lagrange approximation -c++ - c++

I updated the code.
What i am trying to do is to hold every lagrange's coefficient values in pointer d.(for example for L1(x) d[0] would be "x-x2/x1-x2" ,d1 would be (x-x2/x1-x2)*(x-x3/x1-x3) etc.
My problem is
1) how to initialize d ( i did d[0]=(z-x[i])/(x[k]-x[i]) but i think it's not right the "d[0]"
2) how to initialize L_coeff. ( i am using L_coeff=new double[0] but am not sure if it's right.
The exercise is:
Find Lagrange's polynomial approximation for y(x)=cos(π x), x ∈−1,1 using 5 points
(x = -1, -0.5, 0, 0.5, and 1).
#include <iostream>
#include <cstdio>
#include <cstdlib>
#include <cmath>
using namespace std;
const double pi=3.14159265358979323846264338327950288;
// my function
double f(double x){
return (cos(pi*x));
}
//function to compute lagrange polynomial
double lagrange_polynomial(int N,double *x){
//N = degree of polynomial
double z,y;
double *L_coeff=new double [0];//L_coefficients of every Lagrange L_coefficient
double *d;//hold the polynomials values for every Lagrange coefficient
int k,i;
//computations for finding lagrange polynomial
//double sum=0;
for (k=0;k<N+1;k++){
for ( i=0;i<N+1;i++){
if (i==0) continue;
d[0]=(z-x[i])/(x[k]-x[i]);//initialization
if (i==k) L_coeff[k]=1.0;
else if (i!=k){
L_coeff[k]*=d[i];
}
}
cout <<"\nL("<<k<<") = "<<d[i]<<"\t\t\tf(x)= "<<f(x[k])<<endl;
}
}
int main()
{
double deg,result;
double *x;
cout <<"Give the degree of the polynomial :"<<endl;
cin >>deg;
for (int i=0;i<deg+1;i++){
cout <<"\nGive the points of interpolation : "<<endl;
cin >> x[i];
}
cout <<"\nThe Lagrange L_coefficients are: "<<endl;
result=lagrange_polynomial(deg,x);
return 0;
}
Here is an example of lagrange polynomial

