/* * 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 org.apache.commons.math.exception.MathUserException; import org.apache.commons.math.MathRuntimeException; import org.apache.commons.math.analysis.UnivariateRealFunction; import org.apache.commons.math.exception.util.LocalizedFormats; /** * 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. * <p>In addition to transformation of real vectors, the Hadamard transform can * transform integer vectors into integer vectors. However, this integer transform * cannot be inverted directly. Due to a scaling factor it may lead to rational results. * As an example, the inverse transform of integer vector (0, 1, 0, 1) is rational * vector (1/2, -1/2, 0, 0).</p> * @version $Id: FastHadamardTransformer.java 1131229 2011-06-03 20:49:25Z luc $ * @since 2.0 */ public class FastHadamardTransformer implements RealTransformer { /** {@inheritDoc} */ public double[] transform(double f[]) throws IllegalArgumentException { return fht(f); } /** {@inheritDoc} */ public double[] transform(UnivariateRealFunction f, double min, double max, int n) throws MathUserException, IllegalArgumentException { return fht(FastFourierTransformer.sample(f, min, max, n)); } /** {@inheritDoc} */ public double[] inversetransform(double f[]) throws IllegalArgumentException { return FastFourierTransformer.scaleArray(fht(f), 1.0 / f.length); } /** {@inheritDoc} */ public double[] inversetransform(UnivariateRealFunction f, double min, double max, int n) throws MathUserException, IllegalArgumentException { final double[] unscaled = fht(FastFourierTransformer.sample(f, min, max, n)); return FastFourierTransformer.scaleArray(unscaled, 1.0 / n); } /** * Transform the given real data set. * <p>The integer transform cannot be inverted directly, due to a scaling * factor it may lead to double results.</p> * @param f the integer data array to be transformed (signal) * @return the integer transformed array (spectrum) * @throws IllegalArgumentException if any parameters are invalid */ public int[] transform(int f[]) throws IllegalArgumentException { return fht(f); } /** * 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 * @exception IllegalArgumentException if input array is not a power of 2 */ protected double[] fht(double x[]) throws IllegalArgumentException { // n is the row count of the input vector x final int n = x.length; final int halfN = n / 2; // n has to be of the form n = 2^p !! if (!FastFourierTransformer.isPowerOf2(n)) { throw MathRuntimeException.createIllegalArgumentException( LocalizedFormats.NOT_POWER_OF_TWO, 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 = 1; j < n; j <<= 1) { // switch columns final double[] yTmp = yCurrent; yCurrent = yPrevious; yPrevious = yTmp; // iterate from top to bottom (row) for (int i = 0; i < halfN; ++i) { // D<sub>top</sub> // The top part works with addition final int twoI = 2 * i; yCurrent[i] = yPrevious[twoI] + yPrevious[twoI + 1]; } for (int i = halfN; i < n; ++i) { // D<sub>bottom</sub> // The bottom part works with subtraction final int twoI = 2 * i; yCurrent[i] = yPrevious[twoI - n] - yPrevious[twoI - n + 1]; } } // return the last computed output vector y return yCurrent; } /** * The FHT (Fast Hadamard Transformation) which uses only subtraction and addition. * @param x input vector * @return y output vector * @exception IllegalArgumentException if input array is not a power of 2 */ protected int[] fht(int x[]) throws IllegalArgumentException { // n is the row count of the input vector x final int n = x.length; final int halfN = n / 2; // n has to be of the form n = 2^p !! if (!FastFourierTransformer.isPowerOf2(n)) { throw MathRuntimeException.createIllegalArgumentException( LocalizedFormats.NOT_POWER_OF_TWO, 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. int[] yPrevious = new int[n]; int[] yCurrent = x.clone(); // iterate from left to right (column) for (int j = 1; j < n; j <<= 1) { // switch columns final int[] yTmp = yCurrent; yCurrent = yPrevious; yPrevious = yTmp; // iterate from top to bottom (row) for (int i = 0; i < halfN; ++i) { // D<sub>top</sub> // The top part works with addition final int twoI = 2 * i; yCurrent[i] = yPrevious[twoI] + yPrevious[twoI + 1]; } for (int i = halfN; i < n; ++i) { // D<sub>bottom</sub> // The bottom part works with subtraction final int twoI = 2 * i; yCurrent[i] = yPrevious[twoI - n] - yPrevious[twoI - n + 1]; } } // return the last computed output vector y return yCurrent; } }