// (C) Copyright Nick Thompson 2018. // Use, modification and distribution are subject to the // Boost Software License, Version 1.0. (See accompanying file // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) #ifndef BOOST_MATH_TOOLS_NORMS_HPP #define BOOST_MATH_TOOLS_NORMS_HPP #include #include #include #include namespace boost::math::tools { // Mallat, "A Wavelet Tour of Signal Processing", equation 2.60: template auto total_variation(ForwardIterator first, ForwardIterator last) { using T = typename std::iterator_traits::value_type; using std::abs; BOOST_ASSERT_MSG(first != last && std::next(first) != last, "At least two samples are required to compute the total variation."); auto it = first; if constexpr (std::is_unsigned::value) { T tmp = *it; double tv = 0; while (++it != last) { if (*it > tmp) { tv += *it - tmp; } else { tv += tmp - *it; } tmp = *it; } return tv; } else if constexpr (std::is_integral::value) { double tv = 0; double tmp = *it; while(++it != last) { double tmp2 = *it; tv += abs(tmp2 - tmp); tmp = *it; } return tv; } else { T tmp = *it; T tv = 0; while (++it != last) { tv += abs(*it - tmp); tmp = *it; } return tv; } } template inline auto total_variation(Container const & v) { return total_variation(v.cbegin(), v.cend()); } template auto sup_norm(ForwardIterator first, ForwardIterator last) { BOOST_ASSERT_MSG(first != last, "At least one value is required to compute the sup norm."); using T = typename std::iterator_traits::value_type; using std::abs; if constexpr (boost::math::tools::is_complex_type::value) { auto it = std::max_element(first, last, [](T a, T b) { return abs(b) > abs(a); }); return abs(*it); } else if constexpr (std::is_unsigned::value) { return *std::max_element(first, last); } else { auto pair = std::minmax_element(first, last); if (abs(*pair.first) > abs(*pair.second)) { return abs(*pair.first); } else { return abs(*pair.second); } } } template inline auto sup_norm(Container const & v) { return sup_norm(v.cbegin(), v.cend()); } template auto l1_norm(ForwardIterator first, ForwardIterator last) { using T = typename std::iterator_traits::value_type; using std::abs; if constexpr (std::is_unsigned::value) { double l1 = 0; for (auto it = first; it != last; ++it) { l1 += *it; } return l1; } else if constexpr (std::is_integral::value) { double l1 = 0; for (auto it = first; it != last; ++it) { double tmp = *it; l1 += abs(tmp); } return l1; } else { decltype(abs(*first)) l1 = 0; for (auto it = first; it != last; ++it) { l1 += abs(*it); } return l1; } } template inline auto l1_norm(Container const & v) { return l1_norm(v.cbegin(), v.cend()); } template auto l2_norm(ForwardIterator first, ForwardIterator last) { using T = typename std::iterator_traits::value_type; using std::abs; using std::norm; using std::sqrt; using std::is_floating_point; if constexpr (boost::math::tools::is_complex_type::value) { typedef typename T::value_type Real; Real l2 = 0; for (auto it = first; it != last; ++it) { l2 += norm(*it); } Real result = sqrt(l2); if (!isfinite(result)) { Real a = sup_norm(first, last); l2 = 0; for (auto it = first; it != last; ++it) { l2 += norm(*it/a); } return a*sqrt(l2); } return result; } else if constexpr (is_floating_point::value || std::numeric_limits::max_exponent) { T l2 = 0; for (auto it = first; it != last; ++it) { l2 += (*it)*(*it); } T result = sqrt(l2); // Higham, Accuracy and Stability of Numerical Algorithms, // Problem 27.5 presents a different algorithm to deal with overflow. // The algorithm used here takes 3 passes *if* there is overflow. // Higham's algorithm is 1 pass, but more requires operations than the no oveflow case. // I'm operating under the assumption that overflow is rare since the dynamic range of floating point numbers is huge. if (!isfinite(result)) { T a = sup_norm(first, last); l2 = 0; for (auto it = first; it != last; ++it) { T tmp = *it/a; l2 += tmp*tmp; } return a*sqrt(l2); } return result; } else { double l2 = 0; for (auto it = first; it != last; ++it) { double tmp = *it; l2 += tmp*tmp; } return sqrt(l2); } } template inline auto l2_norm(Container const & v) { return l2_norm(v.cbegin(), v.cend()); } template size_t l0_pseudo_norm(ForwardIterator first, ForwardIterator last) { using RealOrComplex = typename std::iterator_traits::value_type; size_t count = 0; for (auto it = first; it != last; ++it) { if (*it != RealOrComplex(0)) { ++count; } } return count; } template inline size_t l0_pseudo_norm(Container const & v) { return l0_pseudo_norm(v.cbegin(), v.cend()); } template size_t hamming_distance(ForwardIterator first1, ForwardIterator last1, ForwardIterator first2) { size_t count = 0; auto it1 = first1; auto it2 = first2; while (it1 != last1) { if (*it1++ != *it2++) { ++count; } } return count; } template inline size_t hamming_distance(Container const & v, Container const & w) { return hamming_distance(v.cbegin(), v.cend(), w.cbegin()); } template auto lp_norm(ForwardIterator first, ForwardIterator last, unsigned p) { using std::abs; using std::pow; using std::is_floating_point; using std::isfinite; using RealOrComplex = typename std::iterator_traits::value_type; if constexpr (boost::math::tools::is_complex_type::value) { using std::norm; using Real = typename RealOrComplex::value_type; Real lp = 0; for (auto it = first; it != last; ++it) { lp += pow(abs(*it), p); } auto result = pow(lp, Real(1)/Real(p)); if (!isfinite(result)) { auto a = boost::math::tools::sup_norm(first, last); Real lp = 0; for (auto it = first; it != last; ++it) { lp += pow(abs(*it)/a, p); } result = a*pow(lp, Real(1)/Real(p)); } return result; } else if constexpr (is_floating_point::value || std::numeric_limits::max_exponent) { BOOST_ASSERT_MSG(p >= 0, "For p < 0, the lp norm is not a norm"); RealOrComplex lp = 0; for (auto it = first; it != last; ++it) { lp += pow(abs(*it), p); } RealOrComplex result = pow(lp, RealOrComplex(1)/RealOrComplex(p)); if (!isfinite(result)) { RealOrComplex a = boost::math::tools::sup_norm(first, last); lp = 0; for (auto it = first; it != last; ++it) { lp += pow(abs(*it)/a, p); } result = a*pow(lp, RealOrComplex(1)/RealOrComplex(p)); } return result; } else { double lp = 0; for (auto it = first; it != last; ++it) { double tmp = *it; lp += pow(abs(tmp), p); } double result = pow(lp, 1.0/double(p)); if (!isfinite(result)) { double a = boost::math::tools::sup_norm(first, last); lp = 0; for (auto it = first; it != last; ++it) { double tmp = *it; lp += pow(abs(tmp)/a, p); } result = a*pow(lp, double(1)/double(p)); } return result; } } template inline auto lp_norm(Container const & v, unsigned p) { return lp_norm(v.cbegin(), v.cend(), p); } template auto lp_distance(ForwardIterator first1, ForwardIterator last1, ForwardIterator first2, unsigned p) { using std::pow; using std::abs; using std::is_floating_point; using std::isfinite; using RealOrComplex = typename std::iterator_traits::value_type; auto it1 = first1; auto it2 = first2; if constexpr (boost::math::tools::is_complex_type::value) { using Real = typename RealOrComplex::value_type; using std::norm; Real dist = 0; while(it1 != last1) { auto tmp = *it1++ - *it2++; dist += pow(abs(tmp), p); } return pow(dist, Real(1)/Real(p)); } else if constexpr (is_floating_point::value || std::numeric_limits::max_exponent) { RealOrComplex dist = 0; while(it1 != last1) { auto tmp = *it1++ - *it2++; dist += pow(abs(tmp), p); } return pow(dist, RealOrComplex(1)/RealOrComplex(p)); } else { double dist = 0; while(it1 != last1) { double tmp1 = *it1++; double tmp2 = *it2++; // Naively you'd expect the integer subtraction to be faster, // but this can overflow or wraparound: //double tmp = *it1++ - *it2++; dist += pow(abs(tmp1 - tmp2), p); } return pow(dist, 1.0/double(p)); } } template inline auto lp_distance(Container