aboutsummaryrefslogtreecommitdiffhomepage
path: root/test/core/util/histogram.cc
blob: f028ac404ee261be716bc8299e9519f64ea6ea05 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
/*
 *
 * Copyright 2015 gRPC authors.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 *
 */

#include "test/core/util/histogram.h"

#include <math.h>
#include <stddef.h>
#include <string.h>

#include <grpc/support/alloc.h>
#include <grpc/support/log.h>
#include <grpc/support/port_platform.h>

#include "src/core/lib/gpr/useful.h"

/* Histograms are stored with exponentially increasing bucket sizes.
   The first bucket is [0, m) where m = 1 + resolution
   Bucket n (n>=1) contains [m**n, m**(n+1))
   There are sufficient buckets to reach max_bucket_start */

struct grpc_histogram {
  /* Sum of all values seen so far */
  double sum;
  /* Sum of squares of all values seen so far */
  double sum_of_squares;
  /* number of values seen so far */
  double count;
  /* m in the description */
  double multiplier;
  double one_on_log_multiplier;
  /* minimum value seen */
  double min_seen;
  /* maximum value seen */
  double max_seen;
  /* maximum representable value */
  double max_possible;
  /* number of buckets */
  size_t num_buckets;
  /* the buckets themselves */
  uint32_t* buckets;
};

/* determine a bucket index given a value - does no bounds checking */
static size_t bucket_for_unchecked(grpc_histogram* h, double x) {
  return static_cast<size_t>(log(x) * h->one_on_log_multiplier);
}

/* bounds checked version of the above */
static size_t bucket_for(grpc_histogram* h, double x) {
  size_t bucket = bucket_for_unchecked(h, GPR_CLAMP(x, 1.0, h->max_possible));
  GPR_ASSERT(bucket < h->num_buckets);
  return bucket;
}

/* at what value does a bucket start? */
static double bucket_start(grpc_histogram* h, double x) {
  return pow(h->multiplier, x);
}

grpc_histogram* grpc_histogram_create(double resolution,
                                      double max_bucket_start) {
  grpc_histogram* h =
      static_cast<grpc_histogram*>(gpr_malloc(sizeof(grpc_histogram)));
  GPR_ASSERT(resolution > 0.0);
  GPR_ASSERT(max_bucket_start > resolution);
  h->sum = 0.0;
  h->sum_of_squares = 0.0;
  h->multiplier = 1.0 + resolution;
  h->one_on_log_multiplier = 1.0 / log(1.0 + resolution);
  h->max_possible = max_bucket_start;
  h->count = 0.0;
  h->min_seen = max_bucket_start;
  h->max_seen = 0.0;
  h->num_buckets = bucket_for_unchecked(h, max_bucket_start) + 1;
  GPR_ASSERT(h->num_buckets > 1);
  GPR_ASSERT(h->num_buckets < 100000000);
  h->buckets =
      static_cast<uint32_t*>(gpr_zalloc(sizeof(uint32_t) * h->num_buckets));
  return h;
}

void grpc_histogram_destroy(grpc_histogram* h) {
  gpr_free(h->buckets);
  gpr_free(h);
}

void grpc_histogram_add(grpc_histogram* h, double x) {
  h->sum += x;
  h->sum_of_squares += x * x;
  h->count++;
  if (x < h->min_seen) {
    h->min_seen = x;
  }
  if (x > h->max_seen) {
    h->max_seen = x;
  }
  h->buckets[bucket_for(h, x)]++;
}

int grpc_histogram_merge(grpc_histogram* dst, const grpc_histogram* src) {
  if ((dst->num_buckets != src->num_buckets) ||
      (dst->multiplier != src->multiplier)) {
    /* Fail because these histograms don't match */
    return 0;
  }
  grpc_histogram_merge_contents(dst, src->buckets, src->num_buckets,
                                src->min_seen, src->max_seen, src->sum,
                                src->sum_of_squares, src->count);
  return 1;
}

void grpc_histogram_merge_contents(grpc_histogram* dst, const uint32_t* data,
                                   size_t data_count, double min_seen,
                                   double max_seen, double sum,
                                   double sum_of_squares, double count) {
  size_t i;
  GPR_ASSERT(dst->num_buckets == data_count);
  dst->sum += sum;
  dst->sum_of_squares += sum_of_squares;
  dst->count += count;
  if (min_seen < dst->min_seen) {
    dst->min_seen = min_seen;
  }
  if (max_seen > dst->max_seen) {
    dst->max_seen = max_seen;
  }
  for (i = 0; i < dst->num_buckets; i++) {
    dst->buckets[i] += data[i];
  }
}

static double threshold_for_count_below(grpc_histogram* h, double count_below) {
  double count_so_far;
  double lower_bound;
  double upper_bound;
  size_t lower_idx;
  size_t upper_idx;

  if (h->count == 0) {
    return 0.0;
  }

  if (count_below <= 0) {
    return h->min_seen;
  }
  if (count_below >= h->count) {
    return h->max_seen;
  }

  /* find the lowest bucket that gets us above count_below */
  count_so_far = 0.0;
  for (lower_idx = 0; lower_idx < h->num_buckets; lower_idx++) {
    count_so_far += h->buckets[lower_idx];
    if (count_so_far >= count_below) {
      break;
    }
  }
  if (count_so_far == count_below) {
    /* this bucket hits the threshold exactly... we should be midway through
       any run of zero values following the bucket */
    for (upper_idx = lower_idx + 1; upper_idx < h->num_buckets; upper_idx++) {
      if (h->buckets[upper_idx]) {
        break;
      }
    }
    return (bucket_start(h, static_cast<double>(lower_idx)) +
            bucket_start(h, static_cast<double>(upper_idx))) /
           2.0;
  } else {
    /* treat values as uniform throughout the bucket, and find where this value
       should lie */
    lower_bound = bucket_start(h, static_cast<double>(lower_idx));
    upper_bound = bucket_start(h, static_cast<double>(lower_idx + 1));
    return GPR_CLAMP(upper_bound - (upper_bound - lower_bound) *
                                       (count_so_far - count_below) /
                                       h->buckets[lower_idx],
                     h->min_seen, h->max_seen);
  }
}

double grpc_histogram_percentile(grpc_histogram* h, double percentile) {
  return threshold_for_count_below(h, h->count * percentile / 100.0);
}

double grpc_histogram_mean(grpc_histogram* h) {
  GPR_ASSERT(h->count != 0);
  return h->sum / h->count;
}

double grpc_histogram_stddev(grpc_histogram* h) {
  return sqrt(grpc_histogram_variance(h));
}

double grpc_histogram_variance(grpc_histogram* h) {
  if (h->count == 0) return 0.0;
  return (h->sum_of_squares * h->count - h->sum * h->sum) /
         (h->count * h->count);
}

double grpc_histogram_maximum(grpc_histogram* h) { return h->max_seen; }

double grpc_histogram_minimum(grpc_histogram* h) { return h->min_seen; }

double grpc_histogram_count(grpc_histogram* h) { return h->count; }

double grpc_histogram_sum(grpc_histogram* h) { return h->sum; }

double grpc_histogram_sum_of_squares(grpc_histogram* h) {
  return h->sum_of_squares;
}

const uint32_t* grpc_histogram_get_contents(grpc_histogram* h, size_t* size) {
  *size = h->num_buckets;
  return h->buckets;
}