path: root/zen/basic_math.h

// **************************************************************************
// * This file is part of the zenXML project. It is distributed under the   *
// * Boost Software License, Version 1.0. See accompanying file             *
// * LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt.       *
// * Copyright (C) 2011 ZenJu (zhnmju123 AT gmx.de)                         *
// **************************************************************************

#ifndef BASIC_MATH_HEADER_34726398432
#define BASIC_MATH_HEADER_34726398432

#include <algorithm>
#include <iterator>
#include <limits>
#include <functional>


namespace numeric
{
template <class T>
T abs(T value);

template <class T>
T dist(T a, T b);

template <class T>
int sign(T value); //returns -1/0/1

template <class T>
const T& min(const T& a, const T& b, const T& c);

template <class T>
const T& max(const T& a, const T& b, const T& c);

template <class T>
void confine(T& val, const T& minVal, const T& maxVal); //make sure minVal <= val && val <= maxVal

template <class InputIterator>
std::pair<InputIterator, InputIterator> minMaxElement(InputIterator first, InputIterator last);
template <class InputIterator, class Compare>
std::pair<InputIterator, InputIterator> minMaxElement(InputIterator first, InputIterator last, Compare comp);

template <class T>
bool isNull(T value);

int round(double d); //little rounding function

template <size_t N, class T>
T power(const T& value);

double radToDeg(double rad);    //convert unit [rad] into [°]
double degToRad(double degree); //convert unit [°] into [rad]

template <class InputIterator>
double arithmeticMean(InputIterator first, InputIterator last);

template <class RandomAccessIterator>
double median(RandomAccessIterator first, RandomAccessIterator last); //note: invalidates input range!

template <class InputIterator>
double stdDeviation(InputIterator first, InputIterator last, double* mean = NULL); //estimate standard deviation (and thereby arithmetic mean)

//median absolute deviation: "mad / 0.6745" is a robust measure for standard deviation of a normal distribution
template <class RandomAccessIterator>
double mad(RandomAccessIterator first, RandomAccessIterator last); //note: invalidates input range!


template <class InputIterator>
double norm2(InputIterator first, InputIterator last);

//constants
const double pi    = 3.14159265358979323846;
const double e     = 2.71828182845904523536;
const double sqrt2 = 1.41421356237309504880;
const double ln2   = 0.693147180559945309417;
//----------------------------------------------------------------------------------






















//################# inline implementation #########################
template <class T> inline
T abs(T value)
{
    return value < 0 ? -1 * value : value;
}

template <class T> inline
T dist(T a, T b)
{
    return a > b ? a - b : b - a;
}


template <class T> inline
int sign(T value) //returns -1/0/1
{
    return value < 0 ? -1 : (value > 0 ? 1 : 0);
}


template <class T> inline
const T& min(const T& a, const T& b, const T& c)
{
    return std::min(std::min(a, b), c);
}


template <class T> inline
const T& max(const T& a, const T& b, const T& c)
{
    return std::max(std::max(a, b), c);
}


template <class T> inline
void confine(T& val, const T& minVal, const T& maxVal)
{
    assert(minVal <= maxVal);
    if (val < minVal)
        val = minVal;
    else if (val > maxVal)
        val = maxVal;
}


template <class InputIterator, class Compare> inline
std::pair<InputIterator, InputIterator> minMaxElement(InputIterator first, InputIterator last, Compare comp)
{
    InputIterator lowest  = first;
    InputIterator largest = first;

    if (first != last)
        while (++first != last)
        {
            if (comp(*largest, *first))    // or: if (comp(*largest,*lowest)) for the comp version
                largest = first;
            else if (comp(*first, *lowest))
                lowest = first;
        }
    return std::make_pair(lowest, largest);
}


template <class InputIterator> inline
std::pair<InputIterator, InputIterator> minMaxElement(InputIterator first, InputIterator last)
{
    return minMaxElement(first, last, std::less<typename std::iterator_traits<InputIterator>::value_type>());
}


template <class T> inline
bool isNull(T value)
{
    return abs(value) <= std::numeric_limits<T>::epsilon(); //epsilon is 0 für integral types => less-equal
}


inline
int round(double d)
{
    return static_cast<int>(d < 0 ? d - 0.5 : d + 0.5);
}


