1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
|
#include "HsFFI.h"
#include "distrib.h"
static void hs_lock(volatile StgInt64* lock) {
while(!__sync_bool_compare_and_swap(lock, 0, 1));
}
static void hs_unlock(volatile StgInt64* lock) {
*lock = 0;
}
// Mean and variance are computed according to
// http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Online_algorithm
void hs_distrib_add_n(struct distrib* distrib, StgDouble val, StgInt64 n) {
hs_lock(&distrib->lock);
const StgInt64 count = distrib->count + n;
const StgDouble delta = val - distrib->mean;
const StgDouble mean = distrib->mean + n * delta / count;
const StgDouble sum_sq_delta = distrib->sum_sq_delta + delta * (val - mean) * n;
distrib->count = count;
distrib->mean = mean;
distrib->sum_sq_delta = sum_sq_delta;
distrib->sum += val;
distrib->min = val < distrib->min ? val : distrib->min;
distrib->max = val > distrib->max ? val : distrib->max;
hs_unlock(&distrib->lock);
}
// http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm
void hs_distrib_combine(struct distrib* b, struct distrib* a) {
hs_lock(&b->lock);
const StgInt64 count = a->count + b->count;
const StgDouble delta = b->mean - a->mean;
const StgDouble mean = (a->count * a->mean + b->count * b->mean) / count;
const StgDouble sum_sq_delta = (a->sum_sq_delta + b->sum_sq_delta +
delta * delta * (a->count * b->count) / count);
a->count = count;
a->mean = (count == 0) ? 0.0 : mean; // divide-by-zero gives NaN
a->sum_sq_delta = sum_sq_delta;
a->sum = a->sum + b->sum;
a->min = b->min; // This is slightly hacky, but ok: see
a->max = b->max; // 813aa426be78e8abcf1c7cdd43433bcffa07828e
hs_unlock(&b->lock);
}
|
