From Matlab to C++ Eigen matrix operations - vector normalization - c++

Converting some Matlab code to C++.
Questions (how to in C++):
Concatenate two vectors in a matrix. (already found the solution)
Normalize each array ("pts" col) dividing it by its 3rd value
Matlab code for 1 and 2:
% 1. A 3x1 vector. d0, d1 double.
B = [d0*A (d0+d1)*A]; % B is 3x2
% 2. Normalize a set of 3D points
% Divide each col by its 3rd value
% pts 3xN. C 3xN.
% If N = 1 you can do: C = pts./pts(3); if not:
C = bsxfun(#rdivide, pts, pts(3,:));
C++ code for 1 and 2:
// 1. Found the solution for that one!
B << d0*A, (d0 + d1)*A;
// 2.
for (int i=0, i<N; i++)
{
// Something like this, but Eigen may have a better solution that I don't know.
C.block<3,1>(0,i) = C.block<3,1>(0,i)/C(0,i);
}
Edit:
I hope the question is more clear now².

For #2:
C = C.array().rowwise() / C.row(2).array();
Only arrays have multiplication and division operators defined for row and column partial reductions. The array converts back to a matrix when you assign it back into C

Related

Normalizing 2D lines in Eigen C++

A line in the 2D plane can be represented with the implicit equation
f(x,y) = a*x + b*y + c = 0
= dot((a,b,c),(x,y,1))
If a^2 + b^2 = 1, then f is considered normalized and f(x,y) gives you the Euclidean (signed) distance to the line.
Say you are given a 3xK matrix (in Eigen) where each column represents a line:
Eigen::Matrix<float,3,Eigen::Dynamic> lines;
and you wish to normalize all K lines. Currently I do this a follows:
for (size_t i = 0; i < K; i++) { // for each column
const float s = lines.block(0,i,2,1).norm(); // s = sqrt(a^2 + b^2)
lines.col(i) /= s; // (a, b, c) /= s
}
I know there must be a more clever and efficient method for this that does not require looping. Any ideas?
EDIT: The following turns out being slower for optimized code... hmmm..
Eigen::VectorXf scales = lines.block(0,0,2,K).colwise().norm().cwiseInverse()
lines *= scales.asDiagonal()
I assume that this as something to do with creating KxK matrix scales.asDiagonal().
P.S. I could use Eigen::Hyperplane somehow, but the docs seem little opaque.

A better way to access n-d array element with a 1-d index array in C++?

