197 lines
5.0 KiB
C++
197 lines
5.0 KiB
C++
///////////////////////////////////////////////////////////////////////////////
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// sum_kahan.hpp
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//
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// Copyright 2010 Gaetano Mendola, 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_SUM_KAHAN_HPP_EAN_26_07_2010
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#define BOOST_ACCUMULATORS_STATISTICS_SUM_KAHAN_HPP_EAN_26_07_2010
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#include <boost/accumulators/framework/accumulator_base.hpp>
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#include <boost/accumulators/framework/parameters/sample.hpp>
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#include <boost/accumulators/statistics_fwd.hpp>
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#include <boost/accumulators/statistics/sum.hpp>
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#include <boost/accumulators/statistics/weighted_sum_kahan.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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template<typename Sample, typename Tag>
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struct sum_kahan_impl
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: accumulator_base
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{
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typedef Sample result_type;
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////////////////////////////////////////////////////////////////////////////
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// sum_kahan_impl
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/**
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@brief Kahan summation algorithm
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The Kahan summation algorithm reduces the numerical error obtained with standard
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sequential sum.
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*/
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template<typename Args>
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sum_kahan_impl(Args const & args)
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: sum(args[parameter::keyword<Tag>::get() | Sample()]),
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compensation(boost::numeric_cast<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 Sample myTmp1 = args[parameter::keyword<Tag>::get()] - this->compensation;
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const Sample myTmp2 = this->sum + myTmp1;
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this->compensation = (myTmp2 - this->sum) - myTmp1;
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this->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->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 & sum;
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ar & compensation;
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}
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private:
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Sample sum;
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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::sum_kahan
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// tag::sum_of_weights_kahan
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// tag::sum_of_variates_kahan
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//
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namespace tag
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{
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struct 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 impl::sum_kahan_impl< mpl::_1, tag::sample > impl;
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};
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struct sum_of_weights_kahan
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: depends_on<>
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{
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typedef mpl::true_ is_weight_accumulator;
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/// INTERNAL ONLY
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///
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typedef accumulators::impl::sum_kahan_impl<mpl::_2, tag::weight> impl;
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};
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template<typename VariateType, typename VariateTag>
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struct 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 mpl::always<accumulators::impl::sum_kahan_impl<VariateType, VariateTag> > impl;
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};
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} // namespace tag
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///////////////////////////////////////////////////////////////////////////////
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// extract::sum_kahan
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// extract::sum_of_weights_kahan
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// extract::sum_of_variates_kahan
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//
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namespace extract
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{
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extractor<tag::sum_kahan> const sum_kahan = {};
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extractor<tag::sum_of_weights_kahan> const sum_of_weights_kahan = {};
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extractor<tag::abstract_sum_of_variates> const sum_of_variates_kahan = {};
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BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum_kahan)
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BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum_of_weights_kahan)
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BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum_of_variates_kahan)
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} // namespace extract
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using extract::sum_kahan;
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using extract::sum_of_weights_kahan;
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using extract::sum_of_variates_kahan;
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// sum(kahan) -> sum_kahan
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template<>
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struct as_feature<tag::sum(kahan)>
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{
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typedef tag::sum_kahan type;
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};
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// sum_of_weights(kahan) -> sum_of_weights_kahan
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template<>
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struct as_feature<tag::sum_of_weights(kahan)>
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{
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typedef tag::sum_of_weights_kahan type;
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};
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// So that sum_kahan can be automatically substituted with
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// weighted_sum_kahan when the weight parameter is non-void.
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template<>
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struct as_weighted_feature<tag::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<>
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struct feature_of<tag::weighted_sum_kahan>
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: feature_of<tag::sum>
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{};
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// for the purposes of feature-based dependency resolution,
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// sum_kahan provides the same feature as sum
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template<>
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struct feature_of<tag::sum_kahan>
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: feature_of<tag::sum>
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{
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};
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// for the purposes of feature-based dependency resolution,
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// sum_of_weights_kahan provides the same feature as sum_of_weights
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template<>
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struct feature_of<tag::sum_of_weights_kahan>
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: feature_of<tag::sum_of_weights>
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{
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};
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template<typename VariateType, typename VariateTag>
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struct feature_of<tag::sum_of_variates_kahan<VariateType, VariateTag> >
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: feature_of<tag::abstract_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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