| /* |
| * Licensed to the Apache Software Foundation (ASF) under one |
| * or more contributor license agreements. See the NOTICE file |
| * distributed with this work for additional information |
| * regarding copyright ownership. The ASF licenses this file |
| * to you under the Apache License, Version 2.0 (the |
| * "License"); you may not use this file except in compliance |
| * with the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, |
| * software distributed under the License is distributed on an |
| * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY |
| * KIND, either express or implied. See the License for the |
| * specific language governing permissions and limitations |
| * under the License. |
| */ |
| |
| package org.apache.datasketches.quantiles; |
| |
| /** |
| * The PMF and CDF algorithms for quantiles. |
| * |
| * @author Lee Rhodes |
| * @author Kevin Lang |
| */ |
| class DoublesPmfCdfImpl { |
| |
| static double[] getPMFOrCDF(final DoublesSketch sketch, final double[] splitPoints, final boolean isCDF) { |
| final double[] buckets = internalBuildHistogram(sketch, splitPoints); |
| final long n = sketch.getN(); |
| if (isCDF) { |
| double subtotal = 0; |
| for (int j = 0; j < buckets.length; j++) { |
| subtotal += buckets[j]; |
| buckets[j] = subtotal / n; //normalize by n |
| } |
| } else { // PMF |
| for (int j = 0; j < buckets.length; j++) { |
| buckets[j] /= n; //normalize by n |
| } |
| } |
| return buckets; |
| } |
| |
| /** |
| * Shared algorithm for both PMF and CDF functions. The splitPoints must be unique, monotonically |
| * increasing values. |
| * @param sketch the given quantiles DoublesSketch |
| * @param splitPoints an array of <i>m</i> unique, monotonically increasing doubles |
| * that divide the real number line into <i>m+1</i> consecutive disjoint intervals. |
| * @return the unnormalized, accumulated counts of <i>m + 1</i> intervals. |
| */ |
| private static double[] internalBuildHistogram(final DoublesSketch sketch, final double[] splitPoints) { |
| final DoublesSketchAccessor sketchAccessor = DoublesSketchAccessor.wrap(sketch); |
| Util.checkSplitPointsOrder(splitPoints); |
| |
| final int numSplitPoints = splitPoints.length; |
| final int numCounters = numSplitPoints + 1; |
| final double[] counters = new double[numCounters]; |
| |
| long weight = 1; |
| sketchAccessor.setLevel(DoublesSketchAccessor.BB_LVL_IDX); //base-buffer level index |
| if (numSplitPoints < 50) { // empirically determined crossover |
| // sort not worth it when few split points |
| DoublesPmfCdfImpl.bilinearTimeIncrementHistogramCounters( |
| sketchAccessor, weight, splitPoints, counters); |
| } else { |
| sketchAccessor.sort(); |
| // sort is worth it when many split points |
| DoublesPmfCdfImpl.linearTimeIncrementHistogramCounters( |
| sketchAccessor, weight, splitPoints, counters); |
| } |
| |
| long myBitPattern = sketch.getBitPattern(); |
| final int k = sketch.getK(); |
| assert myBitPattern == (sketch.getN() / (2L * k)); // internal consistency check |
| for (int lvl = 0; myBitPattern != 0L; lvl++, myBitPattern >>>= 1) { |
| weight <<= 1; // double the weight |
| if ((myBitPattern & 1L) > 0L) { //valid level exists |
| // the levels are already sorted so we can use the fast version |
| sketchAccessor.setLevel(lvl); |
| DoublesPmfCdfImpl.linearTimeIncrementHistogramCounters( |
| sketchAccessor, weight, splitPoints, counters); |
| } |
| } |
| return counters; |
| |
| } |
| |
| /** |
| * Because of the nested loop, cost is O(numSamples * numSplitPoints), which is bilinear. |
| * This method does NOT require the samples to be sorted. |
| * @param samples DoublesBufferAccessor holding an array of samples |
| * @param weight of the samples |
| * @param splitPoints must be unique and sorted. Number of splitPoints + 1 == counters.length. |
| * @param counters array of counters |
| */ |
| static void bilinearTimeIncrementHistogramCounters(final DoublesBufferAccessor samples, final long weight, |
| final double[] splitPoints, final double[] counters) { |
| assert ((splitPoints.length + 1) == counters.length); |
| for (int i = 0; i < samples.numItems(); i++) { |
| final double sample = samples.get(i); |
| int j; |
| for (j = 0; j < splitPoints.length; j++) { |
| final double splitpoint = splitPoints[j]; |
| if (sample < splitpoint) { |
| break; |
| } |
| } |
| assert j < counters.length; |
| counters[j] += weight; |
| } |
| } |
| |
| |
| /** |
| * This one does a linear time simultaneous walk of the samples and splitPoints. Because this |
| * internal procedure is called multiple times, we require the caller to ensure these 3 properties: |
| * <ol> |
| * <li>samples array must be sorted.</li> |
| * <li>splitPoints must be unique and sorted</li> |
| * <li>number of SplitPoints + 1 == counters.length</li> |
| * </ol> |
| * @param samples DoublesBufferAccessor holding an array of samples |
| * @param weight of the samples |
| * @param splitPoints must be unique and sorted. Number of splitPoints + 1 = counters.length. |
| * @param counters array of counters |
| */ |
| static void linearTimeIncrementHistogramCounters(final DoublesBufferAccessor samples, final long weight, |
| final double[] splitPoints, final double[] counters) { |
| int i = 0; |
| int j = 0; |
| while ((i < samples.numItems()) && (j < splitPoints.length)) { |
| if (samples.get(i) < splitPoints[j]) { |
| counters[j] += weight; // this sample goes into this bucket |
| i++; // move on to next sample and see whether it also goes into this bucket |
| } else { |
| j++; // no more samples for this bucket. move on the next bucket. |
| } |
| } |
| |
| // now either i == numSamples(we are out of samples), or |
| // j == numSplitPoints(out of buckets, but there are more samples remaining) |
| // we only need to do something in the latter case. |
| if (j == splitPoints.length) { |
| counters[j] += (weight * (samples.numItems() - i)); |
| } |
| } |
| |
| } |