annotate DEPENDENCIES/generic/include/boost/accumulators/statistics/sum_kahan.hpp @ 133:4acb5d8d80b6 tip

Don't fail environmental check if README.md exists (but .txt and no-suffix don't)
author Chris Cannam
date Tue, 30 Jul 2019 12:25:44 +0100
parents 2665513ce2d3
children
rev   line source
Chris@16 1 ///////////////////////////////////////////////////////////////////////////////
Chris@16 2 // sum_kahan.hpp
Chris@16 3 //
Chris@16 4 // Copyright 2010 Gaetano Mendola, 2011 Simon West. Distributed under the Boost
Chris@16 5 // Software License, Version 1.0. (See accompanying file
Chris@16 6 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
Chris@16 7
Chris@16 8 #ifndef BOOST_ACCUMULATORS_STATISTICS_SUM_KAHAN_HPP_EAN_26_07_2010
Chris@16 9 #define BOOST_ACCUMULATORS_STATISTICS_SUM_KAHAN_HPP_EAN_26_07_2010
Chris@16 10
Chris@16 11 #include <boost/accumulators/framework/accumulator_base.hpp>
Chris@16 12 #include <boost/accumulators/framework/parameters/sample.hpp>
Chris@16 13 #include <boost/accumulators/statistics_fwd.hpp>
Chris@16 14 #include <boost/accumulators/statistics/sum.hpp>
Chris@16 15 #include <boost/accumulators/statistics/weighted_sum_kahan.hpp>
Chris@16 16 #include <boost/numeric/conversion/cast.hpp>
Chris@16 17
Chris@16 18 namespace boost { namespace accumulators
Chris@16 19 {
Chris@16 20
Chris@16 21 namespace impl
Chris@16 22 {
Chris@16 23
Chris@16 24 #if _MSC_VER > 1400
Chris@16 25 # pragma float_control(push)
Chris@16 26 # pragma float_control(precise, on)
Chris@16 27 #endif
Chris@16 28
Chris@16 29 template<typename Sample, typename Tag>
Chris@16 30 struct sum_kahan_impl
Chris@16 31 : accumulator_base
Chris@16 32 {
Chris@16 33 typedef Sample result_type;
Chris@16 34
Chris@16 35 ////////////////////////////////////////////////////////////////////////////
Chris@16 36 // sum_kahan_impl
Chris@16 37 /**
Chris@16 38 @brief Kahan summation algorithm
Chris@16 39
Chris@16 40 The Kahan summation algorithm reduces the numerical error obtained with standard
Chris@16 41 sequential sum.
Chris@16 42
Chris@16 43 */
Chris@16 44 template<typename Args>
Chris@16 45 sum_kahan_impl(Args const & args)
Chris@16 46 : sum(args[parameter::keyword<Tag>::get() | Sample()]),
Chris@16 47 compensation(boost::numeric_cast<Sample>(0.0))
Chris@16 48 {
Chris@16 49 }
Chris@16 50
Chris@16 51 template<typename Args>
Chris@16 52 void
Chris@16 53 #if BOOST_ACCUMULATORS_GCC_VERSION > 40305
Chris@16 54 __attribute__((__optimize__("no-associative-math")))
Chris@16 55 #endif
Chris@16 56 operator ()(Args const & args)
Chris@16 57 {
Chris@16 58 const Sample myTmp1 = args[parameter::keyword<Tag>::get()] - this->compensation;
Chris@16 59 const Sample myTmp2 = this->sum + myTmp1;
Chris@16 60 this->compensation = (myTmp2 - this->sum) - myTmp1;
Chris@16 61 this->sum = myTmp2;
Chris@16 62 }
Chris@16 63
Chris@16 64 result_type result(dont_care) const
Chris@16 65 {
Chris@16 66 return this->sum;
Chris@16 67 }
Chris@16 68
Chris@16 69 private:
Chris@16 70 Sample sum;
Chris@16 71 Sample compensation;
Chris@16 72 };
Chris@16 73
Chris@16 74 #if _MSC_VER > 1400
Chris@16 75 # pragma float_control(pop)
Chris@16 76 #endif
Chris@16 77
Chris@16 78 } // namespace impl
Chris@16 79
Chris@16 80 ///////////////////////////////////////////////////////////////////////////////
Chris@16 81 // tag::sum_kahan
Chris@16 82 // tag::sum_of_weights_kahan
Chris@16 83 // tag::sum_of_variates_kahan
Chris@16 84 //
Chris@16 85 namespace tag
Chris@16 86 {
Chris@16 87
Chris@16 88 struct sum_kahan
Chris@16 89 : depends_on<>
Chris@16 90 {
Chris@16 91 /// INTERNAL ONLY
Chris@16 92 ///
