// Copyright 2018-2019 Espressif Systems (Shanghai) PTE LTD // // Licensed 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. #include #include #include "mat.h" #include "esp_log.h" #include "dsps_math.h" #include "dspm_mult.h" #include using std::ostream; using std::istream; using std::endl; namespace dspm { float Mat::abs_tol = 1e-10; Mat::Mat(int rows, int cols) { ESP_LOGD("Mat", "Mat(%i, %i)", rows, cols); this->rows = rows; this->cols = cols; allocate(); memset(this->data, 0, this->length * sizeof(float)); } Mat::Mat(float *data, int rows, int cols) { ESP_LOGD("Mat", "Mat(data, %i, %i)", rows, cols); this->ext_buff = true; this->rows = rows; this->cols = cols; this->data = data; this->length = this->rows * this->cols; memcpy(this->data, data, this->length * sizeof(float)); } Mat::Mat() { this->rows = 1; this->cols = 1; ESP_LOGD("Mat", "Mat()"); allocate(); this->data[0] = 0; } Mat::~Mat() { ESP_LOGD("Mat", "~Mat(%i, %i), ext_buff=%i, data=0x%8.8x", this->rows, this->cols, this->ext_buff, (uint32_t)this->data); if (false == this->ext_buff) { delete data; } } Mat::Mat(const Mat &m) { this->rows = m.rows; this->cols = m.cols; allocate(); memcpy(this->data, m.data, this->length * sizeof(float)); } Mat &Mat::operator=(const Mat &m) { if (this == &m) { return *this; } if (this->rows != m.rows || this->cols != m.cols) { if (!this->ext_buff) { delete this->data; } this->ext_buff = false; this->rows = m.rows; this->cols = m.cols; allocate(); } memcpy(this->data, m.data, this->length * sizeof(float)); return *this; } Mat &Mat::operator+=(const Mat &m) { dsps_add_f32(this->data, m.data, this->data, this->length, 1, 1, 1); return *this; } Mat &Mat::operator+=(float C) { dsps_addc_f32_ansi(this->data, this->data, this->length, C, 1, 1); return *this; } Mat &Mat::operator-=(const Mat &m) { dsps_sub_f32(this->data, m.data, this->data, this->length, 1, 1, 1); return *this; } Mat &Mat::operator-=(float C) { dsps_addc_f32_ansi(this->data, this->data, this->length, -C, 1, 1); return *this; } Mat &Mat::operator*=(const Mat &m) { Mat temp = *this; dspm_mult_f32(temp.data, m.data, this->data, temp.rows, temp.cols, m.cols); return (*this); } Mat &Mat::operator*=(float num) { dsps_mulc_f32_ansi(this->data, this->data, this->length, num, 1, 1); return *this; } Mat &Mat::operator/=(float num) { dsps_mulc_f32_ansi(this->data, this->data, this->length, 1 / num, 1, 1); return *this; } Mat &Mat::operator/=(const Mat &B) { Mat temp = *this; *this = temp / B; return (*this); } Mat Mat::operator^(int num) { Mat temp(*this); return expHelper(temp, num); } void Mat::swapRows(int r1, int r2) { for (int i = 0; i < this->cols; i++) { float temp = this->data[r1 * this->cols + i]; this->data[r1 * this->cols + i] = this->data[r2 * this->cols + i]; this->data[r2 * this->cols + i] = temp; } } Mat Mat::t() { Mat ret(this->cols, this->rows); for (int i = 0; i < this->rows; ++i) { for (int j = 0; j < this->cols; ++j) { ret(j, i) = this->data[i * this->cols + j]; } } return ret; } Mat Mat::eye(int size) { Mat temp(size, size); for (int i = 0; i < temp.rows; ++i) { for (int j = 0; j < temp.cols; ++j) { if (i == j) { temp(i, j) = 1; } else { temp(i, j) = 0; } } } return temp; } Mat Mat::ones(int size) { Mat temp(size, size); for (int