aoqi@0: /*
aoqi@0:  * Copyright (c) 2001, 2014, Oracle and/or its affiliates. All rights reserved.
aoqi@0:  * DO NOT ALTER OR REMOVE COPYRIGHT NOTICES OR THIS FILE HEADER.
aoqi@0:  *
aoqi@0:  * This code is free software; you can redistribute it and/or modify it
aoqi@0:  * under the terms of the GNU General Public License version 2 only, as
aoqi@0:  * published by the Free Software Foundation.
aoqi@0:  *
aoqi@0:  * This code is distributed in the hope that it will be useful, but WITHOUT
aoqi@0:  * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
aoqi@0:  * FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
aoqi@0:  * version 2 for more details (a copy is included in the LICENSE file that
aoqi@0:  * accompanied this code).
aoqi@0:  *
aoqi@0:  * You should have received a copy of the GNU General Public License version
aoqi@0:  * 2 along with this work; if not, write to the Free Software Foundation,
aoqi@0:  * Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA.
aoqi@0:  *
aoqi@0:  * Please contact Oracle, 500 Oracle Parkway, Redwood Shores, CA 94065 USA
aoqi@0:  * or visit www.oracle.com if you need additional information or have any
aoqi@0:  * questions.
aoqi@0:  *
aoqi@0:  */
aoqi@0: 
aoqi@0: #include "precompiled.hpp"
aoqi@0: #include "memory/allocation.inline.hpp"
aoqi@0: #include "utilities/debug.hpp"
aoqi@0: #include "utilities/globalDefinitions.hpp"
aoqi@0: #include "utilities/numberSeq.hpp"
aoqi@0: 
aoqi@0: AbsSeq::AbsSeq(double alpha) :
aoqi@0:   _num(0), _sum(0.0), _sum_of_squares(0.0),
aoqi@0:   _davg(0.0), _dvariance(0.0), _alpha(alpha) {
aoqi@0: }
aoqi@0: 
aoqi@0: void AbsSeq::add(double val) {
aoqi@0:   if (_num == 0) {
aoqi@0:     // if the sequence is empty, the davg is the same as the value
aoqi@0:     _davg = val;
aoqi@0:     // and the variance is 0
aoqi@0:     _dvariance = 0.0;
aoqi@0:   } else {
aoqi@0:     // otherwise, calculate both
aoqi@0:     _davg = (1.0 - _alpha) * val + _alpha * _davg;
aoqi@0:     double diff = val - _davg;
aoqi@0:     _dvariance = (1.0 - _alpha) * diff * diff + _alpha * _dvariance;
aoqi@0:   }
aoqi@0: }
aoqi@0: 
aoqi@0: double AbsSeq::avg() const {
aoqi@0:   if (_num == 0)
aoqi@0:     return 0.0;
aoqi@0:   else
aoqi@0:     return _sum / total();
aoqi@0: }
aoqi@0: 
aoqi@0: double AbsSeq::variance() const {
aoqi@0:   if (_num <= 1)
aoqi@0:     return 0.0;
aoqi@0: 
aoqi@0:   double x_bar = avg();
aoqi@0:   double result = _sum_of_squares / total() - x_bar * x_bar;
aoqi@0:   if (result < 0.0) {
aoqi@0:     // due to loss-of-precision errors, the variance might be negative
aoqi@0:     // by a small bit
aoqi@0: 
aoqi@0:     //    guarantee(-0.1 < result && result < 0.0,
aoqi@0:     //        "if variance is negative, it should be very small");
aoqi@0:     result = 0.0;
aoqi@0:   }
aoqi@0:   return result;
aoqi@0: }
aoqi@0: 
aoqi@0: double AbsSeq::sd() const {
aoqi@0:   double var = variance();
