Precision of cos(atan2(y,x)) versus using complex <double>, C++ - c++

I'm writing some coordinate transformations (more specifically the Joukoswky Transform, Wikipedia Joukowsky Transform), and I'm interested in performance, but of course precision. I'm trying to do the coordinate transformations in two ways:
1) Calculating the real and complex parts in separate, using double precision, as below:
double r2 = chi.x*chi.x + chi.y*chi.y;
//double sq = pow(r2,-0.5*n) + pow(r2,0.5*n); //slow!!!
double sq = sqrt(r2); //way faster!
double co = cos(atan2(chi.y,chi.x));
double si = sin(atan2(chi.y,chi.x));
Z.x = 0.5*(co*sq + co/sq);
Z.y = 0.5*si*sq;
where chi and Z are simple structures with double x and y as members.
2) Using complex :
Z = 0.5 * (chi + (1.0 / chi));
Where Z and chi are complex . There interesting part is that indeed the case 1) is faster (about 20%), but the precision is bad, giving error in the third decimal number after the comma after the inverse transform, while the complex gives back the exact number.
So, the problem is on the cos(atan2), sin(atan2)? But if it is, how the complex handles that?
EDIT: Just figured out that this was not exactly the question that I had in mind. I have to do the general transformation, as
Z = 1/2*(chi^n + (1/chi)^n), and so far the code above was the way I've figured to do it. More precisely,
double sq = pow(sqrt(r2),n); //way faster!
double co = cos(n*atan2(chi.y,chi.x));
double si = sin(n*atan2(chi.y,chi.x));
Z.x = 0.5*(co*sq + co/sq);
Z.y = 0.5*(si*sq - sq/si);
Also correcting the bug on Z.y.

Given r = sqrt(x*x+y*y):
cos(atan2(y,x)) == x/r
sin(atan2(y,x)) == y/r
Calculating it this way should be more accurate and faster.
When you plug these values into the formulas for Z.x and Z.y, the square root will cancel out as well, so you'll be left with only basic arithmetic operations.

I think that in 1) it should be
Z.y = 0.5*(si*sq - si/sq);
If you want really good performance you may want to go back to first principles and observe that
1/(a+ib) = (a-ib)/(a*a+b*b)
No sqrt(), atan2() or cos() or sin().

Related

Value type preventing calculation?

I am writing a program for class that simply calculates distance between two coordinate points (x,y).
differenceofx1 = x1 - x2;
differenceofy1 = y1 - y2;
squareofx1 = differenceofx1 * differenceofx1;
squareofy1 = differenceofy1 * differenceofy1;
distance1 = sqrt(squareofx1 - squareofy1);
When I calculate the distance, it works. However there are some situations such as the result being a square root of a non-square number, or the difference of x1 and x2 / y1 and y2 being negative due to the input order, that it just gives a distance of 0.00000 when the distance is clearly more than 0. I am using double for all the variables, should I use float instead for the negative possibility or does double do the same job? I set the precision to 8 as well but I don't understand why it wouldn't calculate properly?
I am sorry for the simplicity of the question, I am a bit more than a beginner.
You are using the distance formula wrong
it should be
distance1 = sqrt(squareofx1 + squareofy1);
instead of
distance1 = sqrt(squareofx1 - squareofy1);
due to the wrong formula if squareofx1 is less than squareofy1 you get an error as sqrt of a negative number is not possible in case of real coordinates.
Firstly, your formula is incorrect change it to distance1 = sqrt(squareofx1 + squareofy1) as #fefe mentioned. Btw All your calculation can be represented in one line of code:
distance1 = sqrt((x1-x2)*(x1-x2) + (y1-y2)*(y1-y2));
No need for variables like differenceofx1, differenceofy1, squareofx1, squareofy1 unless you are using the results stored in these variables again in your program.
Secondly, Double give you more precision than float. If you need precision more than 6-7 places after decimal use Double else float works too. Read more about Float vs Double

Is there any "standard" way to calculate the numerical gradient?

