/* SPDX-License-Identifier: GPL-2.0 */ #ifndef MEAN_AND_VARIANCE_H_ #define MEAN_AND_VARIANCE_H_ #include #include #include #include #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_