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maths: remove unused package (#19516)
Added in 2025 and appears to be unused. Updates #cleanup Signed-off-by: Andrew Lytvynov <awly@tailscale.com>
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// Copyright (c) Tailscale Inc & contributors
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// SPDX-License-Identifier: BSD-3-Clause
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// Package maths contains additional mathematical functions or structures not
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// found in the standard library.
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package maths
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import (
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"math"
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"time"
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)
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// EWMA is an exponentially weighted moving average supporting updates at
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// irregular intervals with at most nanosecond resolution.
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// The zero value will compute a half-life of 1 second.
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// It is not safe for concurrent use.
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// TODO(raggi): de-duplicate with tstime/rate.Value, which has a more complex
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// and synchronized interface and does not provide direct access to the stable
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// value.
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type EWMA struct {
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value float64 // current value of the average
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lastTime int64 // time of last update in unix nanos
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halfLife float64 // half-life in seconds
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}
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// NewEWMA creates a new EWMA with the specified half-life. If halfLifeSeconds
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// is 0, it defaults to 1.
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func NewEWMA(halfLifeSeconds float64) *EWMA {
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return &EWMA{
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halfLife: halfLifeSeconds,
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}
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}
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// Update adds a new sample to the average. If t is zero or precedes the last
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// update, the update is ignored.
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func (e *EWMA) Update(value float64, t time.Time) {
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if t.IsZero() {
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return
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}
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hl := e.halfLife
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if hl == 0 {
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hl = 1
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}
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tn := t.UnixNano()
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if e.lastTime == 0 {
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e.value = value
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e.lastTime = tn
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return
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}
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dt := (time.Duration(tn-e.lastTime) * time.Nanosecond).Seconds()
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if dt < 0 {
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// drop out of order updates
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return
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}
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// decay = 2^(-dt/halfLife)
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decay := math.Exp2(-dt / hl)
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e.value = e.value*decay + value*(1-decay)
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e.lastTime = tn
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}
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// Get returns the current value of the average
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func (e *EWMA) Get() float64 {
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return e.value
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}
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// Reset clears the EWMA to its initial state
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func (e *EWMA) Reset() {
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e.value = 0
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e.lastTime = 0
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}
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@ -1,178 +0,0 @@
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// Copyright (c) Tailscale Inc & contributors
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// SPDX-License-Identifier: BSD-3-Clause
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package maths
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import (
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"slices"
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"testing"
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"time"
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)
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// some real world latency samples.
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var (
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latencyHistory1 = []int{
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14, 12, 15, 6, 19, 12, 13, 13, 13, 16, 17, 11, 17, 11, 14, 15, 14, 15,
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16, 16, 17, 14, 12, 16, 18, 14, 14, 11, 15, 15, 25, 11, 15, 14, 12, 15,
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13, 12, 13, 15, 11, 13, 15, 14, 14, 15, 12, 15, 18, 12, 15, 22, 12, 13,
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10, 14, 16, 15, 16, 11, 14, 17, 18, 20, 16, 11, 16, 14, 5, 15, 17, 12,
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15, 11, 15, 20, 12, 17, 12, 17, 15, 12, 12, 11, 14, 15, 11, 20, 14, 13,
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11, 12, 13, 13, 11, 13, 11, 15, 13, 13, 14, 12, 11, 12, 12, 14, 11, 13,
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12, 12, 12, 19, 14, 13, 13, 14, 11, 12, 10, 11, 15, 12, 14, 11, 11, 14,
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14, 12, 12, 11, 14, 12, 11, 12, 14, 11, 12, 15, 12, 14, 12, 12, 21, 16,
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21, 12, 16, 9, 11, 16, 14, 13, 14, 12, 13, 16,
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}
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latencyHistory2 = []int{
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18, 20, 21, 21, 20, 23, 18, 18, 20, 21, 20, 19, 22, 18, 20, 20, 19, 21,
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21, 22, 22, 19, 18, 22, 22, 19, 20, 17, 16, 11, 25, 16, 18, 21, 17, 22,
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19, 18, 22, 21, 20, 18, 22, 17, 17, 20, 19, 10, 19, 16, 19, 25, 17, 18,
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15, 20, 21, 20, 23, 22, 22, 22, 19, 22, 22, 17, 22, 20, 20, 19, 21, 22,
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20, 19, 17, 22, 16, 16, 20, 22, 17, 19, 21, 16, 20, 22, 19, 21, 20, 19,
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13, 14, 23, 19, 16, 10, 19, 15, 15, 17, 16, 18, 14, 16, 18, 22, 20, 18,
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18, 21, 15, 19, 18, 19, 18, 20, 17, 19, 21, 19, 20, 19, 20, 20, 17, 14,
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17, 17, 18, 21, 20, 18, 18, 17, 16, 17, 17, 20, 22, 19, 20, 21, 21, 20,
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21, 24, 20, 18, 12, 17, 18, 17, 19, 19, 19,
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}
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)
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func TestEWMALatencyHistory(t *testing.T) {
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type result struct {
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t time.Time
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v float64
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s int
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}
