prometheus/pkg/histogram/sparse_histogram.go

// Copyright 2021 The Prometheus Authors
// Licensed 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 histogram

import (
	"math"
)

// SparseHistogram encodes a sparse histogram
// full details: https://docs.google.com/document/d/1cLNv3aufPZb3fNfaJgdaRBZsInZKKIHo9E6HinJVbpM/edit#
// the most tricky bit is how bucket indices represent real bucket boundaries
//
// an example for schema 0 (which doubles the size of consecutive buckets):
//
// buckets syntax (LE,GE)              (-2,-1)  (-1,-0.5) (-0.5,-0.25) ... (-0.001-0.001) ... (0.25-0.5)(0.5-1)  (1-2) ....
//                                                                                ^
// zero bucket (here width a width of 0.001)                                      ZB
// pos bucket idx                                                                         ...      -1       0       1    2    3
// neg bucket idx             3    2    1         0          -1        ...
// actively used bucket indices themselves are represented by the spans
type SparseHistogram struct {
	Schema                           int32
	ZeroThreshold                    float64
	ZeroCount, Count                 uint64
	Sum                              float64
	PositiveSpans, NegativeSpans     []Span
	PositiveBuckets, NegativeBuckets []int64
}

type Span struct {
	Offset int32
	Length uint32
}

func (s SparseHistogram) Copy() SparseHistogram {
	c := s

	if s.PositiveSpans != nil {
		c.PositiveSpans = make([]Span, len(s.PositiveSpans))
		copy(c.PositiveSpans, s.PositiveSpans)
	}
	if s.NegativeSpans != nil {
		c.NegativeSpans = make([]Span, len(s.NegativeSpans))
		copy(c.NegativeSpans, s.NegativeSpans)
	}
	if s.PositiveBuckets != nil {
		c.PositiveBuckets = make([]int64, len(s.PositiveBuckets))
		copy(c.PositiveBuckets, s.PositiveBuckets)
	}
	if s.NegativeBuckets != nil {
		c.NegativeBuckets = make([]int64, len(s.NegativeBuckets))
		copy(c.NegativeBuckets, s.NegativeBuckets)
	}

	return c
}

type BucketIterator interface {
	// Next advances the iterator by one.
	Next() bool
	// At returns the current bucket.
	At() Bucket
	// Err returns the current error. It should be used only after iterator is
	// exhausted, that is `Next` or `Seek` returns false.
	Err() error
}

type Bucket struct {
	Le    float64
	Count uint64
}

// CumulativeExpandSparseHistogram expands the given histogram to produce cumulative buckets.
// It assumes that the total length of spans matches the number of buckets for pos and neg respectively.
// TODO: supports only positive buckets, also do for negative.
func CumulativeExpandSparseHistogram(h SparseHistogram) BucketIterator {
	return &cumulativeBucketIterator{h: h, posSpansIdx: -1}
}

type cumulativeBucketIterator struct {
	h SparseHistogram

	posSpansIdx   int    // Index in h.PositiveSpans we are in. -1 means 0 bucket.
	posBucketsIdx int    // Index in h.PositiveBuckets
	idxInSpan     uint32 // Index in the current span. 0 <= idxInSpan < span.Length.

	initialised         bool
	currIdx             int32   // The actual bucket index after decoding from spans.
	currLe              float64 // The upper boundary of the current bucket.
	currCount           int64   // Current non-cumulative count for the current bucket. Does not apply for empty bucket.
	currCumulativeCount uint64  // Current "cumulative" count for the current bucket.

	// Between 2 spans there could be some empty buckets which
	// still needs to be counted for cumulative buckets.
	// When we hit the end of a span, we use this to iterate
	// through the empty buckets.
	emptyBucketCount int32
}

func (c *cumulativeBucketIterator) Next() bool {
	if c.posSpansIdx == -1 {
		// Zero bucket.
		c.posSpansIdx++
		if c.h.ZeroCount == 0 {
			return c.Next()
		}

		c.currLe = c.h.ZeroThreshold
		c.currCount = int64(c.h.ZeroCount)
		c.currCumulativeCount = uint64(c.currCount)
		return true
	}

	if c.posSpansIdx >= len(c.h.PositiveSpans) {
		return false
	}

	if c.emptyBucketCount > 0 {
		// We are traversing through empty buckets at the moment.
		c.currLe = getLe(c.currIdx, c.h.Schema)
		c.currIdx++
		c.emptyBucketCount--
		return true
	}

	span := c.h.PositiveSpans[c.posSpansIdx]
	if c.posSpansIdx == 0 && !c.initialised {
		// Initialising.
		c.currIdx = span.Offset
		// The first bucket is absolute value and not a delta with Zero bucket.
		c.currCount = 0
		c.initialised = true
	}

