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{
    "id": 1525719,
    "url": "http://patchwork.ozlabs.org/api/patches/1525719/?format=api",
    "web_url": "http://patchwork.ozlabs.org/project/openvswitch/patch/bea14ca839b11729e634fddf14aa345cd57158fd.1631094144.git.grive@u256.net/",
    "project": {
        "id": 47,
        "url": "http://patchwork.ozlabs.org/api/projects/47/?format=api",
        "name": "Open vSwitch",
        "link_name": "openvswitch",
        "list_id": "ovs-dev.openvswitch.org",
        "list_email": "ovs-dev@openvswitch.org",
        "web_url": "http://openvswitch.org/",
        "scm_url": "git@github.com:openvswitch/ovs.git",
        "webscm_url": "https://github.com/openvswitch/ovs",
        "list_archive_url": "",
        "list_archive_url_format": "",
        "commit_url_format": ""
    },
    "msgid": "<bea14ca839b11729e634fddf14aa345cd57158fd.1631094144.git.grive@u256.net>",
    "list_archive_url": null,
    "date": "2021-09-08T09:47:33",
    "name": "[ovs-dev,v5,09/27] mov-avg: Add a moving average helper structure",
    "commit_ref": "9ac3d951b4885986775a2de9626befcafac1f11d",
    "pull_url": null,
    "state": "accepted",
    "archived": false,
    "hash": "779fd5b8a66ff4c063973b549c39caf76cf33e0b",
    "submitter": {
        "id": 78795,
        "url": "http://patchwork.ozlabs.org/api/people/78795/?format=api",
        "name": "Gaetan Rivet",
        "email": "grive@u256.net"
    },
    "delegate": null,
    "mbox": "http://patchwork.ozlabs.org/project/openvswitch/patch/bea14ca839b11729e634fddf14aa345cd57158fd.1631094144.git.grive@u256.net/mbox/",
    "series": [
        {
            "id": 261424,
            "url": "http://patchwork.ozlabs.org/api/series/261424/?format=api",
            "web_url": "http://patchwork.ozlabs.org/project/openvswitch/list/?series=261424",
            "date": "2021-09-08T09:47:24",
            "name": "dpif-netdev: Parallel offload processing",
            "version": 5,
            "mbox": "http://patchwork.ozlabs.org/series/261424/mbox/"
        }
    ],
    "comments": "http://patchwork.ozlabs.org/api/patches/1525719/comments/",
    "check": "success",
    "checks": "http://patchwork.ozlabs.org/api/patches/1525719/checks/",
    "tags": {},
    "related": [],
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        "From": "Gaetan Rivet <grive@u256.net>",
        "To": "ovs-dev@openvswitch.org",
        "Date": "Wed,  8 Sep 2021 11:47:33 +0200",
        "Message-Id": "\n <bea14ca839b11729e634fddf14aa345cd57158fd.1631094144.git.grive@u256.net>",
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        "In-Reply-To": "<cover.1631094144.git.grive@u256.net>",
        "References": "<cover.1631094144.git.grive@u256.net>",
        "MIME-Version": "1.0",
        "Cc": "Eli Britstein <elibr@nvidia.com>,\n Maxime Coquelin <maxime.coquelin@redhat.com>",
        "Subject": "[ovs-dev] [PATCH v5 09/27] mov-avg: Add a moving average helper\n\tstructure",
        "X-BeenThere": "ovs-dev@openvswitch.org",
        "X-Mailman-Version": "2.1.15",
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        "List-Id": "<ovs-dev.openvswitch.org>",
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    },
    "content": "Add a new module offering a helper to compute the Cumulative\nMoving Average (CMA) and the Exponential Moving Average (EMA)\nof a series of values.\n\nUse the new helpers to add latency metrics in dpif-netdev.\n\nSigned-off-by: Gaetan Rivet <grive@u256.net>\nReviewed-by: Eli Britstein <elibr@nvidia.com>\nReviewed-by: Maxime Coquelin <maxime.coquelin@redhat.com>\n---\n lib/automake.mk |   1 +\n lib/mov-avg.h   | 171 ++++++++++++++++++++++++++++++++++++++++++++++++\n 2 files changed, 172 insertions(+)\n create mode 100644 lib/mov-avg.h",
    "diff": "diff --git a/lib/automake.mk b/lib/automake.mk\nindex 46f869a33..804c8da6f 100644\n--- a/lib/automake.mk\n+++ b/lib/automake.mk\n@@ -179,6 +179,7 @@ lib_libopenvswitch_la_SOURCES = \\\n \tlib/memory.c \\\n \tlib/memory.h \\\n \tlib/meta-flow.c \\\n+\tlib/mov-avg.h \\\n \tlib/multipath.c \\\n \tlib/multipath.h \\\n \tlib/namemap.c \\\ndiff --git a/lib/mov-avg.h b/lib/mov-avg.h\nnew file mode 100644\nindex 000000000..36a6ceb76\n--- /dev/null\n+++ b/lib/mov-avg.h\n@@ -0,0 +1,171 @@\n+/*\n+ * Copyright (c) 2021 NVIDIA Corporation.\n+ *\n+ * Licensed under the Apache License, Version 2.0 (the \"License\");\n+ * you may not use this file except in compliance with the License.