i = 0; i < temp.rows; ++i) { for (int j = 0; j < temp.cols; ++j) { temp(i, j) = 1; } } return temp; } void Mat::clear() { memset(this->data, 0, this->length * sizeof(float)); } Mat Mat::block(int startRow, int startCol, int blockRows, int blockCols) { Mat result(blockRows, blockCols); for (int i = 0; i < blockRows; ++i) { for (int j = 0; j < blockCols; ++j) { result(i, j) = (*this)(startRow + i, startCol + j); } } return result; } void Mat::normalize(void) { float sqr_norm = 0; for (int i = 0; i < this->rows; ++i) { for (int j = 0; j < this->cols; ++j) { sqr_norm += (*this)(i, j) * (*this)(i, j); } } sqr_norm = 1 / sqrtf(sqr_norm); *this *= sqr_norm; } float Mat::norm(void) { float sqr_norm = 0; for (int i = 0; i < this->rows; ++i) { for (int j = 0; j < this->cols; ++j) { sqr_norm += (*this)(i, j) * (*this)(i, j); } } sqr_norm = sqrtf(sqr_norm); return sqr_norm; } Mat Mat::solve(Mat A, Mat b) { // Gaussian elimination for (int i = 0; i < A.rows; ++i) { if (A(i, i) == 0) { // pivot 0 - error ESP_LOGW("Mat", "Error: the coefficient matrix has 0 as a pivot. Please fix the input and try again."); Mat err_result(0, 0); return err_result; } float a_ii = 1 / A(i, i); for (int j = i + 1; j < A.rows; ++j) { float a_ji = A(j, i) * a_ii; for (int k = i + 1; k < A.cols; ++k) { A(j, k) -= A(i, k) * a_ji; if ((A(j, k) < abs_tol) && (A(j, k) > -1 * abs_tol)) { A(j, k) = 0; } } b(j, 0) -= b(i, 0) * a_ji; if (A(j, 0) < abs_tol && A(j, 0) > -1 * abs_tol) { A(j, 0) = 0; } A(j, i) = 0; } } // Back substitution Mat x(b.rows, 1); x((x.rows - 1), 0) = b((x.rows - 1), 0) / A((x.rows - 1), (x.rows - 1)); if (x((x.rows - 1), 0) < abs_tol && x((x.rows - 1), 0) > -1 * abs_tol) { x((x.rows - 1), 0) = 0; } for (int i = x.rows - 2; i >= 0; --i) { float sum = 0; for (int j = i + 1; j < x.rows; ++j) { sum += A(i, j) * x(j, 0); } x(i, 0) = (b(i, 0) - sum) / A(i, i); if (x(i, 0) < abs_tol && x(i, 0) > -1 * abs_tol) { x(i, 0) = 0; } } return x; } Mat Mat::bandSolve(Mat A, Mat b, int k) { // optimized Gaussian elimination int bandsBelow = (k - 1) / 2; for (int i = 0; i < A.rows; ++i) { if (A(i, i) == 0) { // pivot 0 - error ESP_LOGW("Mat", "Error: the coefficient matrix has 0 as a pivot. Please fix the input and try again."); Mat err_result(b.rows, 1); memset(err_result.data, 0, b.rows * sizeof(float)); return err_result; } float a_ii = 1 / A(i, i); for (int j = i + 1; j < A.rows && j <= i + bandsBelow; ++j) { int k = i + 1; while ((k < A.cols) && (fabs(A(j, k)) > abs_tol)) { A(j, k) -= A(i, k) * (A(j, i) * a_ii); k++; } b(j, 0) -= b(i, 0) * (A(j, i) * a_ii); A(j, i) = 0; } } // Back substitution Mat x(b.rows, 1); x((x.rows - 1), 0) = b((x.rows - 1), 0) / A((x.rows - 1), (x.rows - 1)); for (int i = x.rows - 2; i >= 0; --i) { float sum = 0; for (int j = i + 1; j < x.rows; ++j) { sum += A(i, j) * x(j, 0); } x(i, 0) = (b(i, 0) - sum) / A(i, i); } return x; } Mat Mat::roots(Mat A, Mat y) { int n = A.cols + 1; Mat result(y.rows, 1); Mat g_m = Mat::augment(A, y); for (int j = 0; j < A.cols; j++) { float g_jj = 1 / g_m(j, j); for (int i = 0; i < A.cols; i++) { if (i != j) { float c = g_m(i, j) * g_jj; for (int k = 0; k < n; k++) { g_m(i, k) = g_m(i, k) - c * g_m(j, k); } } } } for (int i = 0; i < A.rows; i++) { result(i, 