// @(#)root/mathcore:$Id$ // Author: L. Moneta Tue Nov 14 15:44:38 2006 /********************************************************************** * * * Copyright (c) 2006 LCG ROOT Math Team, CERN/PH-SFT * * * * * **********************************************************************/ // Utility functions for all ROOT Math classes #ifndef ROOT_Math_Util #define ROOT_Math_Util #include #include #include #include #include // This can be protected against by defining ROOT_Math_VecTypes // This is only used for the R__HAS_VECCORE define // and a single VecCore function in EvalLog #ifndef ROOT_Math_VecTypes #include "Types.h" #endif // for defining unused variables in the interfaces // and have still them in the documentation #define MATH_UNUSED(var) (void)var namespace ROOT { namespace Math { /** namespace defining Utility functions needed by mathcore */ namespace Util { /** Utility function for conversion to strings */ template std::string ToString(const T &val) { std::ostringstream buf; buf << val; std::string ret = buf.str(); return ret; } /// safe evaluation of log(x) with a protections against negative or zero argument to the log /// smooth linear extrapolation below function values smaller than epsilon /// (better than a simple cut-off) template inline T EvalLog(T x) { static const T epsilon = T(2.0 * std::numeric_limits::min()); #ifdef R__HAS_VECCORE T logval = vecCore::Blend(x <= epsilon, x / epsilon + std::log(epsilon) - T(1.0), std::log(x)); #else T logval = x <= epsilon ? x / epsilon + std::log(epsilon) - T(1.0) : std::log(x); #endif return logval; } } // end namespace Util /// \class KahanSum /// The Kahan summation is a compensated summation algorithm, which significantly reduces numerical errors /// when adding a sequence of finite-precision floating point numbers. /// This is done by keeping a separate running compensation (a variable to accumulate small errors). /// /// ### Auto-vectorisable accumulation /// This class can internally use multiple accumulators (template parameter `N`). /// When filled from a collection that supports index access from a *contiguous* block of memory, /// compilers such as gcc, clang and icc can auto-vectorise the accumulation. This happens by cycling /// through the internal accumulators based on the value of "`index % N`", so `N` accumulators can be filled from a block /// of `N` numbers in a single instruction. /// /// The usage of multiple accumulators might slightly increase the precision in comparison to the single-accumulator version /// with `N = 1`. /// This depends on the order and magnitude of the numbers being accumulated. Therefore, in rare cases, the accumulation /// result can change *in dependence of N*, even when the data are identical. /// The magnitude of such differences is well below the precision of the floating point type, and will therefore mostly show /// in the compensation sum(see Carry()). Increasing the number of accumulators therefore only makes sense to /// speed up the accumulation, but not to increase precision. /// /// \param T The type of the values to be accumulated. /// \param N Number of accumulators. Defaults to 1. Ideal values are the widths of a vector register on the relevant architecture. /// Depending on the instruction set, good values are: /// - AVX2-float: 8 /// - AVX2-double: 4 /// - AVX512-float: 16 /// - AVX512-double: 8 /// /// ### Examples /// /// ~~~{.cpp} /// std::vector numbers(1000); /// for (std::size_t i=0; i<1000; ++i) { /// numbers[i] = rand(); /// } /// /// ROOT::Math::KahanSum k; /// k.Add(numbers.begin(), numbers.end()); /// // or /// k.Add(numbers); /// ~~~ /// ~~~{.cpp} /// double offset = 10.; /// auto result = ROOT::Math::KahanSum::Accumulate(numbers.begin(), numbers.end(), offset); /// ~~~ template class KahanSum { public: /// Initialise the sum. /// \param[in] initialValue Initialise with this value. Defaults to 0. KahanSum(T initialValue = T{}) { fSum[0] = initialValue; std::fill(std::begin(fSum)+1, std::end(fSum), 0.); std::fill(std::begin(fCarry), std::end(fCarry), 0.); } /// Single-element accumulation. Will not vectorise. void Add(T x) { auto y = x - fCarry[0]; auto t = fSum[0] + y; fCarry[0] = (t - fSum[0]) - y; fSum[0] = t; } /// Accumulate from a range denoted by iterators. /// /// This function will auto-vectorise with random-access iterators. /// \param[in] begin Beginning of a range. Needs to be a random access iterator for automatic /// vectorisation, because a contiguous block of memory needs to be read. /// \param[in] end End of the range. template void Add(Iterator begin, Iterator end) { static_assert(std::is_floating_point< typename std::remove_reference::type>::value, "Iterator needs to point to floating-point values."); const std::size_t n = std::distance(begin, end); for (std::size_t i=0; i void Add(const Container_t& inputs) { static_assert(std::is_floating_point::value, "Container does not hold floating-point values."); for (std::size_t i=0; i < inputs.size(); ++i) { AddIndexed(inputs[i], i); } } /// Iterate over a range and return an instance of a KahanSum. /// /// See Add(Iterator,Iterator) for details. /// \param[in] begin Beginning of a range. /// \param[in] end End of the range. /// \param[in] initialValue Optional initial value. template static KahanSum Accumulate(Iterator begin, Iterator end, T initialValue = T{}) { KahanSum theSum(initialValue); theSum.Add(begin, end); return theSum; } /// Add `input` to the sum. /// /// Particularly helpful when filling from a for loop. /// This function can be inlined and auto-vectorised if /// the index parameter is used to enumerate *consecutive* fills. /// Use Add() or Accumulate() when no index is available. /// \param[in] input Value to accumulate. /// \param[in] index Index of the value. Determines internal accumulator that this /// value is added to. Make sure that consecutive fills have consecutive indices /// to make a loop auto-vectorisable. The actual value of the index does not matter, /// as long as it is consecutive. void AddIndexed(T input, std::size_t index) { const unsigned int i = index % N; const T y = input - fCarry[i]; const T t = fSum[i] + y; fCarry[i] = (t - fSum[i]) - y; fSum[i] = t; } /// \return Compensated sum. T Sum() const { return std::accumulate(std::begin(fSum), std::end(fSum), 0.); } /// \return Compensated sum. T Result() const { return Sum(); } /// Auto-convert to type T operator T() const { return Sum(); } /// \return The sum used for compensation. T Carry() const { return std::accumulate(std::begin(fCarry), std::end(fCarry), 0.); } /// Add `arg` into accumulator. Does not vectorise. KahanSum& operator+=(T arg) { Add(arg); return *this; } private: T fSum[N]; T fCarry[N]; }; } // end namespace Math } // end namespace ROOT #endif /* ROOT_Math_Util */