float fast_sqrt(float x)
{
unsigned int x_bits = 0;
x_bits = *((unsigned int*) &x);
x_bits = (x_bits >> 1) + 532369198;
return *((float*) &x_bits);
}
Mk = Mk-1+ (xk – Mk-1)/k
Sk = Sk-1 + (xk – Mk-1)*(xk – Mk).
class RunningStat
{ public:
RunningStat() : m_n(0) {}
void Clear() {
m_n = 0;
}
void Push(double x)
{ m_n++; // See Knuth TAOCP vol 2, 3rd edition, page 232
if (m_n == 1)
{ m_oldM = m_newM = x;
m_oldS = 0.0;
}
else {
m_newM = m_oldM + (x - m_oldM)/m_n;
m_newS = m_oldS + (x - m_oldM)*(x - m_newM);
// set up for next iteration m_oldM = m_newM;
m_oldS = m_newS;
}
}
int NumDataValues() const { return m_n; }
double Mean() const { return (m_n > 0) ? m_newM : 0.0; }
double Variance() const { return ( (m_n > 1) ? m_newS/(m_n - 1) : 0.0 ); } double StandardDeviation() const { return sqrt( Variance() ); }
private:
int m_n;
double m_oldM, m_newM, m_oldS, m_newS;
};
int main() {
RunningStat rs;
rs.Push(17.0);
rs.Push(19.0);
rs.Push(24.0);
double mean = rs.Mean();
double variance = rs.Variance();
double stdev = rs.StandardDeviation();
}