	c.currCount += c.h.PositiveBuckets[c.posBucketsIdx]
	c.currCumulativeCount += uint64(c.currCount)
	c.currLe = getLe(c.currIdx, c.h.Schema)

	c.posBucketsIdx++
	c.idxInSpan++
	c.currIdx++
	if c.idxInSpan >= span.Length {
		// Move to the next span. This one is done.
		c.posSpansIdx++
		c.idxInSpan = 0
		if c.posSpansIdx < len(c.h.PositiveSpans) {
			c.emptyBucketCount = c.h.PositiveSpans[c.posSpansIdx].Offset
		}
	}

	return true
}
func (c *cumulativeBucketIterator) At() Bucket {
	return Bucket{
		Le:    c.currLe,
		Count: c.currCumulativeCount,
	}
}
func (c *cumulativeBucketIterator) Err() error { return nil }

func getLe(idx, schema int32) float64 {
	if schema < 0 {
		return math.Ldexp(1, int(idx)<<(-schema))
	}

	fracIdx := idx & ((1 << schema) - 1)
	frac := sparseBounds[schema][fracIdx]
	exp := (int(idx) >> schema) + 1
	return math.Ldexp(frac, exp)
}

var sparseBounds = [][]float64{
	// Schema "0":
	{0.5},
	// Schema 1:
	{0.5, 0.7071067811865475},
	// Schema 2:
	{0.5, 0.5946035575013605, 0.7071067811865475, 0.8408964152537144},
	// Schema 3:
	{0.5, 0.5452538663326288, 0.5946035575013605, 0.6484197773255048,
		0.7071067811865475, 0.7711054127039704, 0.8408964152537144, 0.9170040432046711},
	// Schema 4:
	{0.5, 0.5221368912137069, 0.5452538663326288, 0.5693943173783458,
		0.5946035575013605, 0.620928906036742, 0.6484197773255048, 0.6771277734684463,
		0.7071067811865475, 0.7384130729697496, 0.7711054127039704, 0.805245165974627,
		0.8408964152537144, 0.8781260801866495, 0.9170040432046711, 0.9576032806985735},
	// Schema 5:
	{0.5, 0.5109485743270583, 0.5221368912137069, 0.5335702003384117,
		0.5452538663326288, 0.5571933712979462, 0.5693943173783458, 0.5818624293887887,
		0.5946035575013605, 0.6076236799902344, 0.620928906036742, 0.6345254785958666,
		0.6484197773255048, 0.6626183215798706, 0.6771277734684463, 0.6919549409819159,
		0.7071067811865475, 0.7225904034885232, 0.7384130729697496, 0.7545822137967112,
		0.7711054127039704, 0.7879904225539431, 0.805245165974627, 0.8228777390769823,
		0.8408964152537144, 0.8593096490612387, 0.8781260801866495, 0.8973545375015533,
		0.9170040432046711, 0.9370838170551498, 0.9576032806985735, 0.9785720620876999},
	// Schema 6:
	{0.5, 0.5054446430258502, 0.5109485743270583, 0.5165124395106142,
		0.5221368912137069, 0.5278225891802786, 0.5335702003384117, 0.5393803988785598,
		0.5452538663326288, 0.5511912916539204, 0.5571933712979462, 0.5632608093041209,
		0.5693943173783458, 0.5755946149764913, 0.5818624293887887, 0.5881984958251406,
		0.5946035575013605, 0.6010783657263515, 0.6076236799902344, 0.6142402680534349,
		0.620928906036742, 0.6276903785123455, 0.6345254785958666, 0.6414350080393891,
		0.6484197773255048, 0.6554806057623822, 0.6626183215798706, 0.6698337620266515,
		0.6771277734684463, 0.6845012114872953, 0.6919549409819159, 0.6994898362691555,
		0.7071067811865475, 0.7148066691959849, 0.7225904034885232, 0.7304588970903234,
		0.7384130729697496, 0.7464538641456323, 0.7545822137967112, 0.762799075372269,
		0.7711054127039704, 0.7795022001189185, 0.7879904225539431, 0.7965710756711334,
		0.805245165974627, 0.8140137109286738, 0.8228777390769823, 0.8318382901633681,
		0.8408964152537144, 0.8500531768592616, 0.8593096490612387, 0.8686669176368529,
		0.8781260801866495, 0.8876882462632604, 0.8973545375015533, 0.9071260877501991,
		0.9170040432046711, 0.9269895625416926, 0.9370838170551498, 0.9472879907934827,
		0.9576032806985735, 0.9680308967461471, 0.9785720620876999, 0.9892280131939752},
	// Schema 7:
	{0.5, 0.5027149505564014, 0.5054446430258502, 0.5081891574554764,
		0.5109485743270583, 0.5137229745593818, 0.5165124395106142, 0.5193170509806894,
		0.5221368912137069, 0.5249720429003435, 0.5278225891802786, 0.5306886136446309,
