Related
I have a question concerning a fast implementation. Imagine that you have a matrix Ys in which each row refers to a vector of observed values stemming from a multivariate normal distribution, e.g.,
Ys = matrix(c(1.0,1.0,1.0,0.0,0.5,0.6,0.1,0.1,0.3), nrow = 3, ncol = 3)
Furthermore, there is a matrix Sigs in which each row refers to the diagonal elements of the variance covariance matrix for each of the outcome vectors in Ys, e.g.,
Sigs = matrix(c(1.0,0.5,0.1,0.2,0.3,0.4,0.3,0.7,0.8), nrow = 3, ncol = 3)
What I want to do is to compute the density value of each row in Ys given the diagonal elemnts in the respective row in Sigs.
One could use a for-loop in R, e.g.
colSigs = ncol(Sigs)
res = rep(0,3)
means = rep(0,colSigs)
for (i in 1:nrow(Ys) ) {
sigma = diag(Sigs[i,],colSigs)
res[i] = mvtnorm::dmvnorm(Ys[i,],means,sigma)
}
however, in my case Ys and Sigs contain about 100,000 rows. So I wrote an Rcpp-function that is considerably faster. Nevertheless, I was wondering whether there is a fancy trick (a more efficient way) so that I do not have to do looping? Any ideas are welcome.
----
EDIT: I was asked to add the Rcpp functions. Here, you go:
This function computes the quadratic form appearing in the multivariate normal density:
double dmvnorm_distance( arma::rowvec y, arma::mat Sigma )
{
int n = Sigma.n_rows;
double res=0;
double fac=1;
for (int ii=0; ii<n; ii++){
for (int jj=ii; jj<n; jj++){
if (ii==jj){ fac = 1; } else { fac = 2;}
res += fac *y(0,ii) * Sigma(ii,jj) * y(0,jj);
}
}
return res;
}
This function computes the density value:
double dmvnorm_rcpp( arma::rowvec y, arma::mat Sigma )
{
int p = Sigma.n_rows;
// inverse Sigma
arma::mat Sigma1 = arma::inv(Sigma);
// determinant Sigma
double det_Sigma = arma::det(Sigma);
// distance
double dist = dmvnorm_distance( y, Sigma1);
double pi1 = 3.14159265358979;
double l1 = - p * std::log(2*pi1) - dist - std::log( det_Sigma );
double ll = 0.5 * l1;
return ll;
}
and this function contains the for-loop and is called from R:
Rcpp::NumericVector mvnorm_loop( arma::mat Ys, arma::mat SIGs )
{
int n = Ys.n_rows;
Rcpp::NumericVector out(n);
for (int ii=0; ii<n; ii++){
// get yi and diagonal entries
arma::rowvec yi = Ys.row(ii);
arma::rowvec si = SIGs.row(ii);;
// make Sigma
arma::mat Sigma = arma::diagmat(si);
// compute likelihood value
out[ii] = dmvnorm_rcpp( yi, Sigma );
}
return out;
}
So basically the question is whether there is an alternative way to implement the insertion in Rcpp to make the whole thing even more faster.
----
Best,
Stefan
PS: I also used apply in R and it is slower than the Rcpp loop-function.
Let Y and K be an n-dimensional (column) vector and n by n matrix, respectively. Think of Y and K as a sample vector and its covariance matrix.
Corresponding to each entry of Y (say Yi) there is a row vector (of size 2) Si encoding the location of the sample in a two dimensional space. Construct the n by 2 matrix S by concatenating all the Si vectors. The ij-th entry of K is of the form
Kij= f( |si-sj|, b )
in which |.| denotes the usual Euclidean norm, f is the covariance function and b represents the covariance parameters. For instance for powered exponential covariance we have f(x) = exp( (-|x|/r)q ) and b = (r,q).
The goal is to compute the following quantity in Rcpp, using a parallel fashion. (YT stands for Y transpose and ||.||2 denotes the sum of square entries of K).
YTKY ⁄ ||K||2
Here is the piece of code I've written to do the job. While running, Rstudio runs out of memory after a few seconds and the following massage displays: "R encountered a fatal error. The session was terminated". I've very recently started using open MP in Rcpp and I have no idea why this happens! Can anybody tell me what have I done wrong here?
