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// David Eberly, Geometric Tools, Redmond WA 98052
// Copyright (c) 1998-2021
// Distributed under the Boost Software License, Version 1.0.
// https://www.boost.org/LICENSE_1_0.txt
// https://www.geometrictools.com/License/Boost/LICENSE_1_0.txt
// Version: 4.0.2019.08.13
#pragma once
#include <Mathematics/ApprQuery.h>
#include <Mathematics/GMatrix.h>
#include <array>
// Fit the data with a polynomial of the form
// w = sum_{i=0}^{n-1} c[i]*x^{p[i]}*y^{q[i]}
// where <p[i],q[i]> are distinct pairs of nonnegative powers provided by the
// caller. A least-squares fitting algorithm is used, but the input data is
// first mapped to (x,y,w) in [-1,1]^3 for numerical robustness.
namespace gte
{
template <typename Real>
class ApprPolynomialSpecial3 : public ApprQuery<Real, std::array<Real, 3>>
{
public:
// Initialize the model parameters to zero. The degrees must be
// nonnegative and strictly increasing.
ApprPolynomialSpecial3(std::vector<int> const& xDegrees,
std::vector<int> const& yDegrees)
:
mXDegrees(xDegrees),
mYDegrees(yDegrees),
mParameters(mXDegrees.size() * mYDegrees.size(), (Real)0)
{
#if !defined(GTE_NO_LOGGER)
LogAssert(mXDegrees.size() == mYDegrees.size(),
"The input arrays must have the same size.");
LogAssert(mXDegrees.size() > 0, "The input array must have elements.");
int lastDegree = -1;
for (auto degree : mXDegrees)
{
LogAssert(degree > lastDegree, "Degrees must be increasing.");
lastDegree = degree;
}
LogAssert(mYDegrees.size() > 0, "The input array must have elements.");
lastDegree = -1;
for (auto degree : mYDegrees)
{
LogAssert(degree > lastDegree, "Degrees must be increasing.");
lastDegree = degree;
}
#endif
mXDomain[0] = std::numeric_limits<Real>::max();
mXDomain[1] = -mXDomain[0];
mYDomain[0] = std::numeric_limits<Real>::max();
mYDomain[1] = -mYDomain[0];
mWDomain[0] = std::numeric_limits<Real>::max();
mWDomain[1] = -mWDomain[0];
mScale[0] = (Real)0;
mScale[1] = (Real)0;
mScale[2] = (Real)0;
mInvTwoWScale = (Real)0;
// Powers of x and y are computed up to twice the powers when
// constructing the fitted polynomial. Powers of x and y are
// computed up to the powers for the evaluation of the fitted
// polynomial.
mXPowers.resize(2 * mXDegrees.back() + 1);
mXPowers[0] = (Real)1;
mYPowers.resize(2 * mYDegrees.back() + 1);
mYPowers[0] = (Real)1;
}
// Basic fitting algorithm. See ApprQuery.h for the various Fit(...)
// functions that you can call.
virtual bool FitIndexed(
size_t numObservations, std::array<Real, 3> const* observations,
size_t numIndices, int const* indices) override
{
if (this->ValidIndices(numObservations, observations, numIndices, indices))
{
// Transform the observations to [-1,1]^3 for numerical
// robustness.
std::vector<std::array<Real, 3>> transformed;
Transform(observations, numIndices, indices, transformed);
// Fit the transformed data using a least-squares algorithm.
return DoLeastSquares(transformed);
}
std::fill(mParameters.begin(), mParameters.end(), (Real)0);
return false;
}
// Get the parameters for the best fit.
std::vector<Real> const& GetParameters() const
{
return mParameters;
}
virtual size_t GetMinimumRequired() const override
{
return mParameters.size();
}
// Compute the model error for the specified observation for the
// current model parameters. The returned value for observation
// (x0,y0,w0) is |w(x0,y0) - w0|, where w(x,y) is the fitted
// polynomial.
virtual Real Error(std::array<Real, 3> const& observation) const override
{
Real w = Evaluate(observation[0], observation[1]);
Real error = std::fabs(w - observation[2]);
return error;
}
virtual void CopyParameters(ApprQuery<Real, std::array<Real, 3>> const* input) override
{
auto source = dynamic_cast<ApprPolynomialSpecial3 const*>(input);
if (source)
{
*this = *source;
}
}
// Evaluate the polynomial. The domain interval is provided so you can
// interpolate ((x,y) in domain) or extrapolate ((x,y) not in domain).
std::array<Real, 2> const& GetXDomain() const
{
return mXDomain;
}
std::array<Real, 2> const& GetYDomain() const
{
return mYDomain;
}
Real Evaluate(Real x, Real y) const
{
// Transform (x,y) to (x',y') in [-1,1]^2.
x = (Real)-1 + (Real)2 * mScale[0] * (x - mXDomain[0]);
y = (Real)-1 + (Real)2 * mScale[1] * (y - mYDomain[0]);
// Compute relevant powers of x and y.