As this seems to be homework, I am not going to give you an exhaustive answer, but rather try to send you on the right track.
How do you represent polynomials in a computer software? The intuitive version you want to archive as a symbolic expression like 3x^3+5x^2-4 is very unpractical for further computations.
The polynomial is defined fully by saving (and outputting) it's coefficients.
What you are doing above is hoping that C++ does some algebraic manipulations for you and simplify your product with a symbolic variable. This is nothing C++ can do without quite a lot of effort.
You have two options:
Either use a proper computer algebra system that can do symbolic manipulations (Maple or Mathematica are some examples)
If you are bound to C++ you have to think a bit more how the single coefficients of the polynomial can be computed. You programs output can only be a list of numbers (which you could, of course, format as a nice looking string according to a symbolic expression).
Hope this gives you some ideas how to start.
Edit 1
You still have an undefined expression in your code, as you never set any value to y. This leaves prod*=(y-x[i])/(x[k]-x[i]) as an expression that will not return meaningful data. C++ can only work with numbers, and y is no number for you right now, but you think of it as symbol.
You could evaluate the lagrange approximation at, say the value 1, if you would set y=1 in your code. This would give you the (as far as I can see right now) correct function value, but no description of the function itself.
Maybe you should take a pen and a piece of paper first and try to write down the expression as precise Math. Try to get a real grip on what you want to compute. If you did that, maybe you come back here and tell us your thoughts. This should help you to understand what is going on in there.
And always remember: C++ needs numbers, not symbols. Whenever you have a symbol in an expression on your piece of paper that you do not know the value of you can either find a way how to compute the value out of the known values or you have to eliminate the need to compute using this symbol.
P.S.: It is not considered good style to post identical questions in multiple discussion boards at once...
Edit 2
Now you evaluate the function at point y=0.3. This is the way to go if you want to evaluate the polynomial. However, as you stated, you want all coefficients of the polynomial.
Again, I still feel you did not understand the math behind the problem. Maybe I will give you a small example. I am going to use the notation as it is used in the wikipedia article.
Suppose we had k=2 and x=-1, 1. Furthermore, let my just name your cos-Function f, for simplicity. (The notation will get rather ugly without latex...) Then the lagrangian polynomial is defined as
f(x_0) * l_0(x) + f(x_1)*l_1(x)
where (by doing the simplifications again symbolically)
l_0(x)= (x - x_1)/(x_0 - x_1) = -1/2 * (x-1) = -1/2 *x + 1/2
l_1(x)= (x - x_0)/(x_1 - x_0) = 1/2 * (x+1) = 1/2 * x + 1/2
So, you lagrangian polynomial is
f(x_0) * (-1/2 *x + 1/2) + f(x_1) * 1/2 * x + 1/2
= 1/2 * (f(x_1) - f(x_0)) * x + 1/2 * (f(x_0) + f(x_1))
So, the coefficients you want to compute would be 1/2 * (f(x_1) - f(x_0)) and 1/2 * (f(x_0) + f(x_1)).
Your task is now to find an algorithm that does the simplification I did, but without using symbols. If you know how to compute the coefficients of the l_j, you are basically done, as you then just can add up those multiplied with the corresponding value of f.
So, even further broken down, you have to find a way to multiply the quotients in the l_j with each other on a component-by-component basis. Figure out how this is done and you are a nearly done.
Edit 3
Okay, lets get a little bit less vague.
We first want to compute the L_i(x). Those are just products of linear functions. As said before, we have to represent each polynomial as an array of coefficients. For good style, I will use std::vector instead of this array. Then, we could define the data structure holding the coefficients of L_1(x) like this:
std::vector L1 = std::vector(5);
// Lets assume our polynomial would then have the form
// L1[0] + L2[1]*x^1 + L2[2]*x^2 + L2[3]*x^3 + L2[4]*x^4
Now we want to fill this polynomial with values.
// First we have start with the polynomial 1 (which is of degree 0)
// Therefore set L1 accordingly:
L1[0] = 1;
L1[1] = 0; L1[2] = 0; L1[3] = 0; L1[4] = 0;
// Of course you could do this more elegant (using std::vectors constructor, for example)
for (int i = 0; i < N+1; ++i) {
if (i==0) continue; /// For i=0, there will be no polynomial multiplication
// Otherwise, we have to multiply L1 with the polynomial
// (x - x[i]) / (x[0] - x[i])
// First, note that (x[0] - x[i]) ist just a scalar; we will save it:
double c = (x[0] - x[i]);
// Now we multiply L_1 first with (x-x[1]). How does this multiplication change our
// coefficients? Easy enough: The coefficient of x^1 for example is just
// L1[0] - L1[1] * x[1]. Other coefficients are done similary. Futhermore, we have
// to divide by c, which leaves our coefficient as
// (L1[0] - L1[1] * x[1])/c. Let's apply this to the vector:
L1[4] = (L1[3] - L1[4] * x[1])/c;
L1[3] = (L1[2] - L1[3] * x[1])/c;
L1[2] = (L1[1] - L1[2] * x[1])/c;
L1[1] = (L1[0] - L1[1] * x[1])/c;
L1[0] = ( - L1[0] * x[1])/c;
// There we are, polynomial updated.
}
This, of course, has to be done for all L_i Afterwards, the L_i have to be added and multiplied with the function. That is for you to figure out. (Note that I made quite a lot of inefficient stuff up there, but I hope this helps you understanding the details better.)
Hopefully this gives you some idea how you could proceed.

The variable y is actually not a variable in your code but represents the variable P(y) of your lagrange approximation.
Thus, you have to understand the calculations prod*=(y-x[i])/(x[k]-x[i]) and sum+=prod*f not directly but symbolically.
You may get around this by defining your approximation by a series
c[0] * y^0 + c[1] * y^1 + ...
represented by an array c[] within the code. Then you can e.g. implement multiplication
d = c * (y-x[i])/(x[k]-x[i])
coefficient-wise like
d[i] = -c[i]*x[i]/(x[k]-x[i]) + c[i-1]/(x[k]-x[i])
The same way you have to implement addition and assignments on a component basis.
The result will then always be the coefficients of your series representation in the variable y.

Just a few comments in addition to the existing responses.
The exercise is: Find Lagrange's polynomial approximation for y(x)=cos(π x), x ∈ [-1,1] using 5 points (x = -1, -0.5, 0, 0.5, and 1).
The first thing that your main() does is to ask for the degree of the polynomial. You should not be doing that. The degree of the polynomial is fully specified by the number of control points. In this case you should be constructing the unique fourth-order Lagrange polynomial that passes through the five points (xi, cos(π xi)), where the xi values are those five specified points.
const double pi=3.1415;
This value is not good for a float, let alone a double. You should be using something like const double pi=3.14159265358979323846264338327950288;
Or better yet, don't use pi at all. You should know exactly what the y values are that correspond to the given x values. What are cos(-π), cos(-π/2), cos(0), cos(π/2), and cos(π)?

