linux-kernel - Re: [PATCH v2] Add generic exponentially weighted moving average function

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Date:	Tue, 19 Oct 2010 08:22:54 -0500
From:	kevin granade <kevin.granade@...il.com>
To:	Bruno Randolf <br1@...fach.org>
Cc:	randy.dunlap@...cle.com, akpm@...ux-foundation.org,
	blp@...stanford.edu, linux-kernel@...r.kernel.org
Subject: Re: [PATCH v2] Add generic exponentially weighted moving average function

On Tue, Oct 19, 2010 at 3:36 AM, Bruno Randolf <br1@...fach.org> wrote:
>
> This adds a generic exponentially weighted moving average function. This
> implementation makes use of a structure which keeps a scaled up internal
> representation to reduce rounding errors.
>
> The idea for this implementation comes from the rt2x00 driver (rt2x00link.c)
> and I would like to use it in several places in the mac80211 and ath5k code.
>
> Signed-off-by: Bruno Randolf <br1@...fach.org>

Sorry for the resend, gmail auto-switched to html.

Probably not worth the paper it's written on, but fwiw:
Reviewed-by: Kevin Granade <kevin.granade@...il.com>

>
> --
> 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 |   37 +++++++++++++++++++++++++++++++++++++
>  1 files changed, 37 insertions(+), 0 deletions(-)
>  create mode 100644 include/linux/average.h
>
> diff --git a/include/linux/average.h b/include/linux/average.h
> new file mode 100644
> index 0000000..55e4317
> --- /dev/null
> +++ b/include/linux/average.h
> @@ -0,0 +1,37 @@
> +#ifndef _LINUX_AVERAGE_H
> +#define _LINUX_AVERAGE_H
> +
> +#define AVG_FACTOR     1000
> +
> +struct avg_val {
> +       int value;
> +       int internal;
> +};
> +
> +/**
> + * moving_average() -  Exponentially weighted moving average (EWMA)
> + * @avg: Average structure
> + * @val: Current value
> + * @weight: This defines how fast the influence of older values decreases.
> + *     Has to be higher than 1. Use the same number every time you call this
> + *     function for a single struct avg_val!
> + *
> + * This implementation make use of a struct avg_val which keeps a scaled up
> + * internal representation to prevent rounding errors. Due to this, the maximum
> + * range of values is MAX_INT/(AVG_FACTOR*weight).
> + *
> + * The current average value can be accessed by using avg_val.value.
> + */
> +static inline void
> +moving_average(struct avg_val *avg, const int val, const int weight)
> +{
> +       if (WARN_ON_ONCE(weight <= 1))
> +               return;
> +       avg->internal = avg->internal  ?
> +               (((avg->internal * (weight - 1)) +
> +                       (val * AVG_FACTOR)) / weight) :
> +               (val * AVG_FACTOR);
> +       avg->value = DIV_ROUND_CLOSEST(avg->internal, AVG_FACTOR);
> +}
> +
> +#endif /* _LINUX_AVERAGE_H */
>
--
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