feat: t-digest double go profiles

go/go.mod

@@ -18,7 +18,7 @@ module github.com/apache/datasketches-characterization/datasketches-characteriza
 
 go 1.24.11
 
-require github.com/apache/datasketches-go v0.0.0-20260112141520-e1cb959c71df
+require github.com/apache/datasketches-go v0.0.0-20260117014825-fabb7290e16c
 
 require (
 	github.com/twmb/murmur3 v1.1.8 // indirect

go/go.sum

@@ -2,6 +2,8 @@ github.com/apache/datasketches-go v0.0.0-20251119134622-22517a622447 h1:9B5BDC0H
 github.com/apache/datasketches-go v0.0.0-20251119134622-22517a622447/go.mod h1:4FkC6sbeiSlLSW/OwrtiTfwj01JYf9AK7DlENi9IIzg=
 github.com/apache/datasketches-go v0.0.0-20260112141520-e1cb959c71df h1:aNlsKI1eBiWAiUzJ/496C0dergqspcnBPBy68oO4K9s=
 github.com/apache/datasketches-go v0.0.0-20260112141520-e1cb959c71df/go.mod h1:s+dd951Fa5Xk8BV/jy2+hm38Ab4bJ5vN1DNB1eV7kPU=
+github.com/apache/datasketches-go v0.0.0-20260117014825-fabb7290e16c h1:vTZp0e8BAIpG+81agb9khH7+FdSybSrxIkYEXC9gy9U=
+github.com/apache/datasketches-go v0.0.0-20260117014825-fabb7290e16c/go.mod h1:s+dd951Fa5Xk8BV/jy2+hm38Ab4bJ5vN1DNB1eV7kPU=
 github.com/apache/datasketches-go v0.1.0-RC1 h1:4M/7NdXhh4TgefHPzEmikwTnsmXJ0NCsvKvZLgybf0Q=
 github.com/apache/datasketches-go v0.1.0-RC1/go.mod h1:s+dd951Fa5Xk8BV/jy2+hm38Ab4bJ5vN1DNB1eV7kPU=
 github.com/davecgh/go-spew v1.1.1 h1:vj9j/u1bqnvCEfJOwUhtlOARqs3+rkHYY13jYWTU97c=

go/main.go

@@ -222,6 +222,50 @@ var (
 				numSketches: 32,
 			},
 		),
+		"tdigest_double_accuracy_profile": MustNewTDigestDoubleAccuracyProfile(
+			tdigestJobConfig{
+				lgMin:     0,
+				lgMax:     23,
+				ppo:       8,
+				numTrials: 1000,
+				errorPCT:  99,
+				k:         200,
+				ranks:     []float64{0.01, 0.05, 0.5, 0.95, 0.99},
+			},
+		),
+		"tdigest_double_merge_accuracy_profile": MustNewTDigestDoubleMergeAccuracyProfile(
+			tdigestJobConfig{
+				lgMin:       0,
+				lgMax:       23,
+				ppo:         8,
+				numTrials:   1000,
+				errorPCT:    99,
+				k:           200,
+				ranks:       []float64{0.01, 0.05, 0.5, 0.95, 0.99},
+				numSketches: 32,
+			},
+		),
+		"tdigest_double_update_speed_profile": MustNewTDigestDoubleUpdateSpeedProfile(
+			tdigestJobConfig{
+				lgMinStreamLength: 0,
+				lgMaxStreamLength: 23,
+				ppo:               16,
+				lgMinTrials:       6,
+				lgMaxTrials:       16,
+				k:                 200,
+			},
+		),
+		"tdigest_double_merge_speed_profile": MustNewTDigestDoubleMergeSpeedProfile(
+			tdigestJobConfig{
+				lgMinStreamLength: 0,
+				lgMaxStreamLength: 23,
+				ppo:               16,
+				lgMinTrials:       6,
+				lgMaxTrials:       16,
+				k:                 200,
+				numSketches:       32,
+			},
+		),
 	}
 )
 

go/main_test.go

@@ -68,3 +68,19 @@ func TestArrayOfNumbersUpdateSpeedRunner(t *testing.T) {
 func TestArrayOfNumbersUnionUpdateSpeedRunner(t *testing.T) {
 	jobs["array_of_numbers_union_update_speed_profile"].run()
 }
+
+func TestTDigestDoubleAccuracyRuner(t *testing.T) {
+	jobs["tdigest_double_accuracy_profile"].run()
+}
+
+func TestTDigestDoubleMergeAccuracyRunner(t *testing.T) {
+	jobs["tdigest_double_merge_accuracy_profile"].run()
+}
+
+func TestTDigestDoubleUpdateSpeedRunner(t *testing.T) {
+	jobs["tdigest_double_update_speed_profile"].run()
+}
+
+func TestTDigestDoubleMergeSpeedRunner(t *testing.T) {
+	jobs["tdigest_double_merge_speed_profile"].run()
+}

