Generating the list of random numbers with certain average difference - java

I have to generate a list of random numbers and they have to have a given average difference. For example, a given average difference is 10, so these numbers are good: 1 3 5 9 15 51. What I do, is multiply the given average difference by 2 and add 1. Like this:
while (i <= 50000)
{
i += Math.random() * givenAverageDiff * 2 + 1;
list.add(i);
}
But I never get 5000 or more. In fact, it's always 4,850 or less. Why? Let's say givenAverageDiff is 10. What's my mistake? How can I fix it?
P.S. Implementation in C or PHP is also good for me.

Because you are doing "+ 1".
Let us calculate the expected difference:
E(2*10*x+1)= 2*10*E(x)+1 = 2*10*0.5+1 = 10+1. So, on an average you will get 50000/11 numbers.
You need to pick something whose expected value is equal to 10. Change it to the following and it should work:
while (i <= 50000)
{
i += Math.random() * (givenAverageDiff-1) * 2 + 1;
list.add(i);
}

Think about it in terms of the ranges you create. With your current calculation,
i += Math.random() * givenAverageDiff * 2 + 1;
you are adding between 1 and 2*givenAverageDiff to your number. The sum of 1 through 2x is (2x)(2x+1)/2, and since there are 2x options we divide by 2x to get (2x)(2x+1)/(2*2x) = (2x+1)/2 = x + 0.5.
So what you want is to have 2x+1 options, which is easiest by using a range of [0,2*x]. You can get that by adding parenthesis:
i += Math.random() * (givenAverageDiff * 2 + 1);
If you want it to always increase, then you either need use a non-uniform distribution, or a uniform distribution with a smaller range. To get a range [n,2*x-n] use
i += Math.random() * ((givenAverageDiff - n) * 2 + 1) + n;
If you use a negative value for n you can widen the range, making it possible for numbers to decrease as well.

Related

Math.random range negative

If I were to do:
Math.random() * 4-2
Would this get me a range of (-2,2), 2 being exclusive? I think this is right but I rarely get positive numbers (yes, I know this is a random algorithm and we would have to generate randomly infinitely for it to feel but I just want to make sure)
New Question
If I wanted all random rational numbers from -1 to 1, both bounds inclusive, would this line work:
Math.random() * 2.0000000000000001 - 1;
I looked up that a double past the decimal point can store about 52 bits would this about 16 digits, which is about the number of 0's past this point.
The project I'm working on is estimating digits of pi using a Monte Carlo simulation, and if you know anything about that then maybe you understand why I'm asking all this stuff.
Would this get me a range of (-2,2), 2 being exclusive?
Yes, Math.random() * 4-2 gives you 4 possibilities at the range of -2 to 1.
You will need more runs to check the distribution..
int[] occ = new int[4];
for(int x=0; x<1000000; x++){
int rand = (int)(Math.random() * 4)-2;
occ[rand+2] ++;
}
System.out.println("Occurrences for -2: " + occ[0]/10000.0 + "%");
System.out.println("Occurrences for -1: " + occ[1]/10000.0 + "%");
System.out.println("Occurrences for 0: " + occ[2]/10000.0 + "%");
System.out.println("Occurrences for 1: " + occ[3]/10000.0 + "%");
A test of 1 million runs shows that the random numbers are quite well distributed:
Occurrences for -2: 24.9779%
Occurrences for -1: 25.0338%
Occurrences for 0: 24.971%
Occurrences for 1: 25.0173%
Math.random() gives back a value in the range of [0,1.0) so your expression should give back values [-2.0, 2.0) where 2.0 is exclusive and -2.0 is inclusive.
Math.random() is a pseudorandom number generator, so that could account for your trend towards negative numbers. You'll want to look at implementations for truly random number generation if you want a better distribution of values.

Same Calculation, different result?