aoqi@0:   guarantee( var >= 0.0, "variance should not be negative" );
aoqi@0:   return sqrt(var);
aoqi@0: }
aoqi@0: 
aoqi@0: double AbsSeq::davg() const {
aoqi@0:   return _davg;
aoqi@0: }
aoqi@0: 
aoqi@0: double AbsSeq::dvariance() const {
aoqi@0:   if (_num <= 1)
aoqi@0:     return 0.0;
aoqi@0: 
aoqi@0:   double result = _dvariance;
aoqi@0:   if (result < 0.0) {
aoqi@0:     // due to loss-of-precision errors, the variance might be negative
aoqi@0:     // by a small bit
aoqi@0: 
aoqi@0:     guarantee(-0.1 < result && result < 0.0,
aoqi@0:                "if variance is negative, it should be very small");
aoqi@0:     result = 0.0;
aoqi@0:   }
aoqi@0:   return result;
aoqi@0: }
aoqi@0: 
aoqi@0: double AbsSeq::dsd() const {
aoqi@0:   double var = dvariance();
aoqi@0:   guarantee( var >= 0.0, "variance should not be negative" );
aoqi@0:   return sqrt(var);
aoqi@0: }
aoqi@0: 
aoqi@0: NumberSeq::NumberSeq(double alpha) :
aoqi@0:   AbsSeq(alpha), _maximum(0.0), _last(0.0) {
aoqi@0: }
aoqi@0: 
aoqi@0: bool NumberSeq::check_nums(NumberSeq *total, int n, NumberSeq **parts) {
aoqi@0:   for (int i = 0; i < n; ++i) {
aoqi@0:     if (parts[i] != NULL && total->num() != parts[i]->num())
aoqi@0:       return false;
aoqi@0:   }
aoqi@0:   return true;
aoqi@0: }
aoqi@0: 
aoqi@0: void NumberSeq::add(double val) {
aoqi@0:   AbsSeq::add(val);
aoqi@0: 
aoqi@0:   _last = val;
aoqi@0:   if (_num == 0) {
aoqi@0:     _maximum = val;
aoqi@0:   } else {
aoqi@0:     if (val > _maximum)
aoqi@0:       _maximum = val;
aoqi@0:   }
aoqi@0:   _sum += val;
aoqi@0:   _sum_of_squares += val * val;
aoqi@0:   ++_num;
aoqi@0: }
aoqi@0: 
aoqi@0: 
aoqi@0: TruncatedSeq::TruncatedSeq(int length, double alpha):
aoqi@0:   AbsSeq(alpha), _length(length), _next(0) {
aoqi@0:   _sequence = NEW_C_HEAP_ARRAY(double, _length, mtInternal);
aoqi@0:   for (int i = 0; i < _length; ++i)
aoqi@0:     _sequence[i] = 0.0;
aoqi@0: }
aoqi@0: 
aoqi@0: TruncatedSeq::~TruncatedSeq() {
aoqi@0:   FREE_C_HEAP_ARRAY(double, _sequence, mtGC);
aoqi@0: }
aoqi@0: 
aoqi@0: void TruncatedSeq::add(double val) {
aoqi@0:   AbsSeq::add(val);
aoqi@0: 
aoqi@0:   // get the oldest value in the sequence...
aoqi@0:   double old_val = _sequence[_next];
aoqi@0:   // ...remove it from the sum and sum of squares
aoqi@0:   _sum -= old_val;
aoqi@0:   _sum_of_squares -= old_val * old_val;
aoqi@0: 
aoqi@0:   // ...and update them with the new value
aoqi@0:   _sum += val;
aoqi@0:   _sum_of_squares += val * val;
aoqi@0: 
aoqi@0:   // now replace the old value with the new one
aoqi@0:   _sequence[_next] = val;
aoqi@0:   _next = (_next + 1) % _length;
aoqi@0: 
aoqi@0:   // only increase it if the buffer is not full
aoqi@0:   if (_num < _length)
aoqi@0:     ++_num;
aoqi@0: 
aoqi@0:   guarantee( variance() > -1.0, "variance should be >= 0" );
aoqi@0: }
aoqi@0: 
aoqi@0: // can't easily keep track of this incrementally...
