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>
weighted_sum_kahan_implboost::accumulators::impl::weighted_sum_kahan_impl45         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
operator ()boost::accumulators::impl::weighted_sum_kahan_impl57         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 
resultboost::accumulators::impl::weighted_sum_kahan_impl66         result_type result(dont_care) const
67         {
68             return this->weighted_sum_;
69         }
70 
71         // make this accumulator serializeable
72         template<class Archive>
serializeboost::accumulators::impl::weighted_sum_kahan_impl73         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
147