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authorBruno Randolf <br1@einfach.org>2010-11-16 10:58:37 +0900
committerJohn W. Linville <linville@tuxdriver.com>2010-11-18 14:21:52 -0500
commitc5485a7e7569ab32eea240c850198519e2a765ef (patch)
tree928a8556deaec0811d1b83102b33365aab28a270 /lib/average.c
parent50a9432daeece6fc1309bef1dc0a7b8fde8204cb (diff)
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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>
Diffstat (limited to 'lib/average.c')
-rw-r--r--lib/average.c57
1 files changed, 57 insertions, 0 deletions
diff --git a/lib/average.c b/lib/average.c
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+/*
+ * 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);