const & v, Container const & w, unsigned p) { return lp_distance(v.cbegin(), v.cend(), w.cbegin(), p); } template auto l1_distance(ForwardIterator first1, ForwardIterator last1, ForwardIterator first2) { using std::abs; using std::is_floating_point; using std::isfinite; using T = typename std::iterator_traits::value_type; auto it1 = first1; auto it2 = first2; if constexpr (boost::math::tools::is_complex_type::value) { using Real = typename T::value_type; Real sum = 0; while (it1 != last1) { sum += abs(*it1++ - *it2++); } return sum; } else if constexpr (is_floating_point::value || std::numeric_limits::max_exponent) { T sum = 0; while (it1 != last1) { sum += abs(*it1++ - *it2++); } return sum; } else if constexpr (std::is_unsigned::value) { double sum = 0; while(it1 != last1) { T x1 = *it1++; T x2 = *it2++; if (x1 > x2) { sum += (x1 - x2); } else { sum += (x2 - x1); } } return sum; } else if constexpr (std::is_integral::value) { double sum = 0; while(it1 != last1) { double x1 = *it1++; double x2 = *it2++; sum += abs(x1-x2); } return sum; } else { BOOST_ASSERT_MSG(false, "Could not recognize type."); } } template auto l1_distance(Container const & v, Container const & w) { using std::size; BOOST_ASSERT_MSG(size(v) == size(w), "L1 distance requires both containers to have the same number of elements"); return l1_distance(v.cbegin(), v.cend(), w.begin()); } template auto l2_distance(ForwardIterator first1, ForwardIterator last1, ForwardIterator first2) { using std::abs; using std::norm; using std::sqrt; using std::is_floating_point; using std::isfinite; using T = typename std::iterator_traits::value_type; auto it1 = first1; auto it2 = first2; if constexpr (boost::math::tools::is_complex_type::value) { using Real = typename T::value_type; Real sum = 0; while (it1 != last1) { sum += norm(*it1++ - *it2++); } return sqrt(sum); } else if constexpr (is_floating_point::value || std::numeric_limits::max_exponent) { T sum = 0; while (it1 != last1) { T tmp = *it1++ - *it2++; sum += tmp*tmp; } return sqrt(sum); } else if constexpr (std::is_unsigned::value) { double sum = 0; while(it1 != last1) { T x1 = *it1++; T x2 = *it2++; if (x1 > x2) { double tmp = x1-x2; sum += tmp*tmp; } else { double tmp = x2 - x1; sum += tmp*tmp; } } return sqrt(sum); } else { double sum = 0; while(it1 != last1) { double x1 = *it1++; double x2 = *it2++; double tmp = x1-x2; sum += tmp*tmp; } return sqrt(sum); } } template auto l2_distance(Container const & v, Container const & w) { using std::size; BOOST_ASSERT_MSG(size(v) == size(w), "L2 distance requires both containers to have the same number of elements"); return l2_distance(v.cbegin(), v.cend(), w.begin()); } template auto sup_distance(ForwardIterator first1, ForwardIterator last1, ForwardIterator first2) { using std::abs; using std::norm; using std::sqrt; using std::is_floating_point; using std::isfinite; using T = typename std::iterator_traits::value_type; auto it1 = first1; auto it2 = first2; if constexpr (boost::math::tools::is_complex_type::value) { using Real = typename T::value_type; Real sup_sq = 0; while (it1 != last1) { Real tmp = norm(*it1++ - *it2++); if (tmp > sup_sq) { sup_sq = tmp; } } return sqrt(sup_sq); } else if constexpr (is_floating_point::value || std::numeric_limits::max_exponent) { T sup = 0; while (it1 != last1) { T tmp = *it1++ - *it2++; if (sup < abs(tmp)) { sup = abs(tmp); } } return sup; } else // integral values: { double sup = 0; while(it1 != last1) { T x1 = *it1++; T x2 = *it2++; double tmp; if (x1 > x2) { tmp = x1-x2; } else { tmp = x2 - x1; } if (sup < tmp) { sup = tmp; } } return sup; } } template auto sup_distance(Container const & v, Container const & w) { using std::size; BOOST_ASSERT_MSG(size(v) == size(w), "sup distance requires both containers to have the same number of elements"); return sup_distance(v.cbegin(), v.cend(), w.begin()); } } #endif