4 * This source code is licensed under the GNU General Public License,
5 * Version 2. See the file COPYING for more details.
8 #include <linux/export.h>
9 #include <linux/average.h>
10 #include <linux/kernel.h>
11 #include <linux/bug.h>
12 #include <linux/log2.h>
15 * DOC: Exponentially Weighted Moving Average (EWMA)
17 * These are generic functions for calculating Exponentially Weighted Moving
18 * Averages (EWMA). We keep a structure with the EWMA parameters and a scaled
19 * up internal representation of the average value to prevent rounding errors.
20 * The factor for scaling up and the exponential weight (or decay rate) have to
21 * be specified thru the init fuction. The structure should not be accessed
22 * directly but only thru the helper functions.
26 * ewma_init() - Initialize EWMA parameters
27 * @avg: Average structure
28 * @factor: Factor to use for the scaled up internal value. The maximum value
29 * of averages can be ULONG_MAX/(factor*weight). For performance reasons
30 * factor has to be a power of 2.
31 * @weight: Exponential weight, or decay rate. This defines how fast the
32 * influence of older values decreases. For performance reasons weight has
35 * Initialize the EWMA parameters for a given struct ewma @avg.
37 void ewma_init(struct ewma
*avg
, unsigned long factor
, unsigned long weight
)
39 WARN_ON(!is_power_of_2(weight
) || !is_power_of_2(factor
));
41 avg
->weight
= ilog2(weight
);
42 avg
->factor
= ilog2(factor
);
45 EXPORT_SYMBOL(ewma_init
);
48 * ewma_add() - Exponentially weighted moving average (EWMA)
49 * @avg: Average structure
52 * Add a sample to the average.
54 struct ewma
*ewma_add(struct ewma
*avg
, unsigned long val
)
56 avg
->internal
= avg
->internal
?
57 (((avg
->internal
<< avg
->weight
) - avg
->internal
) +
58 (val
<< avg
->factor
)) >> avg
->weight
:
62 EXPORT_SYMBOL(ewma_add
);