Related

Numerically calculate combinations of factorials and polynomials

I am trying to write a short C++ routine to calculate the following function F(i,j,z) for given integers j > i (typically they lie between 0 and 100) and complex number z (bounded by |z| < 100), where L are the associated Laguerre Polynomials:
The issue is that I want this function to be callable from within a CUDA kernel (i.e. with a __device__ attribute). Standard library/Boost/etc functions are therefore out of the questions, unless they are simple enough to re-implement on my own - this especially relates to the Laguerre polynomials which exist in Boost and C++17. Regardless if I manage to wrap any standard function for Laguerre polynomials, I still have a similar pre-factor to calculate of the form (z^j/j!).
Question: How can I do a relatively simple implementation of such a function, without introducing significant numerical instability?
My idea so far is to calculate L and its pre-factor independently. The pre-factor I will calculate by first looping from 0 to j-i and calculate (z^1 * z^2/2 * ... * z^(j-1)/(j-i)!). I will then calculate the remaining factor exp(-|z|^2/2) *(j-i)! * sqrt(i!/j!) (either in a similar way, or through the Gamma-function, which is implemented in CUDA math). The idea is then to find a minimal algorithm to calculate the associated Laguerre polynomial, unless I manage to wrap an implementation from e.g. Boost or GNU C++.
Edit/side note: The expression for F actually blows up numerically for some values of i/j. It was derived wrong in the source where I got it, and the indices of the associated Laguerre polynomials should instead be L_i^(j-i). That does not invalidate the approaches suggested in the answers/comments.
I recommend finding a recurrence relation for the coefficients of the Laguerre Polynomial:
C(k+1) = g(k)C(k)
g(k) = C(k+1) / C(k)
g(k) = -z * (j - k) / ((j - i + k + 1) * (k + 1)) //Verify this yourself :)
This allows you to avoid most of factorials in computing the polynomial.
After that I would follow Severin's idea of doing the calculations in logarithms
so as to not overload the double floating point range:
log(F) = log(sqrt(i!/j!)) - |z|^2 + (j-i) * log(-z) + log(L(|z|^2))
log(L) = log((2*j - i)!) + log(sum) // where the summation is computed using the recurrence relation above
and using the fact that:
log(a!) = sum(k=1..a, log(k))
and also:
log(z) = log(|z|) + I * arg(z) for complex z
log(-z) = log(|z|) + I * arg(-z)
log(-z) = log(|z|) - I * arg(z)
for the log(sqrt(i!/j!)) part I would do (assuming that j >= i):
log(sqrt(i!/j!))
= 0.5 * (log(i!) - log(j!))
= -0.5 * sum(k==i+1..j, log(k))
I haven't tried this out so there could definitely be little mistakes here and there. This answer is more about the technique rather than a copy-paste-ready answer
Well, what you should do is to logarithm it
Assuming natural logarithm,
q = log(z^j/j!) = log(z^j) - log(j!) = j*log(z) - log(Gamma(j+1))
First term is simple, second term is standard C++ function lgamma(x) (or you could use GSL).
compute value of q and return cexp(q)
You could fold exponent in this method as well

