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