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#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 */
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