xref: /linux/fs/bcachefs/mean_and_variance_test.c (revision 2573c25e2c482b53b6e1142ff3cd28f6de13e659)
1 // SPDX-License-Identifier: GPL-2.0
2 #include <kunit/test.h>
3 
4 #include "mean_and_variance.h"
5 
6 #define MAX_SQR (SQRT_U64_MAX*SQRT_U64_MAX)
7 
8 static void mean_and_variance_basic_test(struct kunit *test)
9 {
10 	struct mean_and_variance s = {};
11 
12 	mean_and_variance_update(&s, 2);
13 	mean_and_variance_update(&s, 2);
14 
15 	KUNIT_EXPECT_EQ(test, mean_and_variance_get_mean(s), 2);
16 	KUNIT_EXPECT_EQ(test, mean_and_variance_get_variance(s), 0);
17 	KUNIT_EXPECT_EQ(test, s.n, 2);
18 
19 	mean_and_variance_update(&s, 4);
20 	mean_and_variance_update(&s, 4);
21 
22 	KUNIT_EXPECT_EQ(test, mean_and_variance_get_mean(s), 3);
23 	KUNIT_EXPECT_EQ(test, mean_and_variance_get_variance(s), 1);
24 	KUNIT_EXPECT_EQ(test, s.n, 4);
25 }
26 
27 /*
28  * Test values computed using a spreadsheet from the psuedocode at the bottom:
29  * https://fanf2.user.srcf.net/hermes/doc/antiforgery/stats.pdf
30  */
31 
32 static void mean_and_variance_weighted_test(struct kunit *test)
33 {
34 	struct mean_and_variance_weighted s = { };
35 
36 	mean_and_variance_weighted_update(&s, 10, false, 2);
37 	KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_mean(s, 2), 10);
38 	KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_variance(s, 2), 0);
39 
40 	mean_and_variance_weighted_update(&s, 20, true, 2);
41 	KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_mean(s, 2), 12);
42 	KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_variance(s, 2), 18);
43 
44 	mean_and_variance_weighted_update(&s, 30, true, 2);
45 	KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_mean(s, 2), 16);
46 	KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_variance(s, 2), 72);
47 
48 	s = (struct mean_and_variance_weighted) { };
49 
50 	mean_and_variance_weighted_update(&s, -10, false, 2);
51 	KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_mean(s, 2), -10);
52 	KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_variance(s, 2), 0);
53 
54 	mean_and_variance_weighted_update(&s, -20, true, 2);
55 	KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_mean(s, 2), -12);
56 	KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_variance(s, 2), 18);
57 
58 	mean_and_variance_weighted_update(&s, -30, true, 2);
59 	KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_mean(s, 2), -16);
60 	KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_variance(s, 2), 72);
61 }
62 
63 static void mean_and_variance_weighted_advanced_test(struct kunit *test)
64 {
65 	struct mean_and_variance_weighted s = { };
66 	bool initted = false;
67 	s64 i;
68 
69 	for (i = 10; i <= 100; i += 10) {
70 		mean_and_variance_weighted_update(&s, i, initted, 8);
71 		initted = true;
72 	}
73 
74 	KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_mean(s, 8), 11);
75 	KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_variance(s, 8), 107);
76 
77 	s = (struct mean_and_variance_weighted) { };
78 	initted = false;
79 
80 	for (i = -10; i >= -100; i -= 10) {
81 		mean_and_variance_weighted_update(&s, i, initted, 8);
82 		initted = true;
83 	}
84 
