatingPoint<TFloat>));
#endif // ITK_USE_CONCEPT_CHECKING
};

void ITKCommon_EXPORT
     CompensatedSummationAddElement(float & compensation, float & sum, const float element);
void ITKCommon_EXPORT
     CompensatedSummationAddElement(double & compensation, double & sum, const double element);

} // end namespace itk

#ifndef ITK_MANUAL_INSTANTIATION
#  include "itkCompensatedSummation.hxx"
#endif

#endif