#include <Rcpp.h>
#include<math.h>
#include<omp.h>
// [[Rcpp::plugins(openmp)]]
using namespace Rcpp;
// [[Rcpp::export]]
double InnerProd(NumericVector x, NumericVector y) {
int n = x.size();
double total = 0;
for(int i = 0; i < n; ++i) {
total += x[i]*y[i];
}
return total;
}
// [[Rcpp::export]]
double CorFunc(double r, double range_param, double beta) {
double q,x;
x = r/range_param;
q = exp( -pow(x,beta) );
return(q);
}
// [[Rcpp::export]]
double VarianceComp( double range, NumericVector Y, NumericMatrix s, double
beta, int t ){
int n,i,j;
double Numer = 0, Denom = 0, dist, CorVal, ObjVal;
NumericVector DistVec;
n = Y.size();
omp_set_num_threads(t);
# pragma omp parallel for private(DistVec,CorVal,dist,j) \
reduction(+:Numer,Denom)
for( i = 0; i < n; ++i) {
for( j = 0; j < n; ++j){
DistVec = ( s(i,_)-s(j,_) );
dist = sqrt( InnerProd(DistVec,DistVec) );
CorVal = CorFunc(dist,range,beta);
Numer += Y[i]*Y[j]*CorVal/n;
Denom += pow( CorVal, 2 )/n;
}
}
ObjVal = Numer/Denom;
return( ObjVal );
}
As we all know, the simplest algorithm to generate Fibonacci sequence is as follows:
if(n<=0) return 0;
else if(n==1) return 1;
f(n) = f(n-1) + f(n-2);
But this algorithm has some repetitive calculation. For example, if you calculate f(5), it will calculate f(4) and f(3). When you calculate f(4), it will again calculate both f(3) and f(2). Could someone give me a more time-efficient recursive algorithm?
I have read about some of the methods for calculating Fibonacci with efficient time complexity following are some of them -
Method 1 - Dynamic Programming
Now here the substructure is commonly known hence I'll straightly Jump to the solution -
static int fib(int n)
{
int f[] = new int[n+2]; // 1 extra to handle case, n = 0
int i;
f[0] = 0;
f[1] = 1;
for (i = 2; i <= n; i++)
{
f[i] = f[i-1] + f[i-2];
}
return f[n];
}
A space-optimized version of above can be done as follows -
static int fib(int n)
{
int a = 0, b = 1, c;
if (n == 0)
return a;
for (int i = 2; i <= n; i++)
{
c = a + b;
a = b;
b = c;
}
return b;
}
Method 2- ( Using power of the matrix {{1,1},{1,0}} )
This an O(n) which relies on the fact that if we n times multiply the matrix M = {{1,1},{1,0}} to itself (in other words calculate power(M, n )), then we get the (n+1)th Fibonacci number as the element at row and column (0, 0) in the resultant matrix. This solution would have O(n) time.
The matrix representation gives the following closed expression for the Fibonacci numbers:
fibonaccimatrix
static int fib(int n)
{
int F[][] = new int[][]{{1,1},{1,0}};
if (n == 0)
return 0;
power(F, n-1);
return F[0][0];
}
/*multiplies 2 matrices F and M of size 2*2, and
puts the multiplication result back to F[][] */
static void multiply(int F[][], int M[][])
{
int x = F[0][0]*M[0][0] + F[0][1]*M[1][0];
int y = F[0][0]*M[0][1] + F[0][1]*M[1][1];
int z = F[1][0]*M[0][0] + F[1][1]*M[1][0];
int w = F[1][0]*M[0][1] + F[1][1]*M[1][1];
F[0][0] = x;
F[0][1] = y;
F[1][0] = z;
F[1][1] = w;
}
/*function that calculates F[][] raise to the power n and puts the
result in F[][]*/
static void power(int F[][], int n)
{
int i;
int M[][] = new int[][]{{1,1},{1,0}};
// n - 1 times multiply the matrix to {{1,0},{0,1}}
for (i = 2; i <= n; i++)
multiply(F, M);
}
This can be optimized to work in O(Logn) time complexity. We can do recursive multiplication to get power(M, n) in the previous method.
