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);