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Subject: [Boost-commit] svn:boost r72215 - in branches/release: . boost boost/accumulators boost/accumulators/statistics boost/algorithm/string boost/archive boost/bimap boost/config boost/config/compiler boost/date_time boost/date_time/posix_time boost/detail boost/filesystem boost/function boost/functional boost/functional/hash boost/fusion boost/fusion/container/list/detail boost/geometry boost/geometry/algorithms boost/geometry/arithmetic boost/geometry/core boost/geometry/domains boost/geometry/geometries boost/geometry/iterators boost/geometry/multi boost/geometry/policies boost/geometry/strategies boost/geometry/util boost/geometry/views boost/gil boost/graph boost/icl boost/integer boost/interprocess boost/intrusive boost/io boost/iostreams boost/iterator boost/math boost/msm boost/msm/back boost/msm/front boost/msm/front/detail boost/msm/front/euml boost/numeric/ublas boost/pool boost/program_options boost/program_options/detail boost/property_tree boost/python boost/range boost/regex boost/serialization boost/signals boost/signals2 boost/spirit boost/spirit/home boost/spirit/home/karma boost/spirit/home/support boost/statechart boost/system boost/thread boost/tr1 boost/type_traits boost/typeof boost/unordered boost/utility boost/uuid boost/variant boost/wave boost/xpressive doc libs libs/accumulators/doc libs/accumulators/test libs/algorithm/string libs/array libs/array/test libs/bimap libs/config libs/date_time libs/date_time/data libs/date_time/example/gregorian libs/date_time/example/local_time libs/date_time/example/posix_time libs/date_time/example/tutorial libs/date_time/test/posix_time libs/date_time/xmldoc libs/detail libs/filesystem libs/function libs/functional libs/functional/hash libs/fusion libs/geometry libs/geometry/doc libs/geometry/doc/concept libs/geometry/doc/doxy libs/geometry/doc/generated libs/geometry/doc/html libs/geometry/doc/reference libs/geometry/doc/src libs/geometry/example libs/geometry/test libs/graph/doc libs/graph_parallel libs/icl libs/icl/doc libs/icl/doc/html libs/icl/doc/html/header/boost/icl libs/icl/test libs/icl/test/test_doc_code_ libs/integer libs/interprocess libs/intrusive libs/io libs/io/doc libs/iostreams libs/iterator libs/math libs/math/doc/sf_and_dist libs/math/doc/sf_and_dist/html/math_toolkit/main_overview libs/math/test libs/mpi/build libs/mpl/doc/refmanual libs/mpl/doc/src/refmanual libs/msm libs/numeric/ublas libs/numeric/ublas/doc libs/parameter/doc/html libs/phoenix/doc libs/phoenix/doc/examples libs/pool libs/program_options libs/program_options/test libs/property_tree libs/python libs/range libs/regex libs/serialization libs/serialization/example libs/serialization/src libs/serialization/test libs/signals libs/signals2 libs/spirit libs/spirit/classic/example libs/spirit/doc libs/spirit/example libs/spirit/phoenix libs/spirit/test libs/spirit/test/qi libs/statechart libs/static_assert libs/system libs/thread libs/thread/src/win32 libs/timer libs/tr1 libs/type_traits libs/typeof/doc libs/unordered libs/utility libs/utility/swap/test libs/uuid libs/wave more status tools tools/bcp tools/boostbook tools/build/v2 tools/inspect tools/quickbook tools/quickbook/doc tools/quickbook/src tools/quickbook/test tools/regression tools/regression/src tools/release tools/wave
From: eric_at_[hidden]
Date: 2011-05-27 12:12:38

Author: eric_niebler
Date: 2011-05-27 12:12:36 EDT (Fri, 27 May 2011)
New Revision: 72215
URL: http://svn.boost.org/trac/boost/changeset/72215

Log:
merged [72045],[72189],[72192],[72193] from trunk
Added:
   branches/release/boost/accumulators/statistics/sum_kahan.hpp
      - copied, changed from r72045, /trunk/boost/accumulators/statistics/sum_kahan.hpp
   branches/release/boost/accumulators/statistics/weighted_sum_kahan.hpp
      - copied, changed from r72045, /trunk/boost/accumulators/statistics/weighted_sum_kahan.hpp
   branches/release/libs/accumulators/test/sum_kahan.cpp
      - copied unchanged from r72045, /trunk/libs/accumulators/test/sum_kahan.cpp
   branches/release/libs/accumulators/test/weighted_sum_kahan.cpp
      - copied unchanged from r72045, /trunk/libs/accumulators/test/weighted_sum_kahan.cpp
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   branches/release/boost/accumulators/accumulators_fwd.hpp | 3 ++
   branches/release/boost/accumulators/statistics.hpp | 2 +
   branches/release/boost/accumulators/statistics/sum_kahan.hpp | 4 +-
   branches/release/boost/accumulators/statistics/weighted_sum_kahan.hpp | 2
   branches/release/boost/accumulators/statistics_fwd.hpp | 13 +++++++++
   branches/release/libs/accumulators/doc/accumulators.qbk | 53 +++++++++++++++++++++++++++++++++------
   branches/release/libs/accumulators/test/Jamfile.v2 | 3 +
   7 files changed, 68 insertions(+), 12 deletions(-)

