1 /* SPDX-License-Identifier: GPL-2.0 */
2 #ifndef MEAN_AND_VARIANCE_H_
3 #define MEAN_AND_VARIANCE_H_
4
5 #include <linux/types.h>
6 #include <linux/limits.h>
7 #include <linux/math.h>
8 #include <linux/math64.h>
9
10 #define SQRT_U64_MAX 4294967295ULL
11
12 /*
13 * u128_u: u128 user mode, because not all architectures support a real int128
14 * type
15 *
16 * We don't use this version in userspace, because in userspace we link with
17 * Rust and rustc has issues with u128.
18 */
19
20 #if defined(__SIZEOF_INT128__) && defined(__KERNEL__) && !defined(CONFIG_PARISC)
21
22 typedef struct {
23 unsigned __int128 v;
24 } __aligned(16) u128_u;
25
u64_to_u128(u64 a)26 static inline u128_u u64_to_u128(u64 a)
27 {
28 return (u128_u) { .v = a };
29 }
30
u128_lo(u128_u a)31 static inline u64 u128_lo(u128_u a)
32 {
33 return a.v;
34 }
35
u128_hi(u128_u a)36 static inline u64 u128_hi(u128_u a)
37 {
38 return a.v >> 64;
39 }
40
u128_add(u128_u a,u128_u b)41 static inline u128_u u128_add(u128_u a, u128_u b)
42 {
43 a.v += b.v;
44 return a;
45 }
46
u128_sub(u128_u a,u128_u b)47 static inline u128_u u128_sub(u128_u a, u128_u b)
48 {
49 a.v -= b.v;
50 return a;
51 }
52
u128_shl(u128_u a,s8 shift)53 static inline u128_u u128_shl(u128_u a, s8 shift)
54 {
55 a.v <<= shift;
56 return a;
57 }
58
u128_square(u64 a)59 static inline u128_u u128_square(u64 a)
60 {
61 u128_u b = u64_to_u128(a);
62
63 b.v *= b.v;
64 return b;
65 }
66
67 #else
68
69 typedef struct {
70 u64 hi, lo;
71 } __aligned(16) u128_u;
72
73 /* conversions */
74
u64_to_u128(u64 a)75 static inline u128_u u64_to_u128(u64 a)
76 {
77 return (u128_u) { .lo = a };
78 }
79
u128_lo(u128_u a)80 static inline u64 u128_lo(u128_u a)
81 {
82 return a.lo;
83 }
84
u128_hi(u128_u a)85 static inline u64 u128_hi(u128_u a)
86 {
87 return a.hi;
88 }
89
90 /* arithmetic */
91
u128_add(u128_u a,u128_u b)92 static inline u128_u u128_add(u128_u a, u128_u b)
93 {
94 u128_u c;
95
96 c.lo = a.lo + b.lo;
97 c.hi = a.hi + b.hi + (c.lo < a.lo);
98 return c;
99 }
100
u128_sub(u128_u a,u128_u b)101 static inline u128_u u128_sub(u128_u a, u128_u b)
102 {
103 u128_u c;
104
105 c.lo = a.lo - b.lo;
106 c.hi = a.hi - b.hi - (c.lo > a.lo);
107 return c;
108 }
109
u128_shl(u128_u i,s8 shift)110 static inline u128_u u128_shl(u128_u i, s8 shift)
111 {
112 u128_u r;
113
114 r.lo = i.lo << shift;
115 if (shift < 64)
116 r.hi = (i.hi << shift) | (i.lo >> (64 - shift));
117 else {
118 r.hi = i.lo << (shift - 64);
119 r.lo = 0;
120 }
121 return r;
122 }
123
u128_square(u64 i)124 static inline u128_u u128_square(u64 i)
125 {
126 u128_u r;
127 u64 h = i >> 32, l = i & U32_MAX;
128
129 r = u128_shl(u64_to_u128(h*h), 64);
130 r = u128_add(r, u128_shl(u64_to_u128(h*l), 32));
131 r = u128_add(r, u128_shl(u64_to_u128(l*h), 32));
132 r = u128_add(r, u64_to_u128(l*l));
133 return r;
134 }
135
136 #endif
137
u64s_to_u128(u64 hi,u64 lo)138 static inline u128_u u64s_to_u128(u64 hi, u64 lo)
139 {
140 u128_u c = u64_to_u128(hi);
141
142 c = u128_shl(c, 64);
143 c = u128_add(c, u64_to_u128(lo));
144 return c;
145 }
146
147 u128_u u128_div(u128_u n, u64 d);
148
149 struct mean_and_variance {
150 s64 n;
151 s64 sum;
152 u128_u sum_squares;
153 };
154
155 /* expontentially weighted variant */
156 struct mean_and_variance_weighted {
157 s64 mean;
158 u64 variance;
159 };
160
161 /**
162 * fast_divpow2() - fast approximation for n / (1 << d)
163 * @n: numerator
164 * @d: the power of 2 denominator.
165 *
166 * note: this rounds towards 0.
167 */
fast_divpow2(s64 n,u8 d)168 static inline s64 fast_divpow2(s64 n, u8 d)
169 {
170 return (n + ((n < 0) ? ((1 << d) - 1) : 0)) >> d;
171 }
172
173 /**
174 * mean_and_variance_update() - update a mean_and_variance struct @s1 with a new sample @v1
175 * and return it.
176 * @s1: the mean_and_variance to update.
177 * @v1: the new sample.
178 *
179 * see linked pdf equation 12.
180 */
181 static inline void
mean_and_variance_update(struct mean_and_variance * s,s64 v)182 mean_and_variance_update(struct mean_and_variance *s, s64 v)
183 {
184 s->n++;
185 s->sum += v;
186 s->sum_squares = u128_add(s->sum_squares, u128_square(abs(v)));
187 }
188
189 s64 mean_and_variance_get_mean(struct mean_and_variance s);
190 u64 mean_and_variance_get_variance(struct mean_and_variance s1);
191 u32 mean_and_variance_get_stddev(struct mean_and_variance s);
192
193 void mean_and_variance_weighted_update(struct mean_and_variance_weighted *s,
194 s64 v, bool initted, u8 weight);
195
196 s64 mean_and_variance_weighted_get_mean(struct mean_and_variance_weighted s,
197 u8 weight);
198 u64 mean_and_variance_weighted_get_variance(struct mean_and_variance_weighted s,
199 u8 weight);
200 u32 mean_and_variance_weighted_get_stddev(struct mean_and_variance_weighted s,
201 u8 weight);
202
203 #endif // MEAN_AND_VAIRANCE_H_
204