annotate armadillo-3.900.4/include/armadillo_bits/spop_var_meat.hpp @ 84:55a047986812 tip

Update library URI so as not to be document-local
author Chris Cannam
date Wed, 22 Apr 2020 14:21:57 +0100
parents 1ec0e2823891
children
rev   line source
Chris@49 1 // Copyright (C) 2012 Ryan Curtin
Chris@49 2 // Copyright (C) 2012 Conrad Sanderson
Chris@49 3 //
Chris@49 4 // This Source Code Form is subject to the terms of the Mozilla Public
Chris@49 5 // License, v. 2.0. If a copy of the MPL was not distributed with this
Chris@49 6 // file, You can obtain one at http://mozilla.org/MPL/2.0/.
Chris@49 7
Chris@49 8
Chris@49 9 //! \addtogroup spop_var
Chris@49 10 //! @{
Chris@49 11
Chris@49 12
Chris@49 13
Chris@49 14 template<typename T1>
Chris@49 15 inline
Chris@49 16 void
Chris@49 17 spop_var::apply(SpMat<typename T1::pod_type>& out, const mtSpOp<typename T1::pod_type, T1, spop_var>& in)
Chris@49 18 {
Chris@49 19 arma_extra_debug_sigprint();
Chris@49 20
Chris@49 21 //typedef typename T1::elem_type in_eT;
Chris@49 22 typedef typename T1::pod_type out_eT;
Chris@49 23
Chris@49 24 const uword norm_type = in.aux_uword_a;
Chris@49 25 const uword dim = in.aux_uword_b;
Chris@49 26
Chris@49 27 arma_debug_check((norm_type > 1), "var(): incorrect usage. norm_type must be 0 or 1");
Chris@49 28 arma_debug_check((dim > 1), "var(): incorrect usage. dim must be 0 or 1");
Chris@49 29
Chris@49 30 SpProxy<T1> p(in.m);
Chris@49 31
Chris@49 32 if(p.is_alias(out) == false)
Chris@49 33 {
Chris@49 34 spop_var::apply_noalias(out, p, norm_type, dim);
Chris@49 35 }
Chris@49 36 else
Chris@49 37 {
Chris@49 38 SpMat<out_eT> tmp;
Chris@49 39
Chris@49 40 spop_var::apply_noalias(tmp, p, norm_type, dim);
Chris@49 41
Chris@49 42 out.steal_mem(tmp);
Chris@49 43 }
Chris@49 44 }
Chris@49 45
Chris@49 46
Chris@49 47
Chris@49 48 template<typename T1>
Chris@49 49 inline
Chris@49 50 void
Chris@49 51 spop_var::apply_noalias
Chris@49 52 (
Chris@49 53 SpMat<typename T1::pod_type>& out_ref,
Chris@49 54 const SpProxy<T1>& p,
Chris@49 55 const uword norm_type,
Chris@49 56 const uword dim
Chris@49 57 )
Chris@49 58 {
Chris@49 59 arma_extra_debug_sigprint();
Chris@49 60
Chris@49 61 typedef typename T1::elem_type in_eT;
Chris@49 62 //typedef typename T1::pod_type out_eT;
Chris@49 63
Chris@49 64 const uword p_n_rows = p.get_n_rows();
Chris@49 65 const uword p_n_cols = p.get_n_cols();
Chris@49 66
Chris@49 67 if(dim == 0)
Chris@49 68 {
Chris@49 69 arma_extra_debug_print("spop_var::apply(), dim = 0");
Chris@49 70
Chris@49 71 arma_debug_check((p_n_rows == 0), "var(): given object has zero rows");
Chris@49 72
Chris@49 73 out_ref.set_size(1, p_n_cols);
Chris@49 74
Chris@49 75 for(uword col = 0; col < p_n_cols; ++col)
Chris@49 76 {
Chris@49 77 if(SpProxy<T1>::must_use_iterator == true)
Chris@49 78 {
Chris@49 79 // We must use an iterator; we can't access memory directly.
Chris@49 80 typename SpProxy<T1>::const_iterator_type it = p.begin_col(col);
Chris@49 81 typename SpProxy<T1>::const_iterator_type end = p.begin_col(col + 1);
Chris@49 82
Chris@49 83 const uword n_zero = p.get_n_rows() - (end.pos() - it.pos());
Chris@49 84
Chris@49 85 // in_eT is used just to get the specialization right (complex / noncomplex)
Chris@49 86 out_ref.at(col) = spop_var::iterator_var(it, end, n_zero, norm_type, in_eT(0));
Chris@49 87 }
Chris@49 88 else
Chris@49 89 {
Chris@49 90 // We can use direct memory access to calculate the variance.