Modified: branches/release/boost/accumulators/accumulators_fwd.hpp
==============================================================================
--- branches/release/boost/accumulators/accumulators_fwd.hpp (original)
+++ branches/release/boost/accumulators/accumulators_fwd.hpp 2011-05-27 12:12:36 EDT (Fri, 27 May 2011)
@@ -48,6 +48,9 @@
 # define BOOST_ACCUMULATORS_PROTO_DISABLE_IF_IS_CONST(T)
 #endif
 
+#define BOOST_ACCUMULATORS_GCC_VERSION \
+ (__GNUC__ * 10000 + __GNUC_MINOR__ * 100 + __GNUC_PATCHLEVEL__)
+
 namespace boost { namespace accumulators
 {
 

Modified: branches/release/boost/accumulators/statistics.hpp
==============================================================================
--- branches/release/boost/accumulators/statistics.hpp (original)
+++ branches/release/boost/accumulators/statistics.hpp 2011-05-27 12:12:36 EDT (Fri, 27 May 2011)
@@ -30,6 +30,7 @@
 #include <boost/accumulators/statistics/skewness.hpp>
 #include <boost/accumulators/statistics/stats.hpp>
 #include <boost/accumulators/statistics/sum.hpp>
+#include <boost/accumulators/statistics/sum_kahan.hpp>
 #include <boost/accumulators/statistics/tail.hpp>
 #include <boost/accumulators/statistics/tail_quantile.hpp>
 #include <boost/accumulators/statistics/tail_mean.hpp>
@@ -48,6 +49,7 @@
 #include <boost/accumulators/statistics/weighted_p_square_quantile.hpp>
 #include <boost/accumulators/statistics/weighted_skewness.hpp>
 #include <boost/accumulators/statistics/weighted_sum.hpp>
+#include <boost/accumulators/statistics/weighted_sum_kahan.hpp>
 #include <boost/accumulators/statistics/weighted_tail_quantile.hpp>
 #include <boost/accumulators/statistics/weighted_tail_mean.hpp>
 #include <boost/accumulators/statistics/weighted_tail_variate_means.hpp>

Copied: branches/release/boost/accumulators/statistics/sum_kahan.hpp (from r72045, /trunk/boost/accumulators/statistics/sum_kahan.hpp)
==============================================================================
--- /trunk/boost/accumulators/statistics/sum_kahan.hpp (original)
+++ branches/release/boost/accumulators/statistics/sum_kahan.hpp 2011-05-27 12:12:36 EDT (Fri, 27 May 2011)
@@ -51,7 +51,7 @@
     template<typename Args>
     void
 #if BOOST_ACCUMULATORS_GCC_VERSION > 40305
-# __attribute__((optimize("fno-associative-math")))
+ __attribute__((optimize("no-associative-math")))
 #endif
     operator ()(Args const & args)
     {
@@ -59,7 +59,7 @@
         const Sample myTmp2 = this->sum + myTmp1;
         this->compensation = (myTmp2 - this->sum) - myTmp1;
         this->sum = myTmp2;
- };
+ }
 
     result_type result(dont_care) const
     {

Copied: branches/release/boost/accumulators/statistics/weighted_sum_kahan.hpp (from r72045, /trunk/boost/accumulators/statistics/weighted_sum_kahan.hpp)
==============================================================================
--- /trunk/boost/accumulators/statistics/weighted_sum_kahan.hpp (original)
+++ branches/release/boost/accumulators/statistics/weighted_sum_kahan.hpp 2011-05-27 12:12:36 EDT (Fri, 27 May 2011)
@@ -52,7 +52,7 @@
         template<typename Args>
         void
 #if BOOST_ACCUMULATORS_GCC_VERSION > 40305
-# __attribute__((optimize("fno-associative-math")))
+ __attribute__((optimize("no-associative-math")))
 #endif
         operator ()(Args const &args)
         {