		0.5335702003384117, 0.5364674337629877, 0.5393803988785598, 0.5423091811066545,
		0.5452538663326288, 0.5482145409081883, 0.5511912916539204, 0.5541842058618393,
		0.5571933712979462, 0.5602188762048033, 0.5632608093041209, 0.5663192597993595,
		0.5693943173783458, 0.572486072215902, 0.5755946149764913, 0.5787200368168754,
		0.5818624293887887, 0.585021884841625, 0.5881984958251406, 0.5913923554921704,
		0.5946035575013605, 0.5978321960199137, 0.6010783657263515, 0.6043421618132907,
		0.6076236799902344, 0.6109230164863786, 0.6142402680534349, 0.6175755319684665,
		0.620928906036742, 0.6243004885946023, 0.6276903785123455, 0.6310986751971253,
		0.6345254785958666, 0.637970889198196, 0.6414350080393891, 0.6449179367033329,
		0.6484197773255048, 0.6519406325959679, 0.6554806057623822, 0.659039800633032,
		0.6626183215798706, 0.6662162735415805, 0.6698337620266515, 0.6734708931164728,
		0.6771277734684463, 0.6808045103191123, 0.6845012114872953, 0.688217985377265,
		0.6919549409819159, 0.6957121878859629, 0.6994898362691555, 0.7032879969095076,
		0.7071067811865475, 0.7109463010845827, 0.7148066691959849, 0.718687998724491,
		0.7225904034885232, 0.7265139979245261, 0.7304588970903234, 0.7344252166684908,
		0.7384130729697496, 0.7424225829363761, 0.7464538641456323, 0.7505070348132126,
		0.7545822137967112, 0.7586795205991071, 0.762799075372269, 0.7669409989204777,
		0.7711054127039704, 0.7752924388424999, 0.7795022001189185, 0.7837348199827764,
		0.7879904225539431, 0.7922691326262467, 0.7965710756711334, 0.8008963778413465,
		0.805245165974627, 0.8096175675974316, 0.8140137109286738, 0.8184337248834821,
		0.8228777390769823, 0.8273458838280969, 0.8318382901633681, 0.8363550898207981,
		0.8408964152537144, 0.8454623996346523, 0.8500531768592616, 0.8546688815502312,
		0.8593096490612387, 0.8639756154809185, 0.8686669176368529, 0.8733836930995842,
		0.8781260801866495, 0.8828942179666361, 0.8876882462632604, 0.8925083056594671,
		0.8973545375015533, 0.9022270839033115, 0.9071260877501991, 0.9120516927035263,
		0.9170040432046711, 0.9219832844793128, 0.9269895625416926, 0.9320230241988943,
		0.9370838170551498, 0.9421720895161669, 0.9472879907934827, 0.9524316709088368,
		0.9576032806985735, 0.9628029718180622, 0.9680308967461471, 0.9732872087896164,
		0.9785720620876999, 0.9838856116165875, 0.9892280131939752, 0.9945994234836328},
	// Schema 8:
	{0.5, 0.5013556375251013, 0.5027149505564014, 0.5040779490592088,
		0.5054446430258502, 0.5068150424757447, 0.5081891574554764, 0.509566998038869,
		0.5109485743270583, 0.5123338964485679, 0.5137229745593818, 0.5151158188430205,
		0.5165124395106142, 0.5179128468009786, 0.5193170509806894, 0.520725062344158,
		0.5221368912137069, 0.5235525479396449, 0.5249720429003435, 0.526395386502313,
		0.5278225891802786, 0.5292536613972564, 0.5306886136446309, 0.5321274564422321,
		0.5335702003384117, 0.5350168559101208, 0.5364674337629877, 0.5379219445313954,
		0.5393803988785598, 0.5408428074966075, 0.5423091811066545, 0.5437795304588847,
		0.5452538663326288, 0.5467321995364429, 0.5482145409081883, 0.549700901315111,
		0.5511912916539204, 0.5526857228508706, 0.5541842058618393, 0.5556867516724088,
		0.5571933712979462, 0.5587040757836845, 0.5602188762048033, 0.5617377836665098,
		0.5632608093041209, 0.564787964283144, 0.5663192597993595, 0.5678547070789026,
		0.5693943173783458, 0.5709381019847808, 0.572486072215902, 0.5740382394200894,
		0.5755946149764913, 0.5771552102951081, 0.5787200368168754, 0.5802891060137493,
		0.5818624293887887, 0.5834400184762408, 0.585021884841625, 0.5866080400818185,
		0.5881984958251406, 0.5897932637314379, 0.5913923554921704, 0.5929957828304968,
		0.5946035575013605, 0.5962156912915756, 0.5978321960199137, 0.5994530835371903,
		0.6010783657263515, 0.6027080545025619, 0.6043421618132907, 0.6059806996384005,