Calculation sine and cosine in one shot

I have a scientific code that uses both sine and cosine of the same argument (I basically need the complex exponential of that argument). I was wondering if it were possible to do this faster than calling sine and cosine functions separately.
Also I only need about 0.1% precision. So is there any way I can find the default trig functions and truncate the power series for speed?
One other thing I have in mind is, is there any way to perform the remainder operation such that the result is always positive? In my own algorithm I used x=fmod(x,2*pi); but then I would need to add 2pi if x is negative (smaller domain means I can use a shorter power series)
EDIT: LUT turned out to be the best approach for this, however I am glad I learned about other approximation techniques. I will also advise using an explicit midpoint approximation. This is what I ended up doing:
const int N = 10000;//about 3e-4 error for 1000//3e-5 for 10 000//3e-6 for 100 000
double *cs = new double[N];
double *sn = new double[N];
for(int i =0;i<N;i++){
double A= (i+0.5)*2*pi/N;
cs[i]=cos(A);
sn[i]=sin(A);
}
The following part approximates (midpoint) sincos(2*pi*(wc2+t[j]*(cotp*t[j]-wc)))
double A=(wc2+t[j]*(cotp*t[j]-wc));
int B =(int)N*(A-floor(A));
re += cs[B]*f[j];
im += sn[B]*f[j];
Another approach could have been using the chebyshev decomposition. You can use the orthogonality property to find the coefficients. Optimized for exponential, it looks like this:
double fastsin(double x){
x=x-floor(x/2/pi)*2*pi-pi;//this line can be improved, both inside this
//function and before you input it into the function
double x2 = x*x;
return (((0.00015025063885163012*x2-
0.008034350857376128)*x2+ 0.1659789684145034)*x2-0.9995812174943602)*x;} //7th order chebyshev approx
If you seek fast evaluation with good (but not high) accuracy with powerseries you should use an expansion in Chebyshev polynomials: tabulate the coefficients (you'll need VERY few for 0.1% accuracy) and evaluate the expansion with the recursion relations for these polynomials (it's really very easy).
References:
Tabulated coefficients: http://www.ams.org/mcom/1980-34-149/S0025-5718-1980-0551302-5/S0025-5718-1980-0551302-5.pdf
Evaluation of chebyshev expansion: https://en.wikipedia.org/wiki/Chebyshev_polynomials
You'll need to (a) get the "reduced" argument in the range -pi/2..+pi/2 and consequently then (b) handle the sign in your results when the argument actually should have been in the "other" half of the full elementary interval -pi..+pi. These aspects should not pose a major problem:
determine (and "remember" as an integer 1 or -1) the sign in the original angle and proceed with the absolute value.
use a modulo function to reduce to the interval 0..2PI
Determine (and "remember" as an integer 1 or -1) whether it is in the "second" half and, if so, subtract pi*3/2, otherwise subtract pi/2. Note: this effectively interchanges sine and cosine (apart from signs); take this into account in the final evaluation.
This completes the step to get an angle in -pi/2..+pi/2
After evaluating sine and cosine with the Cheb-expansions, apply the "flags" of steps 1 and 3 above to get the right signs in the values.
Just create a lookup table. The following will let you lookup the sin and cos of any radian value between -2PI and 2PI.
// LOOK UP TABLE
var LUT_SIN_COS = [];
var N = 14400;
var HALF_N = N >> 1;
var STEP = 4 * Math.PI / N;
var INV_STEP = 1 / STEP;
// BUILD LUT
for(var i=0, r = -2*Math.PI; i < N; i++, r += STEP) {
LUT_SIN_COS[2*i] = Math.sin(r);
LUT_SIN_COS[2*i + 1] = Math.cos(r);
}
You index into the lookup table by:
var index = ((r * INV_STEP) + HALF_N) << 1;
var sin = LUT_SIN_COS[index];
var cos = LUT_SIN_COS[index + 1];
Here's a fiddle that displays the % error you can expect from different sized LUTS http://jsfiddle.net/77h6tvhj/
EDIT Here's an ideone (c++) with a ~benchmark~ vs the float sin and cos. http://ideone.com/SGrFVG For whatever a benchmark on ideone.com is worth the LUT is 5 times faster.
One way to go would be to learn how to implement the CORDIC algorithm. It is not difficult and pretty interesting intelectually. This gives you both the cosine and the sine. Wikipedia gives a MATLAB example that should be easy to adapt in C++.
Note that you can augment speed and reduce precision simply by lowering the parameter n.
About your second question, it has already been asked here (in C). It seems that there is no simple way.
You can also calculate sine using a square root, given the angle and the cosine.
The example below assumes the angle ranges from 0 to 2π:
double c = cos(angle);
double s = sqrt(1.0-c*c);
if(angle>pi)s=-s;
For single-precision floats, Microsoft uses 11-degree polynomial approximation for sine, 10-degree for cosine: XMScalarSinCos.
They also have faster version, XMScalarSinCosEst, that uses lower-degree polynomials.
If you aren’t on Windows, you’ll find same code + coefficients on geometrictools.com under Boost license.

How to compute sin(2*m*Pi/n) exactly with CGAL and CORE?

