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Implement kahanAdd and kahanSub methods
Signed-off-by: Aleksandr Smirnov <5targazer@mail.ru>
This commit is contained in:
Aleksandr Smirnov
parent
7fcd68b687
commit
c599a5e938
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@ -442,6 +442,107 @@ func kahanSumDec(dec, sum, c float64) (newSum, newC float64) {
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return t, c
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}
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// KahanAdd works like Add but using the Kahan summation algorithm to minimize numerical errors.
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// It returns pointers to the updated receiving histogram
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// and a separate histogram that holds the Kahan compensation term.
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func (h *FloatHistogram) KahanAdd(other, c *FloatHistogram) (*FloatHistogram, *FloatHistogram, error) {
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if h.UsesCustomBuckets() != other.UsesCustomBuckets() {
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return nil, nil, ErrHistogramsIncompatibleSchema
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}
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if h.UsesCustomBuckets() && !FloatBucketsMatch(h.CustomValues, other.CustomValues) {
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return nil, nil, ErrHistogramsIncompatibleBounds
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}
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switch {
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case other.CounterResetHint == h.CounterResetHint:
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// Adding apples to apples, all good. No need to change anything.
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case h.CounterResetHint == GaugeType:
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// Adding something else to a gauge. That's probably OK. Outcome is a gauge.
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// Nothing to do since the receiver is already marked as gauge.
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case other.CounterResetHint == GaugeType:
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// Similar to before, but this time the receiver is "something else" and we have to change it to gauge.
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h.CounterResetHint = GaugeType
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case h.CounterResetHint == UnknownCounterReset:
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// With the receiver's CounterResetHint being "unknown", this could still be legitimate
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// if the caller knows what they are doing. Outcome is then again "unknown".
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// No need to do anything since the receiver's CounterResetHint is already "unknown".
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case other.CounterResetHint == UnknownCounterReset:
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// Similar to before, but now we have to set the receiver's CounterResetHint to "unknown".
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h.CounterResetHint = UnknownCounterReset
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default:
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// All other cases shouldn't actually happen.
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// They are a direct collision of CounterReset and NotCounterReset.
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// Conservatively set the CounterResetHint to "unknown" and issue a warning.
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h.CounterResetHint = UnknownCounterReset
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// TODO(trevorwhitney): Actually issue the warning as soon as the plumbing for it is in place
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}
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if !h.UsesCustomBuckets() {
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otherZeroCount := h.reconcileZeroBuckets(other)
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h.ZeroCount, c.ZeroCount = kahanSumInc(otherZeroCount, h.ZeroCount, c.ZeroCount)
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// Ensure c.PositiveSpans and c.NegativeSpans match h.PositiveSpans and h.NegativeSpans.
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// Reassign if the underlying arrays have been reallocated; otherwise, resize to match lengths.
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if cap(c.PositiveSpans) != cap(h.PositiveSpans) {
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c.PositiveSpans = h.PositiveSpans
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} else if len(c.PositiveSpans) != len(h.PositiveSpans) {
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c.PositiveSpans = c.PositiveSpans[:len(h.PositiveSpans)]
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}
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if cap(c.NegativeSpans) != cap(h.NegativeSpans) {
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c.NegativeSpans = h.NegativeSpans
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} else if len(c.NegativeSpans) != len(h.NegativeSpans) {
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c.NegativeSpans = c.NegativeSpans[:len(h.NegativeSpans)]
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}
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}
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h.Count, c.Count = kahanSumInc(other.Count, h.Count, c.Count)
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h.Sum, c.Sum = kahanSumInc(other.Sum, h.Sum, c.Sum)
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var (
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hPositiveSpans = h.PositiveSpans
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hPositiveBuckets = h.PositiveBuckets
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otherPositiveSpans = other.PositiveSpans
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otherPositiveBuckets = other.PositiveBuckets
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cPositiveBuckets = c.PositiveBuckets
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)
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if h.UsesCustomBuckets() {
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h.PositiveSpans, h.PositiveBuckets, c.PositiveBuckets = kahanAddBuckets(
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h.Schema, h.ZeroThreshold, false, hPositiveSpans, hPositiveBuckets, otherPositiveSpans, otherPositiveBuckets, cPositiveBuckets)
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return h, c, nil
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}
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var (
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hNegativeSpans = h.NegativeSpans
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hNegativeBuckets = h.NegativeBuckets
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otherNegativeSpans = other.NegativeSpans
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otherNegativeBuckets = other.NegativeBuckets
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cNegativeBuckets = c.NegativeBuckets
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)
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switch {
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case other.Schema < h.Schema:
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hPositiveSpans, hPositiveBuckets, cPositiveBuckets = kahanReduceResolution(
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hPositiveSpans, hPositiveBuckets, cPositiveBuckets, h.Schema, other.Schema, false, true)
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hNegativeSpans, hNegativeBuckets, cNegativeBuckets = kahanReduceResolution(
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hNegativeSpans, hNegativeBuckets, cNegativeBuckets, h.Schema, other.Schema, false, true)
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h.Schema = other.Schema
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c.Schema = other.Schema
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case other.Schema > h.Schema:
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otherPositiveSpans, otherPositiveBuckets = reduceResolution(
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otherPositiveSpans, otherPositiveBuckets, other.Schema, h.Schema, false, false)
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otherNegativeSpans, otherNegativeBuckets = reduceResolution(
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otherNegativeSpans, otherNegativeBuckets, other.Schema, h.Schema, false, false)
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}
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h.PositiveSpans, h.PositiveBuckets, c.PositiveBuckets = kahanAddBuckets(
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h.Schema, h.ZeroThreshold, false, hPositiveSpans, hPositiveBuckets, otherPositiveSpans, otherPositiveBuckets, cPositiveBuckets)
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h.NegativeSpans, h.NegativeBuckets, c.NegativeBuckets = kahanAddBuckets(
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h.Schema, h.ZeroThreshold, false, hNegativeSpans, hNegativeBuckets, otherNegativeSpans, otherNegativeBuckets, cNegativeBuckets)
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return h, c, nil
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}
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// Sub works like Add but subtracts the other histogram.
