Re: [boost] accurate sum accumulator (kahan)

Subject: Re: [boost] accurate sum accumulator (kahan)
From: Gaetano Mendola (mendola_at_[hidden])
Date: 2010-07-27 13:14:47

On 07/27/2010 03:04 PM, Eric Niebler wrote:
> just tell what what text you'd like to see inserted
> where in the docs and I'll do it.

At this page:

http://www.boost.org/doc/libs/1_43_0/doc/html/accumulators/user_s_guide.html#accumulators.user_s_guide.the_statistical_accumulators_library

I would add a link sum_kahan pointing to this:

===================================================
sum_kahan

Implements the summation kahan's algorithm, reducing the accumulation
error in case of floating point types.

Result Type

     sample-type

Depends On

     none
Variants

     none
Initialization Parameters

     none
Accumulator Parameters

     none
Extractor Parameters

     none
Accumulator Complexity

     O(1), however compared to naive sum this accumulator
           performs 4 sum operations for each element accumulated

Extractor Complexity

     O(1)

Header

#include <boost/accumulators/statistics/sum_kahan.hpp>

Example

     accumulator_set<float, stats<tag::sum_kahan> > acc;

     BOOST_CHECK_EQUAL(0.0f, sum_kahan(acc));

     for (size_t i = 0; i < 1e6; ++i) {
       acc(1e-6f);
     }

     BOOST_CHECK_EQUAL(1.0f, sum_kahan(acc));
=========================================================

I'm not sure if this was what you meant by documentation.

Regards
Gaetano Mendola