Implement convolution #520
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Sébastien Crozet 2019-03-02 22:47:21 +01:00 committed by GitHub
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129
src/linalg/convolution.rs Normal file
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@ -0,0 +1,129 @@
use base::allocator::Allocator;
use base::default_allocator::DefaultAllocator;
use base::dimension::{Dim, DimAdd, DimDiff, DimMax, DimMaximum, DimSub, DimSum};
use std::cmp;
use storage::Storage;
use {zero, Real, Vector, VectorN, U1};
impl<N: Real, D1: Dim, S1: Storage<N, D1>> Vector<N, D1, S1> {
/// Returns the convolution of the target vector and a kernel
///
/// # Arguments
///
/// * `kernel` - A Vector with size > 0
///
/// # Errors
/// Inputs must statisfy `vector.len() >= kernel.len() > 0`.
///
pub fn convolve_full<D2, S2>(
&self,
kernel: Vector<N, D2, S2>,
) -> VectorN<N, DimDiff<DimSum<D1, D2>, U1>>
where
D1: DimAdd<D2>,
D2: DimAdd<D1, Output = DimSum<D1, D2>>,
DimSum<D1, D2>: DimSub<U1>,
S2: Storage<N, D2>,
DefaultAllocator: Allocator<N, DimDiff<DimSum<D1, D2>, U1>>,
{
let vec = self.len();
let ker = kernel.len();
if ker == 0 || ker > vec {
panic!("convolve_full expects `self.len() >= kernel.len() > 0`, received {} and {} respectively.",vec,ker);
}
let result_len = self.data.shape().0.add(kernel.data.shape().0).sub(U1);
let mut conv = VectorN::zeros_generic(result_len, U1);
for i in 0..(vec + ker - 1) {
let u_i = if i > vec { i - ker } else { 0 };
let u_f = cmp::min(i, vec - 1);
if u_i == u_f {
conv[i] += self[u_i] * kernel[(i - u_i)];
} else {
for u in u_i..(u_f + 1) {
if i - u < ker {
conv[i] += self[u] * kernel[(i - u)];
}
}
}
}
conv
}
/// Returns the convolution of the target vector and a kernel
/// The output convolution consists only of those elements that do not rely on the zero-padding.
/// # Arguments
///
/// * `kernel` - A Vector with size > 0
///
///
/// # Errors
/// Inputs must statisfy `self.len() >= kernel.len() > 0`.
///
pub fn convolve_valid<D2, S2>(&self, kernel: Vector<N, D2, S2>,
) -> VectorN<N, DimDiff<DimSum<D1, U1>, D2>>
where
D1: DimAdd<U1>,
D2: Dim,
DimSum<D1, U1>: DimSub<D2>,
S2: Storage<N, D2>,
DefaultAllocator: Allocator<N, DimDiff<DimSum<D1, U1>, D2>>,
{
let vec = self.len();
let ker = kernel.len();
if ker == 0 || ker > vec {
panic!("convolve_valid expects `self.len() >= kernel.len() > 0`, received {} and {} respectively.",vec,ker);
}
let result_len = self.data.shape().0.add(U1).sub(kernel.data.shape().0);
let mut conv = VectorN::zeros_generic(result_len, U1);
for i in 0..(vec - ker + 1) {
for j in 0..ker {
conv[i] += self[i + j] * kernel[ker - j - 1];
}
}
conv
}
/// Returns the convolution of the targetvector and a kernel
/// The output convolution is the same size as vector, centered with respect to the full output.
/// # Arguments
///
/// * `kernel` - A Vector with size > 0
///
/// # Errors
/// Inputs must statisfy `self.len() >= kernel.len() > 0`.
pub fn convolve_same<D2, S2>(&self, kernel: Vector<N, D2, S2>) -> VectorN<N, DimMaximum<D1, D2>>
where
D1: DimMax<D2>,
D2: DimMax<D1, Output = DimMaximum<D1, D2>>,
S2: Storage<N, D2>,
DefaultAllocator: Allocator<N, DimMaximum<D1, D2>>,
{
let vec = self.len();
let ker = kernel.len();
if ker == 0 || ker > vec {
panic!("convolve_same expects `self.len() >= kernel.len() > 0`, received {} and {} respectively.",vec,ker);
}
let result_len = self.data.shape().0.max(kernel.data.shape().0);
let mut conv = VectorN::zeros_generic(result_len, U1);
for i in 0..vec {
for j in 0..ker {
let val = if i + j < 1 || i + j >= vec + 1 {
zero::<N>()
} else {
self[i + j - 1]
};
conv[i] += val * kernel[ker - j - 1];
}
}
conv
}
}

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@ -17,6 +17,7 @@ mod solve;
mod svd;
mod symmetric_eigen;
mod symmetric_tridiagonal;
mod convolution;
//// FIXME: Not complete enough for publishing.
//// This handles only cases where each eigenvalue has multiplicity one.
@ -33,3 +34,4 @@ pub use self::schur::*;
pub use self::svd::*;
pub use self::symmetric_eigen::*;
pub use self::symmetric_tridiagonal::*;
pub use self::convolution::*;

