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use mutex and doubles in histogram accumulator values to avoid nanosecond overflows #20

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Jun 16, 2020
Merged

use mutex and doubles in histogram accumulator values to avoid nanosecond overflows #20

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59 changes: 30 additions & 29 deletions src/medida/histogram.cc
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Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,6 @@

#include "medida/histogram.h"

#include <atomic>
#include <cmath>
#include <mutex>

Expand Down Expand Up @@ -38,13 +37,13 @@ class Histogram::Impl {
private:
static const std::uint64_t kDefaultSampleSize = 1028;
std::unique_ptr<stats::Sample> sample_;
std::atomic<std::int64_t> min_;
std::atomic<std::int64_t> max_;
std::atomic<std::int64_t> sum_;
std::atomic<std::uint64_t> count_;
double min_;
double max_;
double sum_;
std::uint64_t count_;
double variance_m_;
double variance_s_;
mutable std::mutex variance_mutex_;
mutable std::mutex mutex_;
};


Expand Down Expand Up @@ -145,32 +144,37 @@ void Histogram::Impl::Clear() {


std::uint64_t Histogram::Impl::count() const {
std::lock_guard<std::mutex> lock {mutex_};
return count_;
}


double Histogram::Impl::sum() const {
return sum_.load();
std::lock_guard<std::mutex> lock {mutex_};
return sum_;
}


double Histogram::Impl::max() const {
std::lock_guard<std::mutex> lock {mutex_};
if (count_ > 0) {
return max_.load();
return max_;
}
return 0.0;
}


double Histogram::Impl::min() const {
std::lock_guard<std::mutex> lock {mutex_};
if (count_ > 0) {
return min_.load();
return min_;
}
return 0.0;
}


double Histogram::Impl::mean() const {
std::lock_guard<std::mutex> lock {mutex_};
if (count_ > 0) {
return sum_ / (double)count_;
}
Expand All @@ -179,8 +183,10 @@ double Histogram::Impl::mean() const {


double Histogram::Impl::std_dev() const {
double var = variance();
std::lock_guard<std::mutex> lock {mutex_};
if (count_ > 0) {
return std::sqrt(variance());
return std::sqrt(var);
}
return 0.0;
}
Expand All @@ -189,7 +195,7 @@ double Histogram::Impl::std_dev() const {
double Histogram::Impl::variance() const {
auto c = count();
if (c > 1) {
std::lock_guard<std::mutex> lock {variance_mutex_};
std::lock_guard<std::mutex> lock {mutex_};
return variance_s_ / (c - 1.0);
}
return 0.0;
Expand All @@ -203,29 +209,24 @@ stats::Snapshot Histogram::Impl::GetSnapshot() const {

void Histogram::Impl::Update(std::int64_t value) {
sample_->Update(value);
std::lock_guard<std::mutex> lock {mutex_};
double dval = (double)value;
if (count_ > 0) {
auto cur_max = max_.load();
auto cur_min = min_.load();
while (cur_max < value && !max_.compare_exchange_weak(cur_max, value)) {
// Spin until max is updated
}
while(cur_min > value && !min_.compare_exchange_weak(cur_min, value)) {
// Spin until min is updated
}
max_ = std::max(max_, dval);
min_ = std::min(min_, dval);
} else {
max_ = value;
min_ = value;
max_ = dval;
min_ = dval;
}
sum_ += value;
auto new_count = ++count_;
std::lock_guard<std::mutex> lock {variance_mutex_};
auto old_vm = variance_m_;
auto old_vs = variance_s_;
sum_ += dval;
double new_count = (double)++count_;
double old_vm = variance_m_;
double old_vs = variance_s_;
if (new_count > 1) {
variance_m_ = old_vm + (value - old_vm) / new_count;
variance_s_ = old_vs + (value - old_vm) * (value - variance_m_);
variance_m_ = old_vm + (dval - old_vm) / new_count;
variance_s_ = old_vs + (dval - old_vm) * (dval - variance_m_);
} else {
variance_m_ = value;
variance_m_ = dval;
}
}

Expand Down