Add rolling stddev

master
Vitaliy Filippov 2021-09-28 23:27:58 +03:00
parent 5fb61e827a
commit 7b415a8a8e
2 changed files with 33 additions and 3 deletions

4
Makefile Normal file
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test: test_clock
./test_clock
test_clock:
gcc -O3 -o test_clock test_clock.c -lm

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#include <stdio.h>
#include <stdint.h>
#include <time.h>
#include <math.h>
#include "x86intrin.h"
struct rolling_stddev
{
uint64_t sum, count;
float mean, m2;
};
void roll(struct rolling_stddev *r, uint64_t value)
{
r->count++;
r->sum += value;
float d = value-r->mean;
r->mean += d/r->count;
r->m2 += d*(value-r->mean);
}
float dev(struct rolling_stddev *r)
{
return (r->m2/(r->count-1));
}
void test_clock(const char *name, clockid_t clockid)
{
struct timespec tp, te;
clock_gettime(clockid, &te);
struct rolling_stddev d = { 0 };
struct timespec ts, tp, te;
clock_gettime(clockid, &ts);
te = ts;
for (int i = 0; i < 100000000; i++)
{
clock_gettime(clockid, &tp);
uint64_t cur = ((tp.tv_sec-te.tv_sec)*1000000000 + (tp.tv_nsec-te.tv_nsec));
roll(&d, cur);
te = tp;
}
printf("%s: %lu ns\n", name, (tp.tv_sec-te.tv_sec)*10 + (tp.tv_nsec-te.tv_nsec)/100000000);
printf("%s: %lu ns, stddev %.2f ns\n", name, (te.tv_sec-ts.tv_sec)*10 + (te.tv_nsec-ts.tv_nsec)/100000000, sqrt(dev(&d)));
}
void test_rdtsc()