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- ///////////////////////////////////////////////////////////////////////////////
- // 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;
- }
- // make this accumulator serializeable
- template<class Archive>
- void serialize(Archive & ar, const unsigned int file_version)
- {
- ar & sum;
- ar & compensation;
- }
- 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
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