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Diffstat (limited to 'src/armadillo/include/armadillo_bits/op_var_meat.hpp')
-rw-r--r-- | src/armadillo/include/armadillo_bits/op_var_meat.hpp | 330 |
1 files changed, 330 insertions, 0 deletions
diff --git a/src/armadillo/include/armadillo_bits/op_var_meat.hpp b/src/armadillo/include/armadillo_bits/op_var_meat.hpp new file mode 100644 index 0000000..49a252d --- /dev/null +++ b/src/armadillo/include/armadillo_bits/op_var_meat.hpp @@ -0,0 +1,330 @@ +// SPDX-License-Identifier: Apache-2.0 +// +// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au) +// Copyright 2008-2016 National ICT Australia (NICTA) +// +// Licensed 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. +// ------------------------------------------------------------------------ + + +//! \addtogroup op_var +//! @{ + + + +template<typename T1> +inline +void +op_var::apply(Mat<typename T1::pod_type>& out, const mtOp<typename T1::pod_type, T1, op_var>& in) + { + arma_extra_debug_sigprint(); + + typedef typename T1::pod_type out_eT; + + const uword norm_type = in.aux_uword_a; + const uword dim = in.aux_uword_b; + + arma_debug_check( (norm_type > 1), "var(): parameter 'norm_type' must be 0 or 1" ); + arma_debug_check( (dim > 1), "var(): parameter 'dim' must be 0 or 1" ); + + const quasi_unwrap<T1> U(in.m); + + if(U.is_alias(out)) + { + Mat<out_eT> tmp; + + op_var::apply_noalias(tmp, U.M, norm_type, dim); + + out.steal_mem(tmp); + } + else + { + op_var::apply_noalias(out, U.M, norm_type, dim); + } + } + + + +template<typename in_eT> +inline +void +op_var::apply_noalias(Mat<typename get_pod_type<in_eT>::result>& out, const Mat<in_eT>& X, const uword norm_type, const uword dim) + { + arma_extra_debug_sigprint(); + + typedef typename get_pod_type<in_eT>::result out_eT; + + const uword X_n_rows = X.n_rows; + const uword X_n_cols = X.n_cols; + + if(dim == 0) + { + arma_extra_debug_print("op_var::apply_noalias(): dim = 0"); + + out.set_size((X_n_rows > 0) ? 1 : 0, X_n_cols); + + if(X_n_rows > 0) + { + out_eT* out_mem = out.memptr(); + + for(uword col=0; col<X_n_cols; ++col) + { + out_mem[col] = op_var::direct_var( X.colptr(col), X_n_rows, norm_type ); + } + } + } + else + if(dim == 1) + { + arma_extra_debug_print("op_var::apply_noalias(): dim = 1"); + + out.set_size(X_n_rows, (X_n_cols > 0) ? 1 : 0); + + if(X_n_cols > 0) + { + podarray<in_eT> dat(X_n_cols); + + in_eT* dat_mem = dat.memptr(); + out_eT* out_mem = out.memptr(); + + for(uword row=0; row<X_n_rows; ++row) + { + dat.copy_row(X, row); + + out_mem[row] = op_var::direct_var( dat_mem, X_n_cols, norm_type ); + } + } + } + } + + + +template<typename T1> +inline +typename T1::pod_type +op_var::var_vec(const Base<typename T1::elem_type, T1>& X, const uword norm_type) + { + arma_extra_debug_sigprint(); + + arma_debug_check( (norm_type > 1), "var(): parameter 'norm_type' must be 0 or 1" ); + + const quasi_unwrap<T1> U(X.get_ref()); + + return op_var::direct_var(U.M.memptr(), U.M.n_elem, norm_type); + } + + + +template<typename eT> +inline +typename get_pod_type<eT>::result +op_var::var_vec(const subview_col<eT>& X, const uword norm_type) + { + arma_extra_debug_sigprint(); + + arma_debug_check( (norm_type > 1), "var(): parameter 'norm_type' must be 0 or 1" ); + + return op_var::direct_var(X.colptr(0), X.n_rows, norm_type); + } + + + + +template<typename eT> +inline +typename get_pod_type<eT>::result +op_var::var_vec(const subview_row<eT>& X, const uword