static int fib(int n)
{
int F[][] = new int[][]{{1,1},{1,0}};
if (n == 0)
return 0;
power(F, n-1);
return F[0][0];
}
static void multiply(int F[][], int M[][])
{
int x = F[0][0]*M[0][0] + F[0][1]*M[1][0];
int y = F[0][0]*M[0][1] + F[0][1]*M[1][1];
int z = F[1][0]*M[0][0] + F[1][1]*M[1][0];
int w = F[1][0]*M[0][1] + F[1][1]*M[1][1];
F[0][0] = x;
F[0][1] = y;
F[1][0] = z;
F[1][1] = w;
}
static void power(int F[][], int n)
{
if( n == 0 || n == 1)
return;
int M[][] = new int[][]{{1,1},{1,0}};
power(F, n/2);
multiply(F, F);
if (n%2 != 0)
multiply(F, M);
}
Method 3 (O(log n) Time)
Below is one more interesting recurrence formula that can be used to find nth Fibonacci Number in O(log n) time.
If n is even then k = n/2:
F(n) = [2*F(k-1) + F(k)]*F(k)
If n is odd then k = (n + 1)/2
F(n) = F(k)*F(k) + F(k-1)*F(k-1)
How does this formula work?
The formula can be derived from the above matrix equation.
fibonaccimatrix
Taking determinant on both sides, we get
(-1)n = Fn+1Fn-1 – Fn2
Moreover, since AnAm = An+m for any square matrix A, the following identities can be derived (they are obtained from two different coefficients of the matrix product)
FmFn + Fm-1Fn-1 = Fm+n-1
By putting n = n+1,
FmFn+1 + Fm-1Fn = Fm+n
Putting m = n
F2n-1 = Fn2 + Fn-12
F2n = (Fn-1 + Fn+1)Fn = (2Fn-1 + Fn)Fn (Source: Wiki)
To get the formula to be proved, we simply need to do the following
If n is even, we can put k = n/2
If n is odd, we can put k = (n+1)/2
public static int fib(int n)
{
if (n == 0)
return 0;
if (n == 1 || n == 2)
return (f[n] = 1);
// If fib(n) is already computed
if (f[n] != 0)
return f[n];
int k = (n & 1) == 1? (n + 1) / 2
: n / 2;
// Applyting above formula [See value
// n&1 is 1 if n is odd, else 0.
f[n] = (n & 1) == 1? (fib(k) * fib(k) +
fib(k - 1) * fib(k - 1))
: (2 * fib(k - 1) + fib(k))
* fib(k);
return f[n];
}
Method 4 - Using a formula
In this method, we directly implement the formula for the nth term in the Fibonacci series. Time O(1) Space O(1)
Fn = {[(√5 + 1)/2] ^ n} / √5
static int fib(int n) {
double phi = (1 + Math.sqrt(5)) / 2;
return (int) Math.round(Math.pow(phi, n)
/ Math.sqrt(5));
}
Reference: http://www.maths.surrey.ac.uk/hosted-sites/R.Knott/Fibonacci/fibFormula.html
Look here for implementation in Erlang which uses formula
. It shows nice linear resulting behavior because in O(M(n) log n) part M(n) is exponential for big numbers. It calculates fib of one million in 2s where result has 208988 digits. The trick is that you can compute exponentiation in O(log n) multiplications using (tail) recursive formula (tail means with O(1) space when used proper compiler or rewrite to cycle):
% compute X^N
power(X, N) when is_integer(N), N >= 0 ->
power(N, X, 1).
power(0, _, Acc) ->
Acc;
power(N, X, Acc) ->
if N rem 2 =:= 1 ->
power(N - 1, X, Acc * X);
true ->
power(N div 2, X * X, Acc)
end.
where X and Acc you substitute with matrices. X will be initiated with and Acc with identity I equals to .
