stablesum.h

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/*                  This file is part of the class library                   */
/*       SoPlex --- the Sequential object-oriented simPlex.                  */
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#ifndef _SOPLEX_STABLE_SUM_H_
#define _SOPLEX_STABLE_SUM_H_
#include <type_traits>
 
// #define SOPLEX_CHECK_STABLESUM  // double check the stable sum computation
 
namespace soplex
{
 
template <typename T>
class StableSum
{
   typename std::remove_const<T>::type sum;
 
public:
   StableSum() : sum(0) {}
   StableSum(const T& init) : sum(init) {}
 
   void operator+=(const T& input)
   {
      sum += input;
   }
 
   void operator-=(const T& input)
   {
      sum -= input;
   }
 
   operator typename std::remove_const<T>::type() const
   {
      return sum;
   }
 
};
 
#if defined(_MSC_VER) || defined(__INTEL_COMPILER)
#pragma float_control(precise, on, push)
#endif
 
template <>
class StableSum<double>
{
   double sum = 0;
   double c = 0;
#ifdef SOPLEX_CHECK_STABLESUM
   double checksum = 0;
#endif
 
public:
   StableSum() = default;
   StableSum(double init) : sum(init), c(0) {}
 
   void operator+=(double input)
   {
#ifdef SOPLEX_CHECK_STABLESUM
      checksum += input;
#endif
      double t = sum + input;
      double z = t - sum;
      double y = (sum - (t - z)) + (input - z);
      c += y;
 
      sum = t;
   }
 
   void operator-=(double input)
   {
      (*this) += -input;
   }
 
   operator double() const
   {
#ifdef SOPLEX_CHECK_STABLESUM
 
      if(spxAbs(checksum - (sum + c)) >= 1e-6)
         printf("stablesum viol: %g, rel: %g, checksum: %g\n", spxAbs(checksum - (sum + c)),
                spxAbs(checksum - (sum + c)) / SOPLEX_MAX(1.0, SOPLEX_MAX(spxAbs(checksum), spxAbs(sum + c))),
                checksum);
 
      assert(spxAbs(checksum - (sum + c)) < 1e-6);
#endif
      return sum + c;
   }
};
 
#if defined(_MSC_VER) || defined(__INTEL_COMPILER)
#pragma float_control(pop)
#endif
 
/// Output operator.
template < class T >
std::ostream& operator<<(std::ostream& s, const StableSum<T>& sum)
{
   s << static_cast<T>(sum);
 
   return s;
}
 
}
 
#endif