132 lines
2.3 KiB
Go
132 lines
2.3 KiB
Go
// Package histogram provides building blocks for fast histograms.
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package histogram
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import (
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"math"
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"sort"
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"sync"
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"github.com/valyala/fastrand"
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)
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var (
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infNeg = math.Inf(-1)
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infPos = math.Inf(1)
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nan = math.NaN()
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)
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// Fast is a fast histogram.
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//
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// It cannot be used from concurrently running goroutines without
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// external synchronization.
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type Fast struct {
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max float64
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min float64
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count uint64
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a []float64
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tmp []float64
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rng fastrand.RNG
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}
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// NewFast returns new fast histogram.
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func NewFast() *Fast {
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f := &Fast{}
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f.Reset()
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return f
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}
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// Reset resets the histogram.
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func (f *Fast) Reset() {
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f.max = infNeg
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f.min = infPos
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f.count = 0
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if len(f.a) > 0 {
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f.a = f.a[:0]
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f.tmp = f.tmp[:0]
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} else {
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// Free up memory occupied by unused histogram.
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f.a = nil
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f.tmp = nil
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}
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// Reset rng state in order to get repeatable results
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// for the same sequence of values passed to Fast.Update.
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// See https://github.com/VictoriaMetrics/VictoriaMetrics/issues/1612
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f.rng.Seed(1)
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}
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// Update updates the f with v.
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func (f *Fast) Update(v float64) {
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if v > f.max {
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f.max = v
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}
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if v < f.min {
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f.min = v
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}
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f.count++
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if len(f.a) < maxSamples {
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f.a = append(f.a, v)
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return
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}
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if n := int(f.rng.Uint32n(uint32(f.count))); n < len(f.a) {
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f.a[n] = v
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}
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}
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const maxSamples = 1000
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// Quantile returns the quantile value for the given phi.
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func (f *Fast) Quantile(phi float64) float64 {
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f.tmp = append(f.tmp[:0], f.a...)
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sort.Float64s(f.tmp)
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return f.quantile(phi)
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}
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// Quantiles appends quantile values to dst for the given phis.
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func (f *Fast) Quantiles(dst, phis []float64) []float64 {
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f.tmp = append(f.tmp[:0], f.a...)
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sort.Float64s(f.tmp)
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for _, phi := range phis {
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q := f.quantile(phi)
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dst = append(dst, q)
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}
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return dst
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}
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func (f *Fast) quantile(phi float64) float64 {
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if len(f.tmp) == 0 || math.IsNaN(phi) {
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return nan
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}
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if phi <= 0 {
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return f.min
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}
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if phi >= 1 {
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return f.max
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}
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idx := uint(phi*float64(len(f.tmp)-1) + 0.5)
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if idx >= uint(len(f.tmp)) {
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idx = uint(len(f.tmp) - 1)
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}
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return f.tmp[idx]
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}
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// GetFast returns a histogram from a pool.
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func GetFast() *Fast {
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v := fastPool.Get()
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if v == nil {
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return NewFast()
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}
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return v.(*Fast)
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}
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// PutFast puts hf to the pool.
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//
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// hf cannot be used after this call.
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func PutFast(f *Fast) {
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f.Reset()
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fastPool.Put(f)
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}
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var fastPool sync.Pool
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