updated boost on windows

winx64/include/boost/histogram/accumulators/mean.hpp

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+// Copyright 2015-2018 Hans Dembinski
+//
+// Distributed under the Boost Software License, version 1.0.
+// (See accompanying file LICENSE_1_0.txt
+// or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#ifndef BOOST_HISTOGRAM_ACCUMULATORS_MEAN_HPP
+#define BOOST_HISTOGRAM_ACCUMULATORS_MEAN_HPP
+
+#include <boost/histogram/fwd.hpp>
+#include <cstddef>
+#include <type_traits>
+
+namespace boost {
+namespace histogram {
+namespace accumulators {
+
+/** Calculates mean and variance of sample.
+
+  Uses Welfords's incremental algorithm to improve the numerical
+  stability of mean and variance computation.
+*/
+template <class RealType>
+class mean {
+public:
+  mean() = default;
+  mean(const std::size_t n, const RealType& mean, const RealType& variance)
+      : sum_(n), mean_(mean), sum_of_deltas_squared_(variance * (sum_ - 1)) {}
+
+  void operator()(const RealType& x) {
+    sum_ += 1;
+    const auto delta = x - mean_;
+    mean_ += delta / sum_;
+    sum_of_deltas_squared_ += delta * (x - mean_);
+  }
+
+  template <class T>
+  mean& operator+=(const mean<T>& rhs) {
+    const auto tmp = mean_ * sum_ + static_cast<RealType>(rhs.mean_ * rhs.sum_);
+    sum_ += rhs.sum_;
+    mean_ = tmp / sum_;
+    sum_of_deltas_squared_ += static_cast<RealType>(rhs.sum_of_deltas_squared_);
+    return *this;
+  }
+
+  mean& operator*=(const RealType& s) {
+    mean_ *= s;
+    sum_of_deltas_squared_ *= s * s;
+    return *this;
+  }
+
+  template <class T>
+  bool operator==(const mean<T>& rhs) const noexcept {
+    return sum_ == rhs.sum_ && mean_ == rhs.mean_ &&
+           sum_of_deltas_squared_ == rhs.sum_of_deltas_squared_;
+  }
+
+  template <class T>
+  bool operator!=(const mean<T>& rhs) const noexcept {
+    return !operator==(rhs);
+  }
+
+  std::size_t count() const noexcept { return sum_; }
+  const RealType& value() const noexcept { return mean_; }
+  RealType variance() const { return sum_of_deltas_squared_ / (sum_ - 1); }
+
+  template <class Archive>
+  void serialize(Archive&, unsigned /* version */);
+
+private:
+  std::size_t sum_ = 0;
+  RealType mean_ = 0, sum_of_deltas_squared_ = 0;
+};
+
+} // namespace accumulators
+} // namespace histogram
+} // namespace boost
+
+#ifndef BOOST_HISTOGRAM_DOXYGEN_INVOKED
+namespace std {
+template <class T, class U>
+/// Specialization for boost::histogram::accumulators::mean.
+struct common_type<boost::histogram::accumulators::mean<T>,
+                   boost::histogram::accumulators::mean<U>> {
+  using type = boost::histogram::accumulators::mean<common_type_t<T, U>>;
+};
+} // namespace std
+#endif
+
+#endif

