585da50d7d
This PR adds the code of Boost.Math as of version 1.89 into the third-party directory, as discussed in a recent RFC [1]. The goal is for this code to be used as a back-end for the C++17 Math Special Functions. As explained in third-paty/README.md, this code is cleared for usage inside libc++ for the Math Special functions, however the LLVM Foundation should be consulted before using this code anywhere else in the LLVM project, due to the fact that it is under the Boost Software License (as opposed to the usual LLVM license). See the RFC [1] for more details. [1]: https://discourse.llvm.org/t/rfc-libc-taking-a-dependency-on-boost-math-for-the-c-17-math-special-functions
88 lines
2.0 KiB
C++
88 lines
2.0 KiB
C++
// (C) Copyright John Maddock 2005-2006.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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#ifndef BOOST_MATH_TOOLS_STATS_INCLUDED
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#define BOOST_MATH_TOOLS_STATS_INCLUDED
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#ifdef _MSC_VER
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#pragma once
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#endif
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#include <cstdint>
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#include <cmath>
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#include <boost/math/tools/precision.hpp>
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namespace boost{ namespace math{ namespace tools{
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template <class T>
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class stats
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{
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public:
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stats()
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: m_min(tools::max_value<T>()),
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m_max(-tools::max_value<T>()),
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m_total(0),
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m_squared_total(0)
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{}
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void add(const T& val)
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{
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if(val < m_min)
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m_min = val;
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if(val > m_max)
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m_max = val;
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m_total += val;
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++m_count;
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m_squared_total += val*val;
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}
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T min BOOST_MATH_PREVENT_MACRO_SUBSTITUTION()const{ return m_min; }
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T max BOOST_MATH_PREVENT_MACRO_SUBSTITUTION()const{ return m_max; }
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T total()const{ return m_total; }
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T mean()const{ return m_total / static_cast<T>(m_count); }
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std::uintmax_t count()const{ return m_count; }
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T variance()const
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{
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BOOST_MATH_STD_USING
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T t = m_squared_total - m_total * m_total / m_count;
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t /= m_count;
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return t;
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}
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T variance1()const
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{
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BOOST_MATH_STD_USING
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T t = m_squared_total - m_total * m_total / m_count;
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t /= (m_count-1);
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return t;
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}
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T rms()const
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{
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BOOST_MATH_STD_USING
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return sqrt(m_squared_total / static_cast<T>(m_count));
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}
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stats& operator+=(const stats& s)
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{
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if(s.m_min < m_min)
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m_min = s.m_min;
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if(s.m_max > m_max)
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m_max = s.m_max;
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m_total += s.m_total;
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m_squared_total += s.m_squared_total;
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m_count += s.m_count;
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return *this;
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}
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private:
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T m_min, m_max, m_total, m_squared_total;
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std::uintmax_t m_count{0};
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};
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} // namespace tools
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} // namespace math
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} // namespace boost
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#endif
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