namespace
{
template <size_t N, class T>
struct PowerImpl
{
    static T result(const T& value)
    {
        return PowerImpl<N - 1, T>::result(value) * value;
    }
};

template <class T>
struct PowerImpl<2, T>
{
    static T result(const T& value)
    {
        return value * value;
    }
};

template <class T>
struct PowerImpl<0, T>; //not defined: invalidates power<0> and power<1>

template <class T>
struct PowerImpl<10, T>; //not defined: invalidates power<N> for N >= 10
}

template <size_t N, class T> inline
T power(const T& value)
{
    return PowerImpl<N, T>::result(value);
}


inline
double radToDeg(double rad)
{
    return rad * 180.0 / numeric::pi;
}


inline
double degToRad(double degree)
{
    return degree * numeric::pi / 180.0;
}


template <class InputIterator> inline
double arithmeticMean(InputIterator first, InputIterator last)
{
    //low level implementation to avoid random-access requirement on iterator
    size_t n      = 0;
    double sum_xi = 0;

    for (; first != last; ++first, ++n)
        sum_xi += *first;

    return n == 0 ? 0 : sum_xi / n;
}


template <class RandomAccessIterator> inline
double median(RandomAccessIterator first, RandomAccessIterator last) //note: invalidates input range!
{
    const size_t n = last - first;
    if (n > 0)
    {
        std::nth_element(first, first + n / 2, last); //complexity: O(n)
        const double midVal = *(first + n / 2);

        if (n % 2 != 0)
            return midVal;
        else //n is even and >= 2 in this context: return mean of two middle values
            return 0.5 * (*std::max_element(first, first + n / 2) + midVal); //this operation is the reason why median() CANNOT support a comparison predicate!!!
    }
    return 0;
}


class LessMinusMedAbs : public std::binary_function<double, double, bool>
{
public:
    LessMinusMedAbs(double median) : median_(median) {}
    bool operator()(double lhs, double rhs) const
    {
        return abs(lhs - median_) < abs(rhs - median_);
    }
private:
    double median_;
};


template <class RandomAccessIterator> inline
double mad(RandomAccessIterator first, RandomAccessIterator last) //note: invalidates input range!
{
    //http://en.wikipedia.org/wiki/Median_absolute_deviation

    const size_t n = last - first;
    if (n > 0)
    {
        const double m = median(first, last);

        //the second median needs to operate on absolute residuals => avoid transforming input range as it may decrease precision!

        std::nth_element(first, first + n / 2, last, LessMinusMedAbs(m)); //complexity: O(n)
        const double midVal = abs(*(first + n / 2) - m);

        if (n % 2 != 0)
            return midVal;
        else //n is even and >= 2 in this context: return mean of two middle values
        {
            const double midVal2 = abs(*std::max_element(first, first + n / 2, LessMinusMedAbs(m)) - m);
            return 0.5 * (midVal2 + midVal);
        }
    }
    return 0;
}


template <class InputIterator> inline
double stdDeviation(InputIterator first, InputIterator last, double* arithMean)
{
    //implementation minimizing rounding errors, see: http://en.wikipedia.org/wiki/Standard_deviation
    //combined with techinque avoiding overflow, see: http://www.netlib.org/blas/dnrm2.f -> only 10% performance degregation

    size_t n     = 0;
    double mean  = 0;
    double q     = 0;
    double scale = 1;

    for (; first != last; ++first)
    {
        ++n;
        const double val = *first - mean;

        if (abs(val) > scale)
        {
            q = (n - 1.0) / n + q * power<2>(scale / val);
            scale = abs(val);
        }
        else
            q += (n - 1.0) * power<2>(val / scale) / n;

        mean += val / n;
    }

    if (arithMean)
        *arithMean = mean;

    return n <= 1 ? 0 : std::sqrt(q / (n - 1)) * scale;
}


template <class InputIterator> inline
double norm2(InputIterator first, InputIterator last)
{
    double result = 0;
    double scale  = 1;
    for (; first != last; ++first)
    {
        const double tmp = abs(*first);
        if (tmp > scale)
        {
            result = 1 + result * power<2>(scale / tmp);
            scale = tmp;
        }
        else
            result += power<2>(tmp / scale);
    }
    return std::sqrt(result) * scale;
}
}

#endif //BASIC_MATH_HEADER_34726398432