# Boost :

From: Michael Stevens (list-boost_at_[hidden])
Date: 2006-11-20 03:44:23

I an very interested in this framework so I have started to take a look.

General Accumulators are something I could make use of myself. I really like
the conceptual design of the framework, and how it allows accumulators to be
inter-dependant..

After a quick browse through the documentation I decided to take a look at the
code. In particular I was interested in the numerics.

I think the current implementation has some serious numerical weaknesses. I
looked at 2 algorithms 'sum' and 'variance':

In 'sum' I expected to see a compensated summation, this is numerically a lot
better then just adding the numbers together.

The 'variance' accumulator has a lazy calculation of variance using the
formula \sigma_n^2 = M_n^{(2)} - \mu_n^2. This formal is specifically
cited for it poor performance in the presence of rounding error. Indeed it
may even return negative results.

Any chance of getting your statistics guys to take a look at the numerics of
the solutions? If people were to use library as is they would be in for nasty
surprised!

All the best,
Michael

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Michael Stevens Systems Engineering
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Phone/Fax: +49 561 5218038