lib: Add generic exponentially weighted moving average (EWMA) function

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> Reviewed-by: KOSAKI Motohiro <kosaki.motohiro@jp.fujitsu.com> Signed-off-by: John W. Linville <linville@tuxdriver.com>

lib: Add generic exponentially weighted moving average (EWMA) function
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> Reviewed-by: KOSAKI Motohiro <kosaki.motohiro@jp.fujitsu.com> Signed-off-by: John W. Linville <linville@tuxdriver.com>
Bruno Randolf · John W. Linville
1 parent 50a9432dae
Showing 4 changed files with 94 additions and 0 deletions Side-by-side Diff
include/linux/average.h
lib/Kconfig
lib/Makefile
lib/average.c
+#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 long internal;
+	unsigned long factor;
+	unsigned long weight;
+};
+
+extern void ewma_init(struct ewma *avg, unsigned long factor,
+		      unsigned long weight);
+
+extern struct ewma *ewma_add(struct ewma *avg, unsigned long val);
+
+/**
+ * ewma_read() - Get average value
+ * @avg: Average structure
+ *
+ * Returns the average value held in @avg.
+ */
+static inline unsigned long ewma_read(const struct ewma *avg)
+{
+	return DIV_ROUND_CLOSEST(avg->internal, avg->factor);
+}
+
+#endif /* _LINUX_AVERAGE_H */
@@ -210,5 +210,8 @@
 config LRU_CACHE
 	tristate
  
+config AVERAGE
+	bool
+
 endmenu
@@ -106,6 +106,8 @@
  
 obj-$(CONFIG_ATOMIC64_SELFTEST) += atomic64_test.o
  
+obj-$(CONFIG_AVERAGE) += average.o
+
 hostprogs-y	:= gen_crc32table
 clean-files	:= crc32table.h
  
+/*
+ * 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>
+#include <linux/bug.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 ULONG_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.
+ */
+void ewma_init(struct ewma *avg, unsigned long factor, unsigned long weight)
+{
+	WARN_ON(weight <= 1 || factor == 0);
+	avg->internal = 0;
+	avg->weight = weight;
+	avg->factor = factor;
+}
+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 long val)
+{
+	avg->internal = avg->internal  ?
+		(((avg->internal * (avg->weight - 1)) +
+			(val * avg->factor)) / avg->weight) :
+		(val * avg->factor);
+	return avg;
+}
+EXPORT_SYMBOL(ewma_add);
	1	+#ifndef _LINUX_AVERAGE_H
	2	+#define _LINUX_AVERAGE_H
	3	+
	4	+#include <linux/kernel.h>
	5	+
	6	+/* Exponentially weighted moving average (EWMA) */
	7	+
	8	+/* For more documentation see lib/average.c */
	9	+
	10	+struct ewma {
	11	+ unsigned long internal;
	12	+ unsigned long factor;
	13	+ unsigned long weight;
	14	+};
	15	+
	16	+extern void ewma_init(struct ewma *avg, unsigned long factor,
	17	+ unsigned long weight);
	18	+
	19	+extern struct ewma ewma_add(struct ewma avg, unsigned long val);
	20	+
	21	+/**
	22	+ * ewma_read() - Get average value
	23	+ * @avg: Average structure
	24	+ *
	25	+ * Returns the average value held in @avg.
	26	+ */
	27	+static inline unsigned long ewma_read(const struct ewma *avg)
	28	+{
	29	+ return DIV_ROUND_CLOSEST(avg->internal, avg->factor);
	30	+}
	31	+
	32	+#endif /* _LINUX_AVERAGE_H */
...	...	@@ -210,5 +210,8 @@
210	210	config LRU_CACHE
211	211	tristate
212	212
	213	+config AVERAGE
	214	+ bool
	215	+
213	216	endmenu
...	...	@@ -106,6 +106,8 @@
106	106
107	107	obj-$(CONFIG_ATOMIC64_SELFTEST) += atomic64_test.o
108	108
	109	+obj-$(CONFIG_AVERAGE) += average.o
	110	+
109	111	hostprogs-y := gen_crc32table
110	112	clean-files := crc32table.h
111	113
	1	+/*
	2	+ * lib/average.c
	3	+ *
	4	+ * This source code is licensed under the GNU General Public License,
	5	+ * Version 2. See the file COPYING for more details.
	6	+ */
	7	+
	8	+#include <linux/module.h>
	9	+#include <linux/average.h>
	10	+#include <linux/bug.h>
	11	+
	12	+/**
	13	+ * DOC: Exponentially Weighted Moving Average (EWMA)
	14	+ *
	15	+ * These are generic functions for calculating Exponentially Weighted Moving
	16	+ * Averages (EWMA). We keep a structure with the EWMA parameters and a scaled
	17	+ * up internal representation of the average value to prevent rounding errors.
	18	+ * The factor for scaling up and the exponential weight (or decay rate) have to
	19	+ * be specified thru the init fuction. The structure should not be accessed
	20	+ * directly but only thru the helper functions.
	21	+ */
	22	+
	23	+/**
	24	+ * ewma_init() - Initialize EWMA parameters
	25	+ * @avg: Average structure
	26	+ * @factor: Factor to use for the scaled up internal value. The maximum value
	27	+ * of averages can be ULONG_MAX/(factor*weight).
	28	+ * @weight: Exponential weight, or decay rate. This defines how fast the
	29	+ * influence of older values decreases. Has to be bigger than 1.
	30	+ *
	31	+ * Initialize the EWMA parameters for a given struct ewma @avg.
	32	+ */
	33	+void ewma_init(struct ewma *avg, unsigned long factor, unsigned long weight)
	34	+{
	35	+ WARN_ON(weight <= 1 \|\| factor == 0);
	36	+ avg->internal = 0;
	37	+ avg->weight = weight;
	38	+ avg->factor = factor;
	39	+}
	40	+EXPORT_SYMBOL(ewma_init);
	41	+
	42	+/**
	43	+ * ewma_add() - Exponentially weighted moving average (EWMA)
	44	+ * @avg: Average structure
	45	+ * @val: Current value
	46	+ *
	47	+ * Add a sample to the average.
	48	+ */
	49	+struct ewma ewma_add(struct ewma avg, unsigned long val)
	50	+{
	51	+ avg->internal = avg->internal ?
	52	+ (((avg->internal * (avg->weight - 1)) +
	53	+ (val * avg->factor)) / avg->weight) :
	54	+ (val * avg->factor);
	55	+ return avg;
	56	+}
	57	+EXPORT_SYMBOL(ewma_add);