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#pragma once
#include <util/ysaveload.h>
#include <util/generic/vector.h>
#include <util/system/yassert.h>
//! See more details here http://en.wikipedia.org/wiki/Kahan_summation_algorithm
template <typename TAccumulateType>
class TKahanAccumulator {
public:
using TValueType = TAccumulateType;
template <typename TFloatType>
explicit TKahanAccumulator(const TFloatType x)
: Sum_(x)
, Compensation_()
{
}
TKahanAccumulator()
: Sum_()
, Compensation_()
{
}
template <typename TFloatType>
TKahanAccumulator& operator=(const TFloatType& rhs) {
Sum_ = TValueType(rhs);
Compensation_ = TValueType();
return *this;
}
TValueType Get() const {
return Sum_ + Compensation_;
}
template <typename TFloatType>
inline operator TFloatType() const {
return Get();
}
template <typename TFloatType>
inline bool operator<(const TKahanAccumulator<TFloatType>& other) const {
return Get() < other.Get();
}
template <typename TFloatType>
inline bool operator<=(const TKahanAccumulator<TFloatType>& other) const {
return !(other < *this);
}
template <typename TFloatType>
inline bool operator>(const TKahanAccumulator<TFloatType>& other) const {
return other < *this;
}
template <typename TFloatType>
inline bool operator>=(const TKahanAccumulator<TFloatType>& other) const {
return !(*this < other);
}
template <typename TFloatType>
inline TKahanAccumulator& operator+=(const TFloatType x) {
const TValueType y = TValueType(x) - Compensation_;
const TValueType t = Sum_ + y;
Compensation_ = (t - Sum_) - y;
Sum_ = t;
return *this;
}
template <typename TFloatType>
inline TKahanAccumulator& operator-=(const TFloatType x) {
return *this += -TValueType(x);
}
template <typename TFloatType>
inline TKahanAccumulator& operator*=(const TFloatType x) {
return *this = TValueType(*this) * TValueType(x);
}
template <typename TFloatType>
inline TKahanAccumulator& operator/=(const TFloatType x) {
return *this = TValueType(*this) / TValueType(x);
}
Y_SAVELOAD_DEFINE(Sum_, Compensation_);
private:
TValueType Sum_;
TValueType Compensation_;
};
template <typename TAccumulateType, typename TFloatType>
inline const TKahanAccumulator<TAccumulateType>
operator+(TKahanAccumulator<TAccumulateType> lhs, const TFloatType rhs) {
return lhs += rhs;
}
template <typename TAccumulateType, typename TFloatType>
inline const TKahanAccumulator<TAccumulateType>
operator-(TKahanAccumulator<TAccumulateType> lhs, const TFloatType rhs) {
return lhs -= rhs;
}
template <typename TAccumulateType, typename TFloatType>
inline const TKahanAccumulator<TAccumulateType>
operator*(TKahanAccumulator<TAccumulateType> lhs, const TFloatType rhs) {
return lhs *= rhs;
}
template <typename TAccumulateType, typename TFloatType>
inline const TKahanAccumulator<TAccumulateType>
operator/(TKahanAccumulator<TAccumulateType> lhs, const TFloatType rhs) {
return lhs /= rhs;
}
template <typename TAccumulatorType, typename It>
static inline TAccumulatorType TypedFastAccumulate(It begin, It end) {
TAccumulatorType accumulator = TAccumulatorType();
for (; begin + 15 < end; begin += 16) {
accumulator += *(begin + 0) +
*(begin + 1) +
*(begin + 2) +
*(begin + 3) +
*(begin + 4) +
*(begin + 5) +
*(begin + 6) +
*(begin + 7) +
*(begin + 8) +
*(begin + 9) +
*(begin + 10) +
*(begin + 11) +
*(begin + 12) +
*(begin + 13) +
*(begin + 14) +
*(begin + 15);
}
for (; begin != end; ++begin) {
accumulator += *begin;
}
return accumulator;
}
template <class TOperation, typename TAccumulatorType, typename It1, typename It2>
static inline TAccumulatorType TypedFastInnerOperation(It1 begin1, It1 end1, It2 begin2) {
TAccumulatorType accumulator = TAccumulatorType();
const TOperation op;
for (; begin1 + 15 < end1; begin1 += 16, begin2 += 16) {
accumulator += op(*(begin1 + 0), *(begin2 + 0)) +
op(*(begin1 + 1), *(begin2 + 1)) +
op(*(begin1 + 2), *(begin2 + 2)) +
op(*(begin1 + 3), *(begin2 + 3)) +
op(*(begin1 + 4), *(begin2 + 4)) +
op(*(begin1 + 5), *(begin2 + 5)) +
op(*(begin1 + 6), *(begin2 + 6)) +
op(*(begin1 + 7), *(begin2 + 7)) +
op(*(begin1 + 8), *(begin2 + 8)) +
op(*(begin1 + 9), *(begin2 + 9)) +
op(*(begin1 + 10), *(begin2 + 10)) +
op(*(begin1 + 11), *(begin2 + 11)) +
op(*(begin1 + 12), *(begin2 + 12)) +
op(*(begin1 + 13), *(begin2 + 13)) +
op(*(begin1 + 14), *(begin2 + 14)) +
op(*(begin1 + 15), *(begin2 + 15));
}
for (; begin1 != end1; ++begin1, ++begin2) {
accumulator += op(*begin1, *begin2);
}
return accumulator;
}
template <typename TAccumulatorType, typename It1, typename It2>
static inline TAccumulatorType TypedFastInnerProduct(It1 begin1, It1 end1, It2 begin2) {
return TypedFastInnerOperation<std::multiplies<>, TAccumulatorType>(begin1, end1, begin2);
}
template <typename It>
static inline double FastAccumulate(It begin, It end) {
return TypedFastAccumulate<double>(begin, end);
}
template <typename T>
static inline double FastAccumulate(const TVector<T>& sequence) {
return FastAccumulate(sequence.begin(), sequence.end());
}
template <typename It>
static inline double FastKahanAccumulate(It begin, It end) {
return TypedFastAccumulate<TKahanAccumulator<double>>(begin, end);
}
template <typename T>
static inline double FastKahanAccumulate(const TVector<T>& sequence) {
return FastKahanAccumulate(sequence.begin(), sequence.end());
}
template <typename It1, typename It2>
static inline double FastInnerProduct(It1 begin1, It1 end1, It2 begin2) {
return TypedFastInnerProduct<double>(begin1, end1, begin2);
}
template <typename T>
static inline double FastInnerProduct(const TVector<T>& lhs, const TVector<T>& rhs) {
Y_ASSERT(lhs.size() == rhs.size());
return FastInnerProduct(lhs.begin(), lhs.end(), rhs.begin());
}
template <typename It1, typename It2>
static inline double FastKahanInnerProduct(It1 begin1, It1 end1, It2 begin2) {
return TypedFastInnerProduct<TKahanAccumulator<double>>(begin1, end1, begin2);
}
template <typename T>
static inline double FastKahanInnerProduct(const TVector<T>& lhs, const TVector<T>& rhs) {
Y_ASSERT(lhs.size() == rhs.size());
return FastKahanInnerProduct(lhs.begin(), lhs.end(), rhs.begin());
}
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