#include #include #include #include #include #include "nd-random.h" #include "utils.h" static double beta_inc_unnormalized (double a, double b, double x); static double incomplete_wallis_integral (double theta, unsigned int m); void random_direction_vector (const gsl_rng* r, gsl_vector* x) { gsl_ran_dir_nd(r, x->size, x->data); } static void rotate_from_nth_canonical (gsl_vector* x, const gsl_vector* orient) { const size_t n = x->size; double xn = gsl_vector_get(x, n - 1); double mun = gsl_vector_get(orient, n - 1); gsl_vector_const_view orient_sub = gsl_vector_const_subvector(orient, 0, n - 1); double b = gsl_blas_dnrm2(&orient_sub.vector); double a = (dot_product(orient, x) - xn*mun) / b; double c = mun, s = sqrt(1 - gsl_pow_2(c)); gsl_blas_daxpy((xn*s + a*(c - 1))/b, orient, x); gsl_vector_set(x, n - 1, gsl_vector_get(x, n - 1) + xn*(c - 1) - a*s - mun*(xn*s + a*(c - 1))/b); } /* TODO: There is an edge case when mean is the (n-1)th canonical basis vector. Fix it. */ void hollow_cone_random_vector (const gsl_rng* r, const gsl_vector* mean, double theta_min, double theta_max, gsl_vector* x) { unsigned int n = x->size; gsl_ran_dir_nd(r, n - 1, x->data); // Generate random vector around the nth canonical basis vector double omega_min = planar_angle_to_solid_angle(theta_min, n); double omega_max = planar_angle_to_solid_angle(theta_max, n); gsl_vector_scale(x, cos(theta_max) * tan(solid_angle_to_planar_angle(gsl_ran_flat(r, omega_min, omega_max), n))); gsl_vector_set(x, n - 1, cos(theta_max)); gsl_vector_scale(x, 1.0/gsl_blas_dnrm2(x)); // Rotate to arbitrary basis rotate_from_nth_canonical(x, mean); } void subsampling_random_vector (const gsl_rng* r, const gsl_vector* mean, double theta_max, gsl_vector* x) { hollow_cone_random_vector(r, mean, 0, theta_max, x); } static double beta_inc_unnormalized (double a, double b, double x) { return gsl_sf_beta_inc(a, b, x) * gsl_sf_beta(a, b); } static double incomplete_wallis_integral (double theta, unsigned int m) { /** @param theta 0 < theta < pi @param m @return \int_0^\theta \sin^m x dx **/ if ((theta < 0) || (theta > M_PI)) GSL_ERROR("Incomplete Wallis integral only allows theta in [0,pi]", GSL_EDOM); if (theta < M_PI_2) return 0.5 * beta_inc_unnormalized((m+1)/2.0, 0.5, gsl_pow_2(sin(theta))); else return 0.5 * (gsl_sf_beta((m+1)/2.0, 0.5) + beta_inc_unnormalized(0.5, (m+1)/2.0, gsl_pow_2(cos(theta)))); } double planar_angle_to_solid_angle (double planar_angle, unsigned int dimension) { return 2 * pow(M_PI, (dimension - 1)/2.0) * incomplete_wallis_integral(planar_angle, dimension - 2) / gsl_sf_gamma((dimension - 1)/2.0); } double solid_angle_to_planar_angle (double solid_angle, unsigned int dimension) { double f (double planar_angle, void* params) { return planar_angle_to_solid_angle(planar_angle, dimension) - solid_angle; } gsl_function gsl_f = {&f}; /* if (fabs(GSL_FN_EVAL(&gsl_f, 0))/surface_area_of_ball(dimension) < BISECTION_FUNCTION_EPSABS) */ /* return 0; */ /* else if (fabs(GSL_FN_EVAL(&gsl_f, M_PI))/surface_area_of_ball(dimension) < BISECTION_FUNCTION_EPSABS) */ /* return M_PI; */ /* else return bisection(&gsl_f, 0, M_PI); */ if (solid_angle == 0) return 0; else if (solid_angle == surface_area_of_ball(dimension)) return M_PI; else return bisection(&gsl_f, 0, M_PI); }