|
| 1 | +# Streaming Median (Two-Heaps) |
| 2 | + |
| 3 | +A scalable data structure to maintain the median of a stream of integers with: |
| 4 | + |
| 5 | +- `add(x)`: O(log n) |
| 6 | +- `median()`: O(1) |
| 7 | +- Handles up to ~10 million inserts |
| 8 | +- Memory: O(n) |
| 9 | + |
| 10 | +## Table of Contents |
| 11 | + |
| 12 | +- [Streaming Median (Two-Heaps)](#streaming-median-two-heaps) |
| 13 | + - [Table of Contents](#table-of-contents) |
| 14 | + - [Concept](#concept) |
| 15 | + - [Invariants](#invariants) |
| 16 | + - [Median Logic](#median-logic) |
| 17 | + - [Insert Algorithm (`add(x)`)](#insert-algorithm-addx) |
| 18 | + - [Operations](#operations) |
| 19 | + - [Complexity](#complexity) |
| 20 | + - [Thread Safety](#thread-safety) |
| 21 | + - [Python Implementation](#python-implementation) |
| 22 | + - [Go Implementation](#go-implementation) |
| 23 | + - [Notes for Large Streams](#notes-for-large-streams) |
| 24 | + - [Assumptions](#assumptions) |
| 25 | + |
| 26 | +## Concept |
| 27 | + |
| 28 | +Use two heaps: |
| 29 | + |
| 30 | +- `low`: max-heap for the lower half of numbers |
| 31 | +- `high`: min-heap for the upper half |
| 32 | + |
| 33 | +### Invariants |
| 34 | + |
| 35 | +- Size balance: `len(low) == len(high)` or `len(low) == len(high) + 1` |
| 36 | +- Order property: `max(low) ≤ min(high)` |
| 37 | + |
| 38 | +### Median Logic |
| 39 | + |
| 40 | +- If sizes equal: `median = (top(low) + top(high)) / 2` |
| 41 | +- Else: `median = top(low)` |
| 42 | + |
| 43 | +### Insert Algorithm (`add(x)`) |
| 44 | + |
| 45 | +1. If `low` is empty or `x ≤ top(low)`, push to `low`; otherwise push to `high`. |
| 46 | +2. Rebalance: |
| 47 | + - If `len(low) > len(high) + 1`: move `top(low)` → `high` |
| 48 | + - If `len(high) > len(low)`: move `top(high)` → `low` |
| 49 | + |
| 50 | +## Operations |
| 51 | + |
| 52 | +- `add(x)`: O(log n) due to heap push/pop |
| 53 | +- `median()`: O(1) by reading heap tops |
| 54 | + |
| 55 | +## Complexity |
| 56 | + |
| 57 | +- Time: `add(x)` O(log n), `median()` O(1) |
| 58 | +- Space: O(n), store all elements across both heaps |
| 59 | + |
| 60 | +## Thread Safety |
| 61 | + |
| 62 | +- Recommended: single RW lock protecting both heaps |
| 63 | + - `add(x)`: acquire write lock (exclusive) |
| 64 | + - `median()`: acquire read lock (shared) |
| 65 | +- Avoid partial locking—both heaps must be mutated atomically. |
| 66 | +- For even-size average, use widened arithmetic (e.g., float64) to avoid integer overflow. |
| 67 | + |
| 68 | +## Python Implementation |
| 69 | + |
| 70 | +```python |
| 71 | +# median_stream.py |
| 72 | +import heapq |
| 73 | +import threading |
| 74 | +from typing import Optional, Union |
| 75 | + |
| 76 | +Number = Union[int, float] |
| 77 | + |
| 78 | +class MedianStream: |
| 79 | + def __init__(self) -> None: |
| 80 | + self.low = [] # max-heap via negatives |
| 81 | + self.high = [] # min-heap |
| 82 | + self._lock = threading.Lock() |
| 83 | + |
| 84 | + def add(self, x: Number) -> None: |
| 85 | + with self._lock: |
| 86 | + if not self.low: |
| 87 | + heapq.heappush(self.low, -float(x)) |
| 88 | + else: |
| 89 | + low_top = -self.low[0] |
| 90 | + if x <= low_top: |
| 91 | + heapq.heappush(self.low, -float(x)) |
| 92 | + else: |
| 93 | + heapq.heappush(self.high, float(x)) |
