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Posted to commits@commons.apache.org by lu...@apache.org on 2008/12/27 21:24:06 UTC

svn commit: r729670 - in /commons/proper/math/trunk/src: java/org/apache/commons/math/ java/org/apache/commons/math/transform/ site/xdoc/ site/xdoc/userguide/ test/org/apache/commons/math/transform/

Author: luc
Date: Sat Dec 27 12:24:05 2008
New Revision: 729670

URL: http://svn.apache.org/viewvc?rev=729670&view=rev
Log:
added Fast Hadamard Transform
JIRA: MATH-215

Added:
    commons/proper/math/trunk/src/java/org/apache/commons/math/transform/FastHadamardTransformer.java   (with props)
    commons/proper/math/trunk/src/test/org/apache/commons/math/transform/FastHadamardTransformerTest.java   (with props)
Modified:
    commons/proper/math/trunk/src/java/org/apache/commons/math/MessagesResources_fr.java
    commons/proper/math/trunk/src/site/xdoc/changes.xml
    commons/proper/math/trunk/src/site/xdoc/userguide/transform.xml

Modified: commons/proper/math/trunk/src/java/org/apache/commons/math/MessagesResources_fr.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/MessagesResources_fr.java?rev=729670&r1=729669&r2=729670&view=diff
==============================================================================
--- commons/proper/math/trunk/src/java/org/apache/commons/math/MessagesResources_fr.java (original)
+++ commons/proper/math/trunk/src/java/org/apache/commons/math/MessagesResources_fr.java Sat Dec 27 12:24:05 2008
@@ -339,6 +339,10 @@
    { "invalid exponent {0} (must be positive)",
      "exposant {0} invalide (doit \u00eatre positif)" },
 
+   // org.apache.commons.math.transform.FastHadamardTransformer
+   { "{0} is not a power of 2",
+     "{0} n''est pas une puissance de 2" },
+
    // org.apache.commons.math.util.OpenIntToDoubleHashMap
    { "map has been modified while iterating",
      "la table d''adressage a \u00e9t\u00e9 modifi\u00e9e pendant l''it\u00e9ration" },