Chris@49 91 out_ref.at(col) = spop_var::direct_var
Chris@49 92 (
Chris@49 93 &p.get_values()[p.get_col_ptrs()[col]],
Chris@49 94 p.get_col_ptrs()[col + 1] - p.get_col_ptrs()[col],
Chris@49 95 p.get_n_rows(),
Chris@49 96 norm_type
Chris@49 97 );
Chris@49 98 }
Chris@49 99 }
Chris@49 100 }
Chris@49 101 else if(dim == 1)
Chris@49 102 {
Chris@49 103 arma_extra_debug_print("spop_var::apply_noalias(), dim = 1");
Chris@49 104
Chris@49 105 arma_debug_check((p_n_cols == 0), "var(): given object has zero columns");
Chris@49 106
Chris@49 107 out_ref.set_size(p_n_rows, 1);
Chris@49 108
Chris@49 109 for(uword row = 0; row < p_n_rows; ++row)
Chris@49 110 {
Chris@49 111 // We have to use an iterator here regardless of whether or not we can
Chris@49 112 // directly access memory.
Chris@49 113 typename SpProxy<T1>::const_row_iterator_type it = p.begin_row(row);
Chris@49 114 typename SpProxy<T1>::const_row_iterator_type end = p.end_row(row);
Chris@49 115
Chris@49 116 const uword n_zero = p.get_n_cols() - (end.pos() - it.pos());
Chris@49 117
Chris@49 118 out_ref.at(row) = spop_var::iterator_var(it, end, n_zero, norm_type, in_eT(0));
Chris@49 119 }
Chris@49 120 }
Chris@49 121 }
Chris@49 122
Chris@49 123
Chris@49 124
Chris@49 125 template<typename T1>
Chris@49 126 inline
Chris@49 127 typename T1::pod_type
Chris@49 128 spop_var::var_vec
Chris@49 129 (
Chris@49 130 const T1& X,
Chris@49 131 const uword norm_type
Chris@49 132 )
Chris@49 133 {
Chris@49 134 arma_extra_debug_sigprint();
Chris@49 135
Chris@49 136 arma_debug_check((norm_type > 1), "var(): incorrect usage. norm_type must be 0 or 1.");
Chris@49 137
Chris@49 138 // conditionally unwrap it into a temporary and then directly operate.
Chris@49 139
Chris@49 140 const unwrap_spmat<T1> tmp(X);
Chris@49 141
Chris@49 142 return direct_var(tmp.M.values, tmp.M.n_nonzero, tmp.M.n_elem, norm_type);
Chris@49 143 }
Chris@49 144
Chris@49 145
Chris@49 146
Chris@49 147 template<typename eT>
Chris@49 148 inline
Chris@49 149 eT
Chris@49 150 spop_var::direct_var
Chris@49 151 (
Chris@49 152 const eT* const X,
Chris@49 153 const uword length,
Chris@49 154 const uword N,
Chris@49 155 const uword norm_type
Chris@49 156 )
Chris@49 157 {
Chris@49 158 arma_extra_debug_sigprint();
Chris@49 159
Chris@49 160 if(length >= 2 && N >= 2)
Chris@49 161 {
Chris@49 162 const eT acc1 = spop_mean::direct_mean(X, length, N);
Chris@49 163
Chris@49 164 eT acc2 = eT(0);
Chris@49 165 eT acc3 = eT(0);
Chris@49 166
Chris@49 167 uword i, j;
Chris@49 168
Chris@49 169 for(i = 0, j = 1; j < length; i += 2, j += 2)
Chris@49 170 {
Chris@49 171 const eT Xi = X[i];
Chris@49 172 const eT Xj = X[j];
Chris@49 173
Chris@49 174 const eT tmpi = acc1 - Xi;
Chris@49 175 const eT tmpj = acc1 - Xj;
Chris@49 176
Chris@49 177 acc2 += tmpi * tmpi + tmpj * tmpj;
Chris@49 178 acc3 += tmpi + tmpj;
Chris@49 179 }
Chris@49 180
Chris@49 181 if(i < length)
Chris@49 182 {
Chris@49 183 const eT Xi = X[i];
Chris@49 184
Chris@49 185 const eT tmpi = acc1 - Xi;
Chris@49 186
Chris@49 187 acc2 += tmpi * tmpi;
Chris@49 188 acc3 += tmpi;
Chris@49 189 }
Chris@49 190
Chris@49 191 // Now add in all zero elements.
