gtsam/base/Vector.cpp

/* ----------------------------------------------------------------------------

 * GTSAM Copyright 2010, Georgia Tech Research Corporation, 
 * Atlanta, Georgia 30332-0415
 * All Rights Reserved
 * Authors: Frank Dellaert, et al. (see THANKS for the full author list)

 * See LICENSE for the license information

 * -------------------------------------------------------------------------- */

/**
* @file    Vector.cpp
* @brief   typedef and functions to augment Boost's ublas::vector<double>
* @author  Kai Ni
* @author  Frank Dellaert
*/

#include <stdarg.h>
#include <limits>
#include <iostream>
#include <fstream>
#include <sstream>
#include <iomanip>
#include <cmath>
#include <boost/foreach.hpp>
#include <boost/optional.hpp>
#include <stdio.h>

#ifdef WIN32
#include <Windows.h>
#endif

#include <boost/numeric/ublas/io.hpp>
#include <boost/numeric/ublas/vector_proxy.hpp>
#include <boost/random/normal_distribution.hpp>
#include <boost/random/variate_generator.hpp>

#include <gtsam/base/Vector.h>

using namespace std;
namespace ublas = boost::numeric::ublas;

namespace gtsam {
  
  /* ************************************************************************* */
  void odprintf_(const char *format, ostream& stream, ...) {
    char    buf[4096], *p = buf;
    int     n;
    
    va_list args;
    va_start(args, stream);
    #ifdef WIN32
    n = _vsnprintf(p, sizeof buf - 3, format, args); // buf-3 is room for CR/LF/NUL
    #else
    n = vsnprintf(p, sizeof buf - 3, format, args); // buf-3 is room for CR/LF/NUL
    #endif
    va_end(args);
    
    #ifdef WIN32
    OutputDebugString(buf);
    #else    
    stream << buf;
    #endif
  }

  /* ************************************************************************* */
 
  void odprintf(const char *format, ...)
  {
    char    buf[4096], *p = buf;
    int     n;

    va_list args;
    va_start(args, format);
    #ifdef WIN32
    n = _vsnprintf(p, sizeof buf - 3, format, args); // buf-3 is room for CR/LF/NUL
    #else
    n = vsnprintf(p, sizeof buf - 3, format, args); // buf-3 is room for CR/LF/NUL
    #endif
    va_end(args);

    #ifdef WIN32
    OutputDebugString(buf);
    #else
    cout << buf;
    #endif
  }

  /* ************************************************************************* */
  Vector Vector_( size_t m, const double* const data) {
    Vector v(m);
    copy(data, data+m, v.data().begin());
    return v;
  }
  
  /* ************************************************************************* */
  Vector Vector_(size_t m, ...) {
    Vector v(m);
    va_list ap;
    va_start(ap, m);
    for( size_t i = 0 ; i < m ; i++) {
      double value = va_arg(ap, double);
      v(i) = value;
    }
    va_end(ap);
    return v;
  }
  
  /* ************************************************************************* */
  bool zero(const Vector& v) {
    bool result = true;
    size_t n = v.size();
    for( size_t j = 0 ; j < n ; j++)
      result = result && (v(j) == 0.0);
    return result;
  }
  
  /* ************************************************************************* */
  Vector repeat(size_t n, double value) {
    Vector v(n, value);
    return v;
  }

  /* ************************************************************************* */
  Vector delta(size_t n, size_t i, double value) {
	  Vector v = zero(n);
	  v(i) = value;
	  return v;
  }

  /* ************************************************************************* */
  void print(const Vector& v, const string& s, ostream& stream) {
    size_t n = v.size();
    odprintf_("%s [", stream, s.c_str());
    for(size_t i=0; i<n; i++)
      odprintf_("%g%s", stream, v[i], (i<n-1 ? "; " : ""));
    odprintf_("];\n", stream);
  }
  
  /* ************************************************************************* */
  void save(const Vector& v, const string &s, const string& filename) {
  	fstream stream(filename.c_str(), fstream::out | fstream::app);
  	print(v, s + "=", stream);
  	stream.close();
  }

  /* ************************************************************************* */
  bool operator==(const Vector& vec1,const Vector& vec2) {
    Vector::const_iterator it1 = vec1.begin();
    Vector::const_iterator it2 = vec2.begin();
    size_t m = vec1.size();
    for(size_t i=0; i<m; i++)
      if(it1[i] != it2[i])
      return false;
    return true;
  }
  
  /* ************************************************************************* */
  bool greaterThanOrEqual(const Vector& vec1, const Vector& vec2) {
	  Vector::const_iterator it1 = vec1.begin();
	  Vector::const_iterator it2 = vec2.begin();
	  size_t m = vec1.size();
	  for(size_t i=0; i<m; i++)
		  if(!(it1[i] >= it2[i]))
			  return false;
	  return true;
  }