Added: commons/proper/math/trunk/src/java/org/apache/commons/math/transform/FastHadamardTransformer.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/transform/FastHadamardTransformer.java?rev=729670&view=auto
==============================================================================
--- commons/proper/math/trunk/src/java/org/apache/commons/math/transform/FastHadamardTransformer.java (added)
+++ commons/proper/math/trunk/src/java/org/apache/commons/math/transform/FastHadamardTransformer.java Sat Dec 27 12:24:05 2008
@@ -0,0 +1,171 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *      http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math.transform;
+
+import java.io.Serializable;
+
+import org.apache.commons.math.MathRuntimeException;
+
+/**
+ * Implements the <a href="http://www.archive.chipcenter.com/dsp/DSP000517F1.html">Fast Hadamard Transform</a> (FHT).
+ * Transformation of an input vector x to the output vector y.
+ * @version $Revision$ $Date$
+ * @since 2.0
+ */
+public class FastHadamardTransformer implements Serializable {
+
+    /** Serializable version identifier. */
+    private static final long serialVersionUID = 5044269102877526860L;
+
+    /**
+     * Wrapper method for fht() for double vectors
+     *  
+     * @param x input vector
+     * @return y output vector
+     * @throws IllegalArgumentException
+     */
+    public double[] transform(double x[]) throws IllegalArgumentException {
+        return fht(x);
+    }
+
+
+    /**
+     * The FHT (Fast Hadamard Transformation) which uses only subtraction and addition.
+     * <br>
+     * Requires <b>Nlog2N = n2</b><sup>n</sup> additions.
+     * <br>
+     * <br>
+     * <b><u>Short Table of manual calculation for N=8:</u></b>
+     * <ol>
+     * <li><b>x</b> is the input vector we want to transform</li>
+     * <li><b>y</b> is the output vector which is our desired result</li>
+     * <li>a and b are just helper rows</li>
+     * </ol>
+     * <pre>
+     * <code>
+     * +----+----------+---------+----------+
+     * | <b>x</b>  |    <b>a</b>     |    <b>b</b>    |    <b>y</b>     |
+     * +----+----------+---------+----------+
+     * | x<sub>0</sub> | a<sub>0</sub>=x<sub>0</sub>+x<sub>1</sub> | b<sub>0</sub>=a<sub>0</sub>+a<sub>1</sub> | y<sub>0</sub>=b<sub>0</sub>+b<sub>1</sub> |
+     * +----+----------+---------+----------+
+     * | x<sub>1</sub> | a<sub>1</sub>=x<sub>2</sub>+x<sub>3</sub> | b<sub>0</sub>=a<sub>2</sub>+a<sub>3</sub> | y<sub>0</sub>=b<sub>2</sub>+b<sub>3</sub> |
+     * +----+----------+---------+----------+
+     * | x<sub>2</sub> | a<sub>2</sub>=x<sub>4</sub>+x<sub>5</sub> | b<sub>0</sub>=a<sub>4</sub>+a<sub>5</sub> | y<sub>0</sub>=b<sub>4</sub>+b<sub>5</sub> |
+     * +----+----------+---------+----------+
+     * | x<sub>3</sub> | a<sub>3</sub>=x<sub>6</sub>+x<sub>7</sub> | b<sub>0</sub>=a<sub>6</sub>+a<sub>7</sub> | y<sub>0</sub>=b<sub>6</sub>+b<sub>7</sub> |
+     * +----+----------+---------+----------+
+     * | x<sub>4</sub> | a<sub>0</sub>=x<sub>0</sub>-x<sub>1</sub> | b<sub>0</sub>=a<sub>0</sub>-a<sub>1</sub> | y<sub>0</sub>=b<sub>0</sub>-b<sub>1</sub> |
+     * +----+----------+---------+----------+
+     * | x<sub>5</sub> | a<sub>1</sub>=x<sub>2</sub>-x<sub>3</sub> | b<sub>0</sub>=a<sub>2</sub>-a<sub>3</sub> | y<sub>0</sub>=b<sub>2</sub>-b<sub>3</sub> |
+     * +----+----------+---------+----------+
+     * | x<sub>6</sub> | a<sub>2</sub>=x<sub>4</sub>-x<sub>5</sub> | b<sub>0</sub>=a<sub>4</sub>-a<sub>5</sub> | y<sub>0</sub>=b<sub>4</sub>-b<sub>5</sub> |
+     * +----+----------+---------+----------+
+     * | x<sub>7</sub> | a<sub>3</sub>=x<sub>6</sub>-x<sub>7</sub> | b<sub>0</sub>=a<sub>6</sub>-a<sub>7</sub> | y<sub>0</sub>=b<sub>6</sub>-b<sub>7</sub> |
+     * +----+----------+---------+----------+
+     * </code>
+     * </pre>
+     * 
+     * <b><u>How it works</u></b>
+     * <ol>