My goal is to calculate how many percent counter out of cap is.
Now I ran over a problem, I can't find the difference between the two formulas below, as far as my mathematical understanding tells me, it's exactly the same calculation. But only the first one works, brackets make no difference.
int i = counter * 100 / cap; //works
int i = counter / cap * 100; //doesn't work
Has this got something to do with java or is it just me who's made a horrible thinking mistake?
It is not the same calculation, since you are handling integer arithmetics, which does not have Multiplicative inverse number for all numbers (only 1 has it).
In integer arithmetics, for example, 1/2 == 0, and not 0.5 - as it is in real numbers arithmetics. This will of course cause later on inconsistency when multiplying.
As already mentioned - the root of this is the fact that integer arithmetics does not behave like real numbers arithmetics, and in particular, the divide operator is not defined as a/b == a*b^-1, since b^-1 is not even defined in integer arithmetics to all numbers but 1.
Your mistake is assuming that these are just pure, abstract numbers. I assume that counter is an int... so the second version is evaluated as:
int tmp = counter / cap;
int i = tmp * 100;
Now we're dealing with integer arithmetic here - so if counter is in the range [-99, 99] for example, tmp will be 0.
Note that even your first version may not work, either - if counter is very large, multiplying it by 100 may overflow the bounds of int, leading to a negative result. Still, that's probably your best approach if counter is expected to be in a more reasonable range.
Even with floating point arithmetic, you still don't get the behaviour of "pure" numbers, of course - there are still limits both in terms of range and precision.
First case
int i = counter * 100 / cap;
is evaluated like
(counter * 100) / cap;
The second case
int i = counter / cap * 100;
is evluated like this
(counter / cap) * 100
Hence different results
In Java, operators * and / have the same precedence, so the expressions are evaluated sequentially. I.e.
counter * 100 / cap --> (counter * 100) / cap
counter / cap * 100 --> (counter / cap) * 100
So for values e.g. counter = 5, cap = 25 (expecting count and cap to be both int variables), the evaluation is in the first case: 5 * 100 = 500, then 500 / 25 = 20
In the second case, the evaluation is: 5 / 25 = 0 (integer math!), then 0 * 100 = 0.

Random number,with nonuniform distributed [duplicate]

This question already has answers here:
Closed 10 years ago.
Possible Duplicate:
Generate random number with non-uniform density
I try to identify/create a function ( in Java ) that give me a nonuniform distributed sequence of number.
if I has a function that say function f(x), and x>0 it will give me a random number
from 0 to x.
The function most work with any given x and this below is only a example how I want to have.
But if we say x=100 the function f(x) will return s nonunifrom distributed.
And I want for example say
0 to 20 be approximately 20% of all case.
21 to 50 be approximately 50% of all case.
51 to 70 be approximately 20% of all case.
71 to 100be approximately 10 of all case.
In short somting that give me a number like normal distribution and it peek at 30-40 in this case x is 100.
http://en.wikipedia.org/wiki/Normal_distribution
( I can use a uniform random gen as score if need, and only a function that will transfrom the uniform result to a non-uniform result. )
EDIT
My final solution for this problem is:
/**
* Return a value from [0,1] and mean as 0.3, It give 10% of it is lower
* then 0.1. 5% is higher then 0.8 and 30% is in rang 0.25 to 0.45
*
* #return
*/
public double nextMyGaussian() {
double d = -1000;
while (d < -1.5) {
// RANDOMis Java's normal Random() class.
// The nextGaussian is normal give a value from -5 to +5?
d = RANDOM.nextGaussian() * 1.5;
}
if (d > 3.5d) {
return 1;
}
return ((d + 1.5) / 5);
}
A simple solution would be to generate a first random number between 0 and 9.
0 means the 10 first percents, 1 the ten following percents, etc.
So if you get 0 or 1, you generate a second random number between 0 and 20. If you get 2, 3, 4, 5 or 6, you generate a second random number between 21 and 50, etc.
Could you just write a function that sums a number of random numbers it the 1-X range and takes an average? this will tend to the normal distribution as n increases
See:
Generate random numbers following a normal distribution in C/C++
I hacked something like the below:
class CrudeDistribution {
final int TRIALS = 20;
public int getAverageFromDistribution(int upperLimit) {
return getAverageOfRandomTrials(TRIALS, upperLimit);
}
private int getAverageOfRandomTrials(int trials, int upperLimit) {
double d = 0.0;
for (int i=0; i<trials; i++) {
d +=getRandom(upperLimit);
}
return (int) (d /= trials);
}
private int getRandom(int upperLimit) {
return (int) (Math.random()*upperLimit)+1;
}
}
There are libraries in Commons-Math that can generate distributions based on means and standard deviations (that measure the spread). and in the link some algorithms that do this.
Probably a fun hour of so of hunting to find the relevant 2 liner:
https://commons.apache.org/math/userguide/distribution.html
One solution would be to do a random number between 1-100 and based on the result do another random number in the appropriate range.
1-20 -> 0-20
21-70 -> 21-50
71-90 -> 51-70
91-100 -> 71-100
Hope that makes sense.
You need to create the f(x) first.
Assuming values x are equiprobable, your f(x) is
double f(x){
if(x<=20){
return x;
}else if (x>20 && x<=70){
return (x-20)/50*30+20;
} else if(...
etc
Just generate a bunch, say at least 30, uniform random numbers between 0 and x. Then take the mean of those. The mean will, following the central limit theorem, be a random number from a normal distribution centered around x/2.

