// Copyright (c) 2019-2020, The Monero Project // // All rights reserved. // // Redistribution and use in source and binary forms, with or without modification, are // permitted provided that the following conditions are met: // // 1. Redistributions of source code must retain the above copyright notice, this list of // conditions and the following disclaimer. // // 2. Redistributions in binary form must reproduce the above copyright notice, this list // of conditions and the following disclaimer in the documentation and/or other // materials provided with the distribution. // // 3. Neither the name of the copyright holder nor the names of its contributors may be // used to endorse or promote products derived from this software without specific // prior written permission. // // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF // MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL // THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, // SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, // STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF // THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. // // Adapted from source by AShelly: // Copyright (c) 2011 ashelly.myopenid.com, licenced under the MIT licence // https://stackoverflow.com/questions/5527437/rolling-median-in-c-turlach-implementation // https://stackoverflow.com/questions/1309263/rolling-median-algorithm-in-c // https://ideone.com/XPbl6 #pragma once #include #include namespace epee { namespace misc_utils { template struct rolling_median_t { private: Item* data; //circular queue of values int* pos; //index into `heap` for each value int* heap; //max/median/min heap holding indexes into `data`. int N; //allocated size. int idx; //position in circular queue int minCt; //count of items in min heap int maxCt; //count of items in max heap int sz; //count of items in heap private: //returns true if heap[i] < heap[j] bool mmless(int i, int j) const { return data[heap[i]] < data[heap[j]]; } //swaps items i&j in heap, maintains indexes bool mmexchange(int i, int j) { const int t = heap[i]; heap[i] = heap[j]; heap[j] = t; pos[heap[i]] = i; pos[heap[j]] = j; return 1; } //swaps items i&j if i= -maxCt; i *= 2) { if (i > -maxCt && mmless(i, i - 1)) --i; if (!mmCmpExch(i / 2, i)) break; } } //maintains minheap property for all items above i, including median //returns true if median changed bool minSortUp(int i) { while (i > 0 && mmCmpExch(i, i / 2)) i /= 2; return i == 0; } //maintains maxheap property for all items above i, including median //returns true if median changed bool maxSortUp(int i) { while (i < 0 && mmCmpExch(i / 2, i)) i /= 2; return i == 0; } protected: rolling_median_t &operator=(const rolling_median_t&) = delete; rolling_median_t(const rolling_median_t&) = delete; public: //creates new rolling_median_t: to calculate `nItems` running median. rolling_median_t(size_t N): N(N) { int size = N * (sizeof(Item) + sizeof(int) * 2); data = (Item*)malloc(size); pos = (int*) (data + N); heap = pos + N + (N / 2); //points to middle of storage. clear(); } rolling_median_t(rolling_median_t &&m) { free(data); memcpy(this, &m, sizeof(rolling_median_t)); m.data = NULL; } rolling_median_t &operator=(rolling_median_t &&m) { free(data); memcpy(this, &m, sizeof(rolling_median_t)); m.data = NULL; return *this; } ~rolling_median_t() { free(data); } void clear() { idx = 0; minCt = 0; maxCt = 0; sz = 0; int nItems = N; while (nItems--) //set up initial heap fill pattern: median,max,min,max,... { pos[nItems] = ((nItems + 1) / 2) * ((nItems & 1) ? -1 : 1); heap[pos[nItems]] = nItems; } } int size() const { return sz; } //Inserts item, maintains median in O(lg nItems) void insert(Item v) { int p = pos[idx]; Item old = data[idx]; data[idx] = v; idx = (idx + 1) % N; sz = std::min(sz + 1, N); if (p > 0) //new item is in minHeap { if (minCt < (N - 1) / 2) { ++minCt; } else if (v > old) { minSortDown(p); return; } if (minSortUp(p) && mmCmpExch(0, -1)) maxSortDown(-1); } else if (p < 0) //new item is in maxheap { if (maxCt < N / 2) { ++maxCt; } else if (v < old) { maxSortDown(p); return; } if (maxSortUp(p) && minCt && mmCmpExch(1, 0)) minSortDown(1); } else //new item is at median { if (maxCt && maxSortUp(-1)) maxSortDown(-1); if (minCt && minSortUp(1)) minSortDown(1); } } //returns median item (or average of 2 when item count is even) Item median() const { Item v = data[heap[0]]; if (minCt < maxCt) { v = (v + data[heap[-1]]) / 2; } return v; } }; } }