Using Chebyshev polynomials, we can compute sin(2*Pi/n) exactly using the CGAL and CORE library, like the following piece of codes:
#include <CGAL/CORE_Expr.h>
#include <CGAL/Polynomial.h>
#include <CGAL/number_utils.h>
//return sin(theta) and cos(theta) for theta = 2pi/n
static std::pair<AA, AA> sin_cos(unsigned short n) {
// We actually use -x instead of x since root_of will give the k-th
// smallest root but we want the second largest one without counting.
Polynomial x(CGAL::shift(Polynomial(-1), 1));
Polynomial twox(2*x);
Polynomial a(1), b(x);
for (unsigned short i = 2; i <= n; ++i) {
Polynomial c = twox*b - a;
a = b;
b = c;
}
a = b - 1;
AA cos = -CGAL::root_of(2, a.begin(), a.end());
AA sin = CGAL::sqrt(AA(1) - cos*cos);
return std::make_pair(sin, cos);
}
But if I want to compute sin(2*m*Pi/n) exactly, where m and n are integers, what is the formula of the polynomial that I should use? Thanks.
(Partial solution.)
This is essentially computing the real and imaginary part of the roots of unity as algebraic numbers. Let's denote w(m) = exp(2*pi*I*m/n). Then, w(m) itself is a complex root of En(x) = x^n-1.
You need to find a defining polynomial of Re(w(m)). Resultants are a tool to find such a polynomial: 2*Re(w(m)) is a root of Res (En(x-y), En(y); y).
For an explanation why this is the case: Note that 2*Re(w(m)) = w(m) + conj(w(m)), and that the complex roots of En come in conjugate pairs; hence, also conj(w(m)) is a root of En. Now loosely speaking, the En(y) part "constrains" y to be any (complex) root of En, and combining this with the first argument allows x to take any complex value such that x-y is a root of En as well. Hence, a possible assignment is y = conj(w(m)) and x-y = w(m), hence x = w(m)+conj(w(m)) = 2*Re(w(m)).
CGAL can compute resultants of multivariate polynomials, so you can compute this resultant, and you simply have to pick the correct real root. (The largest one will obviously be w(0) = 1, the smallest one is 2*Re(w(floor(n/2))).)
Unfortunately, the resultant has a high complexity (degree n^2), and resultant computation will not be the fastest operation you've ever seen. Also, you'll pay for dense polynomials although your instances are very sparse and structured. YMMV; I have no clue about your use case, and if you need higher degrees.
However, I did a few tests in a computer algebra system, and I found that the resultant splits into factors of more reasonable size, and that all its real roots actually belong to a much simpler polynomial of degree floor(n/2)+1 only. (No proof, just an observation.)
I don't know of a direct formula to write down this factor, and I don't want to speculate about it. But maybe some people at mathoverflow or math.stackexchange can help?
EDIT: Here is a guess for at least a recursive formula.
I write s(n,x) for the significant factor of the resultant polynomial containing all real roots but 0. This means that s(n,x) has all values 2*Re(w(m)) for m != n/4, 3*n/4 as roots.
s(0,x) = 0
s(1,x) = x - 2
s(2,x) = x^2 - 4
s(3,x) = x^2 - x - 2
s(4,x) = x^2 - 4
s(5,x) = x^3 - x^2 - 3*x + 2
s(6,x) = x^4 - 5*x^2 + 4
s(7,x) = x^4 - x^3 - 4*x^2 + 3*x + 2
s(8,x) = x^4 - 6*x^2 + 8
s(n,x) = (x^2-2)*s(n-4,x) - s(n-8,x)
Waiting for a proof...