0) = g_m(i, A.cols) / g_m(i, i); } return result; } float Mat::dotProduct(Mat a, Mat b) { float sum = 0; for (int i = 0; i < a.rows; ++i) { sum += (a(i, 0) * b(i, 0)); } return sum; } Mat Mat::augment(Mat A, Mat B) { Mat AB(A.rows, A.cols + B.cols); for (int i = 0; i < AB.rows; ++i) { for (int j = 0; j < AB.cols; ++j) { if (j < A.cols) { AB(i, j) = A(i, j); } else { AB(i, j) = B(i, j - A.cols); } } } return AB; } Mat Mat::gaussianEliminate() { Mat Ab(*this); int rows = Ab.rows; int cols = Ab.cols; int Acols = cols - 1; int i = 0; // row tracker int j = 0; // column tracker // iterate through the rows while (i < rows) { // find a pivot for the row bool pivot_found = false; while (j < Acols && !pivot_found) { if (Ab(i, j) != 0) { // pivot not equal to 0 pivot_found = true; } else { // check for a possible swap int max_row = i; float max_val = 0; for (int k = i + 1; k < rows; ++k) { float cur_abs = Ab(k, j) >= 0 ? Ab(k, j) : -1 * Ab(k, j); if (cur_abs > max_val) { max_row = k; max_val = cur_abs; } } if (max_row != i) { Ab.swapRows(max_row, i); pivot_found = true; } else { j++; } } } // perform elimination as normal if pivot was found if (pivot_found) { for (int t = i + 1; t < rows; ++t) { for (int s = j + 1; s < cols; ++s) { Ab(t, s) = Ab(t, s) - Ab(i, s) * (Ab(t, j) / Ab(i, j)); if (Ab(t, s) < abs_tol && Ab(t, s) > -1 * abs_tol) { Ab(t, s) = 0; } } Ab(t, j) = 0; } } i++; j++; } return Ab; } Mat Mat::rowReduceFromGaussian() { Mat R(*this); int rows = R.rows; int cols = R.cols; int i = rows - 1; // row tracker int j = cols - 2; // column tracker // iterate through every row while (i >= 0) { // find the pivot column int k = j - 1; while (k >= 0) { if (R(i, k) != 0) { j = k; } k--; } // zero out elements above pivots if pivot not 0 if (R(i, j) != 0) { for (int t = i - 1; t >= 0; --t) { for (int s = 0; s < cols; ++s) { if (s != j) { R(t, s) = R(t, s) - R(i, s) * (R(t, j) / R(i, j)); if (R(t, s) < abs_tol && R(t, s) > -1 * abs_tol) { R(t, s) = 0; } } } R(t, j) = 0; } // divide row by pivot for (int k = j + 1; k < cols; ++k) { R(i, k) = R(i, k) / R(i, j); if (R(i, k) < abs_tol && R(i, k) > -1 * abs_tol) { R(i, k) = 0; } } R(i, j) = 1; } i--; j--; } return R; } Mat Mat::pinv() { Mat I = Mat::eye(this->rows); Mat AI = Mat::augment(*this, I); Mat U = AI.gaussianEliminate(); Mat IAInverse = U.rowReduceFromGaussian(); Mat AInverse(this->rows, this->cols); for (int i = 0; i < this->rows; ++i) { for (int j = 0; j < this->cols; ++j) { AInverse(i, j) = IAInverse(i, j + this->cols); } } return AInverse; } Mat Mat::cofactor(int row, int col, int n) { int i = 0, j = 0; Mat result(n, n); // Looping for each element of the matrix for (int r = 0; r < n; r++) { for (int c = 0; c < n; c++) { // Copying into temporary matrix only those element // which are not in given row and column if (r != row && c != col) { result(i, j++) = (*this)(r, c); // Row is filled, so increase row index and // reset col index if (j == this->rows - 1) { j = 0; i++; } } } } return result; } float Mat::det(int n) { float D = 0; // Initialize result // Base case : if matrix contains single element if (n == 1) { return (*this)(0, 0); } Mat temp(this->rows, this->rows); // To store cofactors int sign = 1; // To store sign multiplier // Iterate for each element of