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stats: Use an algorithm popularised by Knuth to compute mean and variance

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Suggested-by: Chris Wilson <chris@chris-wilson.co.uk>
Signed-off-by: Damien Lespiau <damien.lespiau@intel.com>
This commit is contained in:
Damien Lespiau 2015-06-25 23:57:49 +01:00
parent 9986282c2b
commit 05c10f940f
2 changed files with 41 additions and 6 deletions
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44
lib/igt_stats.c
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@ -42,15 +42,47 @@ void igt_stats_push(igt_stats_t *stats, uint64_t value)
{
igt_assert(stats->n_values < stats->capacity);
stats->values[stats->n_values++] = value;
stats->mean_variance_valid = false;
}
/*
* Algorithm popularised by Knuth in:
*
* The Art of Computer Programming, volume 2: Seminumerical Algorithms,
* 3rd edn., p. 232. Boston: Addison-Wesley
*
* Source: https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
*/
static void igt_stats_knuth_mean_variance(igt_stats_t *stats)
{
double mean = 0., m2 = 0.;
unsigned int i;
if (stats->mean_variance_valid)
return;
for (i = 0; i < stats->n_values; i++) {
double delta = stats->values[i] - mean;
mean += delta / (i + 1);
m2 += delta * (stats->values[i] - mean);
}
stats->mean = mean;
stats->variance = m2 / stats->n_values;
stats->mean_variance_valid = true;
}
double igt_stats_get_mean(igt_stats_t *stats)
{
unsigned int i;
double a = 0.0;
igt_stats_knuth_mean_variance(stats);
for (i = 0; i < stats->n_values; i++)
a += (double)stats->values[i] / stats->n_values;
return a;
return stats->mean;
}
double igt_stats_get_variance(igt_stats_t *stats)
{
igt_stats_knuth_mean_variance(stats);
return stats->variance;
}

3
lib/igt_stats.h
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@ -28,9 +28,12 @@ typedef struct {
uint64_t *values;
unsigned int capacity;
unsigned int n_values;
unsigned int mean_variance_valid : 1;
double mean, variance;
} igt_stats_t;
void igt_stats_init(igt_stats_t *stats, unsigned int capacity);
void igt_stats_fini(igt_stats_t *stats);
void igt_stats_push(igt_stats_t *stats, uint64_t value);
double igt_stats_get_mean(igt_stats_t *stats);
double igt_stats_get_variance(igt_stats_t *stats);