1 files changed, 71 insertions, 0 deletions
diff --git a/benchmarks/ewma.h b/benchmarks/ewma.h
new file mode 100644
index 00000000..8711004e
--- /dev/null
+++ b/benchmarks/ewma.h
@@ -0,0 +1,71 @@
+#ifndef EWMA_H
+#define EWMA_H
+
+#include <ilog2.h>
+
+#define BUILD_BUG_ON(expr)
+#define BUILD_BUG_ON_NOT_POWER_OF_2(expr)
+
+/*
+ * Exponentially weighted moving average (EWMA)
+ *
+ * This implements a fixed-precision EWMA algorithm, with both the
+ * precision and fall-off coefficient determined at compile-time
+ * and built into the generated helper funtions.
+ *
+ * The first argument to the macro is the name that will be used
+ * for the struct and helper functions.
+ *
+ * The second argument, the precision, expresses how many bits are
+ * used for the fractional part of the fixed-precision values.
+ *
+ * The third argument, the weight reciprocal, determines how the
+ * new values will be weighed vs. the old state, new values will
+ * get weight 1/weight_rcp and old values 1-1/weight_rcp. Note
+ * that this parameter must be a power of two for efficiency.
+ */
+
+#define DECLARE_EWMA(T, name, _precision, _weight_rcp)			\
+	struct ewma_##name {						\
+		T internal;					\
+	};								\
+	static inline void ewma_##name##_init(struct ewma_##name *e)	\
+	{								\
+		BUILD_BUG_ON(!__builtin_constant_p(_precision));	\
+		BUILD_BUG_ON(!__builtin_constant_p(_weight_rcp));	\
+		/*							\
+		 * Even if you want to feed it just 0/1 you should have	\
+		 * some bits for the non-fractional part...		\
+		 */							\
+		BUILD_BUG_ON((_precision) > 30);			\
+		BUILD_BUG_ON_NOT_POWER_OF_2(_weight_rcp);		\
+		e->internal = 0;					\
+	}								\
+	static inline T							\
+	ewma_##name##_read(struct ewma_##name *e)			\
+	{								\
+		BUILD_BUG_ON(!__builtin_constant_p(_precision));	\
+		BUILD_BUG_ON(!__builtin_constant_p(_weight_rcp));	\
+		BUILD_BUG_ON((_precision) > 30);			\
+		BUILD_BUG_ON_NOT_POWER_OF_2(_weight_rcp);		\
+		return e->internal >> (_precision);			\
+	}								\
+	static inline void ewma_##name##_add(struct ewma_##name *e,	\
+					     T val)			\
+	{								\
+		const T weight_rcp = ilog2(_weight_rcp);		\
+		const T precision = _precision;				\
+		T internal = e->internal;				\
+									\
+		BUILD_BUG_ON(!__builtin_constant_p(_precision));	\
+		BUILD_BUG_ON(!__builtin_constant_p(_weight_rcp));	\
+		BUILD_BUG_ON((_precision) > 30);			\
+		BUILD_BUG_ON_NOT_POWER_OF_2(_weight_rcp);		\
+									\
+		e->internal = internal ?				\
+			(((internal << weight_rcp) - internal) +	\
+				(val << precision)) >> weight_rcp :	\
+			(val << precision);				\
+	}
+
+#endif /* EWMA_H */