298 lines
6.4 KiB
C++
298 lines
6.4 KiB
C++
// SPDX-License-Identifier: Apache-2.0
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//
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// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
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// Copyright 2008-2016 National ICT Australia (NICTA)
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//
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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// http://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing, software
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// distributed under the License is distributed on an "AS IS" BASIS,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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// ------------------------------------------------------------------------
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//! \addtogroup op_var
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//! @{
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template<typename T1>
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inline
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void
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op_var::apply(Mat<typename T1::pod_type>& out, const mtOp<typename T1::pod_type, T1, op_var>& in)
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{
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arma_debug_sigprint();
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typedef typename T1::pod_type out_eT;
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const uword norm_type = in.aux_uword_a;
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const uword dim = in.aux_uword_b;
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arma_conform_check( (norm_type > 1), "var(): parameter 'norm_type' must be 0 or 1" );
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arma_conform_check( (dim > 1), "var(): parameter 'dim' must be 0 or 1" );
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const quasi_unwrap<T1> U(in.m);
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if(U.is_alias(out))
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{
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Mat<out_eT> tmp;
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op_var::apply_noalias(tmp, U.M, norm_type, dim);
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out.steal_mem(tmp);
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}
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else
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{
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op_var::apply_noalias(out, U.M, norm_type, dim);
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}
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}
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template<typename in_eT>
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inline
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void
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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)
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{
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arma_debug_sigprint();
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typedef typename get_pod_type<in_eT>::result out_eT;
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const uword X_n_rows = X.n_rows;
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const uword X_n_cols = X.n_cols;
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if(dim == 0)
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{
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arma_debug_print("op_var::apply_noalias(): dim = 0");
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out.set_size((X_n_rows > 0) ? 1 : 0, X_n_cols);
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if(X_n_rows > 0)
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{
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out_eT* out_mem = out.memptr();
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for(uword col=0; col < X_n_cols; ++col)
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{
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out_mem[col] = op_var::direct_var( X.colptr(col), X_n_rows, norm_type );
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}
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}
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}
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else
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if(dim == 1)
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{
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arma_debug_print("op_var::apply_noalias(): dim = 1");
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out.set_size(X_n_rows, (X_n_cols > 0) ? 1 : 0);
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if(X_n_cols > 0)
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{
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out_eT* out_mem = out.memptr();
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podarray<in_eT> tmp;
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for(uword row=0; row < X_n_rows; ++row)
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{
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tmp.copy_row(X, row);
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out_mem[row] = op_var::direct_var( tmp.memptr(), tmp.n_elem, norm_type );
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}
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}
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}
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}
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template<typename T1>
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inline
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typename T1::pod_type
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op_var::var_vec(const T1& X, const uword norm_type)
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{
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arma_debug_sigprint();
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typedef typename T1::pod_type T;
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arma_conform_check( (norm_type > 1), "var(): parameter 'norm_type' must be 0 or 1" );
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const quasi_unwrap<T1> U(X);
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if(U.M.n_elem == 0)
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{
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arma_conform_check(true, "var(): object has no elements");
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return Datum<T>::nan;
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}
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return op_var::direct_var(U.M.memptr(), U.M.n_elem, norm_type);
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}
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//! find the variance of an array
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template<typename eT>
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inline
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eT
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op_var::direct_var(const eT* X, const uword n_elem, const uword norm_type)
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{
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arma_debug_sigprint();
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if(n_elem >= 2)
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{
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const eT acc1 = op_mean::direct_mean(X, n_elem);
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if(arma_isnonfinite(acc1)) { return Datum<eT>::nan; }
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eT acc2 = eT(0);
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eT acc3 = eT(0);
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uword i,j;
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for(i=0, j=1; j<n_elem; i+=2, j+=2)
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{
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const eT Xi = X[i];
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const eT Xj = X[j];
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const eT tmpi = acc1 - Xi;
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const eT tmpj = acc1 - Xj;
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acc2 += tmpi*tmpi + tmpj*tmpj;
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acc3 += tmpi + tmpj;
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}
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if(i < n_elem)
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{
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const eT Xi = X[i];
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const eT tmpi = acc1 - Xi;
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acc2 += tmpi*tmpi;
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acc3 += tmpi;
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}
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const eT norm_val = (norm_type == 0) ? eT(n_elem-1) : eT(n_elem);
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const eT var_val = (acc2 - acc3*acc3/eT(n_elem)) / norm_val;
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return arma_isfinite(var_val) ? var_val : op_var::direct_var_robust(X, n_elem, norm_type);
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}
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else
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{
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return eT(0);
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}
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}
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//! find the variance of an array (robust but slow)
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template<typename eT>
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inline
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eT
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op_var::direct_var_robust(const eT* X, const uword n_elem, const uword norm_type)
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{
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arma_debug_sigprint();
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if(n_elem > 1)
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{
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eT r_mean = X[0];
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eT r_var = eT(0);
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for(uword i=1; i<n_elem; ++i)
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{
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const eT tmp = X[i] - r_mean;
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const eT i_plus_1 = eT(i+1);
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r_var = eT(i-1)/eT(i) * r_var + (tmp*tmp)/i_plus_1;
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r_mean = r_mean + tmp/i_plus_1;
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}
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return (norm_type == 0) ? r_var : (eT(n_elem-1)/eT(n_elem)) * r_var;
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}
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else
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{
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return eT(0);
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}
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}
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//! find the variance of an array (version for complex numbers)
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template<typename T>
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inline
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T
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op_var::direct_var(const std::complex<T>* const X, const uword n_elem, const uword norm_type)
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{
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arma_debug_sigprint();
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typedef typename std::complex<T> eT;
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if(n_elem >= 2)
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{
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const eT acc1 = op_mean::direct_mean(X, n_elem);
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if(arma_isnonfinite(acc1)) { return Datum<T>::nan; }
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T acc2 = T(0);
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eT acc3 = eT(0);
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for(uword i=0; i<n_elem; ++i)
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{
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const eT tmp = acc1 - X[i];
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acc2 += std::norm(tmp);
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acc3 += tmp;
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}
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const T norm_val = (norm_type == 0) ? T(n_elem-1) : T(n_elem);
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const T var_val = (acc2 - std::norm(acc3)/T(n_elem)) / norm_val;
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return arma_isfinite(var_val) ? var_val : op_var::direct_var_robust(X, n_elem, norm_type);
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}
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else
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{
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return T(0);
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}
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}
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//! find the variance of an array (version for complex numbers) (robust but slow)
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template<typename T>
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inline
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T
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op_var::direct_var_robust(const std::complex<T>* const X, const uword n_elem, const uword norm_type)
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{
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arma_debug_sigprint();
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typedef typename std::complex<T> eT;
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if(n_elem > 1)
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{
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eT r_mean = X[0];
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T r_var = T(0);
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for(uword i=1; i<n_elem; ++i)
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{
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const eT tmp = X[i] - r_mean;
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const T i_plus_1 = T(i+1);
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r_var = T(i-1)/T(i) * r_var + std::norm(tmp)/i_plus_1;
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r_mean = r_mean + tmp/i_plus_1;
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}
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return (norm_type == 0) ? r_var : (T(n_elem-1)/T(n_elem)) * r_var;
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}
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else
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{
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return T(0);
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}
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}
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//! @}
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