winx64/include/boost/histogram/accumulators/ostream.hpp

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+// Copyright 2015-2017 Hans Dembinski
+//
+// Distributed under the Boost Software License, Version 1.0.
+// (See accompanying file LICENSE_1_0.txt
+// or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#ifndef BOOST_HISTOGRAM_ACCUMULATORS_OSTREAM_HPP
+#define BOOST_HISTOGRAM_ACCUMULATORS_OSTREAM_HPP
+
+#include <boost/histogram/fwd.hpp>
+#include <iosfwd>
+
+#ifndef BOOST_HISTOGRAM_DOXYGEN_INVOKED
+
+namespace boost {
+namespace histogram {
+namespace accumulators {
+template <typename CharT, typename Traits, typename W>
+std::basic_ostream<CharT, Traits>& operator<<(std::basic_ostream<CharT, Traits>& os,
+                                              const sum<W>& x) {
+  os << "sum(" << x.large() << " + " << x.small() << ")";
+  return os;
+}
+
+template <typename CharT, typename Traits, typename W>
+std::basic_ostream<CharT, Traits>& operator<<(std::basic_ostream<CharT, Traits>& os,
+                                              const weighted_sum<W>& x) {
+  os << "weighted_sum(" << x.value() << ", " << x.variance() << ")";
+  return os;
+}
+
+template <typename CharT, typename Traits, typename W>
+std::basic_ostream<CharT, Traits>& operator<<(std::basic_ostream<CharT, Traits>& os,
+                                              const mean<W>& x) {
+  os << "mean(" << x.count() << ", " << x.value() << ", " << x.variance() << ")";
+  return os;
+}
+
+template <typename CharT, typename Traits, typename W>
+std::basic_ostream<CharT, Traits>& operator<<(std::basic_ostream<CharT, Traits>& os,
+                                              const weighted_mean<W>& x) {
+  os << "weighted_mean(" << x.sum_of_weights() << ", " << x.value() << ", "
+     << x.variance() << ")";
+  return os;
+}
+} // namespace accumulators
+} // namespace histogram
+} // namespace boost
+
+#endif // BOOST_HISTOGRAM_DOXYGEN_INVOKED
+
+#endif

winx64/include/boost/histogram/accumulators/sum.hpp

@@ -0,0 +1,107 @@
+// Copyright 2018 Hans Dembinski
+//
+// Distributed under the Boost Software License, version 1.0.
+// (See accompanying file LICENSE_1_0.txt
+// or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#ifndef BOOST_HISTOGRAM_ACCUMULATORS_SUM_HPP
+#define BOOST_HISTOGRAM_ACCUMULATORS_SUM_HPP
+
+#include <boost/histogram/fwd.hpp>
+#include <cmath>
+#include <type_traits>
+
+namespace boost {
+namespace histogram {
+namespace accumulators {
+
+/**
+  Uses Neumaier algorithm to compute accurate sums.
+
+  The algorithm uses memory for two floats and is three to
+  five times slower compared to a simple floating point
+  number used to accumulate a sum, but the relative error
+  of the sum is at the level of the machine precision,
+  independent of the number of samples.
+
+  A. Neumaier, Zeitschrift fuer Angewandte Mathematik
+  und Mechanik 54 (1974) 39-51.
+*/
+template <typename RealType>
+class sum {
+public:
+  sum() = default;
+
+  /// Initialize sum to value
+  explicit sum(const RealType& value) noexcept : large_(value) {}
+
+  /// Set sum to value
+  sum& operator=(const RealType& value) noexcept {
+    large_ = value;
+    small_ = 0;
+    return *this;
+  }
+
+  /// Increment sum by one
+  sum& operator++() { return operator+=(1); }
+
+  /// Increment sum by value
+  sum& operator+=(const RealType& value) {
+    auto temp = large_ + value; // prevent optimization
+    if (std::abs(large_) >= std::abs(value))
+      small_ += (large_ - temp) + value;
+    else
+      small_ += (value - temp) + large_;
+    large_ = temp;
+    return *this;
+  }
+
+  /// Scale by value
+  sum& operator*=(const RealType& value) {
+    large_ *= value;
+    small_ *= value;
+    return *this;
+  }
+
+  template <class T>
+  bool operator==(const sum<T>& rhs) const noexcept {
+    return large_ == rhs.large_ && small_ == rhs.small_;
+  }
+
+  template <class T>
+  bool operator!=(const T& rhs) const noexcept {
+    return !operator==(rhs);
+  }
+
+  /// Return large part of the sum.
+  const RealType& large() const { return large_; }
+
+  /// Return small part of the sum.
+  const RealType& small() const { return small_; }
+
+  // allow implicit conversion to RealType
+  operator RealType() const { return large_ + small_; }
+
+  template <class Archive>
+  void serialize(Archive&, unsigned /* version */);
+
+private:
+  RealType large_ = RealType();
+  RealType small_ = RealType();
+};
+
+} // namespace accumulators
+} // namespace histogram
+} // namespace boost
+
+#ifndef BOOST_HISTOGRAM_DOXYGEN_INVOKED
+namespace std {
+template <class T, class U>
+struct common_type<boost::histogram::accumulators::sum<T>,
+                   boost::histogram::accumulators::sum<U>> {
+  using type = boost::histogram::accumulators::sum<common_type_t<T, U>>;
+};
+} // namespace std
+#endif
+
+#endif

