author | jrose |
Sat, 09 Apr 2011 21:16:12 -0700 | |
changeset 9124 | f60dee480d49 |
parent 7397 | 5b173b4ca846 |
child 12117 | 23b52cd6ca73 |
permissions | -rw-r--r-- |
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/* |
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* Copyright (c) 2001, 2010, Oracle and/or its affiliates. All rights reserved. |
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* DO NOT ALTER OR REMOVE COPYRIGHT NOTICES OR THIS FILE HEADER. |
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* |
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* This code is free software; you can redistribute it and/or modify it |
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* under the terms of the GNU General Public License version 2 only, as |
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* published by the Free Software Foundation. |
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* |
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* This code is distributed in the hope that it will be useful, but WITHOUT |
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* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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* FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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* version 2 for more details (a copy is included in the LICENSE file that |
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* accompanied this code). |
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* |
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* You should have received a copy of the GNU General Public License version |
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* 2 along with this work; if not, write to the Free Software Foundation, |
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* Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA. |
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* |
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* Please contact Oracle, 500 Oracle Parkway, Redwood Shores, CA 94065 USA |
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* or visit www.oracle.com if you need additional information or have any |
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* questions. |
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* |
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*/ |
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||
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#include "precompiled.hpp" |
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#include "memory/allocation.inline.hpp" |
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#include "utilities/debug.hpp" |
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#include "utilities/globalDefinitions.hpp" |
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#include "utilities/numberSeq.hpp" |
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AbsSeq::AbsSeq(double alpha) : |
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_num(0), _sum(0.0), _sum_of_squares(0.0), |
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_davg(0.0), _dvariance(0.0), _alpha(alpha) { |
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} |
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void AbsSeq::add(double val) { |
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if (_num == 0) { |
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// if the sequence is empty, the davg is the same as the value |
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_davg = val; |
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// and the variance is 0 |
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_dvariance = 0.0; |
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} else { |
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// otherwise, calculate both |
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_davg = (1.0 - _alpha) * val + _alpha * _davg; |
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double diff = val - _davg; |
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_dvariance = (1.0 - _alpha) * diff * diff + _alpha * _dvariance; |
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} |
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} |
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double AbsSeq::avg() const { |
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if (_num == 0) |
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return 0.0; |
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else |
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return _sum / total(); |
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} |
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double AbsSeq::variance() const { |
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if (_num <= 1) |
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return 0.0; |
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double x_bar = avg(); |
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double result = _sum_of_squares / total() - x_bar * x_bar; |
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if (result < 0.0) { |
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// due to loss-of-precision errors, the variance might be negative |
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// by a small bit |
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// guarantee(-0.1 < result && result < 0.0, |
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// "if variance is negative, it should be very small"); |
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result = 0.0; |
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} |
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return result; |
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} |
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double AbsSeq::sd() const { |
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double var = variance(); |
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guarantee( var >= 0.0, "variance should not be negative" ); |
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return sqrt(var); |
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} |
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double AbsSeq::davg() const { |
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return _davg; |
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} |
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double AbsSeq::dvariance() const { |
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if (_num <= 1) |
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return 0.0; |
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double result = _dvariance; |
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if (result < 0.0) { |
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// due to loss-of-precision errors, the variance might be negative |
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// by a small bit |
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guarantee(-0.1 < result && result < 0.0, |
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"if variance is negative, it should be very small"); |
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result = 0.0; |
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} |
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return result; |
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} |
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double AbsSeq::dsd() const { |
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double var = dvariance(); |
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guarantee( var >= 0.0, "variance should not be negative" ); |
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return sqrt(var); |
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} |
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NumberSeq::NumberSeq(double alpha) : |
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AbsSeq(alpha), _maximum(0.0), _last(0.0) { |
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} |
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bool NumberSeq::check_nums(NumberSeq *total, int n, NumberSeq **parts) { |
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for (int i = 0; i < n; ++i) { |
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if (parts[i] != NULL && total->num() != parts[i]->num()) |
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return false; |
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} |
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return true; |
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} |
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NumberSeq::NumberSeq(NumberSeq *total, int n, NumberSeq **parts) { |
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guarantee(check_nums(total, n, parts), "all seq lengths should match"); |
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double sum = total->sum(); |
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for (int i = 0; i < n; ++i) { |
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if (parts[i] != NULL) |
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sum -= parts[i]->sum(); |
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} |
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_num = total->num(); |
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_sum = sum; |
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// we do not calculate these... |
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_sum_of_squares = -1.0; |
