1///////////////////////////////////////////////////////////////////////////////
2// sum_kahan.hpp
3//
4// Copyright 2010 Gaetano Mendola, 2011 Simon West. Distributed under the Boost
5// Software License, Version 1.0. (See accompanying file
6// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
7
8#ifndef BOOST_ACCUMULATORS_STATISTICS_SUM_KAHAN_HPP_EAN_26_07_2010
9#define BOOST_ACCUMULATORS_STATISTICS_SUM_KAHAN_HPP_EAN_26_07_2010
10
11#include <boost/accumulators/framework/accumulator_base.hpp>
12#include <boost/accumulators/framework/parameters/sample.hpp>
13#include <boost/accumulators/statistics_fwd.hpp>
14#include <boost/accumulators/statistics/sum.hpp>
15#include <boost/accumulators/statistics/weighted_sum_kahan.hpp>
16#include <boost/numeric/conversion/cast.hpp>
17
18namespace boost { namespace accumulators
19{
20
21namespace impl
22{
23
24#if _MSC_VER > 1400
25# pragma float_control(push)
26# pragma float_control(precise, on)
27#endif
28
29template<typename Sample, typename Tag>
30struct sum_kahan_impl
31 : accumulator_base
32{
33 typedef Sample result_type;
34
35 ////////////////////////////////////////////////////////////////////////////
36 // sum_kahan_impl
37 /**
38 @brief Kahan summation algorithm
39
40 The Kahan summation algorithm reduces the numerical error obtained with standard
41 sequential sum.
42
43 */
44 template<typename Args>
45 sum_kahan_impl(Args const & args)
46 : sum(args[parameter::keyword<Tag>::get() | Sample()]),
47 compensation(boost::numeric_cast<Sample>(0.0))
48 {
49 }
50
51 template<typename Args>
52 void
53#if BOOST_ACCUMULATORS_GCC_VERSION > 40305
54 __attribute__((__optimize__("no-associative-math")))
55#endif
56 operator ()(Args const & args)
57 {
58 const Sample myTmp1 = args[parameter::keyword<Tag>::get()] - this->compensation;
59 const Sample myTmp2 = this->sum + myTmp1;
60 this->compensation = (myTmp2 - this->sum) - myTmp1;
61 this->sum = myTmp2;
62 }
63
64 result_type result(dont_care) const
65 {
66 return this->sum;
67 }
68
69 // make this accumulator serializeable
70 template<class Archive>
71 void serialize(Archive & ar, const unsigned int file_version)
72 {
73 ar & sum;
74 ar & compensation;
75 }
76
77private:
78 Sample sum;
79 Sample compensation;
80};
81
82#if _MSC_VER > 1400
83# pragma float_control(pop)
84#endif
85
86} // namespace impl
87
88///////////////////////////////////////////////////////////////////////////////
89// tag::sum_kahan
90// tag::sum_of_weights_kahan
91// tag::sum_of_variates_kahan
92//
93namespace tag
94{
95
96 struct sum_kahan
97 : depends_on<>
98 {
99 /// INTERNAL ONLY
100 ///
101 typedef impl::sum_kahan_impl< mpl::_1, tag::sample > impl;
102 };
103
104 struct sum_of_weights_kahan
105 : depends_on<>
106 {
107 typedef mpl::true_ is_weight_accumulator;
108 /// INTERNAL ONLY
109 ///
110 typedef accumulators::impl::sum_kahan_impl<mpl::_2, tag::weight> impl;
111 };
112
113 template<typename VariateType, typename VariateTag>
114 struct sum_of_variates_kahan
115 : depends_on<>
116 {
117 /// INTERNAL ONLY
118 ///
119 typedef mpl::always<accumulators::impl::sum_kahan_impl<VariateType, VariateTag> > impl;
120 };
121
122} // namespace tag
123
124///////////////////////////////////////////////////////////////////////////////
125// extract::sum_kahan
126// extract::sum_of_weights_kahan
127// extract::sum_of_variates_kahan
128//
129namespace extract
130{
131 extractor<tag::sum_kahan> const sum_kahan = {};
132 extractor<tag::sum_of_weights_kahan> const sum_of_weights_kahan = {};
133 extractor<tag::abstract_sum_of_variates> const sum_of_variates_kahan = {};
134
135 BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum_kahan)
136 BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum_of_weights_kahan)
137 BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum_of_variates_kahan)
138} // namespace extract
139
140using extract::sum_kahan;
141using extract::sum_of_weights_kahan;
142using extract::sum_of_variates_kahan;
143
144// sum(kahan) -> sum_kahan
145template<>
146struct as_feature<tag::sum(kahan)>
147{
148 typedef tag::sum_kahan type;
149};
150
151// sum_of_weights(kahan) -> sum_of_weights_kahan
152template<>
153struct as_feature<tag::sum_of_weights(kahan)>
154{
155 typedef tag::sum_of_weights_kahan type;
156};
157
158// So that sum_kahan can be automatically substituted with
159// weighted_sum_kahan when the weight parameter is non-void.
160template<>
161struct as_weighted_feature<tag::sum_kahan>
162{
163 typedef tag::weighted_sum_kahan type;
164};
165
166template<>
167struct feature_of<tag::weighted_sum_kahan>
168 : feature_of<tag::sum>
169{};
170
171// for the purposes of feature-based dependency resolution,
172// sum_kahan provides the same feature as sum
173template<>
174struct feature_of<tag::sum_kahan>
175 : feature_of<tag::sum>
176{
177};
178
179// for the purposes of feature-based dependency resolution,
180// sum_of_weights_kahan provides the same feature as sum_of_weights
181template<>
182struct feature_of<tag::sum_of_weights_kahan>
183 : feature_of<tag::sum_of_weights>
184{
185};
186
187template<typename VariateType, typename VariateTag>
188struct feature_of<tag::sum_of_variates_kahan<VariateType, VariateTag> >
189 : feature_of<tag::abstract_sum_of_variates>
190{
191};
192
193}} // namespace boost::accumulators
194
195#endif
196
197

source code of boost/libs/accumulators/include/boost/accumulators/statistics/sum_kahan.hpp