85 	KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_mean(s, 8), -11);
86 	KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_variance(s, 8), 107);
87 }
88 
89 static void do_mean_and_variance_test(struct kunit *test,
90 				      s64 initial_value,
91 				      s64 initial_n,
92 				      s64 n,
93 				      unsigned weight,
94 				      s64 *data,
95 				      s64 *mean,
96 				      s64 *stddev,
97 				      s64 *weighted_mean,
98 				      s64 *weighted_stddev)
99 {
100 	struct mean_and_variance mv = {};
101 	struct mean_and_variance_weighted vw = { };
102 
103 	for (unsigned i = 0; i < initial_n; i++) {
104 		mean_and_variance_update(&mv, initial_value);
105 		mean_and_variance_weighted_update(&vw, initial_value, false, weight);
106 
107 		KUNIT_EXPECT_EQ(test, mean_and_variance_get_mean(mv),		initial_value);
108 		KUNIT_EXPECT_EQ(test, mean_and_variance_get_stddev(mv),		0);
109 		KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_mean(vw, weight),	initial_value);
110 		KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_stddev(vw, weight),0);
111 	}
112 
113 	for (unsigned i = 0; i < n; i++) {
114 		mean_and_variance_update(&mv, data[i]);
115 		mean_and_variance_weighted_update(&vw, data[i], true, weight);
116 
117 		KUNIT_EXPECT_EQ(test, mean_and_variance_get_mean(mv),		mean[i]);
118 		KUNIT_EXPECT_EQ(test, mean_and_variance_get_stddev(mv),		stddev[i]);
119 		KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_mean(vw, weight),	weighted_mean[i]);
120 		KUNIT_EXPECT_EQ(test, mean_and_variance_weighted_get_stddev(vw, weight),weighted_stddev[i]);
121 	}
122 
123 	KUNIT_EXPECT_EQ(test, mv.n, initial_n + n);
124 }
125 
126 /* Test behaviour with a single outlier, then back to steady state: */
127 static void mean_and_variance_test_1(struct kunit *test)
128 {
129 	s64 d[]			= { 100, 10, 10, 10, 10, 10, 10 };
130 	s64 mean[]		= {  22, 21, 20, 19, 18, 17, 16 };
131 	s64 stddev[]		= {  32, 29, 28, 27, 26, 25, 24 };
132 	s64 weighted_mean[]	= {  32, 27, 22, 19, 17, 15, 14 };
133 	s64 weighted_stddev[]	= {  38, 35, 31, 27, 24, 21, 18 };
134 
135 	do_mean_and_variance_test(test, 10, 6, ARRAY_SIZE(d), 2,
136 			d, mean, stddev, weighted_mean, weighted_stddev);
137 }
138 
139 static void mean_and_variance_test_2(struct kunit *test)
140 {
141 	s64 d[]			= { 100, 10, 10, 10, 10, 10, 10 };
142 	s64 mean[]		= {  10, 10, 10, 10, 10, 10, 10 };
143 	s64 stddev[]		= {   9,  9,  9,  9,  9,  9,  9 };
144 	s64 weighted_mean[]	= {  32, 27, 22, 19, 17, 15, 14 };
145 	s64 weighted_stddev[]	= {  38, 35, 31, 27, 24, 21, 18 };
146 
147 	do_mean_and_variance_test(test, 10, 6, ARRAY_SIZE(d), 2,
148 			d, mean, stddev, weighted_mean, weighted_stddev);
149 }
150 
151 /* Test behaviour where we switch from one steady state to another: */
152 static void mean_and_variance_test_3(struct kunit *test)
153 {
154 	s64 d[]			= { 100, 100, 100, 100, 100 };
155 	s64 mean[]		= {  22,  32,  40,  46,  50 };
156 	s64 stddev[]		= {  32,  39,  42,  44,  45 };
157 	s64 weighted_mean[]	= {  32,  49,  61,  71,  78 };
158 	s64 weighted_stddev[]	= {  38,  44,  44,  41,  38 };
159 
160 	do_mean_and_variance_test(test, 10, 6, ARRAY_SIZE(d), 2,
161 			d, mean, stddev, weighted_mean, weighted_stddev);
