Knuth's numerically stable standard deviation calculation

KnuthStdDev.cpp

class StdDevCalcKnuth {
    private:
        long long m_count;
        double m_meanPrev, m_meanCurr, m_sPrev, m_sCurr, m_varianceCurr;

    public:
        StdDevCalcKnuth() {
            m_count = 0;
        }

        void append(double d) {
            m_count++;
            if (m_count == 1) {
                // Set the very first values.
                m_meanCurr     = d;
                m_sCurr        = 0;
                m_varianceCurr = m_sCurr;
            }
            else {
                // Save the previous values.
                m_meanPrev     = m_meanCurr;
                m_sPrev        = m_sCurr;

                // Update the current values.
                m_meanCurr     = m_meanPrev + (d - m_meanPrev) / m_count;
                m_sCurr        = m_sPrev    + (d - m_meanPrev) * (d - m_meanCurr);
                m_varianceCurr = m_sCurr / (m_count - 1);
            }
        }

    double get_std_dev() {
        return sqrt(m_varianceCurr);
    }
};