Recently, I'm doing something about C++ pointers, I got this question when I want to access elements in multi-dimensional array with a 1-dimensional array which contains index.
Say I have a array arr, which is a 4-dimensional array with all elements set to 0 except for arr[1][2][3][4] is 1, and a array idx which contains index in every dimension for arr, I can access this element by using arr[idx[0]][idx[1]][idx[2]][idx[3]], or by using *(*(*(*(arr + idx[0]) + idx[1]) + idx[2]) + idx[3]).
The question comes with when n is large, this would be not so good, so I wonder if there is a better way to work with multi-dimensional accessing?
#include <bits/stdc++.h>
using namespace std;
#define N 10
int main()
{
int arr[N][N][N][N] = {0};
int idx[4] = {1, 2, 3, 4};
arr[1][2][3][4] = 1;
cout<<"Expected: "<<arr[1][2][3][4]<<" at "<<&arr[1][2][3][4]<<endl;
cout<<"Got with ****: ";
cout<<*(*(*(*(arr + idx[0]) + idx[1]) + idx[2]) + idx[3])<<endl;
return 0;
}
output
Expected: 1 at 0x7fff54c61f28
Got with ****: 1
The way you constructor your algorithm for indexing a multi dimensional array will vary depending on the language of choice; you have tagged this question with both C and C++. I will stick with the latter since my answer would pertain to C++. For a little while now I've been working on something similar but different so this becomes an interesting question as I was building a multipurpose multidimensional matrix class template.
What I have discovered about higher levels of multi dimensional vectors and matrices is that the order of 3 repetitiously works miracles in understanding the nature of higher dimensions. Think of this in the geometrical perspective before considering the algorithmic software implementation side of it.
Mathematically speaking Let's consider the lowest dimension of 0 with the first shape that is a 0 Dimensional object. This happens to be any arbitrary point where this point can have an infinite amount of coordinate location properties. Points such as p0(0), p1(1), p2(2,2), p3(3,3,3),... pn(n,n,...n) where each of these objects point to a specific locale with the defined number of dimensional attributes. This means that there is no linear distance such as length, width, or height and conversely a magnitude in any direction or dimension where this shape or object that has no bounds of magnitude does not define any area, volume or higher dimensions of volume. Also with these 0 dimensional points there is no awareness of direction which also implies that there is no angle of rotation that defines magnitude. Another thing to consider is that any arbitrary point is also the zero vector. Another thing to help in understand this is by the use of algebraic polynomials such that f(x) = mx+b which is linear is a One Dimensional equation, shape(in this case a line) or graph, f(x) = x^2 is Two Dimensional, f(x) = x^3 is Three Dimensional, f(x) = x^4 is Four Dimensional and so on up to f(x) = x^n where this would be N Dimensional. Length or Magnitude, Direction or Angle of Rotation, Area, Volume, and others can not be defined until you relate two distinct points to give you at least 1 line segment or vector with a specified direction. Once you have an implied direction you then have slope.
When looking at operations in mathematics the simplest is addition and it is nothing more than a linear translation and once you introduce addition you also introduce all other operations such as subtraction, multiplication, division, powers, and radicals; once you have multiplication and division you define rotation, angles of rotation, area, volume, rates of change, slope (also tangent function), which thus defines geometry and trigonometry which then also leads into integrations and derivatives. Yes, we have all had our math lessons but I think that this is important in to understanding how to construct the relationships of one order of magnitude to another, which then will help us to work through higher dimensional orders with ease once you know how to construct it. Once you can understand that even your higher orders of operations are nothing more than expansions of addition and subtraction you will begin to learn that their continuous operations are still linear in nature it is just that they expand into multiple dimensions.
Early I stated that the order of 3 repetitiously works miracles so let me explain my meaning. Since we perceive things on a daily basis in the perspective of 3D; we can only visualize 3 distinct vectors that are orthogonal to each other giving you our natural 3 Dimensions of Space such as Left & Right, Forward & Backward giving you the Horizontal axis and planes and Up & Down giving you the Vertical axis and planes. We can not visualize anything higher so dimensions of the order of x^4, x^5, x^6 etc... we can not visualize but yet they do exist. If we begin to look at the graphs of the mathematical polynomials we can begin to see a pattern between odd and even functions where x^4, x^6, x^8 are similar where they are nothing more than expansions of x^2 and functions of x^5, x^7 & x^9 are nothing more than expansions of x^3. So I consider the first few dimensions as normal: Zero - Point, 1st - Linear, 2nd - Area, and 3rd - Volume and as for the 4th and higher dimensions I call all of them Volumetric.