Implement Generic Power Function Without Using Math.pow in Java

I want to write a program in java, which will perform a number raised to a power, but without using math.pow. The program should be generic to include fractions as well.
The loop increment method will increment by 1, which is okay for integers; but not fractions. Please Suggest a generic method that would be helpful to me.
First, observe that pow(a,x) = exp(x * log(a)).
You can implement your own exp() function using the Taylor series expansion for
ex:
ex = 1 + x + x2/2! + x3/3! + x4/4! + x5/5! + ...
This will work for non-integer values of x. The more terms you include, the more
accurate the result will be.
Note that by using some algebraic identities, you only need to resort to the series expansion for x in the range 0 < x < 1 . exp(int + frac) = exp(int)*exp(frac), and there's no need to use a series expansion for exp(int). (You just multiply it out,
since it's an integer power of e=2.71828...).
Similarly, you can implement log(x) using one of these series expansions:
log(1+x) = x - x2/2 + x3/3 - x4/4 + ...
or
log(1-x) = -1 * (x + x2/2 + x3/3 + x4/4 + ... )
But these series only converge for x in the interval -1 < x < 1. So for values
of a outside this range, you might have to use the identity
log(pq) = log(p) + log(q)
and do some repeated divisions by e (= 2.71828...) to bring a down into a range where
the series expansion converges. For example, if a=4, you'd have to take take x=3
to use the first formula, but 3 is outside the range of convergence. So we start
dividing out factors of e:
4/e = 1.47151...
log(4) = log(e*1.47151...) = 1 + log(1.47151...)
Now we can take x=.47151..., which is within the range of convergence, and evaluate log(1+x) using the series expansion.
Think about what a power function should do.
Mathematically: x^5 = x * x * x * x * x, or ((((x*x)*x)*x)*x)
Within your for loop, you can use the *= operator to achieve the operation that happens above.
How are you handling fractions? Java has no built-in fraction type; it stores decimals that would calculate the same way as integers (in other words, x * x works with both types). If you have a special class for fractions, your loop just needs two steps: one to multiply the numerator and one to multiply the denominator.
While reading up on powers on Wikipedia:
a^x = exp( x ln(a) ) for any real number x
Is this cheating?

What is a good solution for calculating an average where the sum of all values exceeds a double's limits?