| 94 | + |
| 95 | + # Rebalance |
| 96 | + if len(self.low) > len(self.high) + 1: |
| 97 | + moved = -heapq.heappop(self.low) |
| 98 | + heapq.heappush(self.high, moved) |
| 99 | + elif len(self.high) > len(self.low): |
| 100 | + moved = heapq.heappop(self.high) |
| 101 | + heapq.heappush(self.low, -moved) |
| 102 | + |
| 103 | + def median(self) -> Optional[float]: |
| 104 | + with self._lock: |
| 105 | + total = len(self.low) + len(self.high) |
| 106 | + if total == 0: |
| 107 | + return None |
| 108 | + |
| 109 | + if len(self.low) > len(self.high): |
| 110 | + return -self.low[0] |
| 111 | + else: |
| 112 | + low_top = -self.low[0] |
| 113 | + high_top = self.high[0] |
| 114 | + return (low_top + high_top) / 2.0 |
| 115 | + |
| 116 | +if __name__ == "__main__": |
| 117 | + ms = MedianStream() |
| 118 | + data = [5, 15, 1, 3] |
| 119 | + expected = [5.0, 10.0, 5.0, 4.0] |
| 120 | + out = [] |
| 121 | + for x in data: |
| 122 | + ms.add(x) |
| 123 | + out.append(ms.median()) |
| 124 | + print("Data:", data) |
| 125 | + print("Medians:", out) |
| 126 | + print("Expected:", expected) |
| 127 | + assert out == expected |
| 128 | + |
| 129 | + ms2 = MedianStream() |
| 130 | + for x in range(1, 11): |
| 131 | + ms2.add(x) |
| 132 | + assert ms2.median() == 5.5 |
| 133 | + |
| 134 | + ms3 = MedianStream() |
| 135 | + for x in range(10, 0, -1): |
| 136 | + ms3.add(x) |
| 137 | + assert ms3.median() == 5.5 |
| 138 | + |
| 139 | + ms4 = MedianStream() |
| 140 | + for v in [2, 2, 2, 2, 2]: |
| 141 | + ms4.add(v) |
| 142 | + assert ms4.median() == 2.0 |
| 143 | + |
| 144 | + print("All tests passed.") |
| 145 | +``` |
| 146 | + |
| 147 | +## Go Implementation |
| 148 | + |
| 149 | +```go |
| 150 | +// median_stream.go |
| 151 | +package main |
| 152 | + |
| 153 | +import ( |
| 154 | + "container/heap" |
| 155 | + "fmt" |
| 156 | + "math" |
| 157 | + "sync" |
| 158 | +) |
| 159 | + |
| 160 | +type FloatMinHeap []float64 |
| 161 | +func (h FloatMinHeap) Len() int { return len(h) } |
| 162 | +func (h FloatMinHeap) Less(i, j int) bool { return h[i] < h[j] } |
| 163 | +func (h FloatMinHeap) Swap(i, j int) { h[i], h[j] = h[j], h[i] } |
| 164 | +func (h *FloatMinHeap) Push(x interface{}) { *h = append(*h, x.(float64)) } |
| 165 | +func (h *FloatMinHeap) Pop() interface{} { |
| 166 | + old := *h; n := len(old); x := old[n-1]; *h = old[:n-1]; return x |
| 167 | +} |
| 168 | +func (h FloatMinHeap) Peek() float64 { return h[0] } |
| 169 | + |
| 170 | +type FloatMaxHeap []float64 |
| 171 | +func (h FloatMaxHeap) Len() int { return len(h) } |
| 172 | +func (h FloatMaxHeap) Less(i, j int) bool { return h[i] > h[j] } // max-heap |
| 173 | +func (h FloatMaxHeap) Swap(i, j int) { h[i], h[j] = h[j], h[i] } |
| 174 | +func (h *FloatMaxHeap) Push(x interface{}) { *h = append(*h, x.(float64)) } |
| 175 | +func (h *FloatMaxHeap) Pop() interface{} { |
| 176 | + old := *h; n := len(old); x := old[n-1]; *h = old[:n-1]; return x |
| 177 | +} |
| 178 | +func (h FloatMaxHeap) Peek() float64 { return h[0] } |
| 179 | + |
| 180 | +type MedianStream struct { |
| 181 | + low FloatMaxHeap |
| 182 | + high FloatMinHeap |
| 183 | + mu sync.RWMutex |
| 184 | +} |
| 185 | + |
| 186 | +func NewMedianStream() *MedianStream { |
| 187 | + ms := &MedianStream{low: make(FloatMaxHeap, 0), high: make(FloatMinHeap, 0)} |
