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