I have a requirement to calculate the average of a very large set of doubles (10^9 values). The sum of the values exceeds the upper bound of a double, so does anyone know any neat little tricks for calculating an average that doesn't require also calculating the sum?
I am using Java 1.5.
You can calculate the mean iteratively. This algorithm is simple, fast, you have to process each value just once, and the variables never get larger than the largest value in the set, so you won't get an overflow.
double mean(double[] ary) {
double avg = 0;
int t = 1;
for (double x : ary) {
avg += (x - avg) / t;
++t;
}
return avg;
}
Inside the loop avg always is the average value of all values processed so far. In other words, if all the values are finite you should not get an overflow.
The very first issue I'd like to ask you is this:
Do you know the number of values beforehand?
If not, then you have little choice but to sum, and count, and divide, to do the average. If Double isn't high enough precision to handle this, then tough luck, you can't use Double, you need to find a data type that can handle it.
If, on the other hand, you do know the number of values beforehand, you can look at what you're really doing and change how you do it, but keep the overall result.
The average of N values, stored in some collection A, is this:
A[0] A[1] A[2] A[3] A[N-1] A[N]
---- + ---- + ---- + ---- + .... + ------ + ----
N N N N N N
To calculate subsets of this result, you can split up the calculation into equally sized sets, so you can do this, for 3-valued sets (assuming the number of values is divisable by 3, otherwise you need a different divisor)
/ A[0] A[1] A[2] \ / A[3] A[4] A[5] \ // A[N-1] A[N] \
| ---- + ---- + ---- | | ---- + ---- + ---- | \\ + ------ + ---- |
\ 3 3 3 / \ 3 3 3 / // 3 3 /
--------------------- + -------------------- + \\ --------------
N N N
--- --- ---
3 3 3
Note that you need equally sized sets, otherwise numbers in the last set, which will not have enough values compared to all the sets before it, will have a higher impact on the final result.
Consider the numbers 1-7 in sequence, if you pick a set-size of 3, you'll get this result:
/ 1 2 3 \ / 4 5 6 \ / 7 \
| - + - + - | + | - + - + - | + | - |
\ 3 3 3 / \ 3 3 3 / \ 3 /
----------- ----------- ---
y y y
which gives:
2 5 7/3
- + - + ---
y y y
If y is 3 for all the sets, you get this:
2 5 7/3
- + - + ---
3 3 3
which gives:
2*3 5*3 7
--- + --- + ---
9 9 9
which is:
6 15 7
- + -- + -
9 9 9
which totals:
28
-- ~ 3,1111111111111111111111.........1111111.........
9
The average of 1-7, is 4. Obviously this won't work. Note that if you do the above exercise with the numbers 1, 2, 3, 4, 5, 6, 7, 0, 0 (note the two zeroes at the end there), then you'll get the above result.
In other words, if you can't split the number of values up into equally sized sets, the last set will be counted as though it has the same number of values as all the sets preceeding it, but it will be padded with zeroes for all the missing values.
So, you need equally sized sets. Tough luck if your original input set consists of a prime number of values.
What I'm worried about here though is loss of precision. I'm not entirely sure Double will give you good enough precision in such a case, if it initially cannot hold the entire sum of the values.
Apart from using the better approaches already suggested, you can use BigDecimal to make your calculations. (Bear in mind it is immutable)
IMHO, the most robust way of solving your problem is
sort your set
split in groups of elements whose sum wouldn't overflow - since they are sorted, this is fast and easy
do the sum in each group - and divide by the group size
do the sum of the group's sum's (possibly calling this same algorithm recursively) - be aware that if the groups will not be equally sized, you'll have to weight them by their size
One nice thing of this approach is that it scales nicely if you have a really large number of elements to sum - and a large number of processors/machines to use to do the math
Please clarify the potential ranges of the values.
Given that a double has a range ~= +/-10^308, and you're summing 10^9 values, the apparent range suggested in your question is values of the order of 10^299.
That seems somewhat, well, unlikely...
If your values really are that large, then with a normal double you've got only 17 significant decimal digits to play with, so you'll be throwing away about 280 digits worth of information before you can even think about averaging the values.
I would also note (since no-one else has) that for any set of numbers X:
mean(X) = sum(X[i] - c) + c
-------------
N
for any arbitrary constant c.
In this particular problem, setting c = min(X) might dramatically reduce the risk of overflow during the summation.
May I humbly suggest that the problem statement is incomplete...?