One simple way is to calculate it iteratively instead of recursively. This will calculate F(n) in linear time.
def fib(n):
a,b = 0,1
for i in range(n):
a,b = a+b,a
return a
Hint: One way you achieve faster results is by using Binet's formula:
Here is a way of doing it in Python:
from decimal import *
def fib(n):
return int((Decimal(1.6180339)**Decimal(n)-Decimal(-0.6180339)**Decimal(n))/Decimal(2.236067977))
you can save your results and use them :
public static long[] fibs;
public long fib(int n) {
fibs = new long[n];
return internalFib(n);
}
public long internalFib(int n) {
if (n<=2) return 1;
fibs[n-1] = fibs[n-1]==0 ? internalFib(n-1) : fibs[n-1];
fibs[n-2] = fibs[n-2]==0 ? internalFib(n-2) : fibs[n-2];
return fibs[n-1]+fibs[n-2];
}
F(n) = (φ^n)/√5 and round to nearest integer, where φ is the golden ratio....
φ^n can be calculated in O(lg(n)) time hence F(n) can be calculated in O(lg(n)) time.
// D Programming Language
void vFibonacci ( const ulong X, const ulong Y, const int Limit ) {
// Equivalent : if ( Limit != 10 ). Former ( Limit ^ 0xA ) is More Efficient However.
if ( Limit ^ 0xA ) {
write ( Y, " " ) ;
vFibonacci ( Y, Y + X, Limit + 1 ) ;
} ;
} ;
// Call As
// By Default the Limit is 10 Numbers
vFibonacci ( 0, 1, 0 ) ;
EDIT: I actually think Hynek Vychodil's answer is superior to mine, but I'm leaving this here just in case someone is looking for an alternate method.
I think the other methods are all valid, but not optimal. Using Binet's formula should give you the right answer in principle, but rounding to the closest integer will give some problems for large values of n. The other solutions will unnecessarily recalculate the values upto n every time you call the function, and so the function is not optimized for repeated calling.
In my opinion the best thing to do is to define a global array and then to add new values to the array IF needed. In Python:
import numpy
fibo=numpy.array([1,1])
last_index=fibo.size
def fib(n):
global fibo,last_index
if (n>0):
if(n>last_index):
for i in range(last_index+1,n+1):
fibo=numpy.concatenate((fibo,numpy.array([fibo[i-2]+fibo[i-3]])))
last_index=fibo.size
return fibo[n-1]
else:
print "fib called for index less than 1"
quit()
Naturally, if you need to call fib for n>80 (approximately) then you will need to implement arbitrary precision integers, which is easy to do in python.
This will execute faster, O(n)
def fibo(n):
a, b = 0, 1
for i in range(n):
if i == 0:
print(i)
elif i == 1:
print(i)
else:
temp = a
a = b
b += temp
print(b)
n = int(input())
fibo(n)
To implement a 2D animation I am looking for interpolating values between two key frames with the velocity of change defined by a Bezier curve. The problem is Bezier curve is represented in parametric form whereas requirement is to be able to evaluate the value for a particular time.
To elaborate, lets say the value of 10 and 40 is to be interpolated across 4 seconds with the value changing not constantly but as defined by a bezier curve represented as 0,0 0.2,0.3 0.5,0.5 1,1.
Now if I am drawing at 24 frames per second, I need to evaluate the value for every frame. How can I do this ? I looked at De Casteljau algorithm and thought that dividing the curve into 24*4 pieces for 4 seconds would solve my problem but that sounds erroneous as time is along the "x" axis and not along the curve.
To further simplify
If I draw the curve in a plane, the x axis represents the time and the y axis the value I am looking for. What I actually require is to to be able to find out "y" corresponding to "x". Then I can divide x in 24 divisions and know the value for each frame
I was facing the same problem: Every animation package out there seems to use Bézier curves to control values over time, but there is no information out there on how to implement a Bézier curve as a y(x) function. So here is what I came up with.
A standard cubic Bézier curve in 2D space can be defined by the four points P0=(x0, y0) .. P3=(x3, y3).
