Chris@16: ///////////////////////////////////////////////////////////////////////////////
Chris@16: // weighted_sum_kahan.hpp
Chris@16: //
Chris@16: //  Copyright 2011 Simon West. Distributed under the Boost
Chris@16: //  Software License, Version 1.0. (See accompanying file
Chris@16: //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
Chris@16: 
Chris@16: #ifndef BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_SUM_KAHAN_HPP_EAN_11_05_2011
Chris@16: #define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_SUM_KAHAN_HPP_EAN_11_05_2011
Chris@16: 
Chris@16: #include <boost/mpl/placeholders.hpp>
Chris@16: #include <boost/accumulators/framework/accumulator_base.hpp>
Chris@16: #include <boost/accumulators/framework/extractor.hpp>
Chris@16: #include <boost/accumulators/numeric/functional.hpp>
Chris@16: #include <boost/accumulators/framework/parameters/sample.hpp>
Chris@16: #include <boost/accumulators/framework/parameters/weight.hpp>
Chris@16: #include <boost/accumulators/framework/accumulators/external_accumulator.hpp>
Chris@16: #include <boost/accumulators/framework/depends_on.hpp>
Chris@16: #include <boost/accumulators/statistics_fwd.hpp>
Chris@16: #include <boost/accumulators/statistics/weighted_sum.hpp>
Chris@16: #include <boost/numeric/conversion/cast.hpp>
Chris@16: 
Chris@16: namespace boost { namespace accumulators
Chris@16: {
Chris@16: 
Chris@16: namespace impl
Chris@16: {
Chris@16: #if _MSC_VER > 1400
Chris@16: # pragma float_control(push)
Chris@16: # pragma float_control(precise, on)
Chris@16: #endif
Chris@16: 
Chris@16:     ///////////////////////////////////////////////////////////////////////////////
Chris@16:     // weighted_sum_kahan_impl
Chris@16:     template<typename Sample, typename Weight, typename Tag>
Chris@16:     struct weighted_sum_kahan_impl
Chris@16:       : accumulator_base
Chris@16:     {
Chris@16:         typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
Chris@16: 
Chris@16:         // for boost::result_of
Chris@16:         typedef weighted_sample result_type;
Chris@16: 
Chris@16:         template<typename Args>
Chris@16:         weighted_sum_kahan_impl(Args const &args)
Chris@16:           : weighted_sum_(
Chris@16:                 args[parameter::keyword<Tag>::get() | Sample()] * numeric::one<Weight>::value),
Chris@16:                 compensation(boost::numeric_cast<weighted_sample>(0.0))
Chris@16:         {
Chris@16:         }
Chris@16: 
Chris@16:         template<typename Args>
Chris@16:         void 
Chris@16: #if BOOST_ACCUMULATORS_GCC_VERSION > 40305
Chris@16:         __attribute__((__optimize__("no-associative-math")))
Chris@16: #endif
Chris@16:         operator ()(Args const &args)
Chris@16:         {
Chris@16:             const weighted_sample myTmp1 = args[parameter::keyword<Tag>::get()] * args[weight] - this->compensation;
Chris@16:             const weighted_sample myTmp2 = this->weighted_sum_ + myTmp1;
Chris@16:             this->compensation = (myTmp2 - this->weighted_sum_) - myTmp1;
Chris@16:             this->weighted_sum_ = myTmp2;
Chris@16: 
Chris@16:         }
Chris@16: 
Chris@16:         result_type result(dont_care) const
Chris@16:         {
Chris@16:             return this->weighted_sum_;
Chris@16:         }
Chris@16: 
Chris@16:     private:
Chris@16:         weighted_sample weighted_sum_;
Chris@16:         weighted_sample compensation;
Chris@16:     };
Chris@16: 
Chris@16: #if _MSC_VER > 1400
Chris@16: # pragma float_control(pop)
Chris@16: #endif
Chris@16: 
Chris@16: } // namespace impl
Chris@16: 
Chris@16: ///////////////////////////////////////////////////////////////////////////////
Chris@16: // tag::weighted_sum_kahan
Chris@16: // tag::weighted_sum_of_variates_kahan
Chris@16: //
Chris@16: namespace tag
Chris@16: {
Chris@16:     struct weighted_sum_kahan
Chris@16:       : depends_on<>
Chris@16:     {
Chris@16:         /// INTERNAL ONLY
Chris@16:         ///
Chris@16:         typedef accumulators::impl::weighted_sum_kahan_impl<mpl::_1, mpl::_2, tag::sample> impl;
Chris@16:     };
Chris@16: 
Chris@16:     template<typename VariateType, typename VariateTag>
Chris@16:     struct weighted_sum_of_variates_kahan
Chris@16:       : depends_on<>
Chris@16:     {
Chris@16:         /// INTERNAL ONLY
Chris@16:         ///
Chris@16:         typedef accumulators::impl::weighted_sum_kahan_impl<VariateType, mpl::_2, VariateTag> impl;
Chris@16:     };
Chris@16: 
Chris@16: }
Chris@16: 
Chris@16: ///////////////////////////////////////////////////////////////////////////////
Chris@16: // extract::weighted_sum_kahan
Chris@16: // extract::weighted_sum_of_variates_kahan
Chris@16: //
Chris@16: namespace extract
Chris@16: {
Chris@16:     extractor<tag::weighted_sum_kahan> const weighted_sum_kahan = {};
Chris@16:     extractor<tag::abstract_weighted_sum_of_variates> const weighted_sum_of_variates_kahan = {};
Chris@16: 
Chris@16:     BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_kahan)
Chris@16:     BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_of_variates_kahan)
Chris@16: }
Chris@16: 
Chris@16: using extract::weighted_sum_kahan;
Chris@16: using extract::weighted_sum_of_variates_kahan;
Chris@16: 
Chris@16: // weighted_sum(kahan) -> weighted_sum_kahan
Chris@16: template<>
Chris@16: struct as_feature<tag::weighted_sum(kahan)>
Chris@16: {
Chris@16:     typedef tag::weighted_sum_kahan type;
Chris@16: };
Chris@16: 
Chris@16: template<typename VariateType, typename VariateTag>
Chris@16: struct feature_of<tag::weighted_sum_of_variates_kahan<VariateType, VariateTag> >
Chris@16:   : feature_of<tag::abstract_weighted_sum_of_variates>
Chris@16: {
Chris@16: };
Chris@16: 
Chris@16: }} // namespace boost::accumulators
Chris@16: 
Chris@16: #endif