Fast equivalent to sin() for DSP referenced in STK

I'm using bits of Perry Cook's Synthesis Toolkit (STK) to generate saw and square waves. STK includes this BLIT-based sawtooth oscillator:
inline STKFloat BlitSaw::tick( void ) {
StkFloat tmp, denominator = sin( phase_ );
if ( fabs(denominator) <= std::numeric_limits<StkFloat>::epsilon() )
tmp = a_;
else {
tmp = sin( m_ * phase_ );
tmp /= p_ * denominator;
}
tmp += state_ - C2_;
state_ = tmp * 0.995;
phase_ += rate_;
if ( phase_ >= PI )
phase_ -= PI;
lastFrame_[0] = tmp;
return lastFrame_[0];
}
The square wave oscillator is broadly similar. At the top, there's this comment:
// A fully optimized version of this code would replace the two sin
// calls with a pair of fast sin oscillators, for which stable fast
// two-multiply algorithms are well known.
I don't know where to start looking for these "fast two-multiply algorithms" and I'd appreciate some pointers. I could use a lookup table instead, but I'm keen to learn what these 'fast sin oscillators' are. I could also use an abbreviated Taylor series, but thats way more than two multiplies. Searching hasn't turned up anything much, although I did find this approximation:
#define AD_SIN(n) (n*(2.f- fabs(n)))
Plotting it out shows that it's not really a close approximation outside the range of -1 to 1, so I don't think I can use it when phase_ is in the range -pi to pi:
Here, Sine is the blue line and the purple line is the approximation.
Profiling my code reveals that the calls to sin() are far and away the most time-consuming calls, so I really would like to optimise this piece.
Thanks
EDIT Thanks for the detailed and varied answers. I will explore these and accept one at the weekend.
EDIT 2 Would the anonymous close voter please kindly explain their vote in the comments? Thank you.
Essentially the sinusoidal oscilator is one (or more) variables that change with each DSP step, rather than getting recalculated from scratch.
The simplest are based on the following trig identities: (where d is constant, and thus so is cos(d) and sin(d) )
sin(x+d) = sin(x) cos(d) + cos(x) sin(d)
cos(x+d) = cos(x) cos(d) - sin(x) sin(d)
However this requires two variables (one for sin and one for cos) and 4 multiplications to update. However this will still be far faster than calculating a full sine at each step.
The solution by Oli Charlesworth is based on solutions to this general equation
A_{n+1} = a A_{n} + A_{n-1}
Where looking for a solution of the form A_n = k e^(i theta n) gives an equation for theta.
e^(i theta (n+1) ) = a e^(i theta n ) + b e^(i theta (n-1) )
Which simplifies to
e^(i theta) - e^(-i theta ) = a
2 cos(theta) = a
Giving
A_{n+1} = 2 cos(theta) A_{n} + A_{n-1}
Whichever approach you use you'll either need to use one or two of these oscillators for each frequency, or use another trig identity to derive the higher or lower frequencies.
How accurate do you need this?
This function, f(x)=0.398x*(3.1076-|x|), does a reasonably good job for x between -pi and pi.
Edit
An even better approximation is f(x)=0.38981969947653056*(pi-|x|), which keeps the absolute error to 0.038158444604 or less for x between -pi and pi.
A least squares minimization will yield a slightly different function.
It's not possible to generate one-off sin calls with just two multiplies (well, not a useful approximation, at any rate). But it is possible to generate an oscillator with low complexity, i.e. where each value is calculated in terms of the preceding ones.
For instance, consider that the following difference equation will give you a sinusoid:
y[n] = 2*cos(phi)*y[n-1] - y[n-2]
(where cos(phi) is a constant)
(From the original author of the VST BLT code).
As a matter of fact, I was porting the VST BLT oscillators to C#, so I was googling for good sin oscillators. Here's what I came up with. Translation to C++ is straightforward. See the notes at the end about accuumulated round-off errors.
public class FastOscillator
{
private double b1;
private double y1, y2;
private double fScale;
public void Initialize(int sampleRate)
{
fScale = AudioMath.TwoPi / sampleRate;
}
// frequency in Hz. phase in radians.
public void Start(float frequency, double phase)
{
