// Copyright (C) 2012-2015 National ICT Australia (NICTA) // // This Source Code Form is subject to the terms of the Mozilla Public // License, v. 2.0. If a copy of the MPL was not distributed with this // file, You can obtain one at http://mozilla.org/MPL/2.0/. // ------------------------------------------------------------------- // // Written by Conrad Sanderson - http://conradsanderson.id.au // Written by Ryan Curtin //! \addtogroup spop_var //! @{ template inline void spop_var::apply(SpMat& out, const mtSpOp& in) { arma_extra_debug_sigprint(); //typedef typename T1::elem_type in_eT; 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 SpProxy p(in.m); if(p.is_alias(out) == false) { spop_var::apply_noalias(out, p, norm_type, dim); } else { SpMat tmp; spop_var::apply_noalias(tmp, p, norm_type, dim); out.steal_mem(tmp); } } template inline void spop_var::apply_noalias ( SpMat& out, const SpProxy& p, const uword norm_type, const uword dim ) { arma_extra_debug_sigprint(); typedef typename T1::elem_type in_eT; //typedef typename T1::pod_type out_eT; const uword p_n_rows = p.get_n_rows(); const uword p_n_cols = p.get_n_cols(); // TODO: this is slow; rewrite based on the approach used by sparse mean() if(dim == 0) // find variance in each column { arma_extra_debug_print("spop_var::apply_noalias(): dim = 0"); out.set_size((p_n_rows > 0) ? 1 : 0, p_n_cols); if( (p_n_rows == 0) || (p.get_n_nonzero() == 0) ) { return; } for(uword col = 0; col < p_n_cols; ++col) { if(SpProxy::must_use_iterator) { // We must use an iterator; we can't access memory directly. typename SpProxy::const_iterator_type it = p.begin_col(col); typename SpProxy::const_iterator_type end = p.begin_col(col + 1); const uword n_zero = p_n_rows - (end.pos() - it.pos()); // in_eT is used just to get the specialization right (complex / noncomplex) out.at(0, col) = spop_var::iterator_var(it, end, n_zero, norm_type, in_eT(0)); } else { // We can use direct memory access to calculate the variance. out.at(0, col) = spop_var::direct_var ( &p.get_values()[p.get_col_ptrs()[col]], p.get_col_ptrs()[col + 1] - p.get_col_ptrs()[col], p_n_rows, norm_type ); } } } else if(dim == 1) // find variance in each row { arma_extra_debug_print("spop_var::apply_noalias(): dim = 1"); out.set_size(p_n_rows, (p_n_cols > 0) ? 1 : 0); if( (p_n_cols == 0) || (p.get_n_nonzero() == 0) ) { return; } for(uword row = 0; row < p_n_rows; ++row) { // We have to use an iterator here regardless of whether or not we can // directly access memory. typename SpProxy::const_row_iterator_type it = p.begin_row(row); typename SpProxy::const_row_iterator_type end = p.end_row(row); const uword n_zero = p_n_cols - (end.pos() - it.pos()); out.at(row, 0) = spop_var::iterator_var(it, end, n_zero, norm_type, in_eT(0)); } } } template inline typename T1::pod_type spop_var::var_vec ( const 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" ); // conditionally unwrap it into a temporary and then directly operate. const unwrap_spmat tmp(X); return direct_var(tmp.M.values, tmp.M.n_nonzero, tmp.M.n_elem, norm_type); } template inline eT spop_var::direct_var ( const eT* const X, const uword length, const uword N, const uword norm_type ) { arma_extra_debug_sigprint(); if(length >= 2 && N >= 2) { const eT acc1 = spop_mean::direct_mean(X, length, N); eT acc2 = eT(0); eT acc3 = eT(0); uword i, j; for(i = 0, j = 1; j < length; 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 < length) { const eT Xi = X[i]; const eT tmpi = acc1 - Xi; acc2 += tmpi * tmpi; acc3 += tmpi; } // Now add in all zero elements. acc2 += (N - length) * (acc1 * acc1); acc3 += (N - length) * acc1; const eT norm_val = (norm_type == 0) ? eT(N - 1) : eT(N); const eT var_val = (acc2 - (acc3 * acc3) / eT(N)) / norm_val; return var_val; } else if(length == 1 && N > 1) // if N == 1, then variance is zero. { const eT mean = X[0] / eT(N); const eT val = mean - X[0]; const eT acc2 = (val * val) + (N - length) * (mean * mean); const eT acc3 = val + (N - length) * mean; const eT norm_val = (norm_type == 0) ? eT(N - 1) : eT(N); const eT var_val = (acc2 - (acc3 * acc3) / eT(N)) / norm_val; return var_val; } else { return eT(0); } } template inline T spop_var::direct_var ( const std::complex* const X, const uword length, const uword N, const uword norm_type ) { arma_extra_debug_sigprint(); typedef typename std::complex eT; if(length >= 2 && N >= 2) { const eT acc1 = spop_mean::direct_mean(X, length, N); T acc2 = T(0); eT acc3 = eT(0); for (uword i = 0; i < length; ++i) { const eT tmp = acc1 - X[i]; acc2 += std::norm(tmp); acc3 += tmp; } // Add zero elements to sums acc2 += std::norm(acc1) * T(N - length); acc3 += acc1 * T(N - length); const T norm_val = (norm_type == 0) ? T(N - 1) : T(N); const T var_val = (acc2 - std::norm(acc3) / T(N)) / norm_val; return var_val; } else if(length == 1 && N > 1) // if N == 1, then variance is zero. { const eT mean = X[0] / T(N); const eT val = mean - X[0]; const T acc2 = std::norm(val) + (N - length) * std::norm(mean); const eT acc3 = val + T(N - length) * mean; const T norm_val = (norm_type == 0) ? T(N - 1) : T(N); const T var_val = (acc2 - std::norm(acc3) / T(N)) / norm_val; return var_val; } else { return T(0); // All elements are zero } } template inline eT spop_var::iterator_var ( T1& it, const T1& end, const uword n_zero, const uword norm_type, const eT junk1, const typename arma_not_cx::result* junk2 ) { arma_extra_debug_sigprint(); arma_ignore(junk1); arma_ignore(junk2); T1 new_it(it); // for mean // T1 backup_it(it); // in case we have to call robust iterator_var eT mean = spop_mean::iterator_mean(new_it, end, n_zero, eT(0)); eT acc2 = eT(0); eT acc3 = eT(0); const uword it_begin_pos = it.pos(); while (it != end) { const eT tmp = mean - (*it); acc2 += (tmp * tmp); acc3 += (tmp); ++it; } const uword n_nonzero = (it.pos() - it_begin_pos); if (n_nonzero == 0) { return eT(0); } if (n_nonzero + n_zero == 1) { return eT(0); // only one element } // Add in entries for zeros. acc2 += eT(n_zero) * (mean * mean); acc3 += eT(n_zero) * mean; const eT norm_val = (norm_type == 0) ? eT(n_zero + n_nonzero - 1) : eT(n_zero + n_nonzero); const eT var_val = (acc2 - (acc3 * acc3) / eT(n_nonzero + n_zero)) / norm_val; return var_val; } template inline typename get_pod_type::result spop_var::iterator_var ( T1& it, const T1& end, const uword n_zero, const uword norm_type, const eT junk1, const typename arma_cx_only::result* junk2 ) { arma_extra_debug_sigprint(); arma_ignore(junk1); arma_ignore(junk2); typedef typename get_pod_type::result T; T1 new_it(it); // for mean // T1 backup_it(it); // in case we have to call robust iterator_var eT mean = spop_mean::iterator_mean(new_it, end, n_zero, eT(0)); T acc2 = T(0); eT acc3 = eT(0); const uword it_begin_pos = it.pos(); while (it != end) { eT tmp = mean - (*it); acc2 += std::norm(tmp); acc3 += (tmp); ++it; } const uword n_nonzero = (it.pos() - it_begin_pos); if (n_nonzero == 0) { return T(0); } if (n_nonzero + n_zero == 1) { return T(0); // only one element } // Add in entries for zero elements. acc2 += T(n_zero) * std::norm(mean); acc3 += T(n_zero) * mean; const T norm_val = (norm_type == 0) ? T(n_zero + n_nonzero - 1) : T(n_zero + n_nonzero); const T var_val = (acc2 - std::norm(acc3) / T(n_nonzero + n_zero)) / norm_val; return var_val; } //! @}