Chris@16 93 typedef impl::sum_kahan_impl< mpl::_1, tag::sample > impl;
Chris@16 94 };
Chris@16 95
Chris@16 96 struct sum_of_weights_kahan
Chris@16 97 : depends_on<>
Chris@16 98 {
Chris@16 99 typedef mpl::true_ is_weight_accumulator;
Chris@16 100 /// INTERNAL ONLY
Chris@16 101 ///
Chris@16 102 typedef accumulators::impl::sum_kahan_impl<mpl::_2, tag::weight> impl;
Chris@16 103 };
Chris@16 104
Chris@16 105 template<typename VariateType, typename VariateTag>
Chris@16 106 struct sum_of_variates_kahan
Chris@16 107 : depends_on<>
Chris@16 108 {
Chris@16 109 /// INTERNAL ONLY
Chris@16 110 ///
Chris@16 111 typedef mpl::always<accumulators::impl::sum_kahan_impl<VariateType, VariateTag> > impl;
Chris@16 112 };
Chris@16 113
Chris@16 114 } // namespace tag
Chris@16 115
Chris@16 116 ///////////////////////////////////////////////////////////////////////////////
Chris@16 117 // extract::sum_kahan
Chris@16 118 // extract::sum_of_weights_kahan
Chris@16 119 // extract::sum_of_variates_kahan
Chris@16 120 //
Chris@16 121 namespace extract
Chris@16 122 {
Chris@16 123 extractor<tag::sum_kahan> const sum_kahan = {};
Chris@16 124 extractor<tag::sum_of_weights_kahan> const sum_of_weights_kahan = {};
Chris@16 125 extractor<tag::abstract_sum_of_variates> const sum_of_variates_kahan = {};
Chris@16 126
Chris@16 127 BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum_kahan)
Chris@16 128 BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum_of_weights_kahan)
Chris@16 129 BOOST_ACCUMULATORS_IGNORE_GLOBAL(sum_of_variates_kahan)
Chris@16 130 } // namespace extract
Chris@16 131
Chris@16 132 using extract::sum_kahan;
Chris@16 133 using extract::sum_of_weights_kahan;
Chris@16 134 using extract::sum_of_variates_kahan;
Chris@16 135
Chris@16 136 // sum(kahan) -> sum_kahan
Chris@16 137 template<>
Chris@16 138 struct as_feature<tag::sum(kahan)>
Chris@16 139 {
Chris@16 140 typedef tag::sum_kahan type;
Chris@16 141 };
Chris@16 142
Chris@16 143 // sum_of_weights(kahan) -> sum_of_weights_kahan
Chris@16 144 template<>
Chris@16 145 struct as_feature<tag::sum_of_weights(kahan)>
Chris@16 146 {
Chris@16 147 typedef tag::sum_of_weights_kahan type;
Chris@16 148 };
Chris@16 149
Chris@16 150 // So that sum_kahan can be automatically substituted with
Chris@16 151 // weighted_sum_kahan when the weight parameter is non-void.
Chris@16 152 template<>
Chris@16 153 struct as_weighted_feature<tag::sum_kahan>
Chris@16 154 {
Chris@16 155 typedef tag::weighted_sum_kahan type;
Chris@16 156 };
Chris@16 157
Chris@16 158 template<>
Chris@16 159 struct feature_of<tag::weighted_sum_kahan>
Chris@16 160 : feature_of<tag::sum>
Chris@16 161 {};
Chris@16 162
Chris@16 163 // for the purposes of feature-based dependency resolution,
Chris@16 164 // sum_kahan provides the same feature as sum
Chris@16 165 template<>
Chris@16 166 struct feature_of<tag::sum_kahan>
Chris@16 167 : feature_of<tag::sum>
Chris@16 168 {
Chris@16 169 };
Chris@16 170
Chris@16 171 // for the purposes of feature-based dependency resolution,
Chris@16 172 // sum_of_weights_kahan provides the same feature as sum_of_weights
Chris@16 173 template<>
Chris@16 174 struct feature_of<tag::sum_of_weights_kahan>
Chris@16 175 : feature_of<tag::sum_of_weights>
Chris@16 176 {
Chris@16 177 };
Chris@16 178
Chris@16 179 template<typename VariateType, typename VariateTag>
Chris@16 180 struct feature_of<tag::sum_of_variates_kahan<VariateType, VariateTag> >
Chris@16 181 : feature_of<tag::abstract_sum_of_variates>
Chris@16 182 {
Chris@16 183 };
Chris@16 184
Chris@16 185 }} // namespace boost::accumulators
Chris@16 186
Chris@16 187 #endif
Chris@16 188