A double can be divided by a power of 2 without loss of precision. So if your only problem if the absolute size of the sum you could pre-scale your numbers before summing them. But with a dataset of this size, there is still the risk that you will hit a situation where you are adding small numbers to a large one, and the small numbers will end up being mostly (or completely) ignored.
for instance, when you add 2.2e-20 to 9.0e20 the result is 9.0e20 because once the scales are adjusted so that they numbers can be added together, the smaller number is 0. Doubles can only hold about 17 digits, and you would need more than 40 digits to add these two numbers together without loss.
So, depending on your data set and how many digits of precision you can afford to loose, you may need to do other things. Breaking the data into sets will help, but a better way to preserve precision might be to determine a rough average (you may already know this number). then subtract each value from the rough average before you sum it. That way you are summing the distances from the average, so your sum should never get very large.
Then you take the average delta, and add it to your rough sum to get the correct average. Keeping track of the min and max delta will also tell you how much precision you lost during the summing process. If you have lots of time and need a very accurate result, you can iterate.
You could take the average of averages of equal-sized subsets of numbers that don't exceed the limit.
divide all values by the set size and then sum it up
Option 1 is to use an arbitrary-precision library so you don't have an upper-bound.
Other options (which lose precision) are to sum in groups rather than all at once, or to divide before summing.
So I don't repeat myself so much, let me state that I am assuming that the list of numbers is normally distributed, and that you can sum many numbers before you overflow. The technique still works for non-normal distros, but somethings will not meet the expectations I describe below.
--
Sum up a sub-series, keeping track of how many numbers you eat, until you approach the overflow, then take the average. This will give you an average a0, and count n0. Repeat until you exhaust the list. Now you should have many ai, ni.
Each ai and ni should be relatively close, with the possible exception of the last bite of the list. You can mitigate that by under-biting near the end of the list.
You can combine any subset of these ai, ni by picking any ni in the subset (call it np) and dividing all the ni in the subset by that value. The max size of the subsets to combine is the roughly constant value of the n's.
The ni/np should be close to one. Now sum ni/np * ai and multiple by np/(sum ni), keeping track of sum ni. This gives you a new ni, ai combination, if you need to repeat the procedure.
If you will need to repeat (i.e., the number of ai, ni pairs is much larger than the typical ni), try to keep relative n sizes constant by combining all the averages at one n level first, then combining at the next level, and so on.
First of all, make yourself familiar with the internal representation of double values. Wikipedia should be a good starting point.
Then, consider that doubles are expressed as "value plus exponent" where exponent is a power of two. The limit of the largest double value is an upper limit of the exponent, and not a limit of the value! So you may divide all large input numbers by a large enough power of two. This should be safe for all large enough numbers. You can re-multiply the result with the factor to check whether you lost precision with the multiplication.
Here we go with an algorithm
public static double sum(double[] numbers) {
double eachSum, tempSum;
double factor = Math.pow(2.0,30); // about as large as 10^9
for (double each: numbers) {
double temp = each / factor;
if (t * factor != each) {
eachSum += each;
else {
tempSum += temp;
}
}
return (tempSum / numbers.length) * factor + (eachSum / numbers.length);
}
and dont be worried by the additional division and multiplication. The FPU will optimize the hell out of them since they are done with a power of two (for comparison imagine adding and removing digits at the end of a decimal numbers).
PS: in addition, you may want to use Kahan summation to improve the precision. Kahan summation avoids loss of precision when very large and very small numbers are summed up.
I posted an answer to a question spawned from this one, realizing afterwards that my answer is better suited to this question than to that one. I've reproduced it below. I notice though, that my answer is similar to a combination of Bozho's and Anon.'s.
As the other question was tagged language-agnostic, I chose C# for the code sample I've included. Its relative ease of use and easy-to-follow syntax, along with its inclusion of a couple of features facilitating this routine (a DivRem function in the BCL, and support for iterator functions), as well as my own familiarity with it, made it a good choice for this problem. Since the OP here is interested in a Java solution, but I'm not Java-fluent enough to write it effectively, it might be nice if someone could add a translation of this code to Java.
