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Commit 8a02631a authored by Peter Zijlstra's avatar Peter Zijlstra Committed by Ingo Molnar
Browse files

perf stat: More advanced variance computation



Use the more advanced single pass variance algorithm outlined
on the wikipedia page. This is numerically more stable for
larger sample sets.

Signed-off-by: default avatarPeter Zijlstra <a.p.zijlstra@chello.nl>
LKML-Reference: <new-submission>
Signed-off-by: default avatarIngo Molnar <mingo@elte.hu>
parent 63d40deb
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+12 −12
Original line number Diff line number Diff line
@@ -79,28 +79,29 @@ static int event_scaled[MAX_COUNTERS];

struct stats
{
	double sum;
	double sum_sq;
	double n, mean, M2;
};

static void update_stats(struct stats *stats, u64 val)
{
	double sq = val;
	double delta;

	stats->sum += val;
	stats->sum_sq += sq * sq;
	stats->n++;
	delta = val - stats->mean;
	stats->mean += delta / stats->n;
	stats->M2 += delta*(val - stats->mean);
}

static double avg_stats(struct stats *stats)
{
	return stats->sum / run_count;
	return stats->mean;
}

/*
 * http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
 *
 *       (\Sum n_i^2) - ((\Sum n_i)^2)/n
 * s^2  -------------------------------
 * s^2 = -------------------------------
 *                  n - 1
 *
 * http://en.wikipedia.org/wiki/Stddev
@@ -114,9 +115,8 @@ static double avg_stats(struct stats *stats)
 */
static double stddev_stats(struct stats *stats)
{
	double avg = stats->sum / run_count;
	double variance = (stats->sum_sq - stats->sum*avg)/(run_count - 1);
	double variance_mean = variance / run_count;
	double variance = stats->M2 / (stats->n - 1);
	double variance_mean = variance / stats->n;

	return sqrt(variance_mean);
}