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138 lines
4.2 KiB
138 lines
4.2 KiB
/////////////////////////////////////////////////////////////////////////////// |
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// weighted_sum_kahan.hpp |
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// |
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// Copyright 2011 Simon West. Distributed under the Boost |
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// Software License, Version 1.0. (See accompanying file |
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) |
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#ifndef BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_SUM_KAHAN_HPP_EAN_11_05_2011 |
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#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_SUM_KAHAN_HPP_EAN_11_05_2011 |
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#include <boost/mpl/placeholders.hpp> |
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#include <boost/accumulators/framework/accumulator_base.hpp> |
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#include <boost/accumulators/framework/extractor.hpp> |
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#include <boost/accumulators/numeric/functional.hpp> |
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#include <boost/accumulators/framework/parameters/sample.hpp> |
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#include <boost/accumulators/framework/parameters/weight.hpp> |
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#include <boost/accumulators/framework/accumulators/external_accumulator.hpp> |
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#include <boost/accumulators/framework/depends_on.hpp> |
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#include <boost/accumulators/statistics_fwd.hpp> |
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#include <boost/accumulators/statistics/weighted_sum.hpp> |
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#include <boost/numeric/conversion/cast.hpp> |
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namespace boost { namespace accumulators |
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{ |
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namespace impl |
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{ |
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#if _MSC_VER > 1400 |
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# pragma float_control(push) |
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# pragma float_control(precise, on) |
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#endif |
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/////////////////////////////////////////////////////////////////////////////// |
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// weighted_sum_kahan_impl |
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template<typename Sample, typename Weight, typename Tag> |
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struct weighted_sum_kahan_impl |
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: accumulator_base |
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{ |
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typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample; |
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// for boost::result_of |
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typedef weighted_sample result_type; |
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template<typename Args> |
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weighted_sum_kahan_impl(Args const &args) |
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: weighted_sum_( |
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args[parameter::keyword<Tag>::get() | Sample()] * numeric::one<Weight>::value), |
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compensation(boost::numeric_cast<weighted_sample>(0.0)) |
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{ |
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} |
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template<typename Args> |
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void |
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#if BOOST_ACCUMULATORS_GCC_VERSION > 40305 |
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__attribute__((optimize("no-associative-math"))) |
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#endif |
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operator ()(Args const &args) |
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{ |
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const weighted_sample myTmp1 = args[parameter::keyword<Tag>::get()] * args[weight] - this->compensation; |
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const weighted_sample myTmp2 = this->weighted_sum_ + myTmp1; |
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this->compensation = (myTmp2 - this->weighted_sum_) - myTmp1; |
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this->weighted_sum_ = myTmp2; |
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} |
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result_type result(dont_care) const |
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{ |
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return this->weighted_sum_; |
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} |
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private: |
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weighted_sample weighted_sum_; |
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weighted_sample compensation; |
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}; |
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#if _MSC_VER > 1400 |
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# pragma float_control(pop) |
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#endif |
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} // namespace impl |
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/////////////////////////////////////////////////////////////////////////////// |
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// tag::weighted_sum_kahan |
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// tag::weighted_sum_of_variates_kahan |
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// |
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namespace tag |
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{ |
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struct weighted_sum_kahan |
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: depends_on<> |
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{ |
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/// INTERNAL ONLY |
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/// |
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typedef accumulators::impl::weighted_sum_kahan_impl<mpl::_1, mpl::_2, tag::sample> impl; |
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}; |
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template<typename VariateType, typename VariateTag> |
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struct weighted_sum_of_variates_kahan |
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: depends_on<> |
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{ |
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/// INTERNAL ONLY |
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/// |
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typedef accumulators::impl::weighted_sum_kahan_impl<VariateType, mpl::_2, VariateTag> impl; |
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}; |
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} |
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/////////////////////////////////////////////////////////////////////////////// |
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// extract::weighted_sum_kahan |
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// extract::weighted_sum_of_variates_kahan |
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// |
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namespace extract |
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{ |
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extractor<tag::weighted_sum_kahan> const weighted_sum_kahan = {}; |
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extractor<tag::abstract_weighted_sum_of_variates> const weighted_sum_of_variates_kahan = {}; |
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BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_kahan) |
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BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_of_variates_kahan) |
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} |
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using extract::weighted_sum_kahan; |
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using extract::weighted_sum_of_variates_kahan; |
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// weighted_sum(kahan) -> weighted_sum_kahan |
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template<> |
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struct as_feature<tag::weighted_sum(kahan)> |
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{ |
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typedef tag::weighted_sum_kahan type; |
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}; |
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template<typename VariateType, typename VariateTag> |
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struct feature_of<tag::weighted_sum_of_variates_kahan<VariateType, VariateTag> > |
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: feature_of<tag::abstract_weighted_sum_of_variates> |
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{ |
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}; |
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}} // namespace boost::accumulators |
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#endif
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