go/tdigest_double_accuracy_profile.go

@@ -0,0 +1,93 @@
+/*
+ * 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 main
+
+import (
+	"fmt"
+	"math"
+	"math/rand"
+	"slices"
+	"sort"
+
+	"github.com/apache/datasketches-go/tdigest"
+)
+
+type TDigestDoubleAccuracyProfile struct {
+	config tdigestJobConfig
+}
+
+func MustNewTDigestDoubleAccuracyProfile(cfg tdigestJobConfig) *TDigestDoubleAccuracyProfile {
+	return &TDigestDoubleAccuracyProfile{
+		config: cfg,
+	}
+}
+
+func (p *TDigestDoubleAccuracyProfile) run() {
+	fmt.Print("N")
+	for _, rank := range p.config.ranks {
+		fmt.Printf("\terr at %.2f", rank)
+	}
+	fmt.Println()
+
+	numSteps := countPoints(p.config.lgMin, p.config.lgMax, p.config.ppo)
+
+	rankErrors := make([][]float64, len(p.config.ranks))
+	for i := range rankErrors {
+		rankErrors[i] = make([]float64, p.config.numTrials)
+	}
+
+	errorPctIndex := p.config.numTrials * p.config.errorPCT / 100
+
+	streamLength := uint64(1)
+	for step := 0; step < numSteps; step++ {
+		for t := 0; t < p.config.numTrials; t++ {
+			p.runTrial(streamLength, rankErrors, t)
+		}
+
+		fmt.Print(streamLength)
+		for i := range p.config.ranks {
+			sort.Float64s(rankErrors[i])
+			rankError := rankErrors[i][errorPctIndex]
+			fmt.Printf("\t%.6f", rankError*100)
+		}
+		fmt.Println()
+
+		streamLength = pwr2SeriesNext(p.config.ppo, streamLength)
+	}
+}
+
+func (p *TDigestDoubleAccuracyProfile) runTrial(streamLength uint64, rankErrors [][]float64, trialIndex int) {
+	values := make([]float64, streamLength)
+	for i := uint64(0); i < streamLength; i++ {
+		values[i] = rand.ExpFloat64() / 1.5
+	}
+
+	sketch, _ := tdigest.NewDouble(uint16(p.config.k))
+	for _, v := range values {
+		sketch.Update(v)
+	}
+
+	slices.Sort(values)
+
+	for j, rank := range p.config.ranks {
+		quantile := getQuantile(values, rank)
+		trueRank := getRankMidpoint(values, quantile)
+		sketchRank, _ := sketch.Rank(quantile)
+		rankErrors[j][trialIndex] = math.Abs(sketchRank - trueRank)
+	}
+}

go/tdigest_double_merge_accuracy_profile.go

@@ -0,0 +1,104 @@
+/*
+ * 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 main
+
+import (
+	"fmt"
+	"math"
+	"math/rand"
+	"slices"
+	"sort"
+
+	"github.com/apache/datasketches-go/tdigest"
+)
+
+type TDigestDoubleMergeAccuracyProfile struct {
+	config tdigestJobConfig
+}
+
+func MustNewTDigestDoubleMergeAccuracyProfile(cfg tdigestJobConfig) *TDigestDoubleMergeAccuracyProfile {
+	return &TDigestDoubleMergeAccuracyProfile{
+		config: cfg,
+	}
+}
+
+func (p *TDigestDoubleMergeAccuracyProfile) run() {
+	fmt.Print("N")
+	for _, rank := range p.config.ranks {
+		fmt.Printf("\terr at %.2f", rank)
+	}
+	fmt.Println()
+
+	numSteps := countPoints(p.config.lgMin, p.config.lgMax, p.config.ppo)
+
+	rankErrors := make([][]float64, len(p.config.ranks))
+	for i := range rankErrors {
+		rankErrors[i] = make([]float64, p.config.numTrials)
+	}
+
+	errorPctIndex := p.config.numTrials * p.config.errorPCT / 100
+
+	streamLength := uint64(1)
+	for step := 0; step < numSteps; step++ {
+		for t := 0; t < p.config.numTrials; t++ {
+			p.runTrial(streamLength, rankErrors, t)
+		}
+
+		fmt.Print(streamLength)
+		for i := range p.config.ranks {
+			sort.Float64s(rankErrors[i])
+			rankError := rankErrors[i][errorPctIndex]
+			fmt.Printf("\t%.6f", rankError*100)
+		}
+		fmt.Println()
+
+		streamLength = pwr2SeriesNext(p.config.ppo, streamLength)
+	}
+}
+
+func (p *TDigestDoubleMergeAccuracyProfile) runTrial(streamLength uint64, rankErrors [][]float64, trialIndex int) {
+	numSketches := p.config.numSketches
+	values := make([]float64, streamLength)
+	for i := uint64(0); i < streamLength; i++ {
+		values[i] = rand.ExpFloat64() / 1.5
+	}
+
+	sketches := make([]*tdigest.Double, numSketches)
+	for i := 0; i < numSketches; i++ {
+		sketch, _ := tdigest.NewDouble(uint16(p.config.k))
+		sketches[i] = sketch
+	}
+
+	for i, v := range values {
+		sketches[i%numSketches].Update(v)
+	}
+
+	merged, _ := tdigest.NewDouble(uint16(p.config.k))
+	for i := 0; i < numSketches; i++ {
+		merged.Merge(sketches[i])
+	}
+
+	slices.Sort(values)
+
+	for j, rank := range p.config.ranks {
+		quantile := getQuantile(values, rank)
+		trueRank := getRankMidpoint(values, quantile)
+		sketchRank, _ := merged.Rank(quantile)
+		rankErrors[j][trialIndex] = math.Abs(sketchRank - trueRank)
+	}
+}