It seems that currently normalization of stddev aggregation is done incorrectly.
We divide both the sum of values and the sum of their squares by the
normalization factor. But we should divide the sum of squares by the
normalization factor squared to scale the original values properly.
--- lib/libdtrace/common/dt_consume.c
+++ lib/libdtrace/common/dt_consume.c
@@ -389,8 +389,10 @@ dt_stddev(uint64_t *data, uint64_t normal)
* The standard approximation for standard deviation is
* sqrt(average(x**2) - average(x)**2), i.e. the square root
* of the average of the squares minus the square of the average.
+ * When normalizing, we should divide the sum of x**2 by normal**2.
*/
dt_divide_128(data + 2, normal, avg_of_squares);
+ dt_divide_128(avg_of_squares, normal, avg_of_squares);
dt_divide_128(avg_of_squares, data[0], avg_of_squares);
norm_avg = (int64_t)data[1] / (int64_t)normal / (int64_t)data[0];
A primitive test script:
BEGIN
{
i = 100;
@s = avg(i);
@v = stddev(i);
i = 200;
@s = avg(i);
@v = stddev(i);
i = 300;
@s = avg(i);
@v = stddev(i);
i = 400;
@s = avg(i);
@v = stddev(i);
i = 500;
@s = avg(i);
@v = stddev(i);
i = 600;
@s = avg(i);
@v = stddev(i);
i = 700;
@s = avg(i);
@v = stddev(i);
i = 800;
@s = avg(i);
@v = stddev(i);
i = 900;
@s = avg(i);
@v = stddev(i);
printa("%@3d %@3d\n", @s, @v);
normalize(@s, 10);
normalize(@v, 10);
printa("%@3d %@3d\n", @s, @v);
exit(0);
}
Without the patch it produces:
500 258
50 170
With the patch:
500 258
50 25
--
Andriy Gapon
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