So if you see me use Volume then it relates directly to the 3rd Dimension where if I refer to Volumetric it relates to any Dimension higher than the 3rd. Now lets consider a matrix such that you have seen in regular algebra where the common matrices are defined by MxN. Well this is a 2D flat matrix that has M * N elements and this matrix also has an area of M * N as well. Let's expand to a higher dimensional matrix such as MxNxO this is a 3D Matrix with M * N * O elements and now has M * N * O Volume. So when you visualize this think of the MxN 2D part as being a page to a book and the O components represents each page of a book or slice of a box. The elements of these matrices can be anything from a simple value, to an applied operation, to an equation, system of equations, sets or just an arbitrary object as in a storage container. So now when we have a matrix that is of the 4th order such as MxNxOxP this now has a 4th dimensional aspect but the easiest way to visualize this is that This would be a 1 dimensional array or vector to where all of its P elements would be a 3D Matrix of a Volume of MxNxO. When you have a matrix of MxNxOxPxQ now you have a 2D Area Matrix of PxQ where each of those elements are a MxNxO Volume Matrix. Then again if you have a MxNxOxPxQxR you now have a 6th dimensional matrix and this time you have a 3D Volume Matrix where each of the PxQxR elements are in fact 3D Matrices of MxNxO. And once you go higher and higher this patter repeats and merges again. So the order of how arbitrary matrices behave is that these dimensionalities repeat: 1D are Linear Vectors or Matrices, 2D are Area or Planar Matrices and 3D is Volume Matrices and any thing of a higher repeats this process compressing the previous step of Volumes thus the terminology of Volumetric Matrices. Take a Look at this table:
// Order of Magnitude And groupings
-----------------------------------
Linear Area Volume
x^1 x^2 x^3
x^4 x^5 x^6
x^7 x^8 x^9
x^10 x^11 x^12
... ... ...
----------------------------------
Now it is just a matter of using a little bit of calculus to know which order of magnitude to index into which higher level of dimensionality. Once you know a specific dimension it is simple to take multiple derivatives to give you a linear expression; then traverse the space, then integrate to the same orders of the multiple derivatives to give the results. This should eliminate a good amount of intermediate work by at first ignoring the least significant lower dimensions in a high dimensional order. If you are working in something that has 12 dimensions you can assume that the first 3 dimensions that define the first set of volume is packed tight being an element to another 3D Volumetric Matrix and then once again that 2d order of Volumetric Matrix is itself an element of another 3D Volumetric Matrix. Thus we have a repeating pattern and now it's just a matter of apply this to construct an algorithm and once you have an algorithm; it should be quite easy to implement the methods in any programmable language. So you may have to have a 3 case switch to determine which algorithmic approach to use knowing the overall dimensionality of your matrix or n-d array where one handles orders of linearity, another to handle area, and the final to handle volumes and if they are 4th+ then the overall process becomes recursive in nature.
I figured out a way to solve this myself.
The idea is that use void * pointers, we know that every memory cell holds value or an address of a memory cell, so we can directly compute the offset of the target to the base address.
In this case, we use void *p = arr to get the base address of the n-d array, and then loop over the array idx, to calculate the offset.
For arr[10][10][10][10], the offset between arr[0] and arr[1] is 10 * 10 * 10 * sizeof(int), since arr is 4-d, arr[0] and arr[1] is 3-d, so there is 10 * 10 * 10 = 1000 elements between arr[0] and arr[1], after that, we should know that the offset between two void * adjacent addresses is 1 byte, so we should multiply sizeof(int) to get the correct offset, according to this, we finally get the exact address of the memory cell we want to access.
Finally, we have to cast void * pointer to int * pointer and access the address to get the correct int value, that's it!
With void *(not so good)
#include <bits/stdc++.h>
using namespace std;
#define N 10
int main()
{
int arr[N][N][N][N] = {0};
int idx[4] = {1, 2, 3, 4};
arr[1][2][3][4] = 1;
cout<<"Expected: "<<arr[1][2][3][4]<<" at "<<&arr[1][2][3][4]<<endl;
cout<<"Got with ****: ";
cout<<*(*(*(*(arr + idx[0]) + idx[1]) + idx[2]) + idx[3])<<endl;
void *p = arr;
for(int i = 0; i < 4; i++)
p += idx[i] * int(pow(10, 3-i)) * sizeof(int);
cout<<"Got with void *:";
cout<<*((int*)p)<<" at "<<p<<endl;
return 0;
}
Output
Expected: 1 at 0x7fff5e3a3f18
Got with ****: 1
Got with void *:1 at 0x7fff5e3a3f18
Notice:
There is a warning when compiling it, but I choose to ignore it.
test.cpp: In function 'int main()':
test.cpp:23:53: warning: pointer of type 'void *' used in arithmetic [-Wpointer-arith]
p += idx[i] * int(pow(10, 3-i)) * sizeof(int);
Use char * instead of void *(better)
Since we want to manipulate pointer byte by byte, it would be better to use char * to replace void *.
#include <bits/stdc++.h>
using namespace std;
#define N 10
int main()
{
int arr[N][N][N][N] = {0};
int idx[4] = {1, 2, 3, 4};
arr[1][2][3][4] = 1;
cout<<"Expected: "<<arr[1][2][3][4]<<" at "<<&arr[1][2][3][4]<<endl;
char *p = (char *)arr;
for(int i = 0; i < 4; i++)
p += idx[i] * int(pow(10, 3-i)) * sizeof(int);
cout<<"Got with char *:";
cout<<*((int*)p)<<" at "<<(void *)p<<endl;
return 0;
}
Output
Expected: 1 at 0x7fff4ffd7f18
Got with char *:1 at 0x7fff4ffd7f18
With int *(In this specific case)
I have been told it's not a good practice for void * used in arithmetic, it would be better to use int *, so I cast arr into int * pointer and also replace pow.
#include <bits/stdc++.h>
using namespace std;
#define N 10
int main()
{
int arr[N][N][N][N] = {0};
int idx[4] = {1, 2, 3, 4};
arr[1][2][3][4] = 1;
cout<<"Expected: "<<arr[1][2][3][4]<<" at "<<&arr[1][2][3][4]<<endl;
cout<<"Got with ****: ";
cout<<*(*(*(*(arr + idx[0]) + idx[1]) + idx[2]) + idx[3])<<endl;
int *p = (int *)arr;
int offset = 1e3;
for(int i = 0; i < 4; i++)
{
p += idx[i] * offset;
offset /= 10;
}
cout<<"Got with int *:";
cout<<*p<<" at "<<p<<endl;
return 0;
}
Output
Expected: 1 at 0x7fff5eaf9f08
Got with ****: 1
Got with int *:1 at 0x7fff5eaf9f08