  /* ************************************************************************* */
  bool equal_with_abs_tol(const Vector& vec1, const Vector& vec2, double tol) {
    Vector::const_iterator it1 = vec1.begin();
    Vector::const_iterator it2 = vec2.begin();
    if (vec1.size()!=vec2.size()) return false;
    for(size_t i=0; i<vec1.size(); i++) {
    	if(isnan(it1[i]) xor isnan(it2[i]))
    		return false;
    	if(fabs(it1[i] - it2[i]) > tol)
    		return false;
    }
    return true;
  }
  
  /* ************************************************************************* */
  bool assert_equal(const Vector& expected, const Vector& actual, double tol) {
    if (equal_with_abs_tol(expected,actual,tol)) return true;
    cout << "not equal:" << endl;
    print(expected, "expected");
    print(actual, "actual");
    return false;
  }

  /* ************************************************************************* */
  bool assert_equal(SubVector expected, SubVector actual, double tol) {
    if (equal_with_abs_tol(expected,actual,tol)) return true;
    cout << "not equal:" << endl;
    print(expected, "expected");
    print(actual, "actual");
    return false;
  }

  /* ************************************************************************* */
  bool assert_equal(ConstSubVector expected, ConstSubVector actual, double tol) {
    if (equal_with_abs_tol(expected,actual,tol)) return true;
    cout << "not equal:" << endl;
    print(expected, "expected");
    print(actual, "actual");
    return false;
  }

  /* ************************************************************************* */
  bool linear_dependent(const Vector& vec1, const Vector& vec2, double tol) {
    if (vec1.size()!=vec2.size()) return false;
    Vector::const_iterator it1 = vec1.begin();
    Vector::const_iterator it2 = vec2.begin();
    boost::optional<double> scale;
    for(size_t i=0; i<vec1.size(); i++) {
    	if((fabs(it1[i])>tol&&fabs(it2[i])<tol) || (fabs(it1[i])<tol&&fabs(it2[i])>tol))
    		return false;
    	if(it1[i] == 0 && it2[i] == 0)
    		continue;
    	if (!scale)
    		scale = it1[i] / it2[i];
    	else if (fabs(it1[i] - it2[i] * (*scale)) > tol)
    		return false;
    }
    return scale.is_initialized();
  }

  /* ************************************************************************* */
  Vector sub(const Vector &v, size_t i1, size_t i2) {
    size_t n = i2-i1;
    Vector v_return(n);
    for( size_t i = 0; i < n; i++ )
      v_return(i) = v(i1 + i);
    return v_return;
  }
  
  /* ************************************************************************* */
  void subInsert(Vector& big, const Vector& small, size_t i) {
	  ublas::vector_range<Vector> colsubproxy(big, ublas::range (i, i+small.size()));
	  colsubproxy = small;
  }

  /* ************************************************************************* */
  Vector emul(const Vector &a, const Vector &b) {
  	size_t n = a.size();
		assert (b.size()==n);
		Vector c(n);
		for( size_t i = 0; i < n; i++ )
			c(i) = a(i)*b(i);
		return c;
		}

  /* ************************************************************************* */
  Vector ediv(const Vector &a, const Vector &b) {
  	size_t n = a.size();
		assert (b.size()==n);
		Vector c(n);
		for( size_t i = 0; i < n; i++ )
			c(i) = a(i)/b(i);
		return c;
		}

  /* ************************************************************************* */
  Vector ediv_(const Vector &a, const Vector &b) {
  	size_t n = a.size();
		assert (b.size()==n);
		Vector c(n);
		for( size_t i = 0; i < n; i++ ) {
			double ai = a(i), bi = b(i);
			c(i) = (bi==0.0 && ai==0.0) ? 0.0 : a(i)/b(i);
		}
		return c;
		}

  /* ************************************************************************* */
  double sum(const Vector &a) {
  	double result = 0.0;
  	size_t n = a.size();
		for( size_t i = 0; i < n; i++ )
			result += a(i);
		return result;
		}

  /* ************************************************************************* */
  Vector reciprocal(const Vector &a) {
  	size_t n = a.size();
  	Vector b(n);
  	for( size_t i = 0; i < n; i++ )
  		b(i) = 1.0/a(i);
  	return b;
  	}

  /* ************************************************************************* */
	Vector esqrt(const Vector& v) {
		Vector s(v.size());
		transform(v.begin(), v.end(), s.begin(), ::sqrt);
		return s;
	}

  /* ************************************************************************* */
	Vector abs(const Vector& v) {
		Vector s(v.size());
		transform(v.begin(), v.end(), s.begin(), ::fabs);
		return s;
	}

  /* ************************************************************************* */
  double max(const Vector &a) {
  	return *(std::max_element(a.begin(), a.end()));
	}

  /* ************************************************************************* */
  double dot(const Vector& a, const Vector& b) {
  	size_t n = a.size();
		assert (b.size()==n);
		double result = 0.0;
  	for (size_t i = 0; i < n; i++)
  		result += a[i] * b[i];
  	return result;
  }

  /* ************************************************************************* */
  void scal(double alpha, Vector& x) {
  	size_t n = x.size();
  	for (size_t i = 0; i < n; i++)
  		x[i] *= alpha;
  }