Modified: branches/release/boost/accumulators/statistics_fwd.hpp
==============================================================================
--- branches/release/boost/accumulators/statistics_fwd.hpp (original)
+++ branches/release/boost/accumulators/statistics_fwd.hpp 2011-05-27 12:12:36 EDT (Fri, 27 May 2011)
@@ -109,6 +109,10 @@
     struct sum_of_weights;
     template<typename VariateType, typename VariateTag>
     struct sum_of_variates;
+ struct sum_kahan;
+ struct sum_of_weights_kahan;
+ template<typename VariateType, typename VariateTag>
+ struct sum_of_variates_kahan;
     template<typename LeftRight>
     struct tail;
     template<typename LeftRight>
@@ -263,6 +267,9 @@
     template<typename Sample, typename Tag = tag::sample>
     struct sum_impl;
 
+ template<typename Sample, typename Tag>
+ struct sum_kahan_impl;
+
     template<typename Sample, typename LeftRight>
     struct tail_impl;
 
@@ -338,6 +345,9 @@
     template<typename Sample, typename Weight, typename Tag>
     struct weighted_sum_impl;
 
+ template<typename Sample, typename Weight, typename Tag>
+ struct weighted_sum_kahan_impl;
+
     template<typename Sample, typename Weight, typename LeftRight>
     struct non_coherent_weighted_tail_mean_impl;
 
@@ -414,6 +424,9 @@
 struct regular {};
 struct for_median {};
 
+// modifier for sum_kahan, sum_of_weights_kahan, sum_of_variates_kahan, weighted_sum_kahan
+struct kahan {};
+
 }} // namespace boost::accumulators
 
 #endif

Modified: branches/release/libs/accumulators/doc/accumulators.qbk
==============================================================================
--- branches/release/libs/accumulators/doc/accumulators.qbk (original)
+++ branches/release/libs/accumulators/doc/accumulators.qbk 2011-05-27 12:12:36 EDT (Fri, 27 May 2011)
@@ -500,7 +500,7 @@
     
     }}}
 
-Much of the above should be pretty self-explanitory, except for the use of argument packs
+Much of the above should be pretty self-explanatory, except for the use of argument packs
 which may be confusing if you have never used the _parameter_ library before. An argument
 pack is a cluster of values, each of which can be accessed with a key. So `args[sample]`
 extracts from the pack the value associated with the `sample` key. And the cryptic
@@ -853,7 +853,7 @@
 
 [*Registering feature variants with [^as_feature<>]]
 
-You may hve noticed that some feature variants in the Accumulators Framework can be
+You may have noticed that some feature variants in the Accumulators Framework can be
 specified with a nicer syntax. For instance, instead of `tag::mean` and `tag::immediate_mean`
 you can specify them with `tag::mean(lazy)` and `tag::mean(immediate)` respectively.
 These are merely aliases, but the syntax makes the relationship between the two clearer.
@@ -2219,7 +2219,8 @@
 
 [section:sum sum ['and variants]]
 
-For summing the samples, weights or variates.
+For summing the samples, weights or variates. The default implementation uses the standard sum operation,
+but variants using the Kahan summation algorithm are also provided.
 
 [variablelist
     [[Result Type] [`_sample_type_` for summing samples \n
@@ -2228,19 +2229,26 @@
     [[Depends On] [['none]]]
     [[Variants] [`tag::sum` \n
                  `tag::sum_of_weights` \n
- `tag::sum_of_variates<_variate_type_, _variate_tag_>`]]
+ `tag::sum_of_variates<_variate_type_, _variate_tag_>` \n
+ `tag::sum_kahan` (a.k.a. `tag::sum(kahan)`) \n
+ `tag::sum_of_weights_kahan` (a.k.a. `tag::sum_of_weights(kahan)`) \n
+ `tag::sum_of_variates_kahan<_variate_type_, _variate_tag_>` \n]]
     [[Initialization Parameters] [['none]]]
     [[Accumulator Parameters] [`weight` for summing weights \n
                                `_variate_tag_` for summing variates]]
     [[Extractor Parameters] [['none]]]
- [[Accumulator Complexity] [O(1)]]
+ [[Accumulator Complexity] [O(1). Note that the Kahan sum performs four floating-point sum
+ operations per accumulated value, whereas the naive sum
+ performs only one.]]
     [[Extractor Complexity] [O(1)]]
 ]
 
 [*Header]
 [def _SUM_HPP_ [headerref boost/accumulators/statistics/sum.hpp]]
+[def _SUM_KAHAN_HPP_ [headerref boost/accumulators/statistics/sum_kahan.hpp]]
 
     #include <_SUM_HPP_>
+ #include <_SUM_KAHAN_HPP_>
 
 [*Example]
 
@@ -2269,9 +2277,18 @@
     BOOST_CHECK_EQUAL(12, sum_of_weights(acc));
     BOOST_CHECK_EQUAL(18, sum_of_variates(acc));
 
+ // demonstrate Kahan summation
+ 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));
+
 [*See also]
 
 * [classref boost::accumulators::impl::sum_impl [^sum_impl]]
+* [classref boost::accumulators::impl::sum_kahan_impl [^sum_kahan_impl]]
 
 [endsect]
 
@@ -3573,26 +3590,34 @@
 [section:weighted_sum weighted_sum ['and variants]]
 
 For summing the weighted samples or variates. All of the `tag::weighted_sum_of_variates<>` features
-can be extracted with the `weighted_sum_of_variates()` extractor.
+can be extracted with the `weighted_sum_of_variates()` extractor. Variants that implement the Kahan
+summation algorithm are also provided.
 
