[Boost-users] [Accumulators] Questions about the library

Subject: [Boost-users] [Accumulators] Questions about the library
From: Adi Shavit (adishavit_at_[hidden])
Date: 2009-06-24 15:19:42

Hi,

  I've been trying out boost::accumulators and it's quite an amazing
library!

I'd like to use the library in an embedded setting where floating point
operations are very expensive, but accuracy is not crucial (though numerical
stability is).

I have a few question regarding this library.

   1. I sometimes need to clear the contents of an accumulator. What is the
   best way to do this?
   2. If my platform does not support HW floating point ops, and all my
   sample values are, e.g. ints, is there a way to specify that the
*computation
   *and *return value itself* (i.e. result_type, e.g. the mean) will be done
   in ints (naturally, at the cost of precision)?
   3. Is there any info about numerical stability of the algorithms used?
   For example, there are several
ways<http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance>to
calculate the variance, not all being equal.
   The same goes for algorithmic efficiency and memory requirements.
   4. On the same note, is there anywhere that explains/describes the actual
   algorithms used?
   5. Finally, is there an implementation of a rolling (sliding window)
   incremental variance computation?

Thanks for the great library.
Adi