/////////////////////////////////////////////////////////////////////////////// // 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 #include #include #include #include #include #include #include #include #include #include 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 struct weighted_sum_kahan_impl : accumulator_base { typedef typename numeric::functional::multiplies::result_type weighted_sample; // for boost::result_of typedef weighted_sample result_type; template weighted_sum_kahan_impl(Args const &args) : weighted_sum_( args[parameter::keyword::get() | Sample()] * numeric::one::value), compensation(boost::numeric_cast(0.0)) { } template void #if BOOST_ACCUMULATORS_GCC_VERSION > 40305 __attribute__((__optimize__("no-associative-math"))) #endif operator ()(Args const &args) { const weighted_sample myTmp1 = args[parameter::keyword::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_; } // make this accumulator serializeable template void serialize(Archive & ar, const unsigned int file_version) { ar & weighted_sum_; ar & compensation; } 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 impl; }; template struct weighted_sum_of_variates_kahan : depends_on<> { /// INTERNAL ONLY /// typedef accumulators::impl::weighted_sum_kahan_impl impl; }; } /////////////////////////////////////////////////////////////////////////////// // extract::weighted_sum_kahan // extract::weighted_sum_of_variates_kahan // namespace extract { extractor const weighted_sum_kahan = {}; extractor 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 { typedef tag::weighted_sum_kahan type; }; template struct feature_of > : feature_of { }; }} // namespace boost::accumulators #endif