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 | |
23 | namespace boost { namespace accumulators |
24 | { |
25 | |
26 | namespace 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 | // |
94 | namespace 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 | // |
119 | namespace extract |
120 | { |
121 | extractor<tag::weighted_sum_kahan> const = {}; |
122 | extractor<tag::abstract_weighted_sum_of_variates> const = {}; |
123 | |
124 | BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_kahan) |
125 | BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_of_variates_kahan) |
126 | } |
127 | |
128 | using extract::weighted_sum_kahan; |
129 | using extract::weighted_sum_of_variates_kahan; |
130 | |
131 | // weighted_sum(kahan) -> weighted_sum_kahan |
132 | template<> |
133 | struct as_feature<tag::weighted_sum(kahan)> |
134 | { |
135 | typedef tag::weighted_sum_kahan type; |
136 | }; |
137 | |
138 | template<typename VariateType, typename VariateTag> |
139 | struct 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 | |