ceph/src/boost/boost/accumulators/statistics/weighted_sum_kahan.hpp

   1 ///////////////////////////////////////////////////////////////////////////////
   2 // weighted_sum_kahan.hpp
   3 //
   4 //  Copyright 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_WEIGHTED_SUM_KAHAN_HPP_EAN_11_05_2011
   9 #define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_SUM_KAHAN_HPP_EAN_11_05_2011
  10
  11 #include <boost/mpl/placeholders.hpp>
  12 #include <boost/accumulators/framework/accumulator_base.hpp>
  13 #include <boost/accumulators/framework/extractor.hpp>
  14 #include <boost/accumulators/numeric/functional.hpp>
  15 #include <boost/accumulators/framework/parameters/sample.hpp>
  16 #include <boost/accumulators/framework/parameters/weight.hpp>
  17 #include <boost/accumulators/framework/accumulators/external_accumulator.hpp>
  18 #include <boost/accumulators/framework/depends_on.hpp>
  19 #include <boost/accumulators/statistics_fwd.hpp>
  20 #include <boost/accumulators/statistics/weighted_sum.hpp>
  21 #include <boost/numeric/conversion/cast.hpp>
  22
  23 namespace boost { namespace accumulators
  24 {
  25
  26 namespace impl
  27 {
  28 #if _MSC_VER > 1400
  29 # pragma float_control(push)
  30 # pragma float_control(precise, on)
  31 #endif
  32
  33     ///////////////////////////////////////////////////////////////////////////////
  34     // weighted_sum_kahan_impl
  35     template<typename Sample, typename Weight, typename Tag>
  36     struct weighted_sum_kahan_impl
  37       : accumulator_base
  38     {
  39         typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;
  40
  41         // for boost::result_of
  42         typedef weighted_sample result_type;
  43
  44         template<typename Args>
  45         weighted_sum_kahan_impl(Args const &args)
  46           : weighted_sum_(
  47                 args[parameter::keyword<Tag>::get() | Sample()] * numeric::one<Weight>::value),
  48                 compensation(boost::numeric_cast<weighted_sample>(0.0))
  49         {
  50         }
  51
  52         template<typename Args>
  53         void
  54 #if BOOST_ACCUMULATORS_GCC_VERSION > 40305
  55         __attribute__((__optimize__("no-associative-math")))
  56 #endif
  57         operator ()(Args const &args)
  58         {
  59             const weighted_sample myTmp1 = args[parameter::keyword<Tag>::get()] * args[weight] - this->compensation;
  60             const weighted_sample myTmp2 = this->weighted_sum_ + myTmp1;
  61             this->compensation = (myTmp2 - this->weighted_sum_) - myTmp1;
  62             this->weighted_sum_ = myTmp2;
  63
  64         }
  65
  66         result_type result(dont_care) const
  67         {
  68             return this->weighted_sum_;
  69         }
  70
  71         // make this accumulator serializeable
  72         template<class Archive>
  73         void serialize(Archive & ar, const unsigned int file_version)
  74         {
  75             ar & weighted_sum_;
  76             ar & compensation;
  77         }
  78
  79     private:
  80         weighted_sample weighted_sum_;
  81         weighted_sample compensation;
  82     };
  83
  84 #if _MSC_VER > 1400
  85 # pragma float_control(pop)
  86 #endif
  87
  88 } // namespace impl
  89
  90 ///////////////////////////////////////////////////////////////////////////////
  91 // tag::weighted_sum_kahan
  92 // tag::weighted_sum_of_variates_kahan
  93 //
  94 namespace tag
  95 {
  96     struct weighted_sum_kahan
  97       : depends_on<>
  98     {
  99         /// INTERNAL ONLY
 100         ///
 101         typedef accumulators::impl::weighted_sum_kahan_impl<mpl::_1, mpl::_2, tag::sample> impl;
 102     };
 103
 104     template<typename VariateType, typename VariateTag>
 105     struct weighted_sum_of_variates_kahan
 106       : depends_on<>
 107     {
 108         /// INTERNAL ONLY
 109         ///
 110         typedef accumulators::impl::weighted_sum_kahan_impl<VariateType, mpl::_2, VariateTag> impl;
 111     };
 112
 113 }
 114
 115 ///////////////////////////////////////////////////////////////////////////////
 116 // extract::weighted_sum_kahan
 117 // extract::weighted_sum_of_variates_kahan
 118 //
 119 namespace extract
 120 {
 121     extractor<tag::weighted_sum_kahan> const weighted_sum_kahan = {};
 122     extractor<tag::abstract_weighted_sum_of_variates> const weighted_sum_of_variates_kahan = {};
 123
 124     BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_kahan)
 125     BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_of_variates_kahan)
 126 }
 127
 128 using extract::weighted_sum_kahan;
 129 using extract::weighted_sum_of_variates_kahan;
 130
 131 // weighted_sum(kahan) -> weighted_sum_kahan
 132 template<>
 133 struct as_feature<tag::weighted_sum(kahan)>
 134 {
 135     typedef tag::weighted_sum_kahan type;
 136 };
 137
 138 template<typename VariateType, typename VariateTag>
 139 struct feature_of<tag::weighted_sum_of_variates_kahan<VariateType, VariateTag> >
 140   : feature_of<tag::abstract_weighted_sum_of_variates>
 141 {
 142 };
 143
 144 }} // namespace boost::accumulators
 145
 146 #endif