I am trying to calculate the numerical gradient of a smooth function in c++. And the parameter value could vary from zero to a very large number(maybe 1e10 to 1e20?)
I used the function f(x,y) = 10*x^3 + y^3 as a testbench, but I found that if x or y is too large, I can't get correct gradient.
Here is my code to calculate the graidient:
#include <iostream>
#include <cmath>
#include <cassert>
using namespace std;
double f(double x, double y)
{
// black box expensive function
return 10 * pow(x, 3) + pow(y, 3);
}
int main()
{
// double x = -5897182590.8347721;
// double y = 269857217.0017581;
double x = 1.13041e+19;
double y = -5.49756e+14;
const double epsi = 1e-4;
double f1 = f(x, y);
double f2 = f(x, y+epsi);
double f3 = f(x, y-epsi);
cout << f1 << endl;
cout << f2 << endl;
cout << f3 << endl;
cout << f1 - f2 << endl; // 0
cout << f2 - f3 << endl; // 0
return 0;
}
If I use the above code to calculate the gradient, the gradient would be zero!
The testbench function, 10*x^3 + y^3, is just a demo, the real problem I need to solve is actually a black box function.
So, is there any "standard" way to calculate the numerical gradient?
In the first place, you should use the central difference scheme, which is more accurate (by cancellation of one more term of the Taylor develoment).
(f(x + h) - f(x - h)) / 2h
rather than
(f(x + h) - f(x)) / h
Then the choice of h is critical and using a fixed constant is the worst thing you can do. Because for small x, h will be too large so that the approximation formula no more works, and for large x, h will be too small, resulting in severe truncation error.
A much better choice is to take a relative value, h = x√ε, where ε is the machine epsilon (1 ulp), which gives a good tradeoff.
(f(x(1 + √ε)) - f(x(1 - √ε))) / 2x√ε
Beware that when x = 0, a relative value cannot work and you need to fall back to a constant. But then, nothing tells you which to use !
You need to consider the precision needed.
At first glance, since |y| = 5.49756e14 and epsi = 1e-4, you need at least ⌈log2(5.49756e14)-log2(1e-4)⌉ = 63 bits of significand precision (that is the number of bits used to encode the digits of your number, also known as mantissa) for y and y+epsi to be considered different.
The double-precision floating-point format only has 53 bits of significand precision (assuming it is 8 bytes). So, currently, f1, f2 and f3 are exactly the same because y, y+epsi and y-epsi are equal.
Now, let's consider the limit : y = 1e20, and the result of your function, 10x^3 + y^3. Let's ignore x for now, so let's take f = y^3. Now we can calculate the precision needed for f(y) and f(y+epsi) to be different : f(y) = 1e60 and f(epsi) = 1e-12. This gives a minimum significand precision of ⌈log2(1e60)-log2(1e-12)⌉ = 240 bits.
Even if you were to use the long double type, assuming it is 16 bytes, your results would not differ : f1, f2 and f3 would still be equal, even though y and y+epsi would not.
If we take x into account, the maximum value of f would be 11e60 (with x = y = 1e20). So the upper limit on precision is ⌈log2(11e60)-log2(1e-12)⌉ = 243 bits, or at least 31 bytes.
One way to solve your problem is to use another type, maybe a bignum used as fixed-point.
Another way is to rethink your problem and deal with it differently. Ultimately, what you want is f1 - f2. You can try to decompose f(y+epsi). Again, if you ignore x, f(y+epsi) = (y+epsi)^3 = y^3 + 3*y^2*epsi + 3*y*epsi^2 + epsi^3. So f(y+epsi) - f(y) = 3*y^2*epsi + 3*y*epsi^2 + epsi^3.
The only way to calculate gradient is calculus.
