Boost C++ Libraries

boost/accumulators/statistics/weighted_sum_kahan.hpp

///////////////////////////////////////////////////////////////////////////////
// weighted_sum_kahan.hpp
//
//  Copyright 2011 Simon West. Distributed under the Boost
//  Software License, Version 1.0. (See accompanying file
//  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

#ifndef BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_SUM_KAHAN_HPP_EAN_11_05_2011
#define BOOST_ACCUMULATORS_STATISTICS_WEIGHTED_SUM_KAHAN_HPP_EAN_11_05_2011

#include <boost/mpl/placeholders.hpp>
#include <boost/accumulators/framework/accumulator_base.hpp>
#include <boost/accumulators/framework/extractor.hpp>
#include <boost/accumulators/numeric/functional.hpp>
#include <boost/accumulators/framework/parameters/sample.hpp>
#include <boost/accumulators/framework/parameters/weight.hpp>
#include <boost/accumulators/framework/accumulators/external_accumulator.hpp>
#include <boost/accumulators/framework/depends_on.hpp>
#include <boost/accumulators/statistics_fwd.hpp>
#include <boost/accumulators/statistics/weighted_sum.hpp>
#include <boost/numeric/conversion/cast.hpp>

namespace boost { namespace accumulators
{

namespace impl
{
#if _MSC_VER > 1400
# pragma float_control(push)
# pragma float_control(precise, on)
#endif

    ///////////////////////////////////////////////////////////////////////////////
    // weighted_sum_kahan_impl
    template<typename Sample, typename Weight, typename Tag>
    struct weighted_sum_kahan_impl
      : accumulator_base
    {
        typedef typename numeric::functional::multiplies<Sample, Weight>::result_type weighted_sample;

        // for boost::result_of
        typedef weighted_sample result_type;

        template<typename Args>
        weighted_sum_kahan_impl(Args const &args)
          : weighted_sum_(
                args[parameter::keyword<Tag>::get() | Sample()] * numeric::one<Weight>::value),
                compensation(boost::numeric_cast<weighted_sample>(0.0))
        {
        }

        template<typename Args>
        void 
#if BOOST_ACCUMULATORS_GCC_VERSION > 40305
        __attribute__((__optimize__("no-associative-math")))
#endif
        operator ()(Args const &args)
        {
            const weighted_sample myTmp1 = args[parameter::keyword<Tag>::get()] * args[weight] - this->compensation;
            const weighted_sample myTmp2 = this->weighted_sum_ + myTmp1;
            this->compensation = (myTmp2 - this->weighted_sum_) - myTmp1;
            this->weighted_sum_ = myTmp2;

        }

        result_type result(dont_care) const
        {
            return this->weighted_sum_;
        }

    private:
        weighted_sample weighted_sum_;
        weighted_sample compensation;
    };

#if _MSC_VER > 1400
# pragma float_control(pop)
#endif

} // namespace impl

///////////////////////////////////////////////////////////////////////////////
// tag::weighted_sum_kahan
// tag::weighted_sum_of_variates_kahan
//
namespace tag
{
    struct weighted_sum_kahan
      : depends_on<>
    {
        /// INTERNAL ONLY
        ///
        typedef accumulators::impl::weighted_sum_kahan_impl<mpl::_1, mpl::_2, tag::sample> impl;
    };

    template<typename VariateType, typename VariateTag>
    struct weighted_sum_of_variates_kahan
      : depends_on<>
    {
        /// INTERNAL ONLY
        ///
        typedef accumulators::impl::weighted_sum_kahan_impl<VariateType, mpl::_2, VariateTag> impl;
    };

}

///////////////////////////////////////////////////////////////////////////////
// extract::weighted_sum_kahan
// extract::weighted_sum_of_variates_kahan
//
namespace extract
{
    extractor<tag::weighted_sum_kahan> const weighted_sum_kahan = {};
    extractor<tag::abstract_weighted_sum_of_variates> const weighted_sum_of_variates_kahan = {};

    BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_kahan)
    BOOST_ACCUMULATORS_IGNORE_GLOBAL(weighted_sum_of_variates_kahan)
}

using extract::weighted_sum_kahan;
using extract::weighted_sum_of_variates_kahan;

// weighted_sum(kahan) -> weighted_sum_kahan
template<>
struct as_feature<tag::weighted_sum(kahan)>
{
    typedef tag::weighted_sum_kahan type;
};

template<typename VariateType, typename VariateTag>
struct feature_of<tag::weighted_sum_of_variates_kahan<VariateType, VariateTag> >
  : feature_of<tag::abstract_weighted_sum_of_variates>
{
};

}} // namespace boost::accumulators

#endif