Chris@49 192 acc2 += (N - length) * (acc1 * acc1);
Chris@49 193 acc3 += (N - length) * acc1;
Chris@49 194
Chris@49 195 const eT norm_val = (norm_type == 0) ? eT(N - 1) : eT(N);
Chris@49 196 const eT var_val = (acc2 - (acc3 * acc3) / eT(N)) / norm_val;
Chris@49 197
Chris@49 198 return var_val;
Chris@49 199 }
Chris@49 200 else if(length == 1 && N > 1) // if N == 1, then variance is zero.
Chris@49 201 {
Chris@49 202 const eT mean = X[0] / eT(N);
Chris@49 203 const eT val = mean - X[0];
Chris@49 204
Chris@49 205 const eT acc2 = (val * val) + (N - length) * (mean * mean);
Chris@49 206 const eT acc3 = val + (N - length) * mean;
Chris@49 207
Chris@49 208 const eT norm_val = (norm_type == 0) ? eT(N - 1) : eT(N);
Chris@49 209 const eT var_val = (acc2 - (acc3 * acc3) / eT(N)) / norm_val;
Chris@49 210
Chris@49 211 return var_val;
Chris@49 212 }
Chris@49 213 else
Chris@49 214 {
Chris@49 215 return eT(0);
Chris@49 216 }
Chris@49 217 }
Chris@49 218
Chris@49 219
Chris@49 220
Chris@49 221 template<typename T>
Chris@49 222 inline
Chris@49 223 T
Chris@49 224 spop_var::direct_var
Chris@49 225 (
Chris@49 226 const std::complex<T>* const X,
Chris@49 227 const uword length,
Chris@49 228 const uword N,
Chris@49 229 const uword norm_type
Chris@49 230 )
Chris@49 231 {
Chris@49 232 arma_extra_debug_sigprint();
Chris@49 233
Chris@49 234 typedef typename std::complex<T> eT;
Chris@49 235
Chris@49 236 if(length >= 2 && N >= 2)
Chris@49 237 {
Chris@49 238 const eT acc1 = spop_mean::direct_mean(X, length, N);
Chris@49 239
Chris@49 240 T acc2 = T(0);
Chris@49 241 eT acc3 = eT(0);
Chris@49 242
Chris@49 243 for (uword i = 0; i < length; ++i)
Chris@49 244 {
Chris@49 245 const eT tmp = acc1 - X[i];
Chris@49 246
Chris@49 247 acc2 += std::norm(tmp);
Chris@49 248 acc3 += tmp;
Chris@49 249 }
Chris@49 250
Chris@49 251 // Add zero elements to sums
Chris@49 252 acc2 += std::norm(acc1) * T(N - length);
Chris@49 253 acc3 += acc1 * T(N - length);
Chris@49 254
Chris@49 255 const T norm_val = (norm_type == 0) ? T(N - 1) : T(N);
Chris@49 256 const T var_val = (acc2 - std::norm(acc3) / T(N)) / norm_val;
Chris@49 257
Chris@49 258 return var_val;
Chris@49 259 }
Chris@49 260 else if(length == 1 && N > 1) // if N == 1, then variance is zero.
Chris@49 261 {
Chris@49 262 const eT mean = X[0] / T(N);
Chris@49 263 const eT val = mean - X[0];
Chris@49 264
Chris@49 265 const T acc2 = std::norm(val) + (N - length) * std::norm(mean);
Chris@49 266 const eT acc3 = val + T(N - length) * mean;
Chris@49 267
Chris@49 268 const T norm_val = (norm_type == 0) ? T(N - 1) : T(N);
Chris@49 269 const T var_val = (acc2 - std::norm(acc3) / T(N)) / norm_val;
Chris@49 270
Chris@49 271 return var_val;
Chris@49 272 }
Chris@49 273 else
Chris@49 274 {
Chris@49 275 return T(0); // All elements are zero
Chris@49 276 }
Chris@49 277 }
Chris@49 278
Chris@49 279
Chris@49 280
Chris@49 281 template<typename T1, typename eT>
Chris@49 282 inline
Chris@49 283 eT
Chris@49 284 spop_var::iterator_var
Chris@49 285 (
Chris@49 286 T1& it,
Chris@49 287 const T1& end,
Chris@49 288 const uword n_zero,
Chris@49 289 const uword norm_type,
Chris@49 290 const eT junk1,
Chris@49 291 const typename arma_not_cx<eT>::result* junk2
Chris@49 292 )
Chris@49 293 {
Chris@49 294 arma_extra_debug_sigprint();
Chris@49 295 arma_ignore(junk1);
Chris@49 296 arma_ignore(junk2);
Chris@49 297
Chris@49 298 T1 new_it(it); // for mean
Chris@49 299 // T1 backup_it(it); // in case we have to call robust iterator_var
Chris@49 300 eT mean = spop_mean::iterator_mean(new_it, end, n_zero, eT(0));
Chris@49 301
Chris@49 302 eT acc2 = eT(0);
Chris@49 303 eT acc3 = eT(0);
Chris@49 304
Chris@49 305 const uword it_begin_pos = it.pos();
Chris@49 306
Chris@49 307 while (it != end)
Chris@49 308 {
Chris@49 309 const eT tmp = mean - (*it);
Chris@49 310
Chris@49 311 acc2 += (tmp * tmp);
Chris@49 312 acc3 += (tmp);
Chris@49 313
Chris@49 314 ++it;
Chris@49 315 }
Chris@49 316
Chris@49 317 const uword n_nonzero = (it.pos() - it_begin_pos);
Chris@49 318 if (n_nonzero == 0)
Chris@49 319 {
Chris@49 320 return eT(0);
Chris@49 321 }
Chris@49 322
Chris@49 323 if (n_nonzero + n_zero == 1)
Chris@49 324 {
Chris@49 325 return eT(0); // only one element
Chris@49 326 }
Chris@49 327
Chris@49 328 // Add in entries for zeros.
