improve rolling_{min/max/sum/mean} prerformance ~3.4x (#3444)

polars/polars-arrow/src/kernels/rolling/mean_no_nulls.rs

@@ -0,0 +1,72 @@
+use super::*;
+use crate::kernels::rolling::sum_min_max_no_nulls::SumWindow;
+use no_nulls::{rolling_apply_agg_window, RollingAggWindow};
+
+struct MeanWindow<'a, T> {
+    sum: SumWindow<'a, T>,
+}
+
+impl<
+        'a,
+        T: NativeType + IsFloat + std::iter::Sum + AddAssign + SubAssign + Div<Output = T> + NumCast,
+    > RollingAggWindow<'a, T> for MeanWindow<'a, T>
+{
+    fn new(slice: &'a [T], start: usize, end: usize) -> Self {
+        Self {
+            sum: SumWindow::new(slice, start, end),
+        }
+    }
+
+    unsafe fn update(&mut self, start: usize, end: usize) -> T {
+        let sum = self.sum.update(start, end);
+        sum / NumCast::from(end - start).unwrap()
+    }
+}
+
+pub fn rolling_mean<T>(
+    values: &[T],
+    window_size: usize,
+    min_periods: usize,
+    center: bool,
+    weights: Option<&[f64]>,
+) -> ArrayRef
+where
+    T: NativeType + Float + std::iter::Sum<T> + SubAssign + AddAssign + IsFloat,
+{
+    match (center, weights) {
+        (true, None) => rolling_apply_agg_window::<MeanWindow<_>, _, _>(
+            values,
+            window_size,
+            min_periods,
+            det_offsets_center,
+        ),
+        (false, None) => rolling_apply_agg_window::<MeanWindow<_>, _, _>(
+            values,
+            window_size,
+            min_periods,
+            det_offsets,
+        ),
+        (true, Some(weights)) => {
+            let weights = no_nulls::coerce_weights(weights);
+            no_nulls::rolling_apply_weights(
+                values,
+                window_size,
+                min_periods,
+                det_offsets_center,
+                no_nulls::compute_mean_weights,
+                &weights,
+            )
+        }
+        (false, Some(weights)) => {
+            let weights = no_nulls::coerce_weights(weights);
+            no_nulls::rolling_apply_weights(
+                values,
+                window_size,
+                min_periods,
+                det_offsets,
+                no_nulls::compute_mean_weights,
+                &weights,
+            )
+        }
+    }
+}

polars/polars-arrow/src/kernels/rolling/mod.rs

@@ -1,7 +1,9 @@
+mod mean_no_nulls;
 pub mod no_nulls;
 pub mod nulls;
-pub mod quantile_no_nulls;
-pub mod quantile_nulls;
+mod quantile_no_nulls;
+mod quantile_nulls;
+mod sum_min_max_no_nulls;
 mod window;
 
 use crate::data_types::IsFloat;
@@ -14,8 +16,7 @@ use arrow::types::NativeType;
 use num::ToPrimitive;
 use num::{Bounded, Float, NumCast, One, Zero};
 use std::cmp::Ordering;
-use std::ops::AddAssign;
-use std::ops::{Add, Div, Mul, Sub};
+use std::ops::{Add, AddAssign, Div, Mul, Sub, SubAssign};
 use std::sync::Arc;
 use window::*;
 
@@ -25,6 +26,44 @@ type Idx = usize;
 type WindowSize = usize;
 type Len = usize;
 
+fn compare_fn_nan_min<T>(a: &T, b: &T) -> Ordering
+where
+    T: PartialOrd + IsFloat + NativeType,
+{
+    if T::is_float() {
+        match (a.is_nan(), b.is_nan()) {
+            // safety: we checked nans
+            (false, false) => unsafe { a.partial_cmp(b).unwrap_unchecked() },
+            (true, true) => Ordering::Equal,
+            (true, false) => Ordering::Less,
+            (false, true) => Ordering::Greater,
+        }
+    } else {
+        // Safety:
+        // all integers are Ord
+        unsafe { a.partial_cmp(b).unwrap_unchecked() }
+    }
+}
+
+fn compare_fn_nan_max<T>(a: &T, b: &T) -> Ordering
+where
+    T: PartialOrd + IsFloat + NativeType,
+{
+    if T::is_float() {
+        match (a.is_nan(), b.is_nan()) {
+            // safety: we checked nans
+            (false, false) => unsafe { a.partial_cmp(b).unwrap_unchecked() },
+            (true, true) => Ordering::Equal,
+            (true, false) => Ordering::Greater,
+            (false, true) => Ordering::Less,
+        }
+    } else {
+        // Safety:
+        // all integers are Ord
+        unsafe { a.partial_cmp(b).unwrap_unchecked() }
+    }
+}
+
 fn det_offsets(i: Idx, window_size: WindowSize, _len: Len) -> (usize, usize) {
     (i.saturating_sub(window_size - 1), i + 1)
 }