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From: David Buckley <isreal-netdev-at-vger.kernel.org@bucko.me.uk>
To: netdev@vger.kernel.org
Subject: [PATCH] ping mdev rounding issue
Date: Tue, 11 Nov 2014 09:16:05 +0000	[thread overview]
Message-ID: <20141111091605.GA20540@cirno.bucko.me.uk> (raw)

[-- Attachment #1: Type: text/plain, Size: 2110 bytes --]

ping has a rounding issue in standard deviation computation.

It stores all values as integer micros, and computes standard deviation
as:

sqrt(SUM(time*time)/count - (SUM(time)/count)*(SUM(time)/count))

Because the second 'count' divide is performed before the multiply, a
rounding error results of the order O(sqrt(SUM(time)/count)).

Example: I ping my server twice. One takes 1000us, the second takes
1001us.

Standard deviation computed by ping is:

  sqrt((1000000+1002001)/2 - ((1000+1001)/2)*((1000+1001)/2))
= sqrt(1001000 - 1000*1000) = sqrt(1000) = 31

So we got a 1us difference and report a 31 us standard deviation.

If the samples are 999 and 1001
  sqrt((998001+1002001)/2 - ((999+1001)/2)*((999+1001)/2))
= sqrt(1000001 - 1000*1000) = sqrt(1) = 0

So more deviation makes for less /reported/ deviation.

This is reduced slightly in this case by more samples (100*1000+1001
reports deviation of 4us, for instance), but really it's caused by the
rounding error ((float)SUM(time)/count) - (SUM(time)/count) being
/multiplied/ by the average time. The expected error is of the order
sqrt(mean).

Example real-world bad computation:

PING 74.125.230.238 (74.125.230.238) 56(84) bytes of data.
64 bytes from 74.125.230.238: icmp_seq=1 ttl=51 time=16.1 ms
64 bytes from 74.125.230.238: icmp_seq=2 ttl=51 time=16.1 ms
64 bytes from 74.125.230.238: icmp_seq=3 ttl=51 time=16.2 ms
64 bytes from 74.125.230.238: icmp_seq=4 ttl=51 time=16.1 ms
^C
--- google.com ping statistics ---
4 packets transmitted, 4 received, 0% packet loss, time 3003ms
rtt min/avg/max/mdev = 16.132/16.170/16.246/0.161 ms


With patch (attached):

PING 74.125.230.238 (74.125.230.238) 56(84) bytes of data.
64 bytes from 74.125.230.238: icmp_seq=1 ttl=51 time=16.0 ms
64 bytes from 74.125.230.238: icmp_seq=2 ttl=51 time=16.1 ms
64 bytes from 74.125.230.238: icmp_seq=3 ttl=51 time=16.1 ms
64 bytes from 74.125.230.238: icmp_seq=4 ttl=51 time=16.1 ms
^C
--- 74.125.230.238 ping statistics ---
4 packets transmitted, 4 received, 0% packet loss, time 3003ms
rtt min/avg/max/mdev = 16.045/16.128/16.197/0.054 ms

-- 
David Buckley

[-- Attachment #2: fix_rounding.patch --]
[-- Type: text/x-diff, Size: 793 bytes --]

--- a/ping_common.c	2014-11-11 00:02:07.000000000 +0000
+++ b/ping_common.c	2014-11-11 09:04:06.699021939 +0000
@@ -1016,14 +1016,17 @@
 	}
 	putchar('\n');
 
 	if (nreceived && timing) {
 		long tmdev;
+		long count = nreceived + nrepeats;
 
-		tsum /= nreceived + nrepeats;
-		tsum2 /= nreceived + nrepeats;
-		tmdev = llsqrt(tsum2 - tsum * tsum);
+		// mdev = sqrt((tsum2/count) - (tsum/count)*(tsum2/count))
+		// However, we must be careful about rounding!
+		tmdev = llsqrt((tsum2 * count - tsum * tsum) / (count * count));
+		tsum2 /= count;
+		tsum /= count;
 
 		printf("rtt min/avg/max/mdev = %ld.%03ld/%lu.%03ld/%ld.%03ld/%ld.%03ld ms",
 		       (long)tmin/1000, (long)tmin%1000,
 		       (unsigned long)(tsum/1000), (long)(tsum%1000),
 		       (long)tmax/1000, (long)tmax%1000,

                 reply	other threads:[~2014-11-11  9:51 UTC|newest]

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