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for _, latencyHistory := range [][]int{latencyHistory1, latencyHistory2} {
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startTime := time.Date(2025, 1, 1, 12, 0, 0, 0, time.UTC)
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halfLife := 30.0
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ewma := NewEWMA(halfLife)
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var results []result
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sum := 0.0
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for i, latency := range latencyHistory {
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t := startTime.Add(time.Duration(i) * time.Second)
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ewma.Update(float64(latency), t)
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sum += float64(latency)
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results = append(results, result{t, ewma.Get(), latency})
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}
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mean := sum / float64(len(latencyHistory))
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min := float64(slices.Min(latencyHistory))
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max := float64(slices.Max(latencyHistory))
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t.Logf("EWMA Latency History (half-life: %.1f seconds):", halfLife)
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t.Logf("Mean latency: %.2f ms", mean)
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t.Logf("Range: [%.1f, %.1f]", min, max)
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t.Log("Samples: ")
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sparkline := []rune("▁▂▃▄▅▆▇█")
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var sampleLine []rune
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for _, r := range results {
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idx := int(((float64(r.s) - min) / (max - min)) * float64(len(sparkline)-1))
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if idx >= len(sparkline) {
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idx = len(sparkline) - 1
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}
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sampleLine = append(sampleLine, sparkline[idx])
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}
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t.Log(string(sampleLine))
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t.Log("EWMA: ")
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var ewmaLine []rune
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for _, r := range results {
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idx := int(((r.v - min) / (max - min)) * float64(len(sparkline)-1))
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if idx >= len(sparkline) {
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idx = len(sparkline) - 1
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}
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ewmaLine = append(ewmaLine, sparkline[idx])
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}
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t.Log(string(ewmaLine))
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t.Log("")
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t.Logf("Time | Sample | Value | Value - Sample")
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t.Logf("")
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for _, result := range results {
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t.Logf("%10s | % 6d | % 5.2f | % 5.2f", result.t.Format("15:04:05"), result.s, result.v, result.v-float64(result.s))
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}
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// check that all results are greater than the min, and less than the max of the input,
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// and they're all close to the mean.
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for _, result := range results {
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if result.v < float64(min) || result.v > float64(max) {
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t.Errorf("result %f out of range [%f, %f]", result.v, min, max)
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}
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if result.v < mean*0.9 || result.v > mean*1.1 {
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t.Errorf("result %f not close to mean %f", result.v, mean)
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}
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}
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}
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}
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func TestHalfLife(t *testing.T) {
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start := time.Date(2025, 1, 1, 12, 0, 0, 0, time.UTC)
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ewma := NewEWMA(30.0)
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ewma.Update(10, start)
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ewma.Update(0, start.Add(30*time.Second))
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if ewma.Get() != 5 {
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t.Errorf("expected 5, got %f", ewma.Get())
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}
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ewma.Update(10, start.Add(60*time.Second))
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if ewma.Get() != 7.5 {
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t.Errorf("expected 7.5, got %f", ewma.Get())
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}
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ewma.Update(10, start.Add(90*time.Second))
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if ewma.Get() != 8.75 {
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t.Errorf("expected 8.75, got %f", ewma.Get())
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}
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}
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func TestZeroValue(t *testing.T) {
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start := time.Date(2025, 1, 1, 12, 0, 0, 0, time.UTC)
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var ewma EWMA
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ewma.Update(10, start)
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ewma.Update(0, start.Add(time.Second))
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if ewma.Get() != 5 {
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t.Errorf("expected 5, got %f", ewma.Get())
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}
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ewma.Update(10, start.Add(2*time.Second))
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if ewma.Get() != 7.5 {
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t.Errorf("expected 7.5, got %f", ewma.Get())
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}
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ewma.Update(10, start.Add(3*time.Second))
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if ewma.Get() != 8.75 {
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t.Errorf("expected 8.75, got %f", ewma.Get())
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}
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}
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func TestReset(t *testing.T) {
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start := time.Date(2025, 1, 1, 12, 0, 0, 0, time.UTC)
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ewma := NewEWMA(30.0)
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ewma.Update(10, start)
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ewma.Update(0, start.Add(30*time.Second))
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if ewma.Get() != 5 {
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t.Errorf("expected 5, got %f", ewma.Get())
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}
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ewma.Reset()
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if ewma.Get() != 0 {
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t.Errorf("expected 0, got %f", ewma.Get())
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}
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ewma.Update(10, start.Add(90*time.Second))
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if ewma.Get() != 10 {
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t.Errorf("expected 10, got %f", ewma.Get())
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}
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}
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