| /////////////////////////////////////////////////////////////////////////////// |
| // sum_kahan.hpp |
| // |
| // Copyright 2010 Gaetano Mendola, 2011 Simon West. Distributed under the Boost |
| // Software License, Version 1.0. (See accompanying file |
| // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) |
| |
| #ifndef BOOST_ACCUMULATORS_STATISTICS_SUM_KAHAN_HPP_EAN_26_07_2010 |
| #define BOOST_ACCUMULATORS_STATISTICS_SUM_KAHAN_HPP_EAN_26_07_2010 |
| |
| #include <boost/accumulators/framework/accumulator_base.hpp> |
| #include <boost/accumulators/framework/parameters/sample.hpp> |
| #include <boost/accumulators/statistics_fwd.hpp> |
| #include <boost/accumulators/statistics/sum.hpp> |
| #include <boost/accumulators/statistics/weighted_sum_kahan.hpp> |
| #include <boost/numeric/conversion/cast.hpp> |
| |
| namespace boost { namespace accumulators |
| { |
| |
| namespace impl |
| { |
| |
| #if _MSC_VER > 1400 |
| # pragma float_control(push) |
| # pragma float_control(precise, on) |
| #endif |
| |
| template<typename Sample, typename Tag> |
| struct sum_kahan_impl |
| : accumulator_base |
| { |
| typedef Sample result_type; |
| |
| //////////////////////////////////////////////////////////////////////////// |
| // sum_kahan_impl |
| /** |
| @brief Kahan summation algorithm |
| |
| The Kahan summation algorithm reduces the numerical error obtained with standard |
| sequential sum. |
| |
| */ |
| template<typename Args> |
| sum_kahan_impl(Args const & args) |
| : sum(args[parameter::keyword<Tag>::get() | Sample()]), |
| compensation(boost::numeric_cast<Sample>(0.0)) |
| { |
| } |
| |
| template<typename Args> |
| void |
| #if BOOST_ACCUMULATORS_GCC_VERSION > 40305 |
| __attribute__((optimize("no-associative-math"))) |
| #endif |
| operator ()(Args const & args) |
| { |
| const Sample myTmp1 = args[parameter::keyword<Tag>::get()] - this->compensation; |
| const Sample myTmp2 = this->sum + myTmp1; |
| this->compensation = (myTmp2 - this->sum) - myTmp1; |
| this->sum = myTmp2; |
| } |
| |
| result_type result(dont_care) const |
| { |
| return this->sum; |
| } |
| |
| private: |
| Sample sum; |
| Sample compensation; |
| }; |
| |
| #if _MSC_VER > 1400 |
| # pragma float_control(pop) |
| #endif |
| |
| } // namespace impl |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // tag::sum_kahan |
| // tag::sum_of_weights_kahan |
| // tag::sum_of_variates_kahan |
| // |
| namespace tag |
| { |
| |
| struct sum_kahan |
| : depends_on<> |
| { |
| /// INTERNAL ONLY |
| /// |
| typedef impl::sum_kahan_impl< mpl::_1, tag::sample > impl; |
| }; |
| |
| struct sum_of_weights_kahan |
| : depends_on<> |
| { |
| typedef mpl::true_ is_weight_accumulator; |
| /// INTERNAL ONLY |
| /// |
| typedef accumulators::impl::sum_kahan_impl<mpl::_2, tag::weight> impl; |
| }; |
| |
| template<typename VariateType, typename VariateTag> |
| struct sum_of_variates_kahan |
| : depends_on<> |
| { |
| /// INTERNAL ONLY |
| /// |
| typedef mpl::always<accumulators::impl::sum_kahan_impl<VariateType, VariateTag> > impl; |
| }; |
| |
| } // namespace tag |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // extract::sum_kahan |
| // extract::sum_of_weights_kahan |
| // extract::sum_of_variates_kahan |
| // |
| namespace extract |
| { |
| extractor<tag::sum_kahan> const sum_kahan = {}; |
| extractor<tag::sum_of_weights_kahan> const sum_of_weights_kahan = {}; |
| extractor<tag::abstract_sum_of_variates> const sum_of_variates_kahan = {}; |
| |
| BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum_kahan) |
| BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum_of_weights_kahan) |
| BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum_of_variates_kahan) |
| } // namespace extract |
| |
| using extract::sum_kahan; |
| using extract::sum_of_weights_kahan; |
| using extract::sum_of_variates_kahan; |
| |
| // sum(kahan) -> sum_kahan |
| template<> |
| struct as_feature<tag::sum(kahan)> |
| { |
| typedef tag::sum_kahan type; |
| }; |
| |
| // sum_of_weights(kahan) -> sum_of_weights_kahan |
| template<> |
| struct as_feature<tag::sum_of_weights(kahan)> |
| { |
| typedef tag::sum_of_weights_kahan type; |
| }; |
| |
| // So that sum_kahan can be automatically substituted with |
| // weighted_sum_kahan when the weight parameter is non-void. |
| template<> |
| struct as_weighted_feature<tag::sum_kahan> |
| { |
| typedef tag::weighted_sum_kahan type; |
| }; |
| |
| template<> |
| struct feature_of<tag::weighted_sum_kahan> |
| : feature_of<tag::sum> |
| {}; |
| |
| // for the purposes of feature-based dependency resolution, |
| // sum_kahan provides the same feature as sum |
| template<> |
| struct feature_of<tag::sum_kahan> |
| : feature_of<tag::sum> |
| { |
| }; |
| |
| // for the purposes of feature-based dependency resolution, |
| // sum_of_weights_kahan provides the same feature as sum_of_weights |
| template<> |
| struct feature_of<tag::sum_of_weights_kahan> |
| : feature_of<tag::sum_of_weights> |
| { |
| }; |
| |
| template<typename VariateType, typename VariateTag> |
| struct feature_of<tag::sum_of_variates_kahan<VariateType, VariateTag> > |
| : feature_of<tag::abstract_sum_of_variates> |
| { |
| }; |
| |
| }} // namespace boost::accumulators |
| |
| #endif |
| |