+     * <li>Construct a matrix with N rows and n+1 columns<br>   <b>hadm[n+1][N]</b> 
+     * <br><i>(If I use [x][y] it always means [row-offset][column-offset] of a Matrix with n rows and m columns. Its entries go from M[0][0] to M[n][m])</i></li>
+     * <li>Place the input vector <b>x[N]</b> in the first column of the matrix <b>hadm</b></li>
+     * <li>The entries of the submatrix D<sub>top</sub> are calculated as follows.
+     * <br>D<sub>top</sub> goes from entry [0][1] to [N/2-1][n+1].
+     * <br>The columns of D<sub>top</sub> are the pairwise mutually exclusive sums of the previous column 
+     * </li>
+     * <li>The entries of the submatrix D<sub>bottom</sub> are calculated as follows.
+     * <br>D<sub>bottom</sub> goes from entry [N/2][1] to [N][n+1].
+     * <br>The columns of D<sub>bottom</sub> are the pairwise differences of the previous column 
+     * </li>
+     * <li>How D<sub>top</sub> and D<sub>bottom</sub> you can understand best with the example for N=8 above.
+     * <li>The output vector y is now in the last column of <b>hadm</b></li>
+     * <li><i>Algorithm from: http://www.archive.chipcenter.com/dsp/DSP000517F1.html</i></li>    
+     * </ol>
+     * <br>
+     * <b><u>Visually</u></b>
+     * <pre>
+     *        +--------+---+---+---+-----+---+
+     *        |   0    | 1 | 2 | 3 | ... |n+1|
+     * +------+--------+---+---+---+-----+---+
+     * |0     | x<sub>0</sub>     |       /\            |
+     * |1     | x<sub>1</sub>     |       ||            |
+     * |2     | x<sub>2</sub>     |   <= D<sub>top</sub>  =>       |
+     * |...   | ...    |       ||            |
+     * |N/2-1 | x<sub>N/2-1</sub>  |       \/            |
+     * +------+--------+---+---+---+-----+---+
+     * |N/2   | x<sub>N/2</sub>   |       /\            |
+     * |N/2+1 | x<sub>N/2+1</sub>  |       ||            |
+     * |N/2+2 | x<sub>N/2+2</sub>  |  <= D<sub>bottom</sub>  =>      | which is in the last column of the matrix
+     * |...   | ...    |       ||            |
+     * |N     | x<sub>N/2</sub>   |        \/           |
+     * +------+--------+---+---+---+-----+---+
+     * </pre>
+     * 
+     * @param x input vector
+     * @return y output vector
+     * @throws IllegalArgumentException
+     */
+    protected double[] fht(double x[]) throws IllegalArgumentException {
+
+        // n is the row count of the input vector x
+        int n = x.length;
+
+        // n has to be of the form n = 2^p !!
+        int p    = 0;
+        int twoP = 1;
+        while (twoP < n) {
+            ++p;
+            twoP *= 2;
+        }
+        if (n != twoP) {
+            throw MathRuntimeException.createIllegalArgumentException("{0} is not a power of 2",
+                                                                      new Object[] { n });
+        }
+
+        // Instead of creating a matrix with p+1 columns and n rows
+        // we will use two single dimension arrays which we will use in an alternating way.
+        double[] yPrevious = new double[n];
+        double[] yCurrent  = x.clone();
+
+        // iterate from left to right (column)
+        for (int j = 0; j < p; j++) {
+
+            // switch columns
+            final double[] yTmp = yCurrent;
+            yCurrent  = yPrevious;
+            yPrevious = yTmp;
+
+            // iterate from top to bottom (row)
+            for (int i = 0; i < n; i++) { 
+                if (i < n / 2) {
+                    // D<sub>top</sub>
+                    // The top part works with addition
+                    yCurrent[i] = yPrevious[i*2] + yPrevious[i*2 +1];
+                } else {
+                    // D<sub>bottom</sub>   
+                    // The bottom part works with subtraction
+                    yCurrent[i] = yPrevious[(i-n/2)*2] - yPrevious[(i-n/2)*2 +1];
+                }
+            }
+        }
+
+        // return the last computed output vector y
+        return yCurrent;
+
+    }
+}

