147 lines
4.5 KiB
C++
147 lines
4.5 KiB
C++
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///////////////////////////////////////////////////////////////////////////////
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// weighted_sum_kahan.hpp
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//
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// Copyright 2011 Simon West. Distributed under the Boost
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// Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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#ifndef BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_SUM_KAHAN_HPP_EAN_11_05_2011
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#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_SUM_KAHAN_HPP_EAN_11_05_2011
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#include <boost/mpl/placeholders.hpp>
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#include <boost/accumulators/framework/accumulator_base.hpp>
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#include <boost/accumulators/framework/extractor.hpp>
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#include <boost/accumulators/numeric/functional.hpp>
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#include <boost/accumulators/framework/parameters/sample.hpp>
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#include <boost/accumulators/framework/parameters/weight.hpp>
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#include <boost/accumulators/framework/accumulators/external_accumulator.hpp>
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#include <boost/accumulators/framework/depends_on.hpp>
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#include <boost/accumulators/statistics_fwd.hpp>
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#include <boost/accumulators/statistics/weighted_sum.hpp>
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#include <boost/numeric/conversion/cast.hpp>
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namespace boost { namespace accumulators
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{
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namespace impl
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{
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#if _MSC_VER > 1400
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# pragma float_control(push)
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# pragma float_control(precise, on)
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#endif
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///////////////////////////////////////////////////////////////////////////////
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// weighted_sum_kahan_impl
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template<typename Sample, typename Weight, typename Tag>
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struct weighted_sum_kahan_impl
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: accumulator_base
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{
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typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
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// for boost::result_of
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typedef weighted_sample result_type;
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template<typename Args>
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weighted_sum_kahan_impl(Args const &args)
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: weighted_sum_(
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args[parameter::keyword<Tag>::get() | Sample()] * numeric::one<Weight>::value),
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compensation(boost::numeric_cast<weighted_sample>(0.0))
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{
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}
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template<typename Args>
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void
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#if BOOST_ACCUMULATORS_GCC_VERSION > 40305
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__attribute__((__optimize__("no-associative-math")))
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#endif
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operator ()(Args const &args)
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{
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const weighted_sample myTmp1 = args[parameter::keyword<Tag>::get()] * args[weight] - this->compensation;
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const weighted_sample myTmp2 = this->weighted_sum_ + myTmp1;
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this->compensation = (myTmp2 - this->weighted_sum_) - myTmp1;
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this->weighted_sum_ = myTmp2;
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}
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result_type result(dont_care) const
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{
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return this->weighted_sum_;
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}
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// make this accumulator serializeable
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template<class Archive>
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void serialize(Archive & ar, const unsigned int file_version)
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{
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ar & weighted_sum_;
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ar & compensation;
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}
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private:
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weighted_sample weighted_sum_;
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weighted_sample compensation;
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};
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#if _MSC_VER > 1400
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# pragma float_control(pop)
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#endif
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} // namespace impl
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///////////////////////////////////////////////////////////////////////////////
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// tag::weighted_sum_kahan
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// tag::weighted_sum_of_variates_kahan
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//
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namespace tag
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{
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struct weighted_sum_kahan
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: depends_on<>
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{
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/// INTERNAL ONLY
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///
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typedef accumulators::impl::weighted_sum_kahan_impl<mpl::_1, mpl::_2, tag::sample> impl;
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};
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template<typename VariateType, typename VariateTag>
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struct weighted_sum_of_variates_kahan
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: depends_on<>
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{
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/// INTERNAL ONLY
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///
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typedef accumulators::impl::weighted_sum_kahan_impl<VariateType, mpl::_2, VariateTag> impl;
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};
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}
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///////////////////////////////////////////////////////////////////////////////
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// extract::weighted_sum_kahan
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// extract::weighted_sum_of_variates_kahan
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//
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namespace extract
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{
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extractor<tag::weighted_sum_kahan> const weighted_sum_kahan = {};
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extractor<tag::abstract_weighted_sum_of_variates> const weighted_sum_of_variates_kahan = {};
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BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_kahan)
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BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_of_variates_kahan)
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}
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using extract::weighted_sum_kahan;
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using extract::weighted_sum_of_variates_kahan;
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// weighted_sum(kahan) -> weighted_sum_kahan
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template<>
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struct as_feature<tag::weighted_sum(kahan)>
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{
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typedef tag::weighted_sum_kahan type;
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};
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template<typename VariateType, typename VariateTag>
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struct feature_of<tag::weighted_sum_of_variates_kahan<VariateType, VariateTag> >
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: feature_of<tag::abstract_weighted_sum_of_variates>
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{
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};
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}} // namespace boost::accumulators
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#endif
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