Return-Path: Received: (majordomo@vger.kernel.org) by vger.kernel.org via listexpand id S932282Ab0KKDrp (ORCPT ); Wed, 10 Nov 2010 22:47:45 -0500 Received: from mail30f.wh2.ocn.ne.jp ([220.111.41.203]:5918 "HELO mail30f.wh2.ocn.ne.jp" rhost-flags-OK-OK-OK-OK) by vger.kernel.org with SMTP id S1756693Ab0KKDro (ORCPT ); Wed, 10 Nov 2010 22:47:44 -0500 Subject: [PATCH v6] Add generic exponentially weighted moving average (EWMA) function To: akpm@linux-foundation.org From: Bruno Randolf Cc: randy.dunlap@oracle.com, peterz@infradead.org, blp@cs.stanford.edu, linux-kernel@vger.kernel.org, Lars_Ericsson@telia.com, kosaki.motohiro@jp.fujitsu.com, kevin.granade@gmail.com Date: Thu, 11 Nov 2010 12:47:56 +0900 Message-ID: <20101111034756.15014.2156.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 Content-Length: 5265 Lines: 165 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 Reviewed-by: KOSAKI Motohiro -- Excuse me, but can I expect this to be merged anytime soon? Where do I check if it got merged? I'm resending the patch in case it got lost. Thanks, bruno -- v6: Fixed ULONG_MAX in comment. Add reviewed by KOSAKI Motohiro. v5: Use unsigned long instead of insigned int. v4: Initialize internal variable to 0. Remove unneeded const qualifiers. 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 | 58 +++++++++++++++++++++++++++++++++++++++++++++++ 3 files changed, 91 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..f3b36d4 --- /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 long internal; + unsigned long factor; + unsigned long weight; +}; + +extern struct ewma *ewma_init(struct ewma *avg, unsigned long factor, + unsigned long weight); + +extern struct ewma *ewma_add(struct ewma *avg, unsigned long val); + +/** + * ewma_get() - Get average value + * @avg: Average structure + * + * Returns the average value held in @avg. + */ +static inline unsigned long 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..3262e04 --- /dev/null +++ b/lib/average.c @@ -0,0 +1,58 @@ +/* + * 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 ULONG_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, unsigned long factor, + unsigned long weight) +{ + WARN_ON(weight <= 1 || factor == 0); + avg->internal = 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, unsigned long val) +{ + avg->internal = avg->internal ? + (((avg->internal * (avg->weight - 1)) + + (val * avg->factor)) / avg->weight) : + (val * avg->factor); + return avg; +} +EXPORT_SYMBOL(ewma_add); -- To unsubscribe from this list: send the line "unsubscribe linux-kernel" in the body of a message to majordomo@vger.kernel.org More majordomo info at http://vger.kernel.org/majordomo-info.html Please read the FAQ at http://www.tux.org/lkml/