double w = frequency * fScale;
b1 = 2.0 * Math.Cos(w);
y1 = Math.Sin(phase - w);
y2 = Math.Sin(phase - w * 2);
}
public double Tick()
{
double y0 = b1 * y1 - y2;
y2 = y1;
y1 = y0;
return y0;
}
}
Note that this particular oscillator implementation will drift over time, so it needs to be re-initialzed periodically. In this particular implementation, the magnitude of the sin wave decays over time. The original comments in the STK code suggested a two-multiply oscillator. There are, in fact, two-multiply oscillators that are reasonably stable over time. But in retrospect, the need to keep the sin(phase), and sin(m*phase) oscillators tightly in synch probably means that they have to be resynched anyway. Round-off errors between phase and m*phase mean that even if the oscillators were stable, they would drift eventually, running a significant risk of producing large spikes in values near the zeros of the BLT functions. May as well use a one-multiply oscillator.
These particular oscillators should probably be re-initialized every 30 to 100 cycles (or so). My C# implementation is frame based (i.e. it calculates an float[] array of results in a void Tick(int count, float[] result) method. The oscillators are re-synched at the end of each Tick call. Something like this:
void Tick(int count, float[] result)
{
for (int i = 0; i < count; ++i)
{
...
result[i] = bltResult;
}
// re-initialize the oscillators to avoid accumulated drift.
this.phase = (this.phase + this.dPhase*count) % AudioMath.TwoPi;
this.sinOsc.Initialize(frequency,this.phase);
this.mSinOsc.Initialize(frequency*m,this.phase*m);
}
Probably missing from the STK code. You might want to investigate this. The original code provided to the STK did this. Gary Scavone tweaked the code a bit, and I think the optimization was lost. I do know that the STK implementations suffer from DC drift, which can be almost entirely eliminated when implemented properly.
There's a peculiar hack that prevents DC drift of the oscillators, even when sweeping the frequency of the oscillators. The trick is that the oscillators should be started with an initial phase adjustment of dPhase/2. That just so happens to start the oscillators off with zero DC drift, without having to figure out wat the correct initial state for various integrators in each of the BLT oscillators.
Strangely, if the adjustment is re-adjusted whenever the frequency of the oscillator changes, then this also prevents wild DC drift of the output when sweeping the frequency of the oscillator. Whenever the frequency changes, subtract dPhase/2 from the previous phase value, recalculate dPhase for the new frequency, and then add dPhase/2.I rather suspect this could be formally proven; but I have not been able to so. All I know is that It Just Works.
For a block implementation, the oscillators should actually be initialized as follows, instead of carrying the phase adjustment in the current this.phase value.
this.sinOsc.Initialize(frequency,phase+dPhase*0.5);
this.mSinOsc.Initialize(frequency*m,(phase+dPhase*0.5)*m);
You might want to take a look here:
http://devmaster.net/forums/topic/4648-fast-and-accurate-sinecosine/
There's some sample code that calculates a very good appoximation of sin/cos using only multiplies, additions and the abs() function. Quite fast too. The comments are also a good read.
It essentiall boils down to this:
float sine(float x)
{
const float B = 4/pi;
const float C = -4/(pi*pi);
const float P = 0.225;
float y = B * x + C * x * abs(x);
return P * (y * abs(y) - y) + y;
}
and works for a range of -PI to PI
If you can, you should consider memorization based techniques. Essentially store sin(x) and cos(x) values for a bunch values. To calculate sin(y), find a and b for which precomputed values exist such that a<=y<=b. Now using sin(a), sin(b), cos(a), cos(b), y-a and y-b approximately calculate sin(y).
The general idea of getting periodically sampled results from the sine or cosine function is to use a trig recursion or an initialized (barely) stable IIR filter (which can end up being pretty much the same computations). There are bunches of these in the DSP literature, of varying accuracy and stability. Choose carefully.

