LINE Solver (C++)
Templated C++ port of the LINE queueing solver
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moment_raw_from_central.h
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1/*
2 * Copyright (c) 2012-2026, QORE Lab, Imperial College London
3 * All rights reserved.
4 */
5#ifndef LINE_API_MOMENT_MOMENT_RAW_FROM_CENTRAL_H
6#define LINE_API_MOMENT_MOMENT_RAW_FROM_CENTRAL_H
7
8/**
9 * @file
10 * @ingroup api_moment
11 * Raw moments from central moments and the mean.
12 *
13 * Templated port of matlab/src/api/moment/moment_raw_from_central.m. Every operation is integer
14 * or rational, so the exact instantiation returns the transform with no
15 * rounding at all. That matters more here than almost anywhere else in the API:
16 * the alternating binomial sums of the moment conversions cancel
17 * catastrophically in double arithmetic once the order grows.
18 */
19
20#include <vector>
21
22#include "line/num/number.h"
23#include "line/util/error.h"
24#include "line/util/matrix.h"
26
27namespace line {
28namespace moment {
29
30/** m_i = sum_k C(i,k) mc_k m1^(i-k). */
31template <class T>
32std::vector<T> moment_raw_from_central(const std::vector<T>& mc, const T& m1) {
33 const std::size_t n = mc.size();
34 std::vector<T> m(n, num_traits<T>::from_int(0));
35 for (std::size_t i = 0; i < n; ++i)
36 for (std::size_t k = 0; k <= i; ++k)
37 m[i] += num_nck<T>(static_cast<int>(i), static_cast<int>(k)) * mc[k] *
38 num_pow_int(m1, static_cast<unsigned>(i - k));
39 return m;
40}
41
42} // namespace moment
43} // namespace line
44
45#endif
The exception types the port throws.
Dense matrix and non-owning view.
std::vector< T > moment_raw_from_central(const std::vector< T > &mc, const T &m1)
m_i = sum_k C(i,k) mc_k m1^(i-k).
T num_pow_int(const T &base, unsigned e)
Integer power, valid in any field (no transcendental requirement).
Definition number.h:192
T num_nck(int n, int k)
Binomial coefficient as a value of T, by the Pascal recurrence.
Definition population.h:87
Number-type abstraction for the templated API port.
Population-vector enumeration and combinatorics.