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/module.h>
9 #include <linux/average.h>
10 #include <linux/bug.h>
11 #include <linux/log2.h>
14 * DOC: Exponentially Weighted Moving Average (EWMA)
16 * These are generic functions for calculating Exponentially Weighted Moving
17 * Averages (EWMA). We keep a structure with the EWMA parameters and a scaled
18 * up internal representation of the average value to prevent rounding errors.
19 * The factor for scaling up and the exponential weight (or decay rate) have to
20 * be specified thru the init fuction. The structure should not be accessed
21 * directly but only thru the helper functions.
25 * ewma_init() - Initialize EWMA parameters
26 * @avg: Average structure
27 * @factor: Factor to use for the scaled up internal value. The maximum value
28 * of averages can be ULONG_MAX/(factor*weight). For performance reasons
29 * factor has to be a power of 2.
30 * @weight: Exponential weight, or decay rate. This defines how fast the
31 * influence of older values decreases. For performance reasons weight has
34 * Initialize the EWMA parameters for a given struct ewma @avg.
36 void ewma_init(struct ewma
*avg
, unsigned long factor
, unsigned long weight
)
38 WARN_ON(!is_power_of_2(weight
) || !is_power_of_2(factor
));
40 avg
->weight
= ilog2(weight
);
41 avg
->factor
= ilog2(factor
);
44 EXPORT_SYMBOL(ewma_init
);
47 * ewma_add() - Exponentially weighted moving average (EWMA)
48 * @avg: Average structure
51 * Add a sample to the average.
53 struct ewma
*ewma_add(struct ewma
*avg
, unsigned long val
)
55 avg
->internal
= avg
->internal
?
56 (((avg
->internal
<< avg
->weight
) - avg
->internal
) +
57 (val
<< avg
->factor
)) >> avg
->weight
:
61 EXPORT_SYMBOL(ewma_add
);