From 8a02631a470d6f2ccec7bcf79c1058b0d4240bce Mon Sep 17 00:00:00 2001 From: Peter Zijlstra Date: Fri, 4 Sep 2009 17:26:26 +0200 Subject: perf stat: More advanced variance computation 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 LKML-Reference: Signed-off-by: Ingo Molnar --- tools/perf/builtin-stat.c | 24 ++++++++++++------------ 1 file changed, 12 insertions(+), 12 deletions(-) (limited to 'tools/perf/builtin-stat.c') diff --git a/tools/perf/builtin-stat.c b/tools/perf/builtin-stat.c index e9424fa7242..32b5c003f7f 100644 --- a/tools/perf/builtin-stat.c +++ b/tools/perf/builtin-stat.c @@ -79,29 +79,30 @@ static int event_scaled[MAX_COUNTERS]; struct stats { - double sum; - double sum_sq; + double n, mean, M2; }; static void update_stats(struct stats *stats, u64 val) { - double sq = val; + double delta; - stats->sum += val; - stats->sum_sq += sq * sq; + stats->n++; + delta = val - stats->mean; + stats->mean += delta / stats->n; + stats->M2 += delta*(val - stats->mean); } static double avg_stats(struct stats *stats) { - return stats->sum / run_count; + return stats->mean; } /* * http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance * - * (\Sum n_i^2) - ((\Sum n_i)^2)/n - * s^2 ------------------------------- - * n - 1 + * (\Sum n_i^2) - ((\Sum n_i)^2)/n + * s^2 = ------------------------------- + * n - 1 * * http://en.wikipedia.org/wiki/Stddev * @@ -114,9 +115,8 @@ static double avg_stats(struct stats *stats) */ static double stddev_stats(struct stats *stats) { - double avg = stats->sum / run_count; - double variance = (stats->sum_sq - stats->sum*avg)/(run_count - 1); - double variance_mean = variance / run_count; + double variance = stats->M2 / (stats->n - 1); + double variance_mean = variance / stats->n; return sqrt(variance_mean); } -- cgit v1.2.3-18-g5258