1///////////////////////////////////////////////////////////////////////////////
2// weighted_sum_kahan.hpp
3//
4// Copyright 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_WEIGHTED_SUM_KAHAN_HPP_EAN_11_05_2011
9#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_SUM_KAHAN_HPP_EAN_11_05_2011
10
11#include <boost/mpl/placeholders.hpp>
12#include <boost/accumulators/framework/accumulator_base.hpp>
13#include <boost/accumulators/framework/extractor.hpp>
14#include <boost/accumulators/numeric/functional.hpp>
15#include <boost/accumulators/framework/parameters/sample.hpp>
16#include <boost/accumulators/framework/parameters/weight.hpp>
17#include <boost/accumulators/framework/accumulators/external_accumulator.hpp>
18#include <boost/accumulators/framework/depends_on.hpp>
19#include <boost/accumulators/statistics_fwd.hpp>
20#include <boost/accumulators/statistics/weighted_sum.hpp>
21#include <boost/numeric/conversion/cast.hpp>
22
23namespace boost { namespace accumulators
24{
25
26namespace impl
27{
28#if _MSC_VER > 1400
29# pragma float_control(push)
30# pragma float_control(precise, on)
31#endif
32
33 ///////////////////////////////////////////////////////////////////////////////
34 // weighted_sum_kahan_impl
35 template<typename Sample, typename Weight, typename Tag>
36 struct weighted_sum_kahan_impl
37 : accumulator_base
38 {
39 typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
40
41 // for boost::result_of
42 typedef weighted_sample result_type;
43
44 template<typename Args>
45 weighted_sum_kahan_impl(Args const &args)
46 : weighted_sum_(
47 args[parameter::keyword<Tag>::get() | Sample()] * numeric::one<Weight>::value),
48 compensation(boost::numeric_cast<weighted_sample>(0.0))
49 {
50 }
51
52 template<typename Args>
53 void
54#if BOOST_ACCUMULATORS_GCC_VERSION > 40305
55 __attribute__((__optimize__("no-associative-math")))
56#endif
57 operator ()(Args const &args)
58 {
59 const weighted_sample myTmp1 = args[parameter::keyword<Tag>::get()] * args[weight] - this->compensation;
60 const weighted_sample myTmp2 = this->weighted_sum_ + myTmp1;
61 this->compensation = (myTmp2 - this->weighted_sum_) - myTmp1;
62 this->weighted_sum_ = myTmp2;
63
64 }
65
66 result_type result(dont_care) const
67 {
68 return this->weighted_sum_;
69 }
70
71 // make this accumulator serializeable
72 template<class Archive>
73 void serialize(Archive & ar, const unsigned int file_version)
74 {
75 ar & weighted_sum_;
76 ar & compensation;
77 }
78
79 private:
80 weighted_sample weighted_sum_;
81 weighted_sample compensation;
82 };
83
84#if _MSC_VER > 1400
85# pragma float_control(pop)
86#endif
87
88} // namespace impl
89
90///////////////////////////////////////////////////////////////////////////////
91// tag::weighted_sum_kahan
92// tag::weighted_sum_of_variates_kahan
93//
94namespace tag
95{
96 struct weighted_sum_kahan
97 : depends_on<>
98 {
99 /// INTERNAL ONLY
100 ///
101 typedef accumulators::impl::weighted_sum_kahan_impl<mpl::_1, mpl::_2, tag::sample> impl;
102 };
103
104 template<typename VariateType, typename VariateTag>
105 struct weighted_sum_of_variates_kahan
106 : depends_on<>
107 {
108 /// INTERNAL ONLY
109 ///
110 typedef accumulators::impl::weighted_sum_kahan_impl<VariateType, mpl::_2, VariateTag> impl;
111 };
112
113}
114
115///////////////////////////////////////////////////////////////////////////////
116// extract::weighted_sum_kahan
117// extract::weighted_sum_of_variates_kahan
118//
119namespace extract
120{
121 extractor<tag::weighted_sum_kahan> const weighted_sum_kahan = {};
122 extractor<tag::abstract_weighted_sum_of_variates> const weighted_sum_of_variates_kahan = {};
123
124 BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_kahan)
125 BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_of_variates_kahan)
126}
127
128using extract::weighted_sum_kahan;
129using extract::weighted_sum_of_variates_kahan;
130
131// weighted_sum(kahan) -> weighted_sum_kahan
132template<>
133struct as_feature<tag::weighted_sum(kahan)>
134{
135 typedef tag::weighted_sum_kahan type;
136};
137
138template<typename VariateType, typename VariateTag>
139struct feature_of<tag::weighted_sum_of_variates_kahan<VariateType, VariateTag> >
140 : feature_of<tag::abstract_weighted_sum_of_variates>
141{
142};
143
144}} // namespace boost::accumulators
145
146#endif
147

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