| 188 | + heap.Init(&ms.low); heap.Init(&ms.high) |
| 189 | + return ms |
| 190 | +} |
| 191 | + |
| 192 | +func (ms *MedianStream) Add(x float64) { |
| 193 | + ms.mu.Lock() |
| 194 | + defer ms.mu.Unlock() |
| 195 | + |
| 196 | + if ms.low.Len() == 0 { |
| 197 | + heap.Push(&ms.low, x) |
| 198 | + } else if x <= ms.low.Peek() { |
| 199 | + heap.Push(&ms.low, x) |
| 200 | + } else { |
| 201 | + heap.Push(&ms.high, x) |
| 202 | + } |
| 203 | + |
| 204 | + if ms.low.Len() > ms.high.Len()+1 { |
| 205 | + moved := heap.Pop(&ms.low).(float64) |
| 206 | + heap.Push(&ms.high, moved) |
| 207 | + } else if ms.high.Len() > ms.low.Len() { |
| 208 | + moved := heap.Pop(&ms.high).(float64) |
| 209 | + heap.Push(&ms.low, moved) |
| 210 | + } |
| 211 | +} |
| 212 | + |
| 213 | +func (ms *MedianStream) Median() (float64, bool) { |
| 214 | + ms.mu.RLock() |
| 215 | + defer ms.mu.RUnlock() |
| 216 | + |
| 217 | + total := ms.low.Len() + ms.high.Len() |
| 218 | + if total == 0 { return 0, false } |
| 219 | + |
| 220 | + if ms.low.Len() > ms.high.Len() { |
| 221 | + return ms.low.Peek(), true |
| 222 | + } |
| 223 | + lowTop := ms.low.Peek() |
| 224 | + highTop := ms.high.Peek() |
| 225 | + return (lowTop + highTop) / 2.0, true |
| 226 | +} |
| 227 | + |
| 228 | +func main() { |
| 229 | + ms := NewMedianStream() |
| 230 | + data := []float64{5, 15, 1, 3} |
| 231 | + expected := []float64{5, 10, 5, 4} |
| 232 | + out := make([]float64, 0, len(data)) |
| 233 | + |
| 234 | + for _, x := range data { |
| 235 | + ms.Add(x) |
| 236 | + m, ok := ms.Median() |
| 237 | + if !ok { panic("median not available") } |
| 238 | + out = append(out, m) |
| 239 | + } |
| 240 | + fmt.Println("Data: ", data) |
| 241 | + fmt.Println("Medians: ", out) |
| 242 | + fmt.Println("Expected:", expected) |
| 243 | + |
| 244 | + eq := func(a, b float64) bool { return math.Abs(a-b) < 1e-9 } |
| 245 | + for i := range out { |
| 246 | + if !eq(out[i], expected[i]) { |
| 247 | + panic(fmt.Sprintf("median mismatch at %d: got %v want %v", i, out[i], expected[i])) |
| 248 | + } |
| 249 | + } |
| 250 | + |
| 251 | + ms2 := NewMedianStream() |
| 252 | + for i := 1.0; i <= 10.0; i++ { ms2.Add(i) } |
| 253 | + m2, _ := ms2.Median(); if !eq(m2, 5.5) { panic("median incorrect for 1..10") } |
| 254 | + |
| 255 | + ms3 := NewMedianStream() |
| 256 | + for i := 10.0; i >= 1.0; i-- { ms3.Add(i) } |
| 257 | + m3, _ := ms3.Median(); if !eq(m3, 5.5) { panic("median incorrect for 10..1") } |
| 258 | + |
| 259 | + ms4 := NewMedianStream() |
| 260 | + for i := 0; i < 5; i++ { ms4.Add(2.0) } |
| 261 | + m4, _ := ms4.Median(); if !eq(m4, 2.0) { panic("median incorrect for duplicates") } |
| 262 | + |
| 263 | + fmt.Println("All tests passed.") |
| 264 | +} |
| 265 | +``` |
| 266 | + |
| 267 | +## Notes for Large Streams |
| 268 | + |
| 269 | +- Memory: ~160 MB for 10M `float64` total across two heaps (plus overhead). Use `int64` for integers. |
| 270 | +- For exact rational median on even counts (no floating rounding), return the two middles and compute externally. |
| 271 | + |
| 272 | +## Assumptions |
| 273 | + |
| 274 | +- Inputs fit in 64-bit numeric types. |
| 275 | +- Even-count median returns a floating average. Adjust if your API requires integer or rational results. |
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