Rolling median algorithm in C

Question

I am currently working on an algorithm to implement a rolling median filter (analogous to a rolling mean filter) in C. From my search of the literature, there appear to be t

Answer 1

Based on @mathog thoughts, this is a C# implementation for a running median over an array of bytes with known range of values. Can be extended to other integer types.

  /// 

  /// Median estimation by histogram, avoids multiple sorting operations for a running median
  /// 
  public class MedianEstimator
  {
    private readonly int m_size2;
    private readonly byte[] m_counts;

    /// 

    /// Estimated median, available right after calling  or .
    /// 
    public byte Median { get; private set; }

    /// 

    /// Ctor
    /// 
    /// Median size in samples
    /// Maximum expected value in input data
    public MedianEstimator(
      int size,
      byte maxValue)
    {
      m_size2 = size / 2;
      m_counts = new byte[maxValue + 1];
    }

    /// 

    /// Initializes the internal histogram with the passed sample values
    /// 
    /// Array of values, usually the start of the array for a running median
    public void Init(byte[] values)
    {
      for (var i = 0; i < values.Length; i++)
        m_counts[values[i]]++;

      UpdateMedian();
    }

    [MethodImpl(MethodImplOptions.AggressiveInlining)]
    private void UpdateMedian()
    {
      // The median is the first value up to which counts add to size / 2
      var sum = 0;
      Median = 0;
      for (var i = 0; i < m_counts.Length; i++)
      {
        sum += m_counts[i];
        Median = (byte) i;
        if (sum > m_size2) break;
      }
    }

    /// 

    /// Updates the median estimation by removing  and adding . These
    /// values must be updated as the running median is applied. If the median length is N, at the sample
    /// i,  is sample at index i-N/2 and  is sample
    /// at index i+N/2+1.
    /// 
    /// Sample at the start of the moving window that is to be removed
    /// Sample at the end of the moving window + 1 that is to be added
    public void Update(byte last, byte next)
    {
      m_counts[last]--;
      m_counts[next]++;

      // The conditions below do not change median value so there is no need to update it
      if (last == next ||
          last < Median && next < Median || // both below median
          last > Median && next > Median) // both above median
        return;

      UpdateMedian();
    }

Testing against a running median, with timing:

private void TestMedianEstimator()
{
  var r = new Random();
  const int SIZE = 15;
  const byte MAX_VAL = 80;
  var values = new byte[100000];
  for (var i = 0; i < values.Length; i++)
    values[i] = (byte) (MAX_VAL * r.NextDouble());

  var timer = Stopwatch.StartNew();
  // Running median
  var window = new byte[2 * SIZE + 1];
  var medians = new byte[values.Length];
  for (var i = SIZE; i < values.Length - SIZE - 1; i++)
  {
    for (int j = i - SIZE, k = 0; j <= i + SIZE; j++, k++)
      window[k] = values[j];
    Array.Sort(window);
    medians[i] = window[SIZE];
  }
  timer.Stop();
  var elapsed1 = timer.Elapsed;

  timer.Restart();
  var me = new MedianEstimator(2 * SIZE + 1, MAX_VAL);
  me.Init(values.Slice(0, 2 * SIZE + 1));
  var meMedians = new byte[values.Length];
  for (var i = SIZE; i < values.Length - SIZE - 1; i++)
  {
    meMedians[i] = me.Median;
    me.Update(values[i - SIZE], values[i + SIZE + 1]);
  }
  timer.Stop();
  var elapsed2 = timer.Elapsed;

  WriteLineToLog($"{elapsed1.TotalMilliseconds / elapsed2.TotalMilliseconds:0.00}");

  var diff = 0;
  for (var i = 0; i < meMedians.Length; i++)
    diff += Math.Abs(meMedians[i] - medians[i]);
  WriteLineToLog($"Diff: {diff}");
}