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