From b21dfbe86d76c31492aa710d1a5e14c66250d1f4 Mon Sep 17 00:00:00 2001
From: jkadbear <jkadbear@gmail.com>
Date: Sat, 19 Mar 2022 21:41:05 +0800
Subject: [PATCH] Keep the intermediate values in float64.

---
 bottleneck/src/move_template.c | 12 +++++++++---
 1 file changed, 9 insertions(+), 3 deletions(-)

diff --git a/bottleneck/src/move_template.c b/bottleneck/src/move_template.c
index 8a589703d..2b230172e 100644
--- a/bottleneck/src/move_template.c
+++ b/bottleneck/src/move_template.c
@@ -74,7 +74,9 @@ mover(char *name,
 /* dtype = [['float64'], ['float32']] */
 MOVE(move_sum, DTYPE0) {
     Py_ssize_t count;
-    npy_DTYPE0 asum, ai, aold;
+    // Keep the intermediate values in float64 to reduce precision error.
+    // See issue pydata/bottleneck#164.
+    npy_float64 asum, ai, aold;
     INIT(NPY_DTYPE0)
     BN_BEGIN_ALLOW_THREADS
     WHILE {
@@ -156,7 +158,9 @@ MOVE_MAIN(move_sum, 0)
 /* dtype = [['float64'], ['float32']] */
 MOVE(move_mean, DTYPE0) {
     Py_ssize_t count;
-    npy_DTYPE0 asum, ai, aold, count_inv;
+    // Keep the intermediate values in float64 to reduce precision error.
+    // See issue pydata/bottleneck#164.
+    npy_float64 asum, ai, aold, count_inv;
     INIT(NPY_DTYPE0)
     BN_BEGIN_ALLOW_THREADS
     WHILE {
@@ -244,7 +248,9 @@ MOVE_MAIN(move_mean, 0)
 /* dtype = [['float64'], ['float32']] */
 MOVE(NAME, DTYPE0) {
     Py_ssize_t count;
-    npy_DTYPE0 delta, amean, assqdm, ai, aold, yi, count_inv, ddof_inv;
+    // Keep the intermediate values in float64 to reduce precision error.
+    // See issue pydata/bottleneck#164.
+    npy_float64 delta, amean, assqdm, ai, aold, yi, count_inv, ddof_inv;
     INIT(NPY_DTYPE0)
     BN_BEGIN_ALLOW_THREADS
     WHILE {