/usr/include/boost/accumulators/statistics
Edit: /usr/include/boost/accumulators/statistics/sum_kahan.hpp (5104B)
///////////////////////////////////////////////////////////////////////////////
// sum_kahan.hpp
//
// Copyright 2010 Gaetano Mendola.
// Copyright 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
#include
#include
#include
#include
#include
namespace boost { namespace accumulators
{
namespace impl
{
#if _MSC_VER > 1400
# pragma float_control(push)
# pragma float_control(precise, on)
#endif
template
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
sum_kahan_impl(Args const & args)
: sum(args[parameter::keyword::get() | Sample()]),
compensation(boost::numeric_cast(0.0))
{
}
template
void
#if BOOST_ACCUMULATORS_GCC_VERSION > 40305
__attribute__((__optimize__("no-associative-math")))
#endif
operator ()(Args const & args)
{
const Sample myTmp1 = args[parameter::keyword::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
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 impl;
};
template
struct sum_of_variates_kahan
: depends_on<>
{
/// INTERNAL ONLY
///
typedef mpl::always > impl;
};
} // namespace tag
///////////////////////////////////////////////////////////////////////////////
// extract::sum_kahan
// extract::sum_of_weights_kahan
// extract::sum_of_variates_kahan
//
namespace extract
{
extractor const sum_kahan = {};
extractor const sum_of_weights_kahan = {};
extractor 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
{
typedef tag::sum_kahan type;
};
// sum_of_weights(kahan) -> sum_of_weights_kahan
template<>
struct as_feature
{
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
{
typedef tag::weighted_sum_kahan type;
};
template<>
struct feature_of
: feature_of
{};
// for the purposes of feature-based dependency resolution,
// sum_kahan provides the same feature as sum
template<>
struct feature_of
: feature_of
{
};
// for the purposes of feature-based dependency resolution,
// sum_of_weights_kahan provides the same feature as sum_of_weights
template<>
struct feature_of
: feature_of
{
};
template
struct feature_of >
: feature_of
{
};
}} // namespace boost::accumulators
#endif