Messages in this thread Patch in this message | | | Subject | [PATCH v4] Add generic exponentially weighted moving average (EWMA) function | From | Bruno Randolf <> | Date | Fri, 22 Oct 2010 10:10:13 +0900 |
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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 <br1@einfach.org>
-- 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..648e1a4 --- /dev/null +++ b/include/linux/average.h @@ -0,0 +1,32 @@ +#ifndef _LINUX_AVERAGE_H +#define _LINUX_AVERAGE_H + +#include <linux/kernel.h> + +/* 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, unsigned int factor, + unsigned int weight); + +extern struct ewma *ewma_add(struct ewma *avg, 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..f105022 --- /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 <linux/module.h> +#include <linux/average.h> + +/** + * 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, unsigned int factor, + unsigned int 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 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);
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