Eigen matrix library coefficient-wise modulo operation

In one of the functions in the project I am working on, I need to find the remainder of each element of my eigen library matrix when divided by a given number. Here is the Matlab equivalent to what I want to do:
mod(X,num)
where X is the dividend matrix and num is the divisor.
What is the easiest way to achieve this?
You can use a C++11 lambda with unaryExpr:
MatrixXi A(4,4), B;
A.setRandom();
B = A.unaryExpr([](const int x) { return x%2; });
or:
int l = 2;
B = A.unaryExpr([&](const int x) { return x%l; });
For completeness, another solution would be to:
transform X to an eigen array (for coeffwise operations),
Apply the modulo formula a%b = a - (b * int(a/b))
C++ code that return an eigen array:
auto mod_array = X.array() - (num * (X.array()/num));
C++ code to get a matrix:
auto mod_matrix = (X.array() - (num * (X.array()/num))).matrix();
Note that, parentheses are important especially in (X.array()/num) as eigen will optimize (num * X.array()/num) to X.array() which is not what we expect.
The first version with eigen array is faster than version with unaryExpr.
The second version with matrix takes about the same time as version with unaryExpr.
If X contains float numbers, you will need to cast X.array() in (X.array()/num) to int

Simulating matlab's mldivide with OpenCV

I asked this question yesterday: Simulating matlab's mrdivide with 2 square matrices
And thats got mrdivide working. However now I'm having problems with mldivide, which is currently implemented as follows:
cv::Mat mldivide(const cv::Mat& A, const cv::Mat& B )
{
//return b * A.inv();
cv::Mat a;
cv::Mat b;
A.convertTo( a, CV_64FC1 );
B.convertTo( b, CV_64FC1 );
cv::Mat ret;
cv::solve( a, b, ret, cv::DECOMP_NORMAL );
cv::Mat ret2;
ret.convertTo( ret2, A.type() );
return ret2;
}
By my understanding the fact that mrdivide is working should mean that mldivide is working but I can't get it to give me the same results as matlab. Again the results are nothing alike.
Its worth noting I am trying to do a [19x19] \ [19x200] so not square matrices this time.
Like I've previously mentioned in your other question, I am using MATLAB along with mexopencv, that way I can easily compare the output of both MATLAB and OpenCV.
That said, I can't reproduce your problem: I generated randomly matrices, and repeated the comparison N=100 times. I'm running MATLAB R2015a with mexopencv compiled against OpenCV 3.0.0:
N = 100;
r = zeros(N,2);
d = zeros(N,1);
for i=1:N
% double precision, i.e CV_64F
A = randn(19,19);
B = randn(19,200);
x1 = A\B;
x2 = cv.solve(A,B); % this a MEX function that calls cv::solve
r(i,:) = [norm(A*x1-B), norm(A*x2-B)];
d(i) = norm(x1-x2);
end
All results agreed and the errors were very small in the order of 1e-11:
>> mean(r)
ans =
1.0e-12 *
0.2282 0.2698
>> mean(d)
ans =
6.5457e-12
(btw I also tried x2 = cv.solve(A,B, 'IsNormal',true); which sets the cv::DECOMP_NORMAL flag, and the results were not that different either).
This leads me to believe that either your matrices happen to accentuate some edge case in the OpenCV solver, where it failed to give a proper solution, or more likely you have a bug somewhere else in your code.
I'd start by double checking how you load your data, and especially watch out for how the matrices are laid out (obviously MATLAB is column-major, while OpenCV is row-major)...
Also you never told us anything about your matrices; do they exhibit a certain characteristic, are there any symmetries, are they mostly zeros, their rank, etc..
In OpenCV, the default solver method is LU factorization, and you have to explicitly change it yourself if appropriate. MATLAB on the hand will automatically choose a method that best suits the matrix A, and LU is just one of the possible decompositions.
EDIT (response to comments)
When using SVD decompositition in MATLAB, the sign of the left and right eigenvectors U and V is arbitrary (this really comes from the DGESVD LAPACK routine). In order to get consistent results, one convention is to require that the first element of each eigenvector be a certain sign, and multiplying each vector by +1 or -1 to flip the sign as appropriate. I would also suggest checking out eigenshuffle.
One more time, here is a test I did to confirm that I get similar results for SVD in MATLAB and OpenCV:
N = 100;
r = zeros(N,2);
d = zeros(N,3);
for i=1:N
% double precision, i.e CV_64F
A = rand(19);
% compute SVD in MATLAB, and apply sign convention
[U1,S1,V1] = svd(A);
sn = sign(U1(1,:));
U1 = bsxfun(#times, sn, U1);
V1 = bsxfun(#times, sn, V1);
r(i,1) = norm(U1*S1*V1' - A);
% compute SVD in OpenCV, and apply sign convention
[S2,U2,V2] = cv.SVD.Compute(A);
S2 = diag(S2);
sn = sign(U2(1,:));
U2 = bsxfun(#times, sn, U2);
V2 = bsxfun(#times, sn', V2)'; % Note: V2 was transposed w.r.t V1
r(i,2) = norm(U2*S2*V2' - A);
% compare
d(i,:) = [norm(V1-V2), norm(U1-U2), norm(S1-S2)];
end
Again, all results were very similar and the errors close to machine epsilon and negligible:
>> mean(r)
ans =
1.0e-13 *
0.3381 0.1215
>> mean(d)
ans =
1.0e-13 *
0.3113 0.3009 0.0578
One thing I'm not sure about in OpenCV, but MATLAB's svd function returns the singular values sorted in decreasing order (unlike the eig function), with the columns of the eigenvectors in corresponding order.
Now if the singular values in OpenCV are not guaranteed to be sorted for some reason, you have to do it manually as well if you want to compare the results against MATLAB, as in:
% not needed in MATLAB
[U,S,V] = svd(A);
[S, ord] = sort(diag(S), 'descend');
S = diag(S);
U = U(:,ord)
V = V(:,ord);