Some of the mathematical solutions here are very good. Here's a simple technical solution.
Use a larger data type. This breaks down into two possibilities:
Use a high-precision floating point library. One who encounters a need to average a billion numbers probably has the resources to purchase, or the brain power to write, a 128-bit (or longer) floating point library.
I understand the drawbacks here. It would certainly be slower than using intrinsic types. You still might over/underflow if the number of values grows too high. Yada yada.
If your values are integers or can be easily scaled to integers, keep your sum in a list of integers. When you overflow, simply add another integer. This is essentially a simplified implementation of the first option. A simple (untested) example in C# follows
class BigMeanSet{
List<uint> list = new List<uint>();
public double GetAverage(IEnumerable<uint> values){
list.Clear();
list.Add(0);
uint count = 0;
foreach(uint value in values){
Add(0, value);
count++;
}
return DivideBy(count);
}
void Add(int listIndex, uint value){
if((list[listIndex] += value) < value){ // then overflow has ocurred
if(list.Count == listIndex + 1)
list.Add(0);
Add(listIndex + 1, 1);
}
}
double DivideBy(uint count){
const double shift = 4.0 * 1024 * 1024 * 1024;
double rtn = 0;
long remainder = 0;
for(int i = list.Count - 1; i >= 0; i--){
rtn *= shift;
remainder <<= 32;
rtn += Math.DivRem(remainder + list[i], count, out remainder);
}
rtn += remainder / (double)count;
return rtn;
}
}
Like I said, this is untested—I don't have a billion values I really want to average—so I've probably made a mistake or two, especially in the DivideBy function, but it should demonstrate the general idea.
This should provide as much accuracy as a double can represent and should work for any number of 32-bit elements, up to 232 - 1. If more elements are needed, then the count variable will need be expanded and the DivideBy function will increase in complexity, but I'll leave that as an exercise for the reader.
In terms of efficiency, it should be as fast or faster than any other technique here, as it only requires iterating through the list once, only performs one division operation (well, one set of them), and does most of its work with integers. I didn't optimize it, though, and I'm pretty certain it could be made slightly faster still if necessary. Ditching the recursive function call and list indexing would be a good start. Again, an exercise for the reader. The code is intended to be easy to understand.
If anybody more motivated than I am at the moment feels like verifying the correctness of the code, and fixing whatever problems there might be, please be my guest.
I've now tested this code, and made a couple of small corrections (a missing pair of parentheses in the List<uint> constructor call, and an incorrect divisor in the final division of the DivideBy function).
I tested it by first running it through 1000 sets of random length (ranging between 1 and 1000) filled with random integers (ranging between 0 and 232 - 1). These were sets for which I could easily and quickly verify accuracy by also running a canonical mean on them.
I then tested with 100* large series, with random length between 105 and 109. The lower and upper bounds of these series were also chosen at random, constrained so that the series would fit within the range of a 32-bit integer. For any series, the results are easily verifiable as (lowerbound + upperbound) / 2.
*Okay, that's a little white lie. I aborted the large-series test after about 20 or 30 successful runs. A series of length 109 takes just under a minute and a half to run on my machine, so half an hour or so of testing this routine was enough for my tastes.
For those interested, my test code is below:
static IEnumerable<uint> GetSeries(uint lowerbound, uint upperbound){
for(uint i = lowerbound; i <= upperbound; i++)
yield return i;
}
static void Test(){
Console.BufferHeight = 1200;
Random rnd = new Random();
for(int i = 0; i < 1000; i++){
uint[] numbers = new uint[rnd.Next(1, 1000)];
for(int j = 0; j < numbers.Length; j++)
numbers[j] = (uint)rnd.Next();
double sum = 0;
foreach(uint n in numbers)
sum += n;
double avg = sum / numbers.Length;
double ans = new BigMeanSet().GetAverage(numbers);
Console.WriteLine("{0}: {1} - {2} = {3}", numbers.Length, avg, ans, avg - ans);
if(avg != ans)
Debugger.Break();
}
for(int i = 0; i < 100; i++){
uint length = (uint)rnd.Next(100000, 1000000001);
uint lowerbound = (uint)rnd.Next(int.MaxValue - (int)length);
uint upperbound = lowerbound + length;
double avg = ((double)lowerbound + upperbound) / 2;
double ans = new BigMeanSet().GetAverage(GetSeries(lowerbound, upperbound));
Console.WriteLine("{0}: {1} - {2} = {3}", length, avg, ans, avg - ans);
if(avg != ans)
Debugger.Break();
}
}
