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Merge dev into main: v0.8.7 Kahan compensated summation

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Miha Kralj
2026-03-13 22:01:52 -07:00
parent 86a1db286c 67ad6f0cba
commit 9697facfb4
79 changed files with 2923 additions and 2495 deletions
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lib/channels/aberr/Aberr.cs
+21 -14
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@@ -41,14 +41,13 @@ public sealed class Aberr : ITValuePublisher, IDisposable
private ITValuePublisher? _source;
private bool _disposed;
private const int ResyncInterval = 1000;
[StructLayout(LayoutKind.Auto)]
private record struct State(
double SumSource,
double SumDeviation,
double LastValidValue,
int TickCount
double SumSourceComp,
double SumDeviationComp,
double LastValidValue
);
private State _state;
private State _pState;
@@ -164,19 +163,20 @@ public sealed class Aberr : ITValuePublisher, IDisposable
double removedSource = _sourceBuffer.Count == _sourceBuffer.Capacity ? _sourceBuffer.Oldest : 0.0;
double removedDeviation = _deviationBuffer.Count == _deviationBuffer.Capacity ? _deviationBuffer.Oldest : 0.0;
_state.SumSource = _state.SumSource - removedSource + value;
_state.SumDeviation = _state.SumDeviation - removedDeviation + deviation;
// Kahan compensated summation for SumSource
double srcDelta = value - removedSource - _state.SumSourceComp;
double srcNewSum = _state.SumSource + srcDelta;
_state.SumSourceComp = (srcNewSum - _state.SumSource) - srcDelta;
_state.SumSource = srcNewSum;
// Kahan compensated summation for SumDeviation
double devDelta = deviation - removedDeviation - _state.SumDeviationComp;
double devNewSum = _state.SumDeviation + devDelta;
_state.SumDeviationComp = (devNewSum - _state.SumDeviation) - devDelta;
_state.SumDeviation = devNewSum;
_sourceBuffer.Add(value);
_deviationBuffer.Add(deviation);
_state.TickCount++;
if (_sourceBuffer.IsFull && _state.TickCount >= ResyncInterval)
{
_state.TickCount = 0;
_state.SumSource = _sourceBuffer.RecalculateSum();
_state.SumDeviation = _deviationBuffer.RecalculateSum();
}
}
/// <summary>
@@ -218,6 +218,8 @@ public sealed class Aberr : ITValuePublisher, IDisposable
{
SumSource = currentSum,
SumDeviation = _deviationBuffer.Sum,
SumSourceComp = 0,
SumDeviationComp = 0,
};
}
@@ -450,6 +452,11 @@ public sealed class Aberr : ITValuePublisher, IDisposable
}
#pragma warning restore MA0077
/// <summary>
/// Resync interval for batch path only (streaming uses Kahan compensation).
/// </summary>
private const int ResyncInterval = 1000;
/// <summary>
/// Internal state for scalar calculation.
/// </summary>