Propchange: commons/proper/math/trunk/src/java/org/apache/commons/math/transform/FastHadamardTransformer.java
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Propchange: commons/proper/math/trunk/src/java/org/apache/commons/math/transform/FastHadamardTransformer.java
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    svn:keywords = Author Date Id Revision

Modified: commons/proper/math/trunk/src/site/xdoc/changes.xml
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/site/xdoc/changes.xml?rev=729670&r1=729669&r2=729670&view=diff
==============================================================================
--- commons/proper/math/trunk/src/site/xdoc/changes.xml (original)
+++ commons/proper/math/trunk/src/site/xdoc/changes.xml Sat Dec 27 12:24:05 2008
@@ -39,6 +39,9 @@
   </properties>
   <body>
     <release version="2.0" date="TBD" description="TBD">
+      <action dev="luc" type="add" issue="MATH-215" due-to="Bernhard Grünewaldt">
+        Added Fast Hadamard Transform.
+      </action>
       <action dev="luc" type="add" issue="MATH-236" due-to="Bernhard Grünewaldt">
         Added nth root computation for complex numbers.
       </action>

Modified: commons/proper/math/trunk/src/site/xdoc/userguide/transform.xml
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/site/xdoc/userguide/transform.xml?rev=729670&r1=729669&r2=729670&view=diff
==============================================================================
--- commons/proper/math/trunk/src/site/xdoc/userguide/transform.xml (original)
+++ commons/proper/math/trunk/src/site/xdoc/userguide/transform.xml Sat Dec 27 12:24:05 2008
@@ -34,6 +34,7 @@
            <li><code>FastFourierTransformer</code> (produces <code>Complex</code> results)</li>
            <li><code>FastCosineTransformer</code> (produces real results)</li>
            <li><code>FastSineTransformer</code> (produces real results)</li>
+           <li><code>FastHadamardTransformer</code> (produces real results)</li>
          </ul>
       </p>
      </section>

Added: commons/proper/math/trunk/src/test/org/apache/commons/math/transform/FastHadamardTransformerTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/org/apache/commons/math/transform/FastHadamardTransformerTest.java?rev=729670&view=auto
==============================================================================
--- commons/proper/math/trunk/src/test/org/apache/commons/math/transform/FastHadamardTransformerTest.java (added)
+++ commons/proper/math/trunk/src/test/org/apache/commons/math/transform/FastHadamardTransformerTest.java Sat Dec 27 12:24:05 2008
@@ -0,0 +1,68 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *      http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math.transform;
+
+import junit.framework.TestCase;
+
+/**
+ * JUnit Test for HadamardTransformerTest
+ * @see org.apache.commons.math.transform.FastHadamardTransformer
+ */
+public final class FastHadamardTransformerTest extends TestCase {
+
+    /**
+     * Test of transformer for the a 8-point FHT (means n=8)
+     */
+    public void test8Points() {
+        checkTransform(new double[] { 1.0, 4.0, -2.0, 3.0, 0.0, 1.0, 4.0, -1.0 },
+                       new double[] { 10.0, -4.0, 2.0, -4.0, 2.0, -12.0, 6.0, 8.0 });
+    }
+
+    /**
+     * Test of transformer for the a 4-points FHT (means n=4)
+     */
+    public void test4Points() {
+        checkTransform(new double[] { 1.0, 2.0, 3.0, 4.0 },
+                       new double[] { 10.0, -2.0, -4.0, 0.0 });
+    }
+
+    /**
+     * Test of transformer for wrong number of points
+     */
+    public void test3Points() {
+        try {
+            new FastHadamardTransformer().transform(new double[3]);
+            fail("an exception should have been thrown");
+        } catch (IllegalArgumentException iae) {
+            // expected
+        }
+    }
+
+    private void checkTransform(double[]x, double[] y) {
+        // Initiate the transformer
+        FastHadamardTransformer transformer = new FastHadamardTransformer();
+
+        // transform input vector x to output vector
+        double result[] = transformer.transform(x);
+
+        for (int i=0;i<result.length;i++) {
+            // compare computed results to precomputed results
+            assertEquals(y[i], result[i]);
+        }
+    }
+    
+}

Propchange: commons/proper/math/trunk/src/test/org/apache/commons/math/transform/FastHadamardTransformerTest.java
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