/* * 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.math3.transform; import java.io.Serializable; import org.apache.commons.math3.analysis.FunctionUtils; import org.apache.commons.math3.analysis.UnivariateFunction; import org.apache.commons.math3.exception.MathIllegalArgumentException; import org.apache.commons.math3.exception.util.LocalizedFormats; import org.apache.commons.math3.util.ArithmeticUtils; /** * 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). * * @since 2.0 */ public class FastHadamardTransformer implements RealTransformer, Serializable { /** Serializable version identifier. */ static final long serialVersionUID = 20120211L; /** * {@inheritDoc} * * @throws MathIllegalArgumentException if the length of the data array is * not a power of two */ public double[] transform(final double[] f, final TransformType type) { if (type == TransformType.FORWARD) { return fht(f); } return TransformUtils.scaleArray(fht(f), 1.0 / f.length); } /** * {@inheritDoc} * * @throws org.apache.commons.math3.exception.NonMonotonicSequenceException * if the lower bound is greater than, or equal to the upper bound * @throws org.apache.commons.math3.exception.NotStrictlyPositiveException * if the number of sample points is negative * @throws MathIllegalArgumentException if the number of sample points is not a power of two */ public double[] transform(final UnivariateFunction f, final double min, final double max, final int n, final TransformType type) { return transform(FunctionUtils.sample(f, min, max, n), type); } /** * Returns the forward transform of the specified integer data set.The * integer transform cannot be inverted directly, due to a scaling factor * which may lead to double results. * * @param f the integer data array to be transformed (signal) * @return the integer transformed array (spectrum) * @throws MathIllegalArgumentException if the length of the data array is not a power of two */ public int[] transform(final int[] f) { return fht(f); } /** * The FHT (Fast Hadamard Transformation) which uses only subtraction and * addition. Requires {@code N * log2(N) = n * 2^n} additions. * * <h3>Short Table of manual calculation for N=8</h3> * <ol> * <li><b>x</b> is the input vector to be transformed,</li> * <li><b>y</b> is the output vector (Fast Hadamard transform of <b>x</b>),</li> * <li>a and b are helper rows.</li> * </ol> * <table align="center" border="1" cellpadding="3"> * <tbody align="center"> * <tr> * <th>x</th> * <th>a</th> * <th>b</th> * <th>y</th> * </tr> * <tr> * <th>x<sub>0</sub></th> * <td>a<sub>0</sub> = x<sub>0</sub> + x<sub>1</sub></td> * <td>b<sub>0</sub> = a<sub>0</sub> + a<sub>1</sub></td> * <td>y<sub>0</sub> = b<sub>0</sub >+ b<sub>1</sub></td> * </tr> * <tr> * <th>x<sub>1</sub></th> * <td>a<sub>1</sub> = x<sub>2</sub> + x<sub>3</sub></td> * <td>b<sub>0</sub> = a<sub>2</sub> + a<sub>3</sub></td> * <td>y<sub>0</sub> = b<sub>2</sub> + b<sub>3</sub></td> * </tr> * <tr> * <th>x<sub>2</sub></th> * <td>a<sub>2</sub> = x<sub>4</sub> + x<sub>5</sub></td> * <td>b<sub>0</sub> = a<sub>4</sub> + a<sub>5</sub></td> * <td>y<sub>0</sub> = b<sub>4</sub> + b<sub>5</sub></td> * </tr> * <tr> * <th>x<sub>3</sub></th> * <td>a<sub>3</sub> = x<sub>6</sub> + x<sub>7</sub></td> * <td>b<sub>0</sub> = a<sub>6</sub> + a<sub>7</sub></td> * <td>y<sub>0</sub> = b<sub>6</sub> + b<sub>7</sub></td> * </tr> * <tr> * <th>x<sub>4</sub></th> * <td>a<sub>0</sub> = x<sub>0</sub> - x<sub>1</sub></td> * <td>b<sub>0</sub> = a<sub>0</sub> - a<sub>1</sub></td> * <td>y<sub>0</sub> = b<sub>0</sub> - b<sub>1</sub></td> * </tr> * <tr> * <th>x<sub>5</sub></th> * <td>a<sub>1</sub> = x<sub>2</sub> - x<sub>3</sub></td> * <td>b<sub>0</sub> = a<sub>2</sub> - a<sub>3</sub></td> * <td>y<sub>0</sub> = b<sub>2</sub> - b<sub>3</sub></td> * </tr> * <tr> * <th>x<sub>6</sub></th> * <td>a<sub>2</sub> = x<sub>4</sub> - x<sub>5</sub></td> * <td>b<sub>0</sub> = a<sub>4</sub> - a<sub>5</sub></td> * <td>y<sub>0</sub> = b<sub>4</sub> - b<sub>5</sub></td> * </tr> * <tr> * <th>x<sub>7</sub></th> * <td>a<sub>3</sub> = x<sub>6</sub> - x<sub>7</sub></td> * <td>b<sub>0</sub> = a<sub>6</sub> - a<sub>7</sub></td> * <td>y<sub>0</sub> = b<sub>6</sub> - b<sub>7</sub></td> * </tr> * </tbody> * </table> * * <h3>How it works</h3> * <ol> * <li>Construct a matrix with {@code N} rows and {@code n + 1} columns, * {@code hadm[n+1][N]}.