The OpenD Programming Language

1 /++
2 $(H1 Interpolation Algorithms)
3 
4 $(BOOKTABLE $(H2 Interpolation modules),
5 $(TR $(TH Module) $(TH Interpolation kind))
6 $(T2M constant, Constant Interpolant)
7 $(T2M generic, Generic Piecewise Interpolant)
8 $(T2M linear, Linear Interpolant)
9 $(T2M polynomial, Lagrange Barycentric Interpolant)
10 $(T2M spline, Piecewise Cubic Hermite Interpolant Spline: C2 (with contiguous second derivative), cardinal, monotone (aka PCHIP), double-quadratic, Akima)
11 )
12 ]
13 Copyright: 2020 Ilia Ki, Kaleidic Associates Advisory Limited, Symmetry Investments
14 Authors: Ilia Ki
15 
16 Macros:
17 SUBREF = $(REF_ALTTEXT $(TT $2), $2, mir,interpolate, $1)$(NBSP)
18 T2M=$(TR $(TDNW $(MREF mir,interpolate,$1)) $(TD $+))
19 T2=$(TR $(TDNW $(LREF $1)) $(TD $+))
20 +/
21 module mir.interpolate;
22 
23 import mir.functional: Tuple;
24 import mir.math.common: fmamath;
25 import mir.ndslice.slice: Slice, Contiguous;
26 import mir.primitives;
27 import mir.qualifier;
28 import std.traits: isInstanceOf;
29 
30 @fmamath:
31 
32 package ref iter(alias s)() { return s._iterator; };
33 package alias GridVector(It) = Slice!It;
34 
35 package enum bool isInterval(T) = isInstanceOf!(Tuple, T);
36 package enum bool isInterval(alias T) = isInstanceOf!(Tuple, T);
37 
38 package template Repeat(ulong n, L...)
39 {
40     static if (n)
41     {
42         static import std.meta;
43         alias Repeat = std.meta.Repeat!(n, L);
44     }
45     else
46         alias Repeat = L[0 .. 0];
47 }
48 
49 /++
50 Interval index for x value given.
51 +/
52 template findInterval(size_t dimension = 0)
53 {
54     /++
55     Interval index for x value given.
56     Params:
57         interpolant = interpolant
58         x = X value
59     +/
60     size_t findInterval(Interpolant, X)(auto ref const Interpolant interpolant, in X x) @trusted
61     {
62         import mir.ndslice.slice: sliced;
63         import mir.ndslice.sorting: transitionIndex;
64         static if (dimension)
65         {
66             immutable sizediff_t len = interpolant.intervalCount