From mboxrd@z Thu Jan 1 00:00:00 1970 Return-Path: Received: (majordomo@vger.kernel.org) by vger.kernel.org via listexpand id S1751800Ab0JTIXu (ORCPT ); Wed, 20 Oct 2010 04:23:50 -0400 Received: from mail30s.wh2.ocn.ne.jp ([125.206.180.198]:47671 "HELO mail30s.wh2.ocn.ne.jp" rhost-flags-OK-OK-OK-OK) by vger.kernel.org with SMTP id S1751541Ab0JTIXr (ORCPT ); Wed, 20 Oct 2010 04:23:47 -0400 Subject: [PATCH v3] Add generic exponentially weighted moving average (EWMA) function To: randy.dunlap@oracle.com, br1@einfach.org, akpm@linux-foundation.org, kevin.granade@gmail.com From: Bruno Randolf Cc: Lars_Ericsson@telia.com, blp@cs.stanford.edu, linux-kernel@vger.kernel.org Date: Wed, 20 Oct 2010 17:23:36 +0900 Message-ID: <20101020082336.28281.77747.stgit@localhost6.localdomain6> User-Agent: StGit/0.15 MIME-Version: 1.0 Content-Type: text/plain; charset="utf-8" Content-Transfer-Encoding: 7bit X-SF-Loop: 1 Sender: linux-kernel-owner@vger.kernel.org List-ID: X-Mailing-List: linux-kernel@vger.kernel.org This adds generic functions for calculating Exponentially Weighted Moving Averages (EWMA). This implementation makes use of a structure which keeps the EWMA parameters and a scaled up internal representation to reduce rounding errors. The original idea for this implementation came from the rt2x00 driver (rt2x00link.c). I would like to use it in several places in the mac80211 and ath5k code and I hope it can be useful in many other places in the kernel code. Signed-off-by: Bruno Randolf -- v3: Addressing Andrew Mortons comments: Implement in lib/average.c and make access and initalization functions. Use unsigned int for values. Rename functions to ewma_* since there might be other moving average implementations which are not exponentially weighted. v2: Renamed 'samples' to 'weight'. Added more documentation. Use avg_val pointer. Add a WARN_ON_ONCE for invalid values of 'weight'. Divide and round up/down. --- include/linux/average.h | 32 +++++++++++++++++++++++++ lib/Makefile | 2 +- lib/average.c | 59 +++++++++++++++++++++++++++++++++++++++++++++++ 3 files changed, 92 insertions(+), 1 deletions(-) create mode 100644 include/linux/average.h create mode 100644 lib/average.c diff --git a/include/linux/average.h b/include/linux/average.h new file mode 100644 index 0000000..56bef6c --- /dev/null +++ b/include/linux/average.h @@ -0,0 +1,32 @@ +#ifndef _LINUX_AVERAGE_H +#define _LINUX_AVERAGE_H + +#include + +/* Exponentially weighted moving average (EWMA) */ + +/* For more documentation see lib/average.c */ + +struct ewma { + unsigned int internal; + unsigned int factor; + unsigned int weight; +}; + +extern struct ewma* ewma_init(struct ewma *avg, const unsigned int factor, + const unsigned int weight); + +extern struct ewma* ewma_add(struct ewma *avg, const unsigned int val); + +/** + * ewma_get() - Get average value + * @avg: Average structure + * + * Returns the average value held in @avg. + */ +static inline unsigned int ewma_get(const struct ewma *avg) +{ + return DIV_ROUND_CLOSEST(avg->internal, avg->factor); +} + +#endif /* _LINUX_AVERAGE_H */ diff --git a/lib/Makefile b/lib/Makefile index e6a3763..f66acf7 100644 --- a/lib/Makefile +++ b/lib/Makefile @@ -21,7 +21,7 @@ lib-y += kobject.o kref.o klist.o obj-y += bcd.o div64.o sort.o parser.o halfmd4.o debug_locks.o random32.o \ bust_spinlocks.o hexdump.o kasprintf.o bitmap.o scatterlist.o \ - string_helpers.o gcd.o lcm.o list_sort.o uuid.o + string_helpers.o gcd.o lcm.o list_sort.o uuid.o average.o ifeq ($(CONFIG_DEBUG_KOBJECT),y) CFLAGS_kobject.o += -DDEBUG diff --git a/lib/average.c b/lib/average.c new file mode 100644 index 0000000..081a8fd --- /dev/null +++ b/lib/average.c @@ -0,0 +1,59 @@ +/* + * lib/average.c + * + * This source code is licensed under the GNU General Public License, + * Version 2. See the file COPYING for more details. + */ + +#include +#include + +/** + * DOC: Exponentially Weighted Moving Average (EWMA) + * + * These are generic functions for calculating Exponentially Weighted Moving + * Averages (EWMA). We keep a structure with the EWMA parameters and a scaled + * up internal representation of the average value to prevent rounding errors. + * The factor for scaling up and the exponential weight (or decay rate) have to + * be specified thru the init fuction. The structure should not be accessed + * directly but only thru the helper functions. + */ + +/** + * ewma_init() - Initialize EWMA parameters + * @avg: Average structure + * @factor: Factor to use for the scaled up internal value. The maximum value + * of averages can be UINT_MAX/(factor*weight). + * @weight: Exponential weight, or decay rate. This defines how fast the + * influence of older values decreases. Has to be bigger than 1. + * + * Initialize the EWMA parameters for a given struct ewma @avg. + */ +struct ewma* +ewma_init(struct ewma *avg, const unsigned int factor, + const unsigned int weight) +{ + WARN_ON(weight <= 1 || factor == 0); + avg->weight = weight; + avg->factor = factor; + return avg; +} +EXPORT_SYMBOL(ewma_init); + +/** + * ewma_add() - Exponentially weighted moving average (EWMA) + * @avg: Average structure + * @val: Current value + * + * Add a sample to the average. + */ +struct ewma* +ewma_add(struct ewma *avg, const unsigned int val) +{ + avg->internal = avg->internal ? + (((avg->internal * (avg->weight - 1)) + + (val * avg->factor)) / avg->weight) : + (val * avg->factor); + return avg; +} +EXPORT_SYMBOL(ewma_add);