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/* SPDX-License-Identifier: GPL-2.0 */
#ifndef MEAN_AND_VARIANCE_H_
#define MEAN_AND_VARIANCE_H_
#include <linux/types.h>
#include <linux/limits.h>
#include <linux/math.h>
#include <linux/math64.h>
#define SQRT_U64_MAX 4294967295ULL
/*
* u128_u: u128 user mode, because not all architectures support a real int128
* type
*/
#if defined(__SIZEOF_INT128__) && defined(__KERNEL__) && !defined(CONFIG_PARISC)
typedef struct {
unsigned __int128 v;
} __aligned(16) u128_u;
static inline u128_u u64_to_u128(u64 a)
{
return (u128_u) { .v = a };
}
static inline u64 u128_lo(u128_u a)
{
return a.v;
}
static inline u64 u128_hi(u128_u a)
{
return a.v >> 64;
}
static inline u128_u u128_add(u128_u a, u128_u b)
{
a.v += b.v;
return a;
}
static inline u128_u u128_sub(u128_u a, u128_u b)
{
a.v -= b.v;
return a;
}
static inline u128_u u128_shl(u128_u a, s8 shift)
{
a.v <<= shift;
return a;
}
static inline u128_u u128_square(u64 a)
{
u128_u b = u64_to_u128(a);
b.v *= b.v;
return b;
}
#else
typedef struct {
u64 hi, lo;
} __aligned(16) u128_u;
/* conversions */
static inline u128_u u64_to_u128(u64 a)
{
return (u128_u) { .lo = a };
}
static inline u64 u128_lo(u128_u a)
{
return a.lo;
}
static inline u64 u128_hi(u128_u a)
{
return a.hi;
}
/* arithmetic */
static inline u128_u u128_add(u128_u a, u128_u b)
{
u128_u c;
c.lo = a.lo + b.lo;
c.hi = a.hi + b.hi + (c.lo < a.lo);
return c;
}
static inline u128_u u128_sub(u128_u a, u128_u b)
{
u128_u c;
c.lo = a.lo - b.lo;
c.hi = a.hi - b.hi - (c.lo > a.lo);
return c;
}
static inline u128_u u128_shl(u128_u i, s8 shift)
{
u128_u r;
r.lo = i.lo << shift;
if (shift < 64)
r.hi = (i.hi << shift) | (i.lo >> (64 - shift));
else {
r.hi = i.lo << (shift - 64);
r.lo = 0;
}
return r;
}
static inline u128_u u128_square(u64 i)
{
u128_u r;
u64 h = i >> 32, l = i & U32_MAX;
r = u128_shl(u64_to_u128(h*h), 64);
r = u128_add(r, u128_shl(u64_to_u128(h*l), 32));
r = u128_add(r, u128_shl(u64_to_u128(l*h), 32));
r = u128_add(r, u64_to_u128(l*l));
return r;
}
#endif
static inline u128_u u64s_to_u128(u64 hi, u64 lo)
{
u128_u c = u64_to_u128(hi);
c = u128_shl(c, 64);
c = u128_add(c, u64_to_u128(lo));
return c;
}
u128_u u128_div(u128_u n, u64 d);
struct mean_and_variance {
s64 n;
s64 sum;
u128_u sum_squares;
};
/* expontentially weighted variant */
struct mean_and_variance_weighted {
bool init;
u8 weight; /* base 2 logarithim */
s64 mean;
u64 variance;
};
/**
* fast_divpow2() - fast approximation for n / (1 << d)
* @n: numerator
* @d: the power of 2 denominator.
*
* note: this rounds towards 0.
*/
static inline s64 fast_divpow2(s64 n, u8 d)
{
return (n + ((n < 0) ? ((1 << d) - 1) : 0)) >> d;
}
/**
* mean_and_variance_update() - update a mean_and_variance struct @s1 with a new sample @v1
* and return it.
* @s1: the mean_and_variance to update.
* @v1: the new sample.
*
* see linked pdf equation 12.
*/
static inline void
mean_and_variance_update(struct mean_and_variance *s, s64 v)
{
s->n++;
s->sum += v;
s->sum_squares = u128_add(s->sum_squares, u128_square(abs(v)));
}
s64 mean_and_variance_get_mean(struct mean_and_variance s);
u64 mean_and_variance_get_variance(struct mean_and_variance s1);
u32 mean_and_variance_get_stddev(struct mean_and_variance s);
void mean_and_variance_weighted_update(struct mean_and_variance_weighted *s, s64 v);
s64 mean_and_variance_weighted_get_mean(struct mean_and_variance_weighted s);
u64 mean_and_variance_weighted_get_variance(struct mean_and_variance_weighted s);
u32 mean_and_variance_weighted_get_stddev(struct mean_and_variance_weighted s);
#endif // MEAN_AND_VAIRANCE_H_
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