diff options
Diffstat (limited to 'boost/math/tools/univariate_statistics.hpp')
| -rw-r--r-- | boost/math/tools/univariate_statistics.hpp | 43 |
1 files changed, 39 insertions, 4 deletions
diff --git a/boost/math/tools/univariate_statistics.hpp b/boost/math/tools/univariate_statistics.hpp index 226fdf46d2..387ff859ee 100644 --- a/boost/math/tools/univariate_statistics.hpp +++ b/boost/math/tools/univariate_statistics.hpp @@ -30,12 +30,47 @@ auto mean(ForwardIterator first, ForwardIterator last) } return mu; } - else + else if constexpr (std::is_same_v<typename std::iterator_traits<ForwardIterator>::iterator_category, std::random_access_iterator_tag>) { - Real mu = 0; + size_t elements = std::distance(first, last); + Real mu0 = 0; + Real mu1 = 0; + Real mu2 = 0; + Real mu3 = 0; Real i = 1; - for(auto it = first; it != last; ++it) { - mu = mu + (*it - mu)/i; + auto end = last - (elements % 4); + for(auto it = first; it != end; it += 4) { + Real inv = Real(1)/i; + Real tmp0 = (*it - mu0); + Real tmp1 = (*(it+1) - mu1); + Real tmp2 = (*(it+2) - mu2); + Real tmp3 = (*(it+3) - mu3); + // please generate a vectorized fma here + mu0 += tmp0*inv; + mu1 += tmp1*inv; + mu2 += tmp2*inv; + mu3 += tmp3*inv; + i += 1; + } + Real num1 = Real(elements - (elements %4))/Real(4); + Real num2 = num1 + Real(elements % 4); + + for (auto it = end; it != last; ++it) + { + mu3 += (*it-mu3)/i; + i += 1; + } + + return (num1*(mu0+mu1+mu2) + num2*mu3)/Real(elements); + } + else + { + auto it = first; + Real mu = *it; + Real i = 2; + while(++it != last) + { + mu += (*it - mu)/i; i += 1; } return mu; |