winx64/include/boost/histogram/accumulators/weighted_mean.hpp

@@ -0,0 +1,106 @@
+// Copyright 2018 Hans Dembinski
+//
+// Distributed under the Boost Software License, version 1.0.
+// (See accompanying file LICENSE_1_0.txt
+// or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#ifndef BOOST_HISTOGRAM_ACCUMULATORS_WEIGHTED_MEAN_HPP
+#define BOOST_HISTOGRAM_ACCUMULATORS_WEIGHTED_MEAN_HPP
+
+#include <boost/histogram/fwd.hpp>
+#include <type_traits>
+
+namespace boost {
+namespace histogram {
+namespace accumulators {
+
+/**
+  Calculates mean and variance of weighted sample.
+
+  Uses West's incremental algorithm to improve numerical stability
+  of mean and variance computation.
+*/
+template <typename RealType>
+class weighted_mean {
+public:
+  weighted_mean() = default;
+  weighted_mean(const RealType& wsum, const RealType& wsum2, const RealType& mean,
+                const RealType& variance)
+      : sum_of_weights_(wsum)
+      , sum_of_weights_squared_(wsum2)
+      , weighted_mean_(mean)
+      , sum_of_weighted_deltas_squared_(
+            variance * (sum_of_weights_ - sum_of_weights_squared_ / sum_of_weights_)) {}
+
+  void operator()(const RealType& x) { operator()(1, x); }
+
+  void operator()(const RealType& w, const RealType& x) {
+    sum_of_weights_ += w;
+    sum_of_weights_squared_ += w * w;
+    const auto delta = x - weighted_mean_;
+    weighted_mean_ += w * delta / sum_of_weights_;
+    sum_of_weighted_deltas_squared_ += w * delta * (x - weighted_mean_);
+  }
+
+  template <typename T>
+  weighted_mean& operator+=(const weighted_mean<T>& rhs) {
+    const auto tmp = weighted_mean_ * sum_of_weights_ +
+                     static_cast<RealType>(rhs.weighted_mean_ * rhs.sum_of_weights_);
+    sum_of_weights_ += static_cast<RealType>(rhs.sum_of_weights_);
+    sum_of_weights_squared_ += static_cast<RealType>(rhs.sum_of_weights_squared_);
+    weighted_mean_ = tmp / sum_of_weights_;
+    sum_of_weighted_deltas_squared_ +=
+        static_cast<RealType>(rhs.sum_of_weighted_deltas_squared_);
+    return *this;
+  }
+
+  weighted_mean& operator*=(const RealType& s) {
+    weighted_mean_ *= s;
+    sum_of_weighted_deltas_squared_ *= s * s;
+    return *this;
+  }
+
+  template <typename T>
+  bool operator==(const weighted_mean<T>& rhs) const noexcept {
+    return sum_of_weights_ == rhs.sum_of_weights_ &&
+           sum_of_weights_squared_ == rhs.sum_of_weights_squared_ &&
+           weighted_mean_ == rhs.weighted_mean_ &&
+           sum_of_weighted_deltas_squared_ == rhs.sum_of_weighted_deltas_squared_;
+  }
+
+  template <typename T>
+  bool operator!=(const T& rhs) const noexcept {
+    return !operator==(rhs);
+  }
+
+  const RealType& sum_of_weights() const noexcept { return sum_of_weights_; }
+  const RealType& value() const noexcept { return weighted_mean_; }
+  RealType variance() const {
+    return sum_of_weighted_deltas_squared_ /
+           (sum_of_weights_ - sum_of_weights_squared_ / sum_of_weights_);
+  }
+
+  template <class Archive>
+  void serialize(Archive&, unsigned /* version */);
+
+private:
+  RealType sum_of_weights_ = RealType(), sum_of_weights_squared_ = RealType(),
+           weighted_mean_ = RealType(), sum_of_weighted_deltas_squared_ = RealType();
+};
+
+} // namespace accumulators
+} // namespace histogram
+} // namespace boost
+
+#ifndef BOOST_HISTOGRAM_DOXYGEN_INVOKED
+namespace std {
+template <class T, class U>
+/// Specialization for boost::histogram::accumulators::weighted_mean.
+struct common_type<boost::histogram::accumulators::weighted_mean<T>,
+                   boost::histogram::accumulators::weighted_mean<U>> {
+  using type = boost::histogram::accumulators::weighted_mean<common_type_t<T, U>>;
+};
+} // namespace std
+#endif
+
+#endif

