Efficient way to compute geometric mean of many numbers

Question

I need to compute the geometric mean of a large set of numbers, whose values are not a priori limited. The naive way would be

double geometric_mean(std::vect         


        

Answer 1

Instead of using logarithms, which are very expensive, you can directly scale the results by powers of two.

double geometric_mean(std::vector const&data) {
  double huge = scalbn(1,512);
  double tiny = scalbn(1,-512);
  int scale = 0;
  double product = 1.0;
  for(auto x:data) {
    if (x >= huge) {
      x = scalbn(x, -512);
      scale++;
    } else if (x <= tiny) {
      x = scalbn(x, 512);
      scale--;
    }
    product *= x;
    if (product >= huge) {
      product = scalbn(product, -512);
      scale++;
    } else if (product <= tiny) {
      product = scalbn(product, 512);
      scale--;
    }
  }
  return exp2((512.0*scale + log2(product)) / data.size());
}