| /////////////////////////////////////////////////////////////////////////////// |
| // weighted_sum_kahan.hpp |
| // |
| // 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_WEIGHTED_SUM_KAHAN_HPP_EAN_11_05_2011 |
| #define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_SUM_KAHAN_HPP_EAN_11_05_2011 |
| |
| #include <boost/mpl/placeholders.hpp> |
| #include <boost/accumulators/framework/accumulator_base.hpp> |
| #include <boost/accumulators/framework/extractor.hpp> |
| #include <boost/accumulators/numeric/functional.hpp> |
| #include <boost/accumulators/framework/parameters/sample.hpp> |
| #include <boost/accumulators/framework/parameters/weight.hpp> |
| #include <boost/accumulators/framework/accumulators/external_accumulator.hpp> |
| #include <boost/accumulators/framework/depends_on.hpp> |
| #include <boost/accumulators/statistics_fwd.hpp> |
| #include <boost/accumulators/statistics/weighted_sum.hpp> |
| #include <boost/numeric/conversion/cast.hpp> |
| |
| namespace boost { namespace accumulators |
| { |
| |
| namespace impl |
| { |
| #if _MSC_VER > 1400 |
| # pragma float_control(push) |
| # pragma float_control(precise, on) |
| #endif |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // weighted_sum_kahan_impl |
| template<typename Sample, typename Weight, typename Tag> |
| struct weighted_sum_kahan_impl |
| : accumulator_base |
| { |
| typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample; |
| |
| // for boost::result_of |
| typedef weighted_sample result_type; |
| |
| template<typename Args> |
| weighted_sum_kahan_impl(Args const &args) |
| : weighted_sum_( |
| args[parameter::keyword<Tag>::get() | Sample()] * numeric::one<Weight>::value), |
| compensation(boost::numeric_cast<weighted_sample>(0.0)) |
| { |
| } |
| |
| template<typename Args> |
| void |
| #if BOOST_ACCUMULATORS_GCC_VERSION > 40305 |
| __attribute__((__optimize__("no-associative-math"))) |
| #endif |
| operator ()(Args const &args) |
| { |
| const weighted_sample myTmp1 = args[parameter::keyword<Tag>::get()] * args[weight] - this->compensation; |
| const weighted_sample myTmp2 = this->weighted_sum_ + myTmp1; |
| this->compensation = (myTmp2 - this->weighted_sum_) - myTmp1; |
| this->weighted_sum_ = myTmp2; |
| |
| } |
| |
| result_type result(dont_care) const |
| { |
| return this->weighted_sum_; |
| } |
| |
| private: |
| weighted_sample weighted_sum_; |
| weighted_sample compensation; |
| }; |
| |
| #if _MSC_VER > 1400 |
| # pragma float_control(pop) |
| #endif |
| |
| } // namespace impl |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // tag::weighted_sum_kahan |
| // tag::weighted_sum_of_variates_kahan |
| // |
| namespace tag |
| { |
| struct weighted_sum_kahan |
| : depends_on<> |
| { |
| /// INTERNAL ONLY |
| /// |
| typedef accumulators::impl::weighted_sum_kahan_impl<mpl::_1, mpl::_2, tag::sample> impl; |
| }; |
| |
| template<typename VariateType, typename VariateTag> |
| struct weighted_sum_of_variates_kahan |
| : depends_on<> |
| { |
| /// INTERNAL ONLY |
| /// |
| typedef accumulators::impl::weighted_sum_kahan_impl<VariateType, mpl::_2, VariateTag> impl; |
| }; |
| |
| } |
| |
| /////////////////////////////////////////////////////////////////////////////// |
| // extract::weighted_sum_kahan |
| // extract::weighted_sum_of_variates_kahan |
| // |
| namespace extract |
| { |
| extractor<tag::weighted_sum_kahan> const weighted_sum_kahan = {}; |
| extractor<tag::abstract_weighted_sum_of_variates> const weighted_sum_of_variates_kahan = {}; |
| |
| BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_kahan) |
| BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_of_variates_kahan) |
| } |
| |
| using extract::weighted_sum_kahan; |
| using extract::weighted_sum_of_variates_kahan; |
| |
| // weighted_sum(kahan) -> weighted_sum_kahan |
| template<> |
| struct as_feature<tag::weighted_sum(kahan)> |
| { |
| typedef tag::weighted_sum_kahan type; |
| }; |
| |
| template<typename VariateType, typename VariateTag> |
| struct feature_of<tag::weighted_sum_of_variates_kahan<VariateType, VariateTag> > |
| : feature_of<tag::abstract_weighted_sum_of_variates> |
| { |
| }; |
| |
| }} // namespace boost::accumulators |
| |
| #endif |