Gradient is a vector:
g(x, y) = Df/Dx i + Df/Dy j
where (i, j) are unit vectors in x and y directions, respectively.
One way to approximate derivatives is first order differences:
Df/Dx ~ (f(x2, y)-f(x1, y))/(x2-x1)
and
Df/Dy ~ (f(x, y2)-f(x, y1))/(y2-y1)
That doesn't look like what you're doing.
You have a closed form expression:
g(x, y) = 30*x^2 i + 3*y^2 j
You can plug in values for (x, y) and calculate the gradient exactly at any point. Compare that to your differences and see how well your approximation is doing.
How you implement it numerically is your responsibility. (10^19)^3 = 10^57, right?
What is the size of double on your machine? Is it a 64 bit IEEE double precision floating point number?
Use
dx = (1+abs(x))*eps, dfdx = (f(x+dx,y) - f(x,y)) / dx
dy = (1+abs(y))*eps, dfdy = (f(x,y+dy) - f(x,y)) / dy
to get meaningful step sizes for large arguments.
Use eps = 1e-8 for one-sided difference formulas, eps = 1e-5 for central difference quotients.
Explore automatic differentiation (see autodiff.org) for derivatives without difference quotients and thus much smaller numerical errors.
We can examine the behaviour of the error in the derivative using the following program - it calculates the 1-sided derivative and the central difference based derivative using a varying step size. Here I'm using x and y ~ 10^10, which is smaller than what you were using, but should illustrate the same point.
#include <iostream>
#include <cmath>
#include <cassert>
using namespace std;
double f(double x, double y) {
return 10 * pow(x, 3) + pow(y, 3);
}
double f_x(double x, double y) {
return 3 * 10 * pow(x,2);
}
double f_y(double x, double y) {
return 3 * pow(y,2);
}
int main()
{
// double x = -5897182590.8347721;
// double y = 269857217.0017581;
double x = 1.13041e+10;
double y = -5.49756e+10;
//double x = 10.1;
//double y = -5.2;
double epsi = 1e8;
for(int i=0; i<60; ++i) {
double dfx_n = (f(x+epsi,y) - f(x,y))/epsi;
double dfx_cd = (f(x+epsi,y) - f(x-epsi,y))/(2*epsi);
double dfx = f_x(x,y);
cout<<epsi<<" "<<fabs(dfx-dfx_n)<<" "<<fabs(dfx - dfx_cd)<<std::endl;
epsi/=1.5;
}
return 0;
}
The output shows that a 1-sided difference gets us an optimal error of about 1.37034e+13 at a step length of about 100.0. Note that while this error looks large, as a relative error it is 3.5746632302764072e-09 (since the exact value is 3.833e+21)
In comparison the 2-sided difference gets an optimal error of about 1.89493e+10 with a step size of about 45109.3. This is three-orders of magnitude better, (with a much larger step-size).
How can we work out the step size? The link in the comments of Yves Daosts answer gives us a ballpark value:
h=x_c sqrt(eps) for 1-Sided, and h=x_c cbrt(eps) for 2-Sided.
But either way, if the required step size for decent accuracy at x ~ 10^10 is 100.0, the required step size with x ~ 10^20 is going to be 10^10 larger too. So the problem is simply that your step size is way too small.
This can be verified by increasing the starting step-size in the above code and resetting the x/y values to the original values.
Then expected derivative is O(1e39), best 1-sided error of about O(1e31) occurs near a step length of 5.9e10, best 2-sided error of about O(1e29) occurs near a step length of 6.1e13.
As numerical differentiation is ill conditioned (which means a small error could alter your result significantly) you should consider to use Cauchy's integral formula. This way you can calculate the n-th derivative with an integral. This will lead to less problems with considering accuracy and stability.

