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perf stat: More advanced variance computation

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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: Peter Zijlstra <a.p.zijlstra@chello.nl>
LKML-Reference: <new-submission>
Signed-off-by: Ingo Molnar <mingo@elte.hu>
This commit is contained in:
Peter Zijlstra 2009-09-04 17:26:26 +02:00 committed by Ingo Molnar
parent 63d40deb2e
commit 8a02631a47
1 changed files with 12 additions and 12 deletions
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24
tools/perf/builtin-stat.c
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@ -79,29 +79,30 @@ static int event_scaled[MAX_COUNTERS];
struct stats struct stats
{ {
double sum; double n, mean, M2;
double sum_sq;
}; };
static void update_stats(struct stats *stats, u64 val) static void update_stats(struct stats *stats, u64 val)
{ {
double sq = val; double delta;
stats->sum += val; stats->n++;
stats->sum_sq += sq * sq; delta = val - stats->mean;
stats->mean += delta / stats->n;
stats->M2 += delta*(val - stats->mean);
} }
static double avg_stats(struct stats *stats) static double avg_stats(struct stats *stats)
{ {
return stats->sum / run_count; return stats->mean;
} }
/* /*
* http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance * http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
* *
* (\Sum n_i^2) - ((\Sum n_i)^2)/n * (\Sum n_i^2) - ((\Sum n_i)^2)/n
* s^2 ------------------------------- * s^2 = -------------------------------
* n - 1 * n - 1
* *
* http://en.wikipedia.org/wiki/Stddev * http://en.wikipedia.org/wiki/Stddev
* *
@ -114,9 +115,8 @@ static double avg_stats(struct stats *stats)
*/ */
static double stddev_stats(struct stats *stats) static double stddev_stats(struct stats *stats)
{ {
double avg = stats->sum / run_count; double variance = stats->M2 / (stats->n - 1);
double variance = (stats->sum_sq - stats->sum*avg)/(run_count - 1); double variance_mean = variance / stats->n;
double variance_mean = variance / run_count;
return sqrt(variance_mean); return sqrt(variance_mean);
} }