norm_type) + { + arma_extra_debug_sigprint(); + + arma_debug_check( (norm_type > 1), "var(): parameter 'norm_type' must be 0 or 1" ); + + const Mat<eT>& A = X.m; + + const uword start_row = X.aux_row1; + const uword start_col = X.aux_col1; + + const uword end_col_p1 = start_col + X.n_cols; + + podarray<eT> tmp(X.n_elem); + eT* tmp_mem = tmp.memptr(); + + for(uword i=0, col=start_col; col < end_col_p1; ++col, ++i) + { + tmp_mem[i] = A.at(start_row, col); + } + + return op_var::direct_var(tmp.memptr(), tmp.n_elem, norm_type); + } + + + +//! find the variance of an array +template<typename eT> +inline +eT +op_var::direct_var(const eT* const X, const uword n_elem, const uword norm_type) + { + arma_extra_debug_sigprint(); + + if(n_elem >= 2) + { + const eT acc1 = op_mean::direct_mean(X, n_elem); + + eT acc2 = eT(0); + eT acc3 = eT(0); + + uword i,j; + + for(i=0, j=1; j<n_elem; i+=2, j+=2) + { + const eT Xi = X[i]; + const eT Xj = X[j]; + + const eT tmpi = acc1 - Xi; + const eT tmpj = acc1 - Xj; + + acc2 += tmpi*tmpi + tmpj*tmpj; + acc3 += tmpi + tmpj; + } + + if(i < n_elem) + { + const eT Xi = X[i]; + + const eT tmpi = acc1 - Xi; + + acc2 += tmpi*tmpi; + acc3 += tmpi; + } + + const eT norm_val = (norm_type == 0) ? eT(n_elem-1) : eT(n_elem); + const eT var_val = (acc2 - acc3*acc3/eT(n_elem)) / norm_val; + + return arma_isfinite(var_val) ? var_val : op_var::direct_var_robust(X, n_elem, norm_type); + } + else + { + return eT(0); + } + } + + + +//! find the variance of an array (robust but slow) +template<typename eT> +inline +eT +op_var::direct_var_robust(const eT* const X, const uword n_elem, const uword norm_type) + { + arma_extra_debug_sigprint(); + + if(n_elem > 1) + { + eT r_mean = X[0]; + eT r_var = eT(0); + + for(uword i=1; i<n_elem; ++i) + { + const eT tmp = X[i] - r_mean; + const eT i_plus_1 = eT(i+1); + + r_var = eT(i-1)/eT(i) * r_var + (tmp*tmp)/i_plus_1; + + r_mean = r_mean + tmp/i_plus_1; + } + + return (norm_type == 0) ? r_var : (eT(n_elem-1)/eT(n_elem)) * r_var; + } + else + { + return eT(0); + } + } + + + +//! find the variance of an array (version for complex numbers) +template<typename T> +inline +T +op_var::direct_var(const std::complex<T>* const X, const uword n_elem, const uword norm_type) + { + arma_extra_debug_sigprint(); + + typedef typename std::complex<T> eT; + + if(n_elem >= 2) + { + const eT acc1 = op_mean::direct_mean(X, n_elem); + + T acc2 = T(0); + eT acc3 = eT(0); + + for(uword i=0; i<n_elem; ++i) + { + const eT tmp = acc1 - X[i]; + + acc2 += std::norm(tmp); + acc3 += tmp; + } + + const T norm_val = (norm_type == 0) ? T(n_elem-1) : T(n_elem); + const T var_val = (acc2 - std::norm(acc3)/T(n_elem)) / norm_val; + + return arma_isfinite(var_val) ? var_val : op_var::direct_var_robust(X, n_elem, norm_type); + } + else + { + return T(0); + } + } + + + +//! find the variance of an array (version for complex numbers) (robust but slow) +template<typename T> +inline +T +op_var::direct_var_robust(const std::complex<T>* const X, const uword n_elem, const uword norm_type) + { + arma_extra_debug_sigprint(); + + typedef typename std::complex<T> eT; + + if(n_elem > 1) + { + eT r_mean = X[0]; + T r_var = T(0); + + for(uword i=1; i<n_elem; ++i) + { + const eT tmp = X[i] - r_mean; + const T i_plus_1 = T(i+1); + + r_var = T(i-1)/T(i) * r_var + std::norm(tmp)/i_plus_1; + + r_mean = r_mean + tmp/i_plus_1; + } + + return (norm_type == 0) ? r_var : (T(n_elem-1)/T(n_elem)) * r_var; + } + else + { + return T(0); + } + } + + + +//! @} + |