1 /* SPDX-License-Identifier: GPL-2.0 */
2 #ifndef MEAN_AND_VARIANCE_H_
3 #define MEAN_AND_VARIANCE_H_
5 #include <linux/types.h>
6 #include <linux/limits.h>
7 #include <linux/math64.h>
8 #include <linux/printbuf.h>
10 #define SQRT_U64_MAX 4294967295ULL
13 #if defined(CONFIG_ARCH_SUPPORTS_INT128) && defined(__SIZEOF_INT128__)
15 typedef unsigned __int128 u128;
17 static inline u128 u64_to_u128(u64 a)
22 static inline u64 u128_to_u64(u128 a)
27 static inline u64 u128_shr64_to_u64(u128 a)
29 return (u64)(a >> 64);
32 static inline u128 u128_add(u128 a, u128 b)
37 static inline u128 u128_sub(u128 a, u128 b)
42 static inline u128 u128_shl(u128 i, s8 shift)
47 static inline u128 u128_shl64_add(u64 a, u64 b)
49 return ((u128)a << 64) + b;
52 static inline u128 u128_square(u64 i)
63 static inline u128 u64_to_u128(u64 a)
65 return (u128){ .lo = a };
68 static inline u64 u128_to_u64(u128 a)
73 static inline u64 u128_shr64_to_u64(u128 a)
78 static inline u128 u128_add(u128 a, u128 b)
83 c.hi = a.hi + b.hi + (c.lo < a.lo);
87 static inline u128 u128_sub(u128 a, u128 b)
92 c.hi = a.hi - b.hi - (c.lo > a.lo);
96 static inline u128 u128_shl(u128 i, s8 shift)
100 r.lo = i.lo << shift;
102 r.hi = (i.hi << shift) | (i.lo >> (64 - shift));
104 r.hi = i.lo << (shift - 64);
110 static inline u128 u128_shl64_add(u64 a, u64 b)
112 return u128_add(u128_shl(u64_to_u128(a), 64), u64_to_u128(b));
115 static inline u128 u128_square(u64 i)
118 u64 h = i >> 32, l = i & (u64)U32_MAX;
120 r = u128_shl(u64_to_u128(h*h), 64);
121 r = u128_add(r, u128_shl(u64_to_u128(h*l), 32));
122 r = u128_add(r, u128_shl(u64_to_u128(l*h), 32));
123 r = u128_add(r, u64_to_u128(l*l));
129 static inline u128 u128_div(u128 n, u64 d)
133 u64 hi = u128_shr64_to_u64(n);
134 u64 lo = u128_to_u64(n);
135 u64 h = hi & ((u64)U32_MAX << 32);
136 u64 l = (hi & (u64)U32_MAX) << 32;
138 r = u128_shl(u64_to_u128(div64_u64_rem(h, d, &rem)), 64);
139 r = u128_add(r, u128_shl(u64_to_u128(div64_u64_rem(l + (rem << 32), d, &rem)), 32));
140 r = u128_add(r, u64_to_u128(div64_u64_rem(lo + (rem << 32), d, &rem)));
144 struct mean_and_variance {
150 /* expontentially weighted variant */
151 struct mean_and_variance_weighted {
158 s64 fast_divpow2(s64 n, u8 d);
160 static inline struct mean_and_variance
161 mean_and_variance_update_inlined(struct mean_and_variance s1, s64 v1)
163 struct mean_and_variance s2;
167 s2.sum = s1.sum + v1;
168 s2.sum_squares = u128_add(s1.sum_squares, u128_square(v2));
172 static inline struct mean_and_variance_weighted
173 mean_and_variance_weighted_update_inlined(struct mean_and_variance_weighted s1, s64 x)
175 struct mean_and_variance_weighted s2;
176 // previous weighted variance.
177 u64 var_w0 = s1.variance;
179 // new value weighted.
181 s64 diff_w = x_w - s1.mean;
182 s64 diff = fast_divpow2(diff_w, w);
183 // new mean weighted.
184 s64 u_w1 = s1.mean + diff;
193 s2.variance = ((var_w0 << w) - var_w0 + ((diff_w * (x_w - u_w1)) >> w)) >> w;
200 struct mean_and_variance mean_and_variance_update(struct mean_and_variance s1, s64 v1);
201 s64 mean_and_variance_get_mean(struct mean_and_variance s);
202 u64 mean_and_variance_get_variance(struct mean_and_variance s1);
203 u32 mean_and_variance_get_stddev(struct mean_and_variance s);
205 struct mean_and_variance_weighted mean_and_variance_weighted_update(struct mean_and_variance_weighted s1, s64 v1);
206 s64 mean_and_variance_weighted_get_mean(struct mean_and_variance_weighted s);
207 u64 mean_and_variance_weighted_get_variance(struct mean_and_variance_weighted s);
208 u32 mean_and_variance_weighted_get_stddev(struct mean_and_variance_weighted s);
210 #endif // MEAN_AND_VAIRANCE_H_