first row for (int f = 0; f < n; f++) { // Getting Cofactor of A[0][f] Mat temp = this->cofactor(0, f, n); D += (*this)(0, f) * temp.det(n - 1) * sign; // terms are to be added with alternate sign sign = -sign; } return D; } Mat Mat::adjoint() { Mat adj(this->rows, this->cols); if (this->rows == 1) { adj(0, 0) = 1; return adj; } // temp is used to store cofactors of A(,) int sign = 1; Mat temp(this->rows, this->cols); for (int i = 0; i < this->rows; i++) { for (int j = 0; j < this->cols; j++) { // Get cofactor of A(i,j) temp = this->cofactor( i, j, this->rows); // sign of adj(j,i) positive if sum of row // and column indexes is even. sign = ((i + j) % 2 == 0) ? 1 : -1; // Interchanging rows and columns to get the // transpose of the cofactor matrix adj(j, i) = (sign) * (temp.det(this->rows - 1)); } } return adj; } Mat Mat::inverse() { Mat result(this->rows, this->cols); // Find determinant of matrix float det = this->det(this->rows); if (det == 0) { //std::cout << "Singular matrix, can't find its inverse"; return result; } // Find adjoint Mat adj = this->adjoint(); // Find Inverse using formula "inverse(A) = adj(A)/det(A)" for (int i = 0; i < this->rows; i++) for (int j = 0; j < this->cols; j++) { result(i, j) = adj(i, j) / float(det); } return result; } void Mat::allocate() { this->ext_buff = false; this->length = this->rows * this->cols; data = new float[this->length]; ESP_LOGD("Mat", "allocate(%i) = 0x%8.8x", this->length, (uint32_t)this->data); } Mat Mat::expHelper(const Mat &m, int num) { if (num == 0) { return Mat::eye(m.rows); } else if (num == 1) { return m; } else if (num % 2 == 0) { // num is even return expHelper(m * m, num / 2); } else { // num is odd return m * expHelper(m * m, (num - 1) / 2); } } Mat operator+(const Mat &m1, const Mat &m2) { Mat temp(m1); return (temp += m2); } Mat operator+(const Mat &m1, float C) { Mat temp(m1); return (temp += C); } bool operator==(const Mat &m1, const Mat &m2) { if ((m1.cols != m2.cols) || (m1.rows != m2.rows)) { return false; } for (int i = 0 ; i < (m1.cols * m1.rows) ; i++) { if (m1.data[i] != m2.data[i]) { printf("Error: %i, m1.data=%f, m2.data=%f \n", i, m1.data[i], m2.data[i]); return false; } } return true; } Mat operator-(const Mat &m1, const Mat &m2) { Mat temp(m1); return (temp -= m2); } Mat operator-(const Mat &m1, float C) { Mat temp(m1); return (temp -= C); } Mat operator*(const Mat &m1, const Mat &m2) { Mat temp(m1.rows, m2.cols); dspm_mult_f32(m1.data, m2.data, temp.data, m1.rows, m1.cols, m2.cols); return temp; } Mat operator*(const Mat &m, float num) { Mat temp(m); return (temp *= num); } Mat operator*(float num, const Mat &m) { return (m * num); } Mat operator/(const Mat &m, float num) { Mat temp(m); return (temp /= num); } Mat operator/(const Mat &A, const Mat &B) { Mat temp(A); for (int i = 0; i < A.rows; ++i) { for (int j = 1; j < A.cols; ++j) { temp(i, j) = A(i, j) / B(i, j); } } return (temp); } ostream &operator<<(ostream &os, const Mat &m) { for (int i = 0; i < m.rows; ++i) { os << m(i, 0); for (int j = 1; j < m.cols; ++j) { os << " " << m(i, j); } os << endl; } return os; } istream &operator>>(istream &is, Mat &m) { for (int i = 0; i < m.rows; ++i) { for (int j = 0; j < m.cols; ++j) { is >> m(i, j); } } return is; } }