Total Least Squares algorithm in C/C++

Given a set of points P I need to find a line L that best approximates these points. I have tried to use the function gsl_fit_linear from the GNU scientific library. However my data set often contains points that have a line of best fit with undefined slope (x=c), thus gsl_fit_linear returns NaN. It is my understanding that it is best to use total least squares for this sort of thing because it is fast, robust and it gives the equation in terms of r and theta (so x=c can still be represented). I can't seem to find any C/C++ code out there currently for this problem. Does anyone know of a library or something that I can use? I've read a few research papers on this but the topic is still a little fizzy so I don't feel confident implementing my own.
Update:
I made a first attempt at programming my own with armadillo using the given code on this wikipedia page. Alas I have so far been unsuccessful.
This is what I have so far:
void pointsToLine(vector<Point> P)
{
Row<double> x(P.size());
Row<double> y(P.size());
for (int i = 0; i < P.size(); i++)
{
x << P[i].x;
y << P[i].y;
}
int m = P.size();
int n = x.n_cols;
mat Z = join_rows(x, y);
mat U;
vec s;
mat V;
svd(U, s, V, Z);
mat VXY = V(span(0, (n-1)), span(n, (V.n_cols-1)));
mat VYY = V(span(n, (V.n_rows-1)) , span(n, (V.n_cols-1)));
mat B = (-1*VXY) / VYY;
cout << B << endl;
}
the output from B is always 0.5504, Even when my data set changes. As well I thought that the output should be two values, so I'm definitely doing something very wrong.
Thanks!
To find the line that minimises the sum of the squares of the (orthogonal) distances from the line, you can proceed as follows:
The line is the set of points p+r*t where p and t are vectors to be found, and r varies along the line. We restrict t to be unit length. While there is another, simpler, description in two dimensions, this one works with any dimension.
The steps are
1/ compute the mean p of the points
2/ accumulate the covariance matrix C
C = Sum{ i | (q[i]-p)*(q[i]-p)' } / N
(where you have N points and ' denotes transpose)
3/ diagonalise C and take as t the eigenvector corresponding to the largest eigenvalue.
All this can be justified, starting from the (orthogonal) distance squared of a point q from a line represented as above, which is
d2(q) = q'*q - ((q-p)'*t)^2