P0 and P3 are the end points of the curve, while P1 and P2 are the handles affecting its shape. Using a parameter t ϵ [0, 1], the x and y coordinates for any given point along the curve can then be determined using the equations
A) x = (1-t)3x0 + 3t(1-t)2x1 + 3t2(1-t)x2 + t3x3 and
B) y = (1-t)3y0 + 3t(1-t)2y1 + 3t2(1-t)y2 + t3y3.
What we want is a function y(x) that, given an x coordinate, will return the corresponding y coordinate of the curve. For this to work, the curve must move monotonically from left to right, so that it doesn't occupy the same x coordinate more than once on different y positions. The easiest way to ensure this is to restrict the input points so that x0 < x3 and x1, x2 ϵ [x0, x3]. In other words, P0 must be to the left of P3 with the two handles between them.
In order to calculate y for a given x, we must first determine t from x. Getting y from t is then a simple matter of applying t to equation B.
I see two ways of determining t for a given y.
First, you might try a binary search for t. Start with a lower bound of 0 and an upper bound of 1 and calculate x for these values for t via equation A. Keep bisecting the interval until you get a reasonably close approximation. While this should work fine, it will neither be particularly fast nor very precise (at least not both at once).
The second approach is to actually solve equation A for t. That's a bit tough to implement because the equation is cubic. On the other hand, calculation becomes really fast and yields precise results.
Equation A can be rewritten as
(-x0+3x1-3x2+x3)t3 + (3x0-6x1+3x2)t2 + (-3x0+3x1)t + (x0-x) = 0.
Inserting your actual values for x0..x3, we get a cubic equation of the form at3 + bt2 + c*t + d = 0 for which we know there is only one solution within [0, 1]. We can now solve this equation using an algorithm like the one posted in this Stack Overflow answer.
The following is a little C# class demonstrating this approach. It should be simple enough to convert it to a language of your choice.
using System;
public class Point {
public Point(double x, double y) {
X = x;
Y = y;
}
public double X { get; private set; }
public double Y { get; private set; }
}
public class BezierCurve {
public BezierCurve(Point p0, Point p1, Point p2, Point p3) {
P0 = p0;
P1 = p1;
P2 = p2;
P3 = p3;
}
public Point P0 { get; private set; }
public Point P1 { get; private set; }
public Point P2 { get; private set; }
public Point P3 { get; private set; }
public double? GetY(double x) {
// Determine t
double t;
if (x == P0.X) {
// Handle corner cases explicitly to prevent rounding errors
t = 0;
} else if (x == P3.X) {
t = 1;
} else {
// Calculate t
double a = -P0.X + 3 * P1.X - 3 * P2.X + P3.X;
double b = 3 * P0.X - 6 * P1.X + 3 * P2.X;
double c = -3 * P0.X + 3 * P1.X;
double d = P0.X - x;
double? tTemp = SolveCubic(a, b, c, d);
if (tTemp == null) return null;
t = tTemp.Value;
}
// Calculate y from t
return Cubed(1 - t) * P0.Y
+ 3 * t * Squared(1 - t) * P1.Y
+ 3 * Squared(t) * (1 - t) * P2.Y
+ Cubed(t) * P3.Y;
}
// Solves the equation ax³+bx²+cx+d = 0 for x ϵ ℝ
// and returns the first result in [0, 1] or null.
private static double? SolveCubic(double a, double b, double c, double d) {
if (a == 0) return SolveQuadratic(b, c, d);
if (d == 0) return 0;
b /= a;
c /= a;
d /= a;
double q = (3.0 * c - Squared(b)) / 9.0;
double r = (-27.0 * d + b * (9.0 * c - 2.0 * Squared(b))) / 54.0;
double disc = Cubed(q) + Squared(r);
double term1 = b / 3.0;
if (disc > 0) {
double s = r + Math.Sqrt(disc);
s = (s < 0) ? -CubicRoot(-s) : CubicRoot(s);
double t = r - Math.Sqrt(disc);
t = (t < 0) ? -CubicRoot(-t) : CubicRoot(t);
double result = -term1 + s + t;
if (result >= 0 && result <= 1) return result;
} else if (disc == 0) {
double r13 = (r < 0) ? -CubicRoot(-r) : CubicRoot(r);
double result = -term1 + 2.0 * r13;
if (result >= 0 && result <= 1) return result;
result = -(r13 + term1);
if (result >= 0 && result <= 1) return result;
} else {
q = -q;
double dum1 = q * q * q;
dum1 = Math.Acos(r / Math.Sqrt(dum1));
double r13 = 2.0 * Math.Sqrt(q);
double result = -term1 + r13 * Math.Cos(dum1 / 3.0);
if (result >= 0 && result <= 1) return result;
result = -term1 + r13 * Math.Cos((dum1 + 2.0 * Math.PI) / 3.0);
if (result >= 0 && result <= 1) return result;
result = -term1 + r13 * Math.Cos((dum1 + 4.0 * Math.PI) / 3.0);
if (result >= 0 && result <= 1) return result;
}
return null;
}
// Solves the equation ax² + bx + c = 0 for x ϵ ℝ
// and returns the first result in [0, 1] or null.