162 }
163 
164 static void mean_and_variance_test_4(struct kunit *test)
165 {
166 	s64 d[]			= { 100, 100, 100, 100, 100 };
167 	s64 mean[]		= {  10,  11,  12,  13,  14 };
168 	s64 stddev[]		= {   9,  13,  15,  17,  19 };
169 	s64 weighted_mean[]	= {  32,  49,  61,  71,  78 };
170 	s64 weighted_stddev[]	= {  38,  44,  44,  41,  38 };
171 
172 	do_mean_and_variance_test(test, 10, 6, ARRAY_SIZE(d), 2,
173 			d, mean, stddev, weighted_mean, weighted_stddev);
174 }
175 
176 static void mean_and_variance_fast_divpow2(struct kunit *test)
177 {
178 	s64 i;
179 	u8 d;
180 
181 	for (i = 0; i < 100; i++) {
182 		d = 0;
183 		KUNIT_EXPECT_EQ(test, fast_divpow2(i, d), div_u64(i, 1LLU << d));
184 		KUNIT_EXPECT_EQ(test, abs(fast_divpow2(-i, d)), div_u64(i, 1LLU << d));
185 		for (d = 1; d < 32; d++) {
186 			KUNIT_EXPECT_EQ_MSG(test, abs(fast_divpow2(i, d)),
187 					    div_u64(i, 1 << d), "%lld %u", i, d);
188 			KUNIT_EXPECT_EQ_MSG(test, abs(fast_divpow2(-i, d)),
189 					    div_u64(i, 1 << d), "%lld %u", -i, d);
190 		}
191 	}
192 }
193 
194 static void mean_and_variance_u128_basic_test(struct kunit *test)
195 {
196 	u128_u a  = u64s_to_u128(0, U64_MAX);
197 	u128_u a1 = u64s_to_u128(0, 1);
198 	u128_u b  = u64s_to_u128(1, 0);
199 	u128_u c  = u64s_to_u128(0, 1LLU << 63);
200 	u128_u c2 = u64s_to_u128(U64_MAX, U64_MAX);
201 
202 	KUNIT_EXPECT_EQ(test, u128_hi(u128_add(a, a1)), 1);
203 	KUNIT_EXPECT_EQ(test, u128_lo(u128_add(a, a1)), 0);
204 	KUNIT_EXPECT_EQ(test, u128_hi(u128_add(a1, a)), 1);
205 	KUNIT_EXPECT_EQ(test, u128_lo(u128_add(a1, a)), 0);
206 
207 	KUNIT_EXPECT_EQ(test, u128_lo(u128_sub(b, a1)), U64_MAX);
208 	KUNIT_EXPECT_EQ(test, u128_hi(u128_sub(b, a1)), 0);
209 
210 	KUNIT_EXPECT_EQ(test, u128_hi(u128_shl(c, 1)), 1);
211 	KUNIT_EXPECT_EQ(test, u128_lo(u128_shl(c, 1)), 0);
212 
213 	KUNIT_EXPECT_EQ(test, u128_hi(u128_square(U64_MAX)), U64_MAX - 1);
214 	KUNIT_EXPECT_EQ(test, u128_lo(u128_square(U64_MAX)), 1);
215 
216 	KUNIT_EXPECT_EQ(test, u128_lo(u128_div(b, 2)), 1LLU << 63);
217 
218 	KUNIT_EXPECT_EQ(test, u128_hi(u128_div(c2, 2)), U64_MAX >> 1);
219 	KUNIT_EXPECT_EQ(test, u128_lo(u128_div(c2, 2)), U64_MAX);
220 
221 	KUNIT_EXPECT_EQ(test, u128_hi(u128_div(u128_shl(u64_to_u128(U64_MAX), 32), 2)), U32_MAX >> 1);
222 	KUNIT_EXPECT_EQ(test, u128_lo(u128_div(u128_shl(u64_to_u128(U64_MAX), 32), 2)), U64_MAX << 31);
223 }
224 
225 static struct kunit_case mean_and_variance_test_cases[] = {
226 	KUNIT_CASE(mean_and_variance_fast_divpow2),
227 	KUNIT_CASE(mean_and_variance_u128_basic_test),
228 	KUNIT_CASE(mean_and_variance_basic_test),
229 	KUNIT_CASE(mean_and_variance_weighted_test),
230 	KUNIT_CASE(mean_and_variance_weighted_advanced_test),
231 	KUNIT_CASE(mean_and_variance_test_1),
232 	KUNIT_CASE(mean_and_variance_test_2),
233 	KUNIT_CASE(mean_and_variance_test_3),
234 	KUNIT_CASE(mean_and_variance_test_4),
235 	{}
236 };
237 
238 static struct kunit_suite mean_and_variance_test_suite = {
239 	.name		= "mean and variance tests",
240 	.test_cases	= mean_and_variance_test_cases
241 };
242 
243 kunit_test_suite(mean_and_variance_test_suite);
244 
245 MODULE_AUTHOR("Daniel B. Hill");
246 MODULE_LICENSE("GPL");
247