// David Eberly, Geometric Tools, Redmond WA 98052 // Copyright (c) 1998-2020 // Distributed under the Boost Software License, Version 1.0. // https://www.boost.org/LICENSE_1_0.txt // https://www.geometrictools.com/License/Boost/LICENSE_1_0.txt // Version: 4.0.2019.08.13 #pragma once #include #include #include #include // The samples are (x[i],y[i],w[i]) for 0 <= i < S. Think of w as a function // of x and y, say w = f(x,y). The function fits the samples with a // polynomial of degree d0 in x and degree d1 in y, say // w = sum_{i=0}^{d0} sum_{j=0}^{d1} c[i][j]*x^i*y^j // The method is a least-squares fitting algorithm. The mParameters stores // c[i][j] = mParameters[i+(d0+1)*j] for a total of (d0+1)*(d1+1) // coefficients. The observation type is std::array, which represents // a triple (x,y,w). // // WARNING. The fitting algorithm for polynomial terms // (1,x,x^2,...,x^d0), (1,y,y^2,...,y^d1) // is known to be nonrobust for large degrees and for large magnitude data. // One alternative is to use orthogonal polynomials // (f[0](x),...,f[d0](x)), (g[0](y),...,g[d1](y)) // and apply the least-squares algorithm to these. Another alternative is to // transform // (x',y',w') = ((x-xcen)/rng, (y-ycen)/rng, w/rng) // where xmin = min(x[i]), xmax = max(x[i]), xcen = (xmin+xmax)/2, // ymin = min(y[i]), ymax = max(y[i]), ycen = (ymin+ymax)/2, and // rng = max(xmax-xmin,ymax-ymin). Fit the (x',y',w') points, // w' = sum_{i=0}^{d0} sum_{j=0}^{d1} c'[i][j]*(x')^i*(y')^j // The original polynomial is evaluated as // w = rng * sum_{i=0}^{d0} sum_{j=0}^{d1} c'[i][j] * // ((x-xcen)/rng)^i * ((y-ycen)/rng)^j namespace WwiseGTE { template class ApprPolynomial3 : public ApprQuery> { public: // Initialize the model parameters to zero. ApprPolynomial3(int xDegree, int yDegree) : mXDegree(xDegree), mYDegree(yDegree), mXDegreeP1(xDegree + 1), mYDegreeP1(yDegree + 1), mSize(mXDegreeP1 * mYDegreeP1), mParameters(mSize, (Real)0), mYCoefficient(mYDegreeP1, (Real)0) { mXDomain[0] = std::numeric_limits::max(); mXDomain[1] = -mXDomain[0]; mYDomain[0] = std::numeric_limits::max(); mYDomain[1] = -mYDomain[0]; } // Basic fitting algorithm. See ApprQuery.h for the various Fit(...) // functions that you can call. virtual bool FitIndexed( size_t numObservations, std::array const* observations, size_t numIndices, int const* indices) override { if (this->ValidIndices(numObservations, observations, numIndices, indices)) { int s, i0, j0, k0, i1, j1, k1; // Compute the powers of x and y. int numSamples = static_cast(numIndices); int twoXDegree = 2 * mXDegree; int twoYDegree = 2 * mYDegree; Array2 xPower(twoXDegree + 1, numSamples); Array2 yPower(twoYDegree + 1, numSamples); for (s = 0; s < numSamples; ++s) { Real x = observations[indices[s]][0]; Real y = observations[indices[s]][1]; mXDomain[0] = std::min(x, mXDomain[0]); mXDomain[1] = std::max(x, mXDomain[1]); mYDomain[0] = std::min(y, mYDomain[0]); mYDomain[1] = std::max(y, mYDomain[1]); xPower[s][0] = (Real)1; for (i0 = 1; i0 <= twoXDegree; ++i0) { xPower[s][i0] = x * xPower[s][i0 - 1]; } yPower[s][0] = (Real)1; for (j0 = 1; j0 <= twoYDegree; ++j0) { yPower[s][j0] = y * yPower[s][j0 - 1]; } } // Matrix A is the Vandermonde matrix and vector B is the // right-hand side of the linear system A*X = B. GMatrix A(mSize, mSize); GVector B(mSize); for (j0 = 0; j0 <= mYDegree; ++j0) { for (i0 = 0; i0 <= mXDegree; ++i0) { Real sum = (Real)0; k0 = i0 + mXDegreeP1 * j0; for (s = 0; s < numSamples; ++s) { Real w = observations[indices[s]][2]; sum += w * xPower[s][i0] * yPower[s][j0]; } B[k0] = sum; for (j1 = 0; j1 <= mYDegree; ++j1) { for (i1 = 0; i1 <= mXDegree; ++i1) { sum = (Real)0; k1 = i1 + mXDegreeP1 * j1; for (s = 0; s < numSamples; ++s) { sum += xPower[s][i0 + i1] * yPower[s][j0 + j1]; } A(k0, k1) = sum; } } } } // Solve for the polynomial coefficients. GVector coefficients = Inverse(A) * B; bool hasNonzero = false; for (int i = 0; i < mSize; ++i) { mParameters[i] = coefficients[i]; if (coefficients[i] != (Real)0) { hasNonzero = true; } } return hasNonzero; } std::fill(mParameters.begin(), mParameters.end(), (Real)0); return false; } // Get the parameters for the best fit. std::vector const& GetParameters() const { return mParameters; } virtual size_t GetMinimumRequired() const override { return static_cast(mSize); } // Compute the model error for the specified observation for the // current model parameters. The returned value for observation // (x0,y0,w0) is |w(x0,y0) - w0|, where w(x,y) is the fitted // polynomial. virtual Real Error(std::array const& observation) const override { Real w = Evaluate(observation[0], observation[1]); Real error = std::fabs(w - observation[2]); return error; } virtual void CopyParameters(ApprQuery> const* input) override { auto source = dynamic_cast(input); if (source) { *this = *source; } } // Evaluate the polynomial. The domain intervals are provided so you // can interpolate ((x,y) in domain) or extrapolate ((x,y) not in // domain). std::array const& GetXDomain() const { return mXDomain; } std::array const& GetYDomain() const { return mYDomain; } Real Evaluate(Real x, Real y) const { int i0, i1; Real w; for (i1 = 0; i1 <= mYDegree; ++i1) { i0 = mXDegree; w = mParameters[i0 + mXDegreeP1 * i1]; while (--i0 >= 0) { w = mParameters[i0 + mXDegreeP1 * i1] + w * x; } mYCoefficient[i1] = w; } i1 = mYDegree; w = mYCoefficient[i1]; while (--i1 >= 0) { w = mYCoefficient[i1] + w * y; } return w; } private: int mXDegree, mYDegree, mXDegreeP1, mYDegreeP1, mSize; std::array mXDomain, mYDomain; std::vector mParameters; // This array is used by Evaluate() to avoid reallocation of the // 'vector' for each call. The member is mutable because, to the // user, the call to Evaluate does not modify the polynomial. mutable std::vector mYCoefficient; }; }