Blob summary.go
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package tdigest
import (
"fmt"
"math"
"sort"
)
type summary struct {
means []float64
counts []uint32
}
func newSummary(initialCapacity int) *summary {
s := &summary{
means: make([]float64, 0, initialCapacity),
counts: make([]uint32, 0, initialCapacity),
}
return s
}
func (s summary) Len() int {
return len(s.means)
}
func (s *summary) Add(key float64, value uint32) error {
if math.IsNaN(key) {
return fmt.Errorf("Key must not be NaN")
}
if value == 0 {
return fmt.Errorf("Count must be >0")
}
idx := s.FindInsertionIndex(key)
s.means = append(s.means, math.NaN())
s.counts = append(s.counts, 0)
copy(s.means[idx+1:], s.means[idx:])
copy(s.counts[idx+1:], s.counts[idx:])
s.means[idx] = key
s.counts[idx] = value
return nil
}
func (s summary) Floor(x float64) int {
return sort.Search(len(s.means), func(i int) bool {
return s.means[i] >= x
}) - 1
}
// Always insert to the right
func (s summary) FindInsertionIndex(x float64) int {
return sort.Search(len(s.means), func(i int) bool {
return s.means[i] > x
})
}
// This method is the hotspot when calling Add(), which in turn is called by
// Compress() and Merge().
func (s summary) HeadSum(idx int) (sum float64) {
return float64(sumUntilIndex(s.counts, idx))
}
func (s summary) FindIndex(x float64) int {
idx := sort.Search(len(s.means), func(i int) bool {
return s.means[i] >= x
})
if idx < s.Len() && s.means[idx] == x {
return idx
}
return s.Len()
}
func (s summary) Mean(uncheckedIndex int) float64 {
return s.means[uncheckedIndex]
}
func (s summary) Count(uncheckedIndex int) uint32 {
return s.counts[uncheckedIndex]
}
// return the index of the last item which the sum of counts
// of items before it is less than or equal to `sum`. -1 in
// case no centroid satisfies the requirement.
// Since it's cheap, this also returns the `HeadSum` until
// the found index (i.e. cumSum = HeadSum(FloorSum(x)))
func (s summary) FloorSum(sum float64) (index int, cumSum float64) {
index = -1
for i := 0; i < s.Len(); i++ {
if cumSum <= sum {
index = i
} else {
break
}
cumSum += float64(s.counts[i])
}
if index != -1 {
cumSum -= float64(s.counts[index])
}
return index, cumSum
}
func (s *summary) setAt(index int, mean float64, count uint32) {
s.means[index] = mean
s.counts[index] = count
s.adjustRight(index)
s.adjustLeft(index)
}
func (s *summary) adjustRight(index int) {
for i := index + 1; i < len(s.means) && s.means[i-1] > s.means[i]; i++ {
s.means[i-1], s.means[i] = s.means[i], s.means[i-1]
s.counts[i-1], s.counts[i] = s.counts[i], s.counts[i-1]
}
}
func (s *summary) adjustLeft(index int) {
for i := index - 1; i >= 0 && s.means[i] > s.means[i+1]; i-- {
s.means[i], s.means[i+1] = s.means[i+1], s.means[i]
s.counts[i], s.counts[i+1] = s.counts[i+1], s.counts[i]
}
}
func (s summary) ForEach(f func(float64, uint32) bool) {
for i := 0; i < len(s.means); i++ {
if !f(s.means[i], s.counts[i]) {
break
}
}
}
func (s summary) Clone() *summary {
return &summary{
means: append([]float64{}, s.means...),
counts: append([]uint32{}, s.counts...),
}
}
// A simple loop unroll saves a surprising amount of time.
func sumUntilIndex(s []uint32, idx int) uint64 {
var cumSum uint64
var i int
for i = idx - 1; i >= 3; i -= 4 {
cumSum += uint64(s[i])
cumSum += uint64(s[i-1])
cumSum += uint64(s[i-2])
cumSum += uint64(s[i-3])
}
for ; i >= 0; i-- {
cumSum += uint64(s[i])
}
return cumSum
}
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