 [variablelist
     [[Result Type] [`numeric::functional::multiplies<_sample_type_, _weight_type_>::result_type` for summing weighted samples \n
                     `numeric::functional::multiplies<_variate_type_, _weight_type_>::result_type` for summing weighted variates]]
     [[Depends On] [['none]]]
     [[Variants] [`tag::weighted_sum` \n
- `tag::weighted_sum_of_variates<_variate_type_, _variate_tag_>`]]
+ `tag::weighted_sum_of_variates<_variate_type_, _variate_tag_>` \n
+ `tag::weighted_sum_kahan` (a.k.a. tag::weighted_sum(kahan)) \n
+ `tag::weighted_sum_of_variates_kahan<_variate_type_, _variate_tag_>` \n]]
     [[Initialization Parameters] [['none]]]
     [[Accumulator Parameters] [`weight` \n
                                `_variate_tag_` for summing variates]]
     [[Extractor Parameters] [['none]]]
- [[Accumulator Complexity] [O(1)]]
+ [[Accumulator Complexity] [O(1). Note that the Kahan sum performs four floating-point sum
+ operations per accumulated value, whereas the naive sum
+ performs only one.]]
     [[Extractor Complexity] [O(1)]]
 ]
 
 [*Header]
 [def _WEIGHTED_SUM_HPP_ [headerref boost/accumulators/statistics/weighted_sum.hpp]]
+[def _WEIGHTED_SUM_KAHAN_HPP_ [headerref boost/accumulators/statistics/weighted_sum_kahan.hpp]]
 
     #include <_WEIGHTED_SUM_HPP_>
+ #include <_WEIGHTED_SUM_KAHAN_HPP_>
+
 
 [*Example]
 
@@ -3610,9 +3635,18 @@
     BOOST_CHECK_EQUAL(32, weighted_sum(acc));
     BOOST_CHECK_EQUAL(78, weighted_sum_of_variates(acc));
 
+ // demonstrate weighted Kahan summation
+ accumulator_set<float, stats<tag::weighted_sum_kahan>, float > acc;
+ BOOST_CHECK_EQUAL(0.0f, weighted_sum_kahan(acc));
+ for (size_t i = 0; i < 1e6; ++i) {
+ acc(1.0f, weight = 1e-6f);
+ }
+ BOOST_CHECK_EQUAL(1.0f, weighted_sum_kahan(acc));
+
 [*See also]
 
 * [classref boost::accumulators::impl::weighted_sum_impl [^weighted_sum_impl]]
+* [classref boost::accumulators::impl::weighted_sum_impl [^weighted_sum_kahan_impl]]
 
 [endsect]
 
@@ -4014,6 +4048,9 @@
 Gauckler and Olivier Gygi, who, along with Daniel Egloff, implemented many of the
 statistical accumulators.
 
+I would also like to thank Simon West for all his assistance maintaining
+Boost.Accumulators.
+
 Finally, I would like to thank _ZKB_ for sponsoring the work on Boost.Accumulators
 and graciously donating it to the community.
 

Modified: branches/release/libs/accumulators/test/Jamfile.v2
==============================================================================
--- branches/release/libs/accumulators/test/Jamfile.v2 (original)
+++ branches/release/libs/accumulators/test/Jamfile.v2 2011-05-27 12:12:36 EDT (Fri, 27 May 2011)
@@ -50,6 +50,7 @@
       [ run rolling_mean.cpp ]
       [ run skewness.cpp ]
       [ run sum.cpp ]
+ [ run sum_kahan.cpp ]
       [ run tail.cpp ]
       [ run tail_mean.cpp ]
       [ run tail_quantile.cpp ]
@@ -67,8 +68,8 @@
       [ run weighted_p_square_quantile.cpp ]
       [ run weighted_skewness.cpp ]
       [ run weighted_sum.cpp ]
+ [ run weighted_sum_kahan.cpp ]
       [ run weighted_variance.cpp ]
-
       [ run weighted_pot_quantile.cpp ]
       [ run weighted_tail_mean.cpp ]
       [ run weighted_tail_quantile.cpp ]

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