Benchmark T-Digest implementation Golang

benchmark_test.go

package tdigest_benchmark

import (
	"fmt"
	"math/rand"
	"testing"
	"time"

	ajwerner "github.com/ajwerner/tdigest"
	caio "github.com/caio/go-tdigest"
	spenczar "github.com/spenczar/tdigest"
)

var (
	values         []float64
	digestAjwerner *ajwerner.TDigest
	digestCaio     *caio.TDigest
	digestSpenczar *spenczar.TDigest
)

func BenchmarkCreate_Ajwerner(b *testing.B) {
	for i := 0; i < b.N; i++ {
		ajwerner.New()
	}
}

func BenchmarkCreate_Caio(b *testing.B) {
	for i := 0; i < b.N; i++ {
		caio.New()
	}
}

func BenchmarkCreate_Spenczar(b *testing.B) {
	for i := 0; i < b.N; i++ {
		spenczar.New()
	}
}

func BenchmarkAdd_Ajwerner(b *testing.B) {
	d := ajwerner.New()
	for i := 0; i < b.N; i++ {
		runBenchmark(d.Record)
	}
}

func BenchmarkAdd_Caio(b *testing.B) {
	d, _ := caio.New()
	for i := 0; i < b.N; i++ {
		runBenchmark(func(v float64) {
			d.Add(v)
		})
	}
}

func BenchmarkAdd_Spenczar(b *testing.B) {
	d := spenczar.New()
	for i := 0; i < b.N; i++ {
		runBenchmark(func(v float64) {
			d.Add(v, 1)
		})
	}
}

func BenchmarkQuantile_Ajwerner(b *testing.B) {
	for i := 0; i < b.N; i++ {
		digestAjwerner.QuantileOf(0.5)
	}
}

func BenchmarkQuantile_Caio(b *testing.B) {
	for i := 0; i < b.N; i++ {
		digestCaio.Quantile(0.5)
	}
}

func BenchmarkQuantile_Spenczar(b *testing.B) {
	for i := 0; i < b.N; i++ {
		digestSpenczar.Quantile(0.5)
	}
}

func runBenchmark(add func(float64)) {
	for _, v := range values {
		add(v)
	}
}

func TestComparePercentiles(t *testing.T) {
	for _, quantile := range []float64{0.5, 0.75, 0.9, 0.95, 0.99} {
		fmt.Printf("# %d percentile\n", int(quantile*100))
		fmt.Printf("  from ajwerner: %g\n", digestAjwerner.QuantileOf(quantile))
		fmt.Printf("  from caio: %g\n", digestCaio.Quantile(quantile))
		fmt.Printf("  from spenczar: %g\n", digestSpenczar.Quantile(quantile))
	}
}

func init() {
	rand.Seed(time.Now().UnixNano())
	values := make([]float64, 10000)
	digestAjwerner = ajwerner.New()
	digestCaio, _ = caio.New()
	digestSpenczar = spenczar.New()
	for i := range values {
		values[i] = rand.Float64()
		digestAjwerner.Record(values[i])
		digestCaio.Add(values[i])
		digestSpenczar.Add(values[i], 1)
	}
}

output.txt

=== RUN   TestComparePercentiles
# 50 percentile
  from ajwerner: 0.5028852156914266
  from caio: 0.49863161499624364
  from spenczar: 0.4991647711124288
# 75 percentile
  from ajwerner: 0.7506773697472621
  from caio: 0.7492935426008756
  from spenczar: 0.7688110569535475
# 90 percentile
  from ajwerner: 0.901182182610169
  from caio: 0.9001066992693836
  from spenczar: 0.8798627020879155
# 95 percentile
  from ajwerner: 0.9478999419672552
  from caio: 0.9529328402762272
  from spenczar: 0.9280995925885083
# 99 percentile
  from ajwerner: 0.9910390488563983
  from caio: 0.9890282105660144
  from spenczar: 0.9827365140977895
--- PASS: TestComparePercentiles (0.00s)
goos: linux
goarch: amd64
pkg: tdigest-benchmark
BenchmarkCreate_Ajwerner-8     	  495612	      2326 ns/op
BenchmarkCreate_Caio-8         	   58483	     19126 ns/op
BenchmarkCreate_Spenczar-8     	1000000000	         0.976 ns/op
BenchmarkAdd_Ajwerner-8        	247815348	         5.17 ns/op
BenchmarkAdd_Caio-8            	221464058	         6.77 ns/op
BenchmarkAdd_Spenczar-8        	146966512	         6.99 ns/op
BenchmarkQuantile_Ajwerner-8   	13528251	        91.9 ns/op
BenchmarkQuantile_Caio-8       	  861026	      1232 ns/op
BenchmarkQuantile_Spenczar-8   	19665948	        54.3 ns/op
PASS
ok  	tdigest-benchmark	14.577s