\n+ * You may obtain a copy of the License at:\n+ *\n+ *     http://www.apache.org/licenses/LICENSE-2.0\n+ *\n+ * Unless required by applicable law or agreed to in writing, software\n+ * distributed under the License is distributed on an \"AS IS\" BASIS,\n+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n+ * See the License for the specific language governing permissions and\n+ * limitations under the License.\n+ */\n+\n+#ifndef _MOV_AVG_H\n+#define _MOV_AVG_H 1\n+\n+#include <math.h>\n+\n+/* Moving average helpers. */\n+\n+/* Cumulative Moving Average.\n+ *\n+ * Computes the arithmetic mean over a whole series of value.\n+ * Online equivalent of sum(V) / len(V).\n+ *\n+ * As all values have equal weight, this average will\n+ * be slow to show recent changes in the series.\n+ *\n+ */\n+\n+struct mov_avg_cma {\n+    unsigned long long int count;\n+    double mean;\n+    double sum_dsquared;\n+};\n+\n+#define MOV_AVG_CMA_INITIALIZER \\\n+    { .count = 0, .mean = .0, .sum_dsquared = .0 }\n+\n+static inline void\n+mov_avg_cma_init(struct mov_avg_cma *cma)\n+{\n+    *cma = (struct mov_avg_cma) MOV_AVG_CMA_INITIALIZER;\n+}\n+\n+static inline void\n+mov_avg_cma_update(struct mov_avg_cma *cma, double new_val)\n+{\n+    double new_mean;\n+\n+    cma->count++;\n+    new_mean = cma->mean + (new_val - cma->mean) / cma->count;\n+\n+    cma->sum_dsquared += (new_val - new_mean) * (new_val - cma->mean);\n+    cma->mean = new_mean;\n+}\n+\n+static inline double\n+mov_avg_cma(struct mov_avg_cma *cma)\n+{\n+    return cma->mean;\n+}\n+\n+static inline double\n+mov_avg_cma_std_dev(struct mov_avg_cma *cma)\n+{\n+    double variance = 0.0;\n+\n+    if (cma->count > 1) {\n+        variance = cma->sum_dsquared / (cma->count - 1);\n+    }\n+\n+    return sqrt(variance);\n+}\n+\n+/* Exponential Moving Average.\n+ *\n+ * Each value in the series has an exponentially decreasing weight,\n+ * the older they get the less weight they have.\n+ *\n+ * The smoothing factor 'alpha' must be within 0 < alpha < 1.\n+ * The closer this factor to zero, the more equal the weight between\n+ * recent and older values. As it approaches one, the more recent values\n+ * will have more weight.\n+ *\n+ * The EMA can be thought of as an estimator for the next value when measures\n+ * are dependent. In this case, it can make sense to consider the mean square\n+ * error of the prediction. An 'alpha' minimizing this error would be the\n+ * better choice to improve the estimation.\n+ *\n+ * A common way to choose 'alpha' is to use the following formula:\n+ *\n+ *   a = 2 / (N + 1)\n+ *\n+ * With this 'alpha', the EMA will have the same 'center of mass' as an\n+ * equivalent N-values Simple Moving Average.\n+ *\n+ * When using this factor, the N last values of the EMA will have a sum weight\n+ * converging toward 0.8647, meaning that those values will account for 86% of\n+ * the average[1].\n+ *\n+ * [1] https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average\n+ */\n+\n+struct mov_avg_ema {\n+    double alpha; /* 'Smoothing' factor. */\n+    double mean;\n+    double variance;\n+    bool initialized;\n+};\n+\n+/* Choose alpha explicitly. */\n+#define MOV_AVG_EMA_INITIALIZER_ALPHA(a) { \\\n+    .initialized = false, \\\n+    .alpha = (a), .variance = 0.0, .mean = 0.0 \\\n+}\n+\n+/* Choose alpha to consider 'N' past periods as 86% of the EMA. */\n+#define MOV_AVG_EMA_INITIALIZER(n_elem) \\\n+    MOV_AVG_EMA_INITIALIZER_ALPHA(2.0 / ((double)(n_elem) + 1.0))\n+\n+static inline void\n+mov_avg_ema_init_alpha(struct mov_avg_ema *ema,\n+                       double alpha)\n+{\n+    *ema = (struct mov_avg_ema) MOV_AVG_EMA_INITIALIZER_ALPHA(alpha);\n+}\n+\n+static inline void\n+mov_avg_ema_init(struct mov_avg_ema *ema,\n+                 unsigned long long int n_elem)\n+{\n+    *ema = (struct mov_avg_ema) MOV_AVG_EMA_INITIALIZER(n_elem);\n+}\n+\n+static inline void\n+mov_avg_ema_update(struct mov_avg_ema *ema, double new_val)\n+{\n+    const double alpha = ema->alpha;\n+    double alpha_diff;\n+    double diff;\n+\n+    if (!ema->initialized) {\n+        ema->initialized = true;\n+        ema->mean = new_val;\n+        return;\n+    }\n+\n+    diff = new_val - ema->mean;\n+    alpha_diff = alpha * diff;\n+\n+    ema->variance = (1.0 - alpha) * (ema->variance + alpha_diff * diff);\n+    ema->mean = ema->mean + alpha_diff;\n+}\n+\n+static inline double\n+mov_avg_ema(struct mov_avg_ema *ema)\n+{\n+    return ema->mean;\n+}\n+\n+static inline double\n+mov_avg_ema_std_dev(struct mov_avg_ema *ema)\n+{\n+    return sqrt(ema->variance);\n+}\n+\n+#endif /* _MOV_AVG_H */\n",
    "prefixes": [
        "ovs-dev",
        "v5",
        "09/27"
    ]
}