Chris@49 329 acc2 += eT(n_zero) * (mean * mean);
Chris@49 330 acc3 += eT(n_zero) * mean;
Chris@49 331
Chris@49 332 const eT norm_val = (norm_type == 0) ? eT(n_zero + n_nonzero - 1) : eT(n_zero + n_nonzero);
Chris@49 333 const eT var_val = (acc2 - (acc3 * acc3) / eT(n_nonzero + n_zero)) / norm_val;
Chris@49 334
Chris@49 335 return var_val;
Chris@49 336 }
Chris@49 337
Chris@49 338
Chris@49 339
Chris@49 340 template<typename T1, typename eT>
Chris@49 341 inline
Chris@49 342 typename get_pod_type<eT>::result
Chris@49 343 spop_var::iterator_var
Chris@49 344 (
Chris@49 345 T1& it,
Chris@49 346 const T1& end,
Chris@49 347 const uword n_zero,
Chris@49 348 const uword norm_type,
Chris@49 349 const eT junk1,
Chris@49 350 const typename arma_cx_only<eT>::result* junk2
Chris@49 351 )
Chris@49 352 {
Chris@49 353 arma_extra_debug_sigprint();
Chris@49 354 arma_ignore(junk1);
Chris@49 355 arma_ignore(junk2);
Chris@49 356
Chris@49 357 typedef typename get_pod_type<eT>::result T;
Chris@49 358
Chris@49 359 T1 new_it(it); // for mean
Chris@49 360 // T1 backup_it(it); // in case we have to call robust iterator_var
Chris@49 361 eT mean = spop_mean::iterator_mean(new_it, end, n_zero, eT(0));
Chris@49 362
Chris@49 363 T acc2 = T(0);
Chris@49 364 eT acc3 = eT(0);
Chris@49 365
Chris@49 366 const uword it_begin_pos = it.pos();
Chris@49 367
Chris@49 368 while (it != end)
Chris@49 369 {
Chris@49 370 eT tmp = mean - (*it);
Chris@49 371
Chris@49 372 acc2 += std::norm(tmp);
Chris@49 373 acc3 += (tmp);
Chris@49 374
Chris@49 375 ++it;
Chris@49 376 }
Chris@49 377
Chris@49 378 const uword n_nonzero = (it.pos() - it_begin_pos);
Chris@49 379 if (n_nonzero == 0)
Chris@49 380 {
Chris@49 381 return T(0);
Chris@49 382 }
Chris@49 383
Chris@49 384 if (n_nonzero + n_zero == 1)
Chris@49 385 {
Chris@49 386 return T(0); // only one element
Chris@49 387 }
Chris@49 388
Chris@49 389 // Add in entries for zero elements.
Chris@49 390 acc2 += T(n_zero) * std::norm(mean);
Chris@49 391 acc3 += T(n_zero) * mean;
Chris@49 392
Chris@49 393 const T norm_val = (norm_type == 0) ? T(n_zero + n_nonzero - 1) : T(n_zero + n_nonzero);
Chris@49 394 const T var_val = (acc2 - std::norm(acc3) / T(n_nonzero + n_zero)) / norm_val;
Chris@49 395
Chris@49 396 return var_val;
Chris@49 397 }
Chris@49 398
Chris@49 399
Chris@49 400
Chris@49 401 //! @}