winx64/include/boost/histogram/accumulators/weighted_sum.hpp

@@ -0,0 +1,112 @@
+// Copyright 2015-2018 Hans Dembinski
+//
+// Distributed under the Boost Software License, version 1.0.
+// (See accompanying file LICENSE_1_0.txt
+// or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#ifndef BOOST_HISTOGRAM_ACCUMULATORS_WEIGHTED_SUM_HPP
+#define BOOST_HISTOGRAM_ACCUMULATORS_WEIGHTED_SUM_HPP
+
+#include <boost/histogram/fwd.hpp>
+#include <type_traits>
+
+namespace boost {
+namespace histogram {
+namespace accumulators {
+
+/// Holds sum of weights and its variance estimate
+template <typename RealType>
+class weighted_sum {
+public:
+  weighted_sum() = default;
+  explicit weighted_sum(const RealType& value) noexcept
+      : sum_of_weights_(value), sum_of_weights_squared_(value) {}
+  weighted_sum(const RealType& value, const RealType& variance) noexcept
+      : sum_of_weights_(value), sum_of_weights_squared_(variance) {}
+
+  /// Increment by one.
+  weighted_sum& operator++() { return operator+=(1); }
+
+  /// Increment by value.
+  template <typename T>
+  weighted_sum& operator+=(const T& value) {
+    sum_of_weights_ += value;
+    sum_of_weights_squared_ += value * value;
+    return *this;
+  }
+
+  /// Added another weighted sum.
+  template <typename T>
+  weighted_sum& operator+=(const weighted_sum<T>& rhs) {
+    sum_of_weights_ += static_cast<RealType>(rhs.sum_of_weights_);
+    sum_of_weights_squared_ += static_cast<RealType>(rhs.sum_of_weights_squared_);
+    return *this;
+  }
+
+  /// Scale by value.
+  weighted_sum& operator*=(const RealType& x) {
+    sum_of_weights_ *= x;
+    sum_of_weights_squared_ *= x * x;
+    return *this;
+  }
+
+  bool operator==(const RealType& rhs) const noexcept {
+    return sum_of_weights_ == rhs && sum_of_weights_squared_ == rhs;
+  }
+
+  template <typename T>
+  bool operator==(const weighted_sum<T>& rhs) const noexcept {
+    return sum_of_weights_ == rhs.sum_of_weights_ &&
+           sum_of_weights_squared_ == rhs.sum_of_weights_squared_;
+  }
+
+  template <typename T>
+  bool operator!=(const T& rhs) const noexcept {
+    return !operator==(rhs);
+  }
+
+  /// Return value of the sum.
+  const RealType& value() const noexcept { return sum_of_weights_; }
+
+  /// Return estimated variance of the sum.
+  const RealType& variance() const noexcept { return sum_of_weights_squared_; }
+
+  // lossy conversion must be explicit
+  template <class T>
+  explicit operator T() const {
+    return static_cast<T>(sum_of_weights_);
+  }
+
+  template <class Archive>
+  void serialize(Archive&, unsigned /* version */);
+
+private:
+  RealType sum_of_weights_ = RealType();
+  RealType sum_of_weights_squared_ = RealType();
+};
+
+} // namespace accumulators
+} // namespace histogram
+} // namespace boost
+
+#ifndef BOOST_HISTOGRAM_DOXYGEN_INVOKED
+namespace std {
+template <class T, class U>
+struct common_type<boost::histogram::accumulators::weighted_sum<T>,
+                   boost::histogram::accumulators::weighted_sum<U>> {
+  using type = boost::histogram::accumulators::weighted_sum<common_type_t<T, U>>;
+};
+
+template <class T, class U>
+struct common_type<boost::histogram::accumulators::weighted_sum<T>, U> {
+  using type = boost::histogram::accumulators::weighted_sum<common_type_t<T, U>>;
+};
+
+template <class T, class U>
+struct common_type<T, boost::histogram::accumulators::weighted_sum<U>> {
+  using type = boost::histogram::accumulators::weighted_sum<common_type_t<T, U>>;
+};
+} // namespace std
+#endif
+
+#endif