private static double? SolveQuadratic(double a, double b, double c) {
double result = (-b + Math.Sqrt(Squared(b) - 4 * a * c)) / (2 * a);
if (result >= 0 && result <= 1) return result;
result = (-b - Math.Sqrt(Squared(b) - 4 * a * c)) / (2 * a);
if (result >= 0 && result <= 1) return result;
return null;
}
private static double Squared(double f) { return f * f; }
private static double Cubed(double f) { return f * f * f; }
private static double CubicRoot(double f) { return Math.Pow(f, 1.0 / 3.0); }
}
You have a few options:
Let's say your curve function F(t) takes a parameter t that ranges from 0 to 1 where F(0) is the beginning of the curve and F(1) is the end of the curve.
You could animate motion along the curve by incrementing t at a constant change per unit of time.
So t is defined by function T(time) = Constant*time
For example, if your frame is 1/24th of a second, and you want to move along the curve at a rate of 0.1 units of t per second, then each frame you increment t by 0.1 (t/s) * 1/24 (sec/frame).
A drawback here is that your actual speed or distance traveled per unit time will not be constant. It will depends on the positions of your control points.
If you want to scale speed along the curve uniformly you can modify the constant change in t per unit time. However, if you want speeds to vary dramatically you will find it difficult to control the shape of the curve. If you want the velocity at one endpoint to be much larger, you must move the control point further away, which in turn pulls the shape of the curve towards that point. If this is a problem, you may consider using a non constant function for t. There are a variety of approaches with different trade-offs, and we need to know more details about your problem to suggest a solution. For example, in the past I have allowed users to define the speed at each keyframe and used a lookup table to translate from time to parameter t such that there is a linear change in speed between keyframe speeds (it's complicated).
Another common hangup: If you are animating by connecting several Bezier curves, and you want the velocity to be continuous when moving between curves, then you will need to constrain your control points so they are symmetrical with the adjacent curve. Catmull-Rom splines are a common approach.
I've answered a similar question here. Basically if you know the control points before hand then you can transform the f(t) function into a y(x) function. To not have to do it all by hand you can use services like Wolfram Alpha to help you with the math.
I'm being quite dim - I can't figure out what should probably be a fairly trivial trig problem.
Given cartesian coordinates (x, y, z), I would like to determine a new coordinate given a direction (x, y and z angles) and a distance to travel.
class Cartesian() {
int x = 0;
int y = 0;
int z = 0;
int move (int distance, int x_angle, int y_angle, int z_angle) {
x += distance * //some trig here
y += distance * //some trig here
z += distance * //some trig here
}
}
Ie, I want to move a given distance from the origin in a given direction, and need the coordinates of the new position.
This is actually for a JavaScript application, but I just need a bit of psuedocode to help me out.
Thanks
The way you've stated the problem, it seems that "direction cosines" make the most sense.
Assuming x_angle is the angle in radians between the target direction and the X
axis, etc.:
dc_x = cos(x_angle);
dc_y = cos(y_angle);
dc_z = cos(z_angle);
delta_x = dc_x * distance;
delta_y = dc_y * distance;
delta_z = dc_z * distance;
x += delta_x;
y += delta_y;
z += delta_z;