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func (h *FloatHistogram) Sub(other *FloatHistogram) (*FloatHistogram, error) {
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if h.UsesCustomBuckets() != other.UsesCustomBuckets() {
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@ -493,6 +594,83 @@ func (h *FloatHistogram) Sub(other *FloatHistogram) (*FloatHistogram, error) {
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return h, nil
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}
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// KahanSub works like Sub but using the Kahan summation algorithm to minimize numerical errors.
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// It returns pointers to the updated receiving histogram
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// and a separate histogram that holds the Kahan compensation term.
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func (h *FloatHistogram) KahanSub(other, c *FloatHistogram) (*FloatHistogram, *FloatHistogram, error) {
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if h.UsesCustomBuckets() != other.UsesCustomBuckets() {
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return nil, nil, ErrHistogramsIncompatibleSchema
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}
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if h.UsesCustomBuckets() && !FloatBucketsMatch(h.CustomValues, other.CustomValues) {
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return nil, nil, ErrHistogramsIncompatibleBounds
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}
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if !h.UsesCustomBuckets() {
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otherZeroCount := h.reconcileZeroBuckets(other)
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h.ZeroCount, c.ZeroCount = kahanSumDec(otherZeroCount, h.ZeroCount, c.ZeroCount)
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// Ensure c.PositiveSpans and c.NegativeSpans match h.PositiveSpans and h.NegativeSpans.
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// Reassign if the underlying arrays have been reallocated; otherwise, resize to match lengths.
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if cap(c.PositiveSpans) != cap(h.PositiveSpans) {
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c.PositiveSpans = h.PositiveSpans
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} else if len(c.PositiveSpans) != len(h.PositiveSpans) {
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c.PositiveSpans = c.PositiveSpans[:len(h.PositiveSpans)]
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}
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if cap(c.NegativeSpans) != cap(h.NegativeSpans) {
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c.NegativeSpans = h.NegativeSpans
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} else if len(c.NegativeSpans) != len(h.NegativeSpans) {
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c.NegativeSpans = c.NegativeSpans[:len(h.NegativeSpans)]
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}
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}
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h.Count, c.Count = kahanSumDec(other.Count, h.Count, c.Count)
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h.Sum, c.Sum = kahanSumDec(other.Sum, h.Sum, c.Sum)
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var (
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hPositiveSpans = h.PositiveSpans
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hPositiveBuckets = h.PositiveBuckets
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otherPositiveSpans = other.PositiveSpans
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otherPositiveBuckets = other.PositiveBuckets
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cPositiveBuckets = c.PositiveBuckets
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)
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if h.UsesCustomBuckets() {
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h.PositiveSpans, h.PositiveBuckets, c.PositiveBuckets = kahanAddBuckets(
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h.Schema, h.ZeroThreshold, true, hPositiveSpans, hPositiveBuckets, otherPositiveSpans, otherPositiveBuckets, cPositiveBuckets)
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return h, c, nil
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}
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var (
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hNegativeSpans = h.NegativeSpans
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hNegativeBuckets = h.NegativeBuckets
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otherNegativeSpans = other.NegativeSpans
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otherNegativeBuckets = other.NegativeBuckets
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cNegativeBuckets = c.NegativeBuckets
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)
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switch {
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case other.Schema < h.Schema:
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hPositiveSpans, hPositiveBuckets, cPositiveBuckets = kahanReduceResolution(
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hPositiveSpans, hPositiveBuckets, cPositiveBuckets, h.Schema, other.Schema, false, true)
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hNegativeSpans, hNegativeBuckets, cNegativeBuckets = kahanReduceResolution(
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hNegativeSpans, hNegativeBuckets, cNegativeBuckets, h.Schema, other.Schema, false, true)
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h.Schema = other.Schema
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c.Schema = other.Schema
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case other.Schema > h.Schema:
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otherPositiveSpans, otherPositiveBuckets = reduceResolution(
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otherPositiveSpans, otherPositiveBuckets, other.Schema, h.Schema, false, false)
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otherNegativeSpans, otherNegativeBuckets = reduceResolution(
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otherNegativeSpans, otherNegativeBuckets, other.Schema, h.Schema, false, false)
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}
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h.PositiveSpans, h.PositiveBuckets, c.PositiveBuckets = kahanAddBuckets(
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h.Schema, h.ZeroThreshold, true, hPositiveSpans, hPositiveBuckets, otherPositiveSpans, otherPositiveBuckets, cPositiveBuckets)
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h.NegativeSpans, h.NegativeBuckets, c.NegativeBuckets = kahanAddBuckets(
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h.Schema, h.ZeroThreshold, true, hNegativeSpans, hNegativeBuckets, otherNegativeSpans, otherNegativeBuckets, cNegativeBuckets)
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return h, c, nil
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}
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// Equals returns true if the given float histogram matches exactly.
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// Exact match is when there are no new buckets (even empty) and no missing buckets,
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// and all the bucket values match. Spans can have different empty length spans in between,
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