<br/> * <em>(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][N])</em></li> * <li>Place the input vector {@code x[N]} in the first column of the * matrix {@code hadm}.</li> * <li>The entries of the submatrix {@code D_top} are calculated as follows * <ul> * <li>{@code D_top} goes from entry {@code [0][1]} to * {@code [N / 2 - 1][n + 1]},</li> * <li>the columns of {@code D_top} are the pairwise mutually * exclusive sums of the previous column.</li> * </ul> * </li> * <li>The entries of the submatrix {@code D_bottom} are calculated as * follows * <ul> * <li>{@code D_bottom} goes from entry {@code [N / 2][1]} to * {@code [N][n + 1]},</li> * <li>the columns of {@code D_bottom} are the pairwise differences * of the previous column.</li> * </ul> * </li> * <li>The consputation of {@code D_top} and {@code D_bottom} are best * understood with the above example (for {@code N = 8}). * <li>The output vector {@code y} is now in the last column of * {@code hadm}.</li> * <li><em>Algorithm from <a href="http://www.archive.chipcenter.com/dsp/DSP000517F1.html">chipcenter</a>.</em></li> * </ol> * <h3>Visually</h3> * <table border="1" align="center" cellpadding="3"> * <tbody align="center"> * <tr> * <td></td><th>0</th><th>1</th><th>2</th><th>3</th> * <th>…</th> * <th>n + 1</th> * </tr> * <tr> * <th>0</th> * <td>x<sub>0</sub></td> * <td colspan="5" rowspan="5" align="center" valign="middle"> * ↑<br/> * ← D<sub>top</sub> →<br/> * ↓ * </td> * </tr> * <tr><th>1</th><td>x<sub>1</sub></td></tr> * <tr><th>2</th><td>x<sub>2</sub></td></tr> * <tr><th>…</th><td>…</td></tr> * <tr><th>N / 2 - 1</th><td>x<sub>N/2-1</sub></td></tr> * <tr> * <th>N / 2</th> * <td>x<sub>N/2</sub></td> * <td colspan="5" rowspan="5" align="center" valign="middle"> * ↑<br/> * ← D<sub>bottom</sub> →<br/> * ↓ * </td> * </tr> * <tr><th>N / 2 + 1</th><td>x<sub>N/2+1</sub></td></tr> * <tr><th>N / 2 + 2</th><td>x<sub>N/2+2</sub></td></tr> * <tr><th>…</th><td>…</td></tr> * <tr><th>N</th><td>x<sub>N</sub></td></tr> * </tbody> * </table> * * @param x the real data array to be transformed * @return the real transformed array, {@code y} * @throws MathIllegalArgumentException if the length of the data array is not a power of two */ protected double[] fht(double[] x) throws MathIllegalArgumentException { final int n = x.length; final int halfN = n / 2; if (!ArithmeticUtils.isPowerOfTwo(n)) { throw new MathIllegalArgumentException( LocalizedFormats.NOT_POWER_OF_TWO, Integer.valueOf(n)); } /* * Instead of creating a matrix with p+1 columns and n rows, we use two * one dimension arrays which we are used 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) { // Dtop: 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) { // Dbottom: the bottom part works with subtraction final int twoI = 2 * i; yCurrent[i] = yPrevious[twoI - n] - yPrevious[twoI - n + 1]; } } return yCurrent; } /** * Returns the forward transform of the specified integer data set. The FHT * (Fast Hadamard Transform) uses only subtraction and addition. * * @param x the integer data array to be transformed * @return the integer transformed array, {@code y} * @throws MathIllegalArgumentException if the length of the data array is not a power of two */ protected int[] fht(int[] x) throws MathIllegalArgumentException { final int n = x.length; final int halfN = n / 2; if (!ArithmeticUtils.isPowerOfTwo(n)) { throw new MathIllegalArgumentException( LocalizedFormats.NOT_POWER_OF_TWO, Integer.valueOf(n)); } /* * Instead of creating a matrix with p+1 columns and n rows, we use two * one dimension arrays which we are used 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) { // Dtop: 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) { // Dbottom: 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; } }