  /* ************************************************************************* */
  void axpy(double alpha, const Vector& x, Vector& y) {
  	size_t n = x.size();
		assert (y.size()==n);
  	for (size_t i = 0; i < n; i++)
  		y[i] += alpha * x[i];
  }

  /* ************************************************************************* */
  void axpy(double alpha, const Vector& x, SubVector y) {
  	size_t n = x.size();
		assert (y.size()==n);
  	for (size_t i = 0; i < n; i++)
  		y[i] += alpha * x[i];
  }

  /* ************************************************************************* */
  Vector operator/(double s, const Vector& v) {
    Vector result(v.size());
    for(size_t i = 0; i < v.size(); i++)
      result[i] = s / v[i];
    return result;
  }

  /* ************************************************************************* */
  // imperative version, pass in x
  double houseInPlace(Vector &v) {
	  const double x0 = v(0);
	  const double x02 = x0*x0;

	  // old code - GSL verison was actually a bit slower
	  const double sigma = inner_prod(v,v) - x02;

	  v(0) = 1.0;

	  if( sigma == 0.0 )
		  return 0.0;
	  else {
		  double mu = sqrt(x02 + sigma);
		  if( x0 <= 0.0 )
			  v(0) = x0 - mu;
		  else
			  v(0) = -sigma / (x0 + mu);

		  const double v02 = v(0)*v(0);
		  v = v / v(0);
		  return 2.0 * v02 / (sigma + v02);
	  }
  }

  /* ************************************************************************* */
  pair<double, Vector > house(const Vector &x) {
  	Vector v(x);
  	double beta = houseInPlace(v);
	  return make_pair(beta, v);
  }
  
  /* ************************************************************************* */
	// Fast version *no error checking* !
	// Pass in initialized vector of size m or will crash !
	double weightedPseudoinverse(const Vector& a, const Vector& weights,
			Vector& pseudo) {

		size_t m = weights.size();
		static const double inf = std::numeric_limits<double>::infinity();

		// Check once for zero entries of a. TODO: really needed ?
		vector<bool> isZero;
		for (size_t i = 0; i < m; ++i) isZero.push_back(fabs(a[i]) < 1e-9);

		// If there is a valid (a!=0) constraint (sigma==0) return the first one
		for (size_t i = 0; i < m; ++i)
			if (weights[i] == inf && !isZero[i]) {
				pseudo = delta(m, i, 1 / a[i]);
				return inf;
			}

		// Form psuedo-inverse inv(a'inv(Sigma)a)a'inv(Sigma)
		// For diagonal Sigma, inv(Sigma) = diag(precisions)
		double precision = 0;
		for (size_t i = 0; i < m; i++) {
			double ai = a[i];
			if (!isZero[i]) // also catches remaining sigma==0 rows
				precision += weights[i] * (ai * ai);
		}

		// precision = a'inv(Sigma)a
		if (precision < 1e-9)
			for (size_t i = 0; i < m; i++)
				pseudo[i] = 0;
		else {
			// emul(precisions,a)/precision
			double variance = 1.0 / precision;
			for (size_t i = 0; i < m; i++)
				pseudo[i] = isZero[i] ? 0 : variance * weights[i] * a[i];
		}
		return precision; // sum of weights
	}

  /* ************************************************************************* */
  // Slow version with error checking
  pair<Vector, double>
  weightedPseudoinverse(const Vector& a, const Vector& weights) {
	  size_t m = weights.size();
	  if (a.size() != m)
		  throw invalid_argument("a and weights have different sizes!");
	  Vector pseudo(m);
  	double precision = weightedPseudoinverse(a, weights, pseudo);
	  return make_pair(pseudo, precision);
  }

  /* ************************************************************************* */
  Vector concatVectors(const std::list<Vector>& vs)
  {
    size_t dim = 0;
    BOOST_FOREACH(Vector v, vs)
      dim += v.size();

    Vector A(dim);
    size_t index = 0;
    BOOST_FOREACH(Vector v, vs) {
      for(size_t d = 0; d < v.size(); d++)
        A(d+index) = v(d);
      index += v.size();
    }

    return A;
  }

  /* ************************************************************************* */
  Vector concatVectors(size_t nrVectors, ...)
  {
    va_list ap;
    list<Vector> vs;
    va_start(ap, nrVectors);
    for( size_t i = 0 ; i < nrVectors ; i++) {
    	Vector* V = va_arg(ap, Vector*);
      vs.push_back(*V);
    }
    va_end(ap);
    return concatVectors(vs);
  }
  
  /* ************************************************************************* */
  Vector rand_vector_norm(size_t dim, double mean, double sigma)
  {
    boost::normal_distribution<double> norm_dist(mean, sigma);
    boost::variate_generator<boost::minstd_rand&, boost::normal_distribution<double> > norm(generator, norm_dist);
    
    Vector v(dim);
    Vector::iterator it_v;
    for(it_v=v.begin(); it_v!=v.end(); it_v++)
      *it_v = norm();
    
    return v;
  }
  
  /* ************************************************************************* */
  
} // namespace gtsam