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_maximum = -1.0; |
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_davg = -1.0; |
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_dvariance = -1.0; |
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} |
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void NumberSeq::add(double val) { |
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AbsSeq::add(val); |
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_last = val; |
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if (_num == 0) { |
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_maximum = val; |
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} else { |
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if (val > _maximum) |
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_maximum = val; |
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} |
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_sum += val; |
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_sum_of_squares += val * val; |
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++_num; |
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} |
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TruncatedSeq::TruncatedSeq(int length, double alpha): |
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AbsSeq(alpha), _length(length), _next(0) { |
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_sequence = NEW_C_HEAP_ARRAY(double, _length); |
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for (int i = 0; i < _length; ++i) |
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_sequence[i] = 0.0; |
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} |
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void TruncatedSeq::add(double val) { |
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AbsSeq::add(val); |
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// get the oldest value in the sequence... |
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double old_val = _sequence[_next]; |
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// ...remove it from the sum and sum of squares |
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_sum -= old_val; |
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_sum_of_squares -= old_val * old_val; |
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// ...and update them with the new value |
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_sum += val; |
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_sum_of_squares += val * val; |
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// now replace the old value with the new one |
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_sequence[_next] = val; |
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_next = (_next + 1) % _length; |
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// only increase it if the buffer is not full |
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if (_num < _length) |
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++_num; |
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guarantee( variance() > -1.0, "variance should be >= 0" ); |
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} |
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// can't easily keep track of this incrementally... |
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double TruncatedSeq::maximum() const { |
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if (_num == 0) |
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return 0.0; |
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double ret = _sequence[0]; |
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for (int i = 1; i < _num; ++i) { |
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double val = _sequence[i]; |
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if (val > ret) |
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ret = val; |
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} |
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return ret; |
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} |
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double TruncatedSeq::last() const { |
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if (_num == 0) |
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return 0.0; |
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unsigned last_index = (_next + _length - 1) % _length; |
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return _sequence[last_index]; |
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} |
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double TruncatedSeq::oldest() const { |
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if (_num == 0) |
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return 0.0; |
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else if (_num < _length) |
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// index 0 always oldest value until the array is full |
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return _sequence[0]; |
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else { |
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// since the array is full, _next is over the oldest value |
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return _sequence[_next]; |
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} |
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} |
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double TruncatedSeq::predict_next() const { |
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if (_num == 0) |
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return 0.0; |
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double num = (double) _num; |
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double x_squared_sum = 0.0; |
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double x_sum = 0.0; |
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double y_sum = 0.0; |
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double xy_sum = 0.0; |
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double x_avg = 0.0; |
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double y_avg = 0.0; |
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int first = (_next + _length - _num) % _length; |
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for (int i = 0; i < _num; ++i) { |
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double x = (double) i; |
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double y = _sequence[(first + i) % _length]; |
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x_squared_sum += x * x; |
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x_sum += x; |
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y_sum += y; |
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xy_sum += x * y; |
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} |
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x_avg = x_sum / num; |
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y_avg = y_sum / num; |
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double Sxx = x_squared_sum - x_sum * x_sum / num; |
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double Sxy = xy_sum - x_sum * y_sum / num; |
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double b1 = Sxy / Sxx; |
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double b0 = y_avg - b1 * x_avg; |
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return b0 + b1 * num; |
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} |
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// Printing/Debugging Support |
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void AbsSeq::dump() { dump_on(gclog_or_tty); } |
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void AbsSeq::dump_on(outputStream* s) { |
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s->print_cr("\t _num = %d, _sum = %7.3f, _sum_of_squares = %7.3f", |
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_num, _sum, _sum_of_squares); |
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s->print_cr("\t _davg = %7.3f, _dvariance = %7.3f, _alpha = %7.3f", |
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_davg, _dvariance, _alpha); |
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} |
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void NumberSeq::dump_on(outputStream* s) { |
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AbsSeq::dump_on(s); |
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s->print_cr("\t\t _last = %7.3f, _maximum = %7.3f"); |
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} |
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void TruncatedSeq::dump_on(outputStream* s) { |
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AbsSeq::dump_on(s); |
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s->print_cr("\t\t _length = %d, _next = %d", _length, _next); |
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for (int i = 0; i < _length; i++) { |
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if (i%5 == 0) { |
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s->cr(); |
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s->print("\t"); |
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} |
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s->print("\t[%d]=%7.3f", i, _sequence[i]); |
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} |
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s->print_cr(""); |
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} |