ceph/src/arrow/cpp/src/arrow/compute/kernels/aggregate_var_std_internal.h

   1 // Licensed to the Apache Software Foundation (ASF) under one
   2 // or more contributor license agreements.  See the NOTICE file
   3 // distributed with this work for additional information
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   5 // to you under the Apache License, Version 2.0 (the
   6 // "License"); you may not use this file except in compliance
   7 // with the License.  You may obtain a copy of the License at
   8 //
   9 //   http://www.apache.org/licenses/LICENSE-2.0
  10 //
  11 // Unless required by applicable law or agreed to in writing,
  12 // software distributed under the License is distributed on an
  13 // "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
  14 // KIND, either express or implied.  See the License for the
  15 // specific language governing permissions and limitations
  16 // under the License.
  17
  18 #pragma once
  19
  20 #include "arrow/util/int128_internal.h"
  21
  22 namespace arrow {
  23 namespace compute {
  24 namespace internal {
  25
  26 using arrow::internal::int128_t;
  27
  28 // Accumulate sum/squared sum (using naive summation)
  29 // Shared implementation between scalar/hash aggregate variance/stddev kernels
  30 template <typename ArrowType>
  31 struct IntegerVarStd {
  32   using c_type = typename ArrowType::c_type;
  33
  34   int64_t count = 0;
  35   int64_t sum = 0;
  36   int128_t square_sum = 0;
  37
  38   void ConsumeOne(const c_type value) {
  39     sum += value;
  40     square_sum += static_cast<uint64_t>(value) * value;
  41     count++;
  42   }
  43
  44   double mean() const { return static_cast<double>(sum) / count; }
  45
  46   double m2() const {
  47     // calculate m2 = square_sum - sum * sum / count
  48     // decompose `sum * sum / count` into integers and fractions
  49     const int128_t sum_square = static_cast<int128_t>(sum) * sum;
  50     const int128_t integers = sum_square / count;
  51     const double fractions = static_cast<double>(sum_square % count) / count;
  52     return static_cast<double>(square_sum - integers) - fractions;
  53   }
  54 };
  55
  56 static inline void MergeVarStd(int64_t count1, double mean1, int64_t count2, double mean2,
  57                                double m22, int64_t* out_count, double* out_mean,
  58                                double* out_m2) {
  59   double mean = (mean1 * count1 + mean2 * count2) / (count1 + count2);
  60   *out_m2 += m22 + count1 * (mean1 - mean) * (mean1 - mean) +
  61              count2 * (mean2 - mean) * (mean2 - mean);
  62   *out_count += count2;
  63   *out_mean = mean;
  64 }
  65
  66 }  // namespace internal
  67 }  // namespace compute
  68 }  // namespace arrow