aoqi@0: double TruncatedSeq::maximum() const {
aoqi@0:   if (_num == 0)
aoqi@0:     return 0.0;
aoqi@0:   double ret = _sequence[0];
aoqi@0:   for (int i = 1; i < _num; ++i) {
aoqi@0:     double val = _sequence[i];
aoqi@0:     if (val > ret)
aoqi@0:       ret = val;
aoqi@0:   }
aoqi@0:   return ret;
aoqi@0: }
aoqi@0: 
aoqi@0: double TruncatedSeq::last() const {
aoqi@0:   if (_num == 0)
aoqi@0:     return 0.0;
aoqi@0:   unsigned last_index = (_next + _length - 1) % _length;
aoqi@0:   return _sequence[last_index];
aoqi@0: }
aoqi@0: 
aoqi@0: double TruncatedSeq::oldest() const {
aoqi@0:   if (_num == 0)
aoqi@0:     return 0.0;
aoqi@0:   else if (_num < _length)
aoqi@0:     // index 0 always oldest value until the array is full
aoqi@0:     return _sequence[0];
aoqi@0:   else {
aoqi@0:     // since the array is full, _next is over the oldest value
aoqi@0:     return _sequence[_next];
aoqi@0:   }
aoqi@0: }
aoqi@0: 
aoqi@0: double TruncatedSeq::predict_next() const {
aoqi@0:   if (_num == 0)
aoqi@0:     return 0.0;
aoqi@0: 
aoqi@0:   double num           = (double) _num;
aoqi@0:   double x_squared_sum = 0.0;
aoqi@0:   double x_sum         = 0.0;
aoqi@0:   double y_sum         = 0.0;
aoqi@0:   double xy_sum        = 0.0;
aoqi@0:   double x_avg         = 0.0;
aoqi@0:   double y_avg         = 0.0;
aoqi@0: 
aoqi@0:   int first = (_next + _length - _num) % _length;
aoqi@0:   for (int i = 0; i < _num; ++i) {
aoqi@0:     double x = (double) i;
aoqi@0:     double y =  _sequence[(first + i) % _length];
aoqi@0: 
aoqi@0:     x_squared_sum += x * x;
aoqi@0:     x_sum         += x;
aoqi@0:     y_sum         += y;
aoqi@0:     xy_sum        += x * y;
aoqi@0:   }
aoqi@0:   x_avg = x_sum / num;
aoqi@0:   y_avg = y_sum / num;
aoqi@0: 
aoqi@0:   double Sxx = x_squared_sum - x_sum * x_sum / num;
aoqi@0:   double Sxy = xy_sum - x_sum * y_sum / num;
aoqi@0:   double b1 = Sxy / Sxx;
aoqi@0:   double b0 = y_avg - b1 * x_avg;
aoqi@0: 
aoqi@0:   return b0 + b1 * num;
aoqi@0: }
aoqi@0: 
aoqi@0: 
aoqi@0: // Printing/Debugging Support
aoqi@0: 
aoqi@0: void AbsSeq::dump() { dump_on(gclog_or_tty); }
aoqi@0: 
aoqi@0: void AbsSeq::dump_on(outputStream* s) {
aoqi@0:   s->print_cr("\t _num = %d, _sum = %7.3f, _sum_of_squares = %7.3f",
aoqi@0:                   _num,      _sum,         _sum_of_squares);
aoqi@0:   s->print_cr("\t _davg = %7.3f, _dvariance = %7.3f, _alpha = %7.3f",
aoqi@0:                   _davg,         _dvariance,         _alpha);
aoqi@0: }
aoqi@0: 
aoqi@0: void NumberSeq::dump_on(outputStream* s) {
aoqi@0:   AbsSeq::dump_on(s);
aoqi@0:   s->print_cr("\t\t _last = %7.3f, _maximum = %7.3f", _last, _maximum);
aoqi@0: }
aoqi@0: 
aoqi@0: void TruncatedSeq::dump_on(outputStream* s) {
aoqi@0:   AbsSeq::dump_on(s);
aoqi@0:   s->print_cr("\t\t _length = %d, _next = %d", _length, _next);
aoqi@0:   for (int i = 0; i < _length; i++) {
aoqi@0:     if (i%5 == 0) {
aoqi@0:       s->cr();
aoqi@0:       s->print("\t");
aoqi@0:     }
aoqi@0:     s->print("\t[%d]=%7.3f", i, _sequence[i]);
aoqi@0:   }
aoqi@0:   s->cr();
aoqi@0: }