int jmax = mXDegrees.back();
for (int j = 1; j <= jmax; ++j)
{
mXPowers[j] = mXPowers[j - 1] * x;
}
jmax = mYDegrees.back();
for (int j = 1; j <= jmax; ++j)
{
mYPowers[j] = mYPowers[j - 1] * y;
}
Real w = (Real)0;
int isup = static_cast<int>(mXDegrees.size());
for (int i = 0; i < isup; ++i)
{
Real xp = mXPowers[mXDegrees[i]];
Real yp = mYPowers[mYDegrees[i]];
w += mParameters[i] * xp * yp;
}
// Transform w from [-1,1] back to the original space.
w = (w + (Real)1) * mInvTwoWScale + mWDomain[0];
return w;
}
private:
// Transform the (x,y,w) values to (x',y',w') in [-1,1]^3.
void Transform(std::array<Real, 3> const* observations, size_t numIndices,
int const* indices, std::vector<std::array<Real, 3>> & transformed)
{
int numSamples = static_cast<int>(numIndices);
transformed.resize(numSamples);
std::array<Real, 3> omin = observations[indices[0]];
std::array<Real, 3> omax = omin;
std::array<Real, 3> obs;
int s, i;
for (s = 1; s < numSamples; ++s)
{
obs = observations[indices[s]];
for (i = 0; i < 3; ++i)
{
if (obs[i] < omin[i])
{
omin[i] = obs[i];
}
else if (obs[i] > omax[i])
{
omax[i] = obs[i];
}
}
}
mXDomain[0] = omin[0];
mXDomain[1] = omax[0];
mYDomain[0] = omin[1];
mYDomain[1] = omax[1];
mWDomain[0] = omin[2];
mWDomain[1] = omax[2];
for (i = 0; i < 3; ++i)
{
mScale[i] = (Real)1 / (omax[i] - omin[i]);
}
for (s = 0; s < numSamples; ++s)
{
obs = observations[indices[s]];
for (i = 0; i < 3; ++i)
{
transformed[s][i] = (Real)-1 + (Real)2 * mScale[i] * (obs[i] - omin[i]);
}
}
mInvTwoWScale = (Real)0.5 / mScale[2];
}
// The least-squares fitting algorithm for the transformed data.
bool DoLeastSquares(std::vector<std::array<Real, 3>> & transformed)
{
// Set up a linear system A*X = B, where X are the polynomial
// coefficients.
int size = static_cast<int>(mXDegrees.size());
GMatrix<Real> A(size, size);
A.MakeZero();
GVector<Real> B(size);
B.MakeZero();
int numSamples = static_cast<int>(transformed.size());
int twoMaxXDegree = 2 * mXDegrees.back();
int twoMaxYDegree = 2 * mYDegrees.back();
int row, col;
for (int i = 0; i < numSamples; ++i)
{
// Compute relevant powers of x and y.
Real x = transformed[i][0];
Real y = transformed[i][1];
Real w = transformed[i][2];
for (int j = 1; j <= 2 * twoMaxXDegree; ++j)
{
mXPowers[j] = mXPowers[j - 1] * x;
}
for (int j = 1; j <= 2 * twoMaxYDegree; ++j)
{
mYPowers[j] = mYPowers[j - 1] * y;
}
for (row = 0; row < size; ++row)
{
// Update the upper-triangular portion of the symmetric
// matrix.
Real xp, yp;
for (col = row; col < size; ++col)
{
xp = mXPowers[mXDegrees[row] + mXDegrees[col]];
yp = mYPowers[mYDegrees[row] + mYDegrees[col]];
A(row, col) += xp * yp;
}
// Update the right-hand side of the system.
xp = mXPowers[mXDegrees[row]];
yp = mYPowers[mYDegrees[row]];
B[row] += xp * yp * w;
}
}
// Copy the upper-triangular portion of the symmetric matrix to
// the lower-triangular portion.
for (row = 0; row < size; ++row)
{
for (col = 0; col < row; ++col)
{
A(row, col) = A(col, row);
}
}
// Precondition by normalizing the sums.
Real invNumSamples = (Real)1 / (Real)numSamples;
A *= invNumSamples;
B *= invNumSamples;
// Solve for the polynomial coefficients.
GVector<Real> coefficients = Inverse(A) * B;
bool hasNonzero = false;
for (int i = 0; i < size; ++i)
{
mParameters[i] = coefficients[i];
if (coefficients[i] != (Real)0)
{
hasNonzero = true;
}
}
return hasNonzero;
}
std::vector<int> mXDegrees, mYDegrees;
std::vector<Real> mParameters;
// Support for evaluation. The coefficients were generated for the
// samples mapped to [-1,1]^3. The Evaluate() function must
// transform (x,y) to (x',y') in [-1,1]^2, compute w' in [-1,1], then
// transform w' to w.
std::array<Real, 2> mXDomain, mYDomain, mWDomain;
std::array<Real, 3> mScale;
Real mInvTwoWScale;
// This array is used by Evaluate() to avoid reallocation of the
// 'vector's for each call. The members are mutable because, to the
// user, the call to Evaluate does not modify the polynomial.
mutable std::vector<Real> mXPowers, mYPowers;
};
}