sin and cos are slow, is there an alternatve?

My game needs to move by a certain angle. To do this I get the vector of the angle via sin and cos. Unfortunately sin and cos are my bottleneck. I'm sure I do not need this much precision. Is there an alternative to a C sin & cos and look-up table that is decently precise but very fast?
I had found this:
float Skeleton::fastSin( float x )
{
const float B = 4.0f/pi;
const float C = -4.0f/(pi*pi);
float y = B * x + C * x * abs(x);
const float P = 0.225f;
return P * (y * abs(y) - y) + y;
}
Unfortunately, this does not seem to work. I get significantly different behavior when I use this sin rather than C sin.
Thanks
A lookup table is the standard solution. You could Also use two lookup tables on for degrees and one for tenths of degrees and utilize sin(A + B) = sin(a)cos(b) + cos(A)sin(b)
For your fastSin(), you should check its documentation to see what range it's valid on. The units you're using for your game could be too big or too small and scaling them to fit within that function's expected range could make it work better.
EDIT:
Someone else mentioned getting it into the desired range by subtracting PI, but apparently there's a function called fmod for doing modulus division on floats/doubles, so this should do it:
#include <iostream>
#include <cmath>
float fastSin( float x ){
x = fmod(x + M_PI, M_PI * 2) - M_PI; // restrict x so that -M_PI < x < M_PI
const float B = 4.0f/M_PI;
const float C = -4.0f/(M_PI*M_PI);
float y = B * x + C * x * std::abs(x);
const float P = 0.225f;
return P * (y * std::abs(y) - y) + y;
}
int main() {
std::cout << fastSin(100.0) << '\n' << std::sin(100.0) << std::endl;
}
I have no idea how expensive fmod is though, so I'm going to try a quick benchmark next.
Benchmark Results
I compiled this with -O2 and ran the result with the Unix time program:
int main() {
float a = 0;
for(int i = 0; i < REPETITIONS; i++) {
a += sin(i); // or fastSin(i);
}
std::cout << a << std::endl;
}
The result is that sin is about 1.8x slower (if fastSin takes 5 seconds, sin takes 9). The accuracy also seemed to be pretty good.
If you chose to go this route, make sure to compile with optimization on (-O2 in gcc).
I know this is already an old topic, but for people who have the same question, here is a tip.
A lot of times in 2D and 3D rotation, all vectors are rotated with a fixed angle. In stead of calling the cos() or sin() every cycle of the loop, create variable before the loop which contains the value of cos(angle) or sin(angle) already. You can use this variable in your loop. This way the function only has to be called once.
If you rephrase the return in fastSin as
return (1-P) * y + P * (y * abs(y))
And rewrite y as (for x>0 )
y = 4 * x * (pi-x) / (pi * pi)
you can see that y is a parabolic first-order approximation to sin(x) chosen so that it passes through (0,0), (pi/2,1) and (pi,0), and is symmetrical about x=pi/2.
Thus we can only expect our function to be a good approximation from 0 to pi. If we want values outside that range we can use the 2-pi periodicity of sin(x) and that sin(x+pi) = -sin(x).
The y*abs(y) is a "correction term" which also passes through those three points. (I'm not sure why y*abs(y) is used rather than just y*y since y is positive in the 0-pi range).
This form of overall approximation function guarantees that a linear blend of the two functions y and y*y, (1-P)*y + P * y*y will also pass through (0,0), (pi/2,1) and (pi,0).
We might expect y to be a decent approximation to sin(x), but the hope is that by picking a good value for P we get a better approximation.
One question is "How was P chosen?". Personally, I'd chose the P that produced the least RMS error over the 0,pi/2 interval. (I'm not sure that's how this P was chosen though)
Minimizing this wrt. P gives
This can be rearranged and solved for p
Wolfram alpha evaluates the initial integral to be the quadratic
E = (16 π^5 p^2 - (96 π^5 + 100800 π^2 - 967680)p + 651 π^5 - 20160 π^2)/(1260 π^4)
which has a minimum of
min(E) = -11612160/π^9 + 2419200/π^7 - 126000/π^5 - 2304/π^4 + 224/π^2 + (169 π)/420
≈ 5.582129689596371e-07
at
p = 3 + 30240/π^5 - 3150/π^3
≈ 0.2248391013559825
Which is pretty close to the specified P=0.225.
You can raise the accuracy of the approximation by adding an additional correction term. giving a form something like return (1-a-b)*y + a y * abs(y) + b y * y * abs(y). I would find a and b by in the same way as above, this time giving a system of two linear equations in a and b to solve, rather than a single equation in p. I'm not going to do the derivation as it is tedious and the conversion to latex images is painful... ;)
NOTE: When answering another question I thought of another valid choice for P.
The problem is that using reflection to extend the curve into (-pi,0) leaves a kink in the curve at x=0. However, I suspect we can choose P such that the kink becomes smooth.
To do this take the left and right derivatives at x=0 and ensure they are equal. This gives an equation for P.
You can compute a table S of 256 values, from sin(0) to sin(2 * pi). Then, to pick sin(x), bring back x in [0, 2 * pi], you can pick 2 values S[a], S[b] from the table, such as a < x < b. From this, linear interpolation, and you should have a fair approximation
memory saving trick : you actually need to store only from [0, pi / 2], and use symmetries of sin(x)
enhancement trick : linear interpolation can be a problem because of non-smooth derivatives, humans eyes is good at spotting such glitches in animation and graphics. Use cubic interpolation then.
What about
x*(0.0174532925199433-8.650935142277599*10^-7*x^2)
for deg and
x*(1-0.162716259904269*x^2)
for rad on -45, 45 and -pi/4 , pi/4 respectively?
This (i.e. the fastsin function) is approximating the sine function using a parabola. I suspect it's only good for values between -π and +π. Fortunately, you can keep adding or subtracting 2π until you get into this range. (Edited to specify what is approximating the sine function using a parabola.)
you can use this aproximation.
this solution use a quadratic curve :
http://www.starming.com/index.php?action=plugin&v=wave&ajax=iframe&iframe=fullviewonepost&mid=56&tid=4825