119
tests/linalg/convolution.rs Normal file
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@ -0,0 +1,119 @@
use na::{Vector2,Vector3,Vector4,Vector5,DVector};
use std::panic;
//
// Should mimic calculations in Python's scipy library
// >>>from scipy.signal import convolve
//
// >>> convolve([1,2,3,4],[1,2],"same")
// array([ 1, 4, 7, 10])
#[test]
fn convolve_same_check(){
// Static Tests
let actual_s = Vector4::from_vec(vec![1.0,4.0,7.0,10.0]);
let expected_s = Vector4::new(1.0,2.0,3.0,4.0).convolve_same(Vector2::new(1.0,2.0));
assert!(relative_eq!(actual_s, expected_s, epsilon = 1.0e-7));
// Dynamic Tests
let actual_d = DVector::from_vec(vec![1.0,4.0,7.0,10.0]);
let expected_d = DVector::from_vec(vec![1.0,2.0,3.0,4.0]).convolve_same(DVector::from_vec(vec![1.0,2.0]));
assert!(relative_eq!(actual_d, expected_d, epsilon = 1.0e-7));
// Panic Tests
// These really only apply to dynamic sized vectors
assert!(
panic::catch_unwind(|| {
DVector::from_vec(vec![1.0,2.0]).convolve_same(DVector::from_vec(vec![1.0,2.0,3.0,4.0]));
}).is_err()
);
assert!(
panic::catch_unwind(|| {
DVector::<f32>::from_vec(vec![]).convolve_same(DVector::from_vec(vec![1.0,2.0,3.0,4.0]));
}).is_err()
);
assert!(
panic::catch_unwind(|| {
DVector::from_vec(vec![1.0,2.0,3.0,4.0]).convolve_same(DVector::<f32>::from_vec(vec![]));
}).is_err()
);
}
// >>> convolve([1,2,3,4],[1,2],"full")
// array([ 1, 4, 7, 10, 8])
#[test]
fn convolve_full_check(){
// Static Tests
let actual_s = Vector5::new(1.0,4.0,7.0,10.0,8.0);
let expected_s = Vector4::new(1.0,2.0,3.0,4.0).convolve_full(Vector2::new(1.0,2.0));
assert!(relative_eq!(actual_s, expected_s, epsilon = 1.0e-7));
// Dynamic Tests
let actual_d = DVector::from_vec(vec![1.0,4.0,7.0,10.0,8.0]);
let expected_d = DVector::from_vec(vec![1.0,2.0,3.0,4.0]).convolve_full(DVector::from_vec(vec![1.0,2.0]));
assert!(relative_eq!(actual_d, expected_d, epsilon = 1.0e-7));
// Panic Tests
// These really only apply to dynamic sized vectors
assert!(
panic::catch_unwind(|| {
DVector::from_vec(vec![1.0,2.0]).convolve_full(DVector::from_vec(vec![1.0,2.0,3.0,4.0]));
}).is_err()
);
assert!(
panic::catch_unwind(|| {
DVector::<f32>::from_vec(vec![]).convolve_full(DVector::from_vec(vec![1.0,2.0,3.0,4.0]));
}).is_err()
);
assert!(
panic::catch_unwind(|| {
DVector::from_vec(vec![1.0,2.0,3.0,4.0]).convolve_full(DVector::<f32>::from_vec(vec![]));
}).is_err()
);
}
// >>> convolve([1,2,3,4],[1,2],"valid")
// array([ 4, 7, 10])
#[test]
fn convolve_valid_check(){
// Static Tests
let actual_s = Vector3::from_vec(vec![4.0,7.0,10.0]);
let expected_s = Vector4::new(1.0,2.0,3.0,4.0).convolve_valid( Vector2::new(1.0,2.0));
assert!(relative_eq!(actual_s, expected_s, epsilon = 1.0e-7));
// Dynamic Tests
let actual_d = DVector::from_vec(vec![4.0,7.0,10.0]);
let expected_d = DVector::from_vec(vec![1.0,2.0,3.0,4.0]).convolve_valid(DVector::from_vec(vec![1.0,2.0]));
assert!(relative_eq!(actual_d, expected_d, epsilon = 1.0e-7));
// Panic Tests
// These really only apply to dynamic sized vectors
assert!(
panic::catch_unwind(|| {
DVector::from_vec(vec![1.0,2.0]).convolve_valid(DVector::from_vec(vec![1.0,2.0,3.0,4.0]));
}).is_err()
);
assert!(
panic::catch_unwind(|| {
DVector::<f32>::from_vec(vec![]).convolve_valid(DVector::from_vec(vec![1.0,2.0,3.0,4.0]));
}).is_err()
);
assert!(
panic::catch_unwind(|| {
DVector::from_vec(vec![1.0,2.0,3.0,4.0]).convolve_valid(DVector::<f32>::from_vec(vec![]));
}).is_err()
);
}

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@ -11,3 +11,4 @@ mod real_schur;
mod solve;
mod svd;
mod tridiagonal;
mod convolution;