		0.6076236799902344, 0.6092711149137041, 0.6109230164863786, 0.6125793968185725,
		0.6142402680534349, 0.6159056423670379, 0.6175755319684665, 0.6192499490999082,
		0.620928906036742, 0.622612415087629, 0.6243004885946023, 0.6259931389331581,
		0.6276903785123455, 0.6293922197748583, 0.6310986751971253, 0.6328097572894031,
		0.6345254785958666, 0.6362458516947014, 0.637970889198196, 0.6397006037528346,
		0.6414350080393891, 0.6431741147730128, 0.6449179367033329, 0.6466664866145447,
		0.6484197773255048, 0.6501778216898253, 0.6519406325959679, 0.6537082229673385,
		0.6554806057623822, 0.6572577939746774, 0.659039800633032, 0.6608266388015788,
		0.6626183215798706, 0.6644148621029772, 0.6662162735415805, 0.6680225691020727,
		0.6698337620266515, 0.6716498655934177, 0.6734708931164728, 0.6752968579460171,
		0.6771277734684463, 0.6789636531064505, 0.6808045103191123, 0.6826503586020058,
		0.6845012114872953, 0.6863570825438342, 0.688217985377265, 0.690083933630119,
		0.6919549409819159, 0.6938310211492645, 0.6957121878859629, 0.6975984549830999,
		0.6994898362691555, 0.7013863456101023, 0.7032879969095076, 0.7051948041086352,
		0.7071067811865475, 0.7090239421602076, 0.7109463010845827, 0.7128738720527471,
		0.7148066691959849, 0.7167447066838943, 0.718687998724491, 0.7206365595643126,
		0.7225904034885232, 0.7245495448210174, 0.7265139979245261, 0.7284837772007218,
		0.7304588970903234, 0.7324393720732029, 0.7344252166684908, 0.7364164454346837,
		0.7384130729697496, 0.7404151139112358, 0.7424225829363761, 0.7444354947621984,
		0.7464538641456323, 0.7484777058836176, 0.7505070348132126, 0.7525418658117031,
		0.7545822137967112, 0.7566280937263048, 0.7586795205991071, 0.7607365094544071,
		0.762799075372269, 0.7648672334736434, 0.7669409989204777, 0.7690203869158282,
		0.7711054127039704, 0.7731960915705107, 0.7752924388424999, 0.7773944698885442,
		0.7795022001189185, 0.7816156449856788, 0.7837348199827764, 0.7858597406461707,
		0.7879904225539431, 0.7901268813264122, 0.7922691326262467, 0.7944171921585818,
		0.7965710756711334, 0.7987307989543135, 0.8008963778413465, 0.8030678282083853,
		0.805245165974627, 0.8074284071024302, 0.8096175675974316, 0.8118126635086642,
		0.8140137109286738, 0.8162207259936375, 0.8184337248834821, 0.820652723822003,
		0.8228777390769823, 0.8251087869603088, 0.8273458838280969, 0.8295890460808079,
		0.8318382901633681, 0.8340936325652911, 0.8363550898207981, 0.8386226785089391,
		0.8408964152537144, 0.8431763167241966, 0.8454623996346523, 0.8477546807446661,
		0.8500531768592616, 0.8523579048290255, 0.8546688815502312, 0.8569861239649629,
		0.8593096490612387, 0.8616394738731368, 0.8639756154809185, 0.8663180910111553,
		0.8686669176368529, 0.871022112577578, 0.8733836930995842, 0.8757516765159389,
		0.8781260801866495, 0.8805069215187917, 0.8828942179666361, 0.8852879870317771,
		0.8876882462632604, 0.890095013257712, 0.8925083056594671, 0.8949281411607002,
		0.8973545375015533, 0.8997875124702672, 0.9022270839033115, 0.9046732696855155,
		0.9071260877501991, 0.909585556079304, 0.9120516927035263, 0.9145245157024483,
		0.9170040432046711, 0.9194902933879467, 0.9219832844793128, 0.9244830347552253,
		0.9269895625416926, 0.92950288621441, 0.9320230241988943, 0.9345499949706191,
		0.9370838170551498, 0.93962450902828, 0.9421720895161669, 0.9447265771954693,
		0.9472879907934827, 0.9498563490882775, 0.9524316709088368, 0.9550139751351947,
		0.9576032806985735, 0.9601996065815236, 0.9628029718180622, 0.9654133954938133,
		0.9680308967461471, 0.9706554947643201, 0.9732872087896164, 0.9759260581154889,
		0.9785720620876999, 0.9812252401044634, 0.9838856116165875, 0.9865531961276168,
		0.9892280131939752, 0.9919100824251095, 0.9945994234836328, 0.9972960560854698},
}