A random sampling of a small set of the full dataset will often result in a 'good enough' solution. You obviously have to make this determination yourself based on system requirements. Sample size can be remarkably small and still obtain reasonably good answers. This can be adaptively computed by calculating the average of an increasing number of randomly chosen samples - the average will converge within some interval.
Sampling not only addresses the double overflow concern, but is much, much faster. Not applicable for all problems, but certainly useful for many problems.
Consider this:
avg(n1) : n1 = a1
avg(n1, n2) : ((1/2)*n1)+((1/2)*n2) = ((1/2)*a1)+((1/2)*n2) = a2
avg(n1, n2, n3) : ((1/3)*n1)+((1/3)*n2)+((1/3)*n3) = ((2/3)*a2)+((1/3)*n3) = a3
So for any set of doubles of arbitrary size, you could do this (this is in C#, but I'm pretty sure it could be easily translated to Java):
static double GetAverage(IEnumerable<double> values) {
int i = 0;
double avg = 0.0;
foreach (double value in values) {
avg = (((double)i / (double)(i + 1)) * avg) + ((1.0 / (double)(i + 1)) * value);
i++;
}
return avg;
}
Actually, this simplifies nicely into (already provided by martinus):
static double GetAverage(IEnumerable<double> values) {
int i = 1;
double avg = 0.0;
foreach (double value in values) {
avg += (value - avg) / (i++);
}
return avg;
}
I wrote a quick test to try this function out against the more conventional method of summing up the values and dividing by the count (GetAverage_old). For my input I wrote this quick function to return as many random positive doubles as desired:
static IEnumerable<double> GetRandomDoubles(long numValues, double maxValue, int seed) {
Random r = new Random(seed);
for (long i = 0L; i < numValues; i++)
yield return r.NextDouble() * maxValue;
yield break;
}
And here are the results of a few test trials:
long N = 100L;
double max = double.MaxValue * 0.01;
IEnumerable<double> doubles = GetRandomDoubles(N, max, 0);
double oldWay = GetAverage_old(doubles); // 1.00535024998431E+306
double newWay = GetAverage(doubles); // 1.00535024998431E+306
doubles = GetRandomDoubles(N, max, 1);
oldWay = GetAverage_old(doubles); // 8.75142021696299E+305
newWay = GetAverage(doubles); // 8.75142021696299E+305
doubles = GetRandomDoubles(N, max, 2);
oldWay = GetAverage_old(doubles); // 8.70772312848651E+305
newWay = GetAverage(doubles); // 8.70772312848651E+305
OK, but what about for 10^9 values?
long N = 1000000000;
double max = 100.0; // we start small, to verify accuracy
IEnumerable<double> doubles = GetRandomDoubles(N, max, 0);
double oldWay = GetAverage_old(doubles); // 49.9994879713857
double newWay = GetAverage(doubles); // 49.9994879713868 -- pretty close
max = double.MaxValue * 0.001; // now let's try something enormous
doubles = GetRandomDoubles(N, max, 0);
oldWay = GetAverage_old(doubles); // Infinity
newWay = GetAverage(doubles); // 8.98837362725198E+305 -- no overflow
Naturally, how acceptable this solution is will depend on your accuracy requirements. But it's worth considering.
Check out the section for cummulative moving average
In order to keep logic simple, and keep performance not the best but acceptable, i recommend you to use BigDecimal together with the primitive type.
The concept is very simple, you use primitive type to sum values together, whenever the value will underflow or overflow, you move the calculate value to the BigDecimal, then reset it for the next sum calculation. One more thing you should aware is when you construct BigDecimal, you ought to always use String instead of double.
BigDecimal average(double[] values){
BigDecimal totalSum = BigDecimal.ZERO;
double tempSum = 0.00;
for (double value : values){
if (isOutOfRange(tempSum, value)) {
totalSum = sum(totalSum, tempSum);
tempSum = 0.00;
}
tempSum += value;
}
totalSum = sum(totalSum, tempSum);
BigDecimal count = new BigDecimal(values.length);
return totalSum.divide(count);
}
BigDecimal sum(BigDecimal val1, double val2){
BigDecimal val = new BigDecimal(String.valueOf(val2));
return val1.add(val);
}
boolean isOutOfRange(double sum, double value){
// because sum + value > max will be error if both sum and value are positive
// so I adapt the equation to be value > max - sum
if(sum >= 0.00 && value > Double.MAX - sum){
return true;
}
// because sum + value < min will be error if both sum and value are negative
// so I adapt the equation to be value < min - sum
if(sum < 0.00 && value < Double.MIN - sum){
return true;
}
return false;
}
From this concept, every time the result is underflow or overflow, we will keep that value into the bigger variable, this solution might a bit slowdown the performance due to the BigDecimal calculation, but it guarantee the runtime stability.
Why so many complicated long answers. Here is the simplest way to find the running average till now without any need to know how many elements or size etc..
long int i = 0;
double average = 0;
while(there are still elements)
{
average = average * (i / i+1) + X[i] / (i+1);
i++;
}
return average;

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