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This CL implements Welford's algorithm for a numerically stable computation of the variance. This implementation is plugged in SamplesStatsCounter class (adapter pattern). A 'NumericalStability' unit test has been added, whose previous implementation of SamplesStatsCounter failed to pass. Follow-up CLs will factorize more occurences of duplicated and misbehaved computations. Bug: webrtc:10412 Change-Id: Id807c3d34e9c780fb1cbd769d30b655c575c88ac Reviewed-on: https://webrtc-review.googlesource.com/c/src/+/131394 Commit-Queue: Yves Gerey <yvesg@google.com> Reviewed-by: Artem Titov <titovartem@webrtc.org> Reviewed-by: Karl Wiberg <kwiberg@webrtc.org> Reviewed-by: Mirko Bonadei <mbonadei@webrtc.org> Cr-Commit-Position: refs/heads/master@{#27547}
74 lines
2.6 KiB
C++
74 lines
2.6 KiB
C++
/*
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* Copyright 2005 The WebRTC Project Authors. All rights reserved.
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*
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* Use of this source code is governed by a BSD-style license
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* that can be found in the LICENSE file in the root of the source
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* tree. An additional intellectual property rights grant can be found
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* in the file PATENTS. All contributing project authors may
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* be found in the AUTHORS file in the root of the source tree.
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*/
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#ifndef RTC_BASE_NUMERICS_MATH_UTILS_H_
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#define RTC_BASE_NUMERICS_MATH_UTILS_H_
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#include <math.h>
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#include <type_traits>
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#include "rtc_base/checks.h"
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#ifndef M_PI
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#define M_PI 3.14159265359f
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#endif
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// Given two numbers |x| and |y| such that x >= y, computes the difference
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// x - y without causing undefined behavior due to signed overflow.
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template <typename T>
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typename std::make_unsigned<T>::type unsigned_difference(T x, T y) {
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static_assert(
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std::is_signed<T>::value,
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"Function unsigned_difference is only meaningful for signed types.");
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RTC_DCHECK_GE(x, y);
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typedef typename std::make_unsigned<T>::type unsigned_type;
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// int -> unsigned conversion repeatedly adds UINT_MAX + 1 until the number
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// can be represented as an unsigned. Since we know that the actual
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// difference x - y can be represented as an unsigned, it is sufficient to
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// compute the difference modulo UINT_MAX + 1, i.e using unsigned arithmetic.
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return static_cast<unsigned_type>(x) - static_cast<unsigned_type>(y);
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}
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// Provide neutral element with respect to min().
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// Typically used as an initial value for running minimum.
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template <typename T,
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typename std::enable_if<std::numeric_limits<T>::has_infinity>::type* =
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nullptr>
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constexpr T infinity_or_max() {
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return std::numeric_limits<T>::infinity();
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}
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template <typename T,
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typename std::enable_if<
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!std::numeric_limits<T>::has_infinity>::type* = nullptr>
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constexpr T infinity_or_max() {
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// Fallback to max().
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return std::numeric_limits<T>::max();
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}
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// Provide neutral element with respect to max().
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// Typically used as an initial value for running maximum.
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template <typename T,
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typename std::enable_if<std::numeric_limits<T>::has_infinity>::type* =
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nullptr>
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constexpr T minus_infinity_or_min() {
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static_assert(std::is_signed<T>::value, "Unsupported. Please open a bug.");
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return -std::numeric_limits<T>::infinity();
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}
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template <typename T,
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typename std::enable_if<
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!std::numeric_limits<T>::has_infinity>::type* = nullptr>
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constexpr T minus_infinity_or_min() {
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// Fallback to min().
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return std::numeric_limits<T>::min();
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}
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#endif // RTC_BASE_NUMERICS_MATH_UTILS_H_
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