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

Create sine lookup table in C++

How can I rewrite the following pseudocode in C++?
real array sine_table[-1000..1000]
for x from -1000 to 1000
sine_table[x] := sine(pi * x / 1000)
I need to create a sine_table lookup table.
You can reduce the size of your table to 25% of the original by only storing values for the first quadrant, i.e. for x in [0,pi/2].
To do that your lookup routine just needs to map all values of x to the first quadrant using simple trig identities:
sin(x) = - sin(-x), to map from quadrant IV to I
sin(x) = sin(pi - x), to map from quadrant II to I
To map from quadrant III to I, apply both identities, i.e. sin(x) = - sin (pi + x)
Whether this strategy helps depends on how much memory usage matters in your case. But it seems wasteful to store four times as many values as you need just to avoid a comparison and subtraction or two during lookup.
I second Jeremy's recommendation to measure whether building a table is better than just using std::sin(). Even with the original large table, you'll have to spend cycles during each table lookup to convert the argument to the closest increment of pi/1000, and you'll lose some accuracy in the process.
If you're really trying to trade accuracy for speed, you might try approximating the sin() function using just the first few terms of the Taylor series expansion.
sin(x) = x - x^3/3! + x^5/5! ..., where ^ represents raising to a power and ! represents the factorial.
Of course, for efficiency, you should precompute the factorials and make use of the lower powers of x to compute higher ones, e.g. use x^3 when computing x^5.
One final point, the truncated Taylor series above is more accurate for values closer to zero, so its still worthwhile to map to the first or fourth quadrant before computing the approximate sine.
Addendum:
Yet one more potential improvement based on two observations:
1. You can compute any trig function if you can compute both the sine and cosine in the first octant [0,pi/4]
2. The Taylor series expansion centered at zero is more accurate near zero
So if you decide to use a truncated Taylor series, then you can improve accuracy (or use fewer terms for similar accuracy) by mapping to either the sine or cosine to get the angle in the range [0,pi/4] using identities like sin(x) = cos(pi/2-x) and cos(x) = sin(pi/2-x) in addition to the ones above (for example, if x > pi/4 once you've mapped to the first quadrant.)
Or if you decide to use a table lookup for both the sine and cosine, you could get by with two smaller tables that only covered the range [0,pi/4] at the expense of another possible comparison and subtraction on lookup to map to the smaller range. Then you could either use less memory for the tables, or use the same memory but provide finer granularity and accuracy.
long double sine_table[2001];
for (int index = 0; index < 2001; index++)
{
sine_table[index] = std::sin(PI * (index - 1000) / 1000.0);
}
One more point: calling trigonometric functions is pricey. if you want to prepare the lookup table for sine with constant step - you may save the calculation time, in expense of some potential precision loss.
Consider your minimal step is "a". That is, you need sin(a), sin(2a), sin(3a), ...
Then you may do the following trick: First calculate sin(a) and cos(a). Then for every consecutive step use the following trigonometric equalities:
sin([n+1] * a) = sin(n*a) * cos(a) + cos(n*a) * sin(a)
cos([n+1] * a) = cos(n*a) * cos(a) - sin(n*a) * sin(a)
The drawback of this method is that during this procedure the round-off error is accumulated.
double table[1000] = {0};
for (int i = 1; i <= 1000; i++)
{
sine_table[i-1] = std::sin(PI * i/ 1000.0);
}
double getSineValue(int multipleOfPi){
if(multipleOfPi == 0) return 0.0;
int sign = 1;
if(multipleOfPi < 0){
sign = -1;
}
return signsine_table[signmultipleOfPi - 1];
}
You can reduce the array length to 500, by a trick sin(pi/2 +/- angle) = +/- cos(angle).
So store sin and cos from 0 to pi/4.
I don't remember from top of my head but it increased the speed of my program.
You'll want the std::sin() function from <cmath>.
another approximation from a book or something
streamin ramp;
streamout sine;
float x,rect,k,i,j;
x = ramp -0.5;
rect = x * (1 - x < 0 & 2);
k = (rect + 0.42493299) *(rect -0.5) * (rect - 0.92493302) ;
i = 0.436501 + (rect * (rect + 1.05802));
j = 1.21551 + (rect * (rect - 2.0580201));
sine = i*j*k*60.252201*x;
full discussion here:
http://synthmaker.co.uk/forum/viewtopic.php?f=4&t=6457&st=0&sk=t&sd=a
I presume that you know, that using a division is a lot slower than multiplying by decimal number, /5 is always slower than *0.2
it's just an approximation.
also:
streamin ramp;
streamin x; // 1.5 = Saw 3.142 = Sin 4.5 = SawSin
streamout sine;
float saw,saw2;
saw = (ramp * 2 - 1) * x;
saw2 = saw * saw;
sine = -0.166667 + saw2 * (0.00833333 + saw2 * (-0.000198409 + saw2 * (2.7526e-006+saw2 * -2.39e-008)));
sine = saw * (1+ saw2 * sine);