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>

4 files changed, 94 insertions, 0 deletions

diff --git a/include/linux/average.h b/include/linux/average.h
new file mode 100644
index 000000000000..7706e40f95fa
--- /dev/null
+++ b/include/linux/average.h
@@ -0,0 +1,32 @@
+#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 */
diff --git a/lib/Kconfig b/lib/Kconfig
index fa9bf2c06199..3116aa631af6 100644
--- a/lib/Kconfig
+++ b/lib/Kconfig
@@ -210,4 +210,7 @@ config GENERIC_ATOMIC64
 config LRU_CACHE
 	tristate
 
+config AVERAGE
+	bool
+
 endmenu
diff --git a/lib/Makefile b/lib/Makefile
index e6a3763b8212..76d3b8514903 100644
--- a/lib/Makefile
+++ b/lib/Makefile
@@ -106,6 +106,8 @@ obj-$(CONFIG_GENERIC_ATOMIC64) += atomic64.o
 
 obj-$(CONFIG_ATOMIC64_SELFTEST) += atomic64_test.o
 
+obj-$(CONFIG_AVERAGE) += average.o
+
 hostprogs-y	:= gen_crc32table
 clean-files	:= crc32table.h
 
diff --git a/lib/average.c b/lib/average.c
new file mode 100644
index 000000000000..f1d1b4660c42
--- /dev/null
+++ b/lib/average.c
@@ -0,0 +1,57 @@
+/*
+ * 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);