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200 lines
3.6 KiB
C
200 lines
3.6 KiB
C
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/* SPDX-License-Identifier: GPL-2.0 */
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#ifndef MEAN_AND_VARIANCE_H_
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#define MEAN_AND_VARIANCE_H_
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#include <linux/types.h>
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#include <linux/limits.h>
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#include <linux/math64.h>
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#define SQRT_U64_MAX 4294967295ULL
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/*
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* u128_u: u128 user mode, because not all architectures support a real int128
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* type
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*/
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#ifdef __SIZEOF_INT128__
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typedef struct {
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unsigned __int128 v;
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} __aligned(16) u128_u;
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static inline u128_u u64_to_u128(u64 a)
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{
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return (u128_u) { .v = a };
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}
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static inline u64 u128_lo(u128_u a)
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{
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return a.v;
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}
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static inline u64 u128_hi(u128_u a)
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{
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return a.v >> 64;
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}
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static inline u128_u u128_add(u128_u a, u128_u b)
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{
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a.v += b.v;
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return a;
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}
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static inline u128_u u128_sub(u128_u a, u128_u b)
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{
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a.v -= b.v;
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return a;
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}
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static inline u128_u u128_shl(u128_u a, s8 shift)
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{
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a.v <<= shift;
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return a;
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}
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static inline u128_u u128_square(u64 a)
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{
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u128_u b = u64_to_u128(a);
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b.v *= b.v;
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return b;
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}
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#else
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typedef struct {
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u64 hi, lo;
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} __aligned(16) u128_u;
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/* conversions */
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static inline u128_u u64_to_u128(u64 a)
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{
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return (u128_u) { .lo = a };
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}
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static inline u64 u128_lo(u128_u a)
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{
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return a.lo;
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}
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static inline u64 u128_hi(u128_u a)
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{
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return a.hi;
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}
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/* arithmetic */
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static inline u128_u u128_add(u128_u a, u128_u b)
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{
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u128_u c;
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c.lo = a.lo + b.lo;
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c.hi = a.hi + b.hi + (c.lo < a.lo);
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return c;
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}
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static inline u128_u u128_sub(u128_u a, u128_u b)
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{
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u128_u c;
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c.lo = a.lo - b.lo;
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c.hi = a.hi - b.hi - (c.lo > a.lo);
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return c;
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}
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static inline u128_u u128_shl(u128_u i, s8 shift)
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{
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u128_u r;
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r.lo = i.lo << shift;
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if (shift < 64)
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r.hi = (i.hi << shift) | (i.lo >> (64 - shift));
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else {
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r.hi = i.lo << (shift - 64);
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r.lo = 0;
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}
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return r;
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}
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static inline u128_u u128_square(u64 i)
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{
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u128_u r;
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u64 h = i >> 32, l = i & U32_MAX;
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r = u128_shl(u64_to_u128(h*h), 64);
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r = u128_add(r, u128_shl(u64_to_u128(h*l), 32));
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r = u128_add(r, u128_shl(u64_to_u128(l*h), 32));
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r = u128_add(r, u64_to_u128(l*l));
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return r;
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}
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#endif
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static inline u128_u u64s_to_u128(u64 hi, u64 lo)
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{
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u128_u c = u64_to_u128(hi);
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c = u128_shl(c, 64);
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c = u128_add(c, u64_to_u128(lo));
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return c;
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}
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u128_u u128_div(u128_u n, u64 d);
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struct mean_and_variance {
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s64 n;
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s64 sum;
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u128_u sum_squares;
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};
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/* expontentially weighted variant */
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struct mean_and_variance_weighted {
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bool init;
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u8 weight; /* base 2 logarithim */
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s64 mean;
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u64 variance;
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};
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/**
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* fast_divpow2() - fast approximation for n / (1 << d)
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* @n: numerator
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* @d: the power of 2 denominator.
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*
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* note: this rounds towards 0.
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*/
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static inline s64 fast_divpow2(s64 n, u8 d)
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{
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return (n + ((n < 0) ? ((1 << d) - 1) : 0)) >> d;
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}
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/**
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* mean_and_variance_update() - update a mean_and_variance struct @s1 with a new sample @v1
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* and return it.
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* @s1: the mean_and_variance to update.
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* @v1: the new sample.
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*
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* see linked pdf equation 12.
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*/
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static inline struct mean_and_variance
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mean_and_variance_update(struct mean_and_variance s, s64 v)
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{
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return (struct mean_and_variance) {
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.n = s.n + 1,
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.sum = s.sum + v,
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.sum_squares = u128_add(s.sum_squares, u128_square(abs(v))),
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};
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}
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s64 mean_and_variance_get_mean(struct mean_and_variance s);
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u64 mean_and_variance_get_variance(struct mean_and_variance s1);
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u32 mean_and_variance_get_stddev(struct mean_and_variance s);
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void mean_and_variance_weighted_update(struct mean_and_variance_weighted *s, s64 v);
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s64 mean_and_variance_weighted_get_mean(struct mean_and_variance_weighted s);
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u64 mean_and_variance_weighted_get_variance(struct mean_and_variance_weighted s);
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u32 mean_and_variance_weighted_get_stddev(struct mean_and_variance_weighted s);
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#endif // MEAN_AND_VAIRANCE_H_
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