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54f4cd7cd1
newlib (nano) does not support 64 bit types (neither in stdio nor with
corresponding `PRI*64` macros). With GCC 13.2.1 (as shipped in Ubuntu
24.04.1 LTS), this triggers the following compilation error (even with
`ENABLE_DEBUG == 0`):
sys/matstat/matstat.c:57:21: error: expected ')' before 'PRIu64'
57 | DEBUG("Var: (%" PRIu64 " / (%" PRId32 " - 1)) = %" PRIu64 "\n",
| ^~~~~~
This fixes the issue by falling back to printing 32 bit values when
the `PRIu64` macro is not defined. A `!trunc` is appended when the
64 bit exceeds the range of [0:UINT32_MAX].
104 lines
2.9 KiB
C
104 lines
2.9 KiB
C
/*
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* Copyright (C) 2018 Eistec AB
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*
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* This file is subject to the terms and conditions of the GNU Lesser
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* General Public License v2.1. See the file LICENSE in the top level
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* directory for more details.
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*/
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#include <stdint.h>
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#include "matstat.h"
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#define ENABLE_DEBUG 0
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#include "debug.h"
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void matstat_clear(matstat_state_t *state)
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{
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*state = MATSTAT_STATE_INIT;
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}
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void matstat_add(matstat_state_t *state, int32_t value)
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{
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if (value > state->max) {
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state->max = value;
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}
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if (value < state->min) {
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state->min = value;
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}
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state->sum += value;
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/* Using Welford's algorithm for variance */
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++state->count;
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if (state->count == 1) {
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state->sum_sq = 0;
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state->mean = value;
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}
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else {
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int32_t new_mean = state->sum / state->count;
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int64_t diff = (value - state->mean) * (value - new_mean);
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if ((diff < 0) && ((uint64_t)(-diff) > state->sum_sq)) {
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/* Handle corner cases where sum_sq becomes negative */
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state->sum_sq = 0;
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}
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else {
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state->sum_sq += diff;
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}
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state->mean = new_mean;
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}
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}
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uint64_t matstat_variance(const matstat_state_t *state)
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{
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if (state->count < 2) {
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/* We don't have any way of returning an error */
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return 0;
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}
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uint64_t variance = state->sum_sq / (state->count - 1);
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#ifdef PRIu64
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DEBUG("Var: (%" PRIu64 " / (%" PRId32 " - 1)) = %" PRIu64 "\n",
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state->sum_sq, state->count, variance);
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#else
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DEBUG("Var: (%" PRIu32 "%s / (%" PRId32 " - 1)) = %" PRIu32 "%s\n",
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(uint32_t)state->sum_sq, (state->sum_sq > UINT32_MAX) ? "!trunc " : "",
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state->count,
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(uint32_t)variance, (variance > UINT32_MAX) ? "!trunc " : "");
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#endif
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return variance;
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}
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void matstat_merge(matstat_state_t *dest, const matstat_state_t *src)
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{
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if (src->count == 0) {
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/* src is empty, no-op */
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return;
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}
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if (dest->count == 0) {
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/* dest is empty, straight copy */
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*dest = *src;
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return;
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}
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/* Combining the variance of the two samples needs some extra
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* handling if the means are different between the two states,
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* source: https://stats.stackexchange.com/a/43183
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* (using sum_sq = sigma2 * n, instead of sum_sq = sigma2 * (n-1) to simplify algorithm)
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*/
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dest->sum_sq = (dest->sum_sq + dest->sum * dest->mean + src->sum_sq + src->sum * src->mean);
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dest->count += src->count;
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dest->sum += src->sum;
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int32_t new_mean = dest->sum / dest->count;
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int64_t diff = -new_mean * dest->sum;
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if ((diff < 0) && ((uint64_t)(-diff) > dest->sum_sq)) {
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/* Handle corner cases where sum_sq becomes negative */
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dest->sum_sq = 0;
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}
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else {
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dest->sum_sq += diff;
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}
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dest->mean = new_mean;
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if (src->max > dest->max) {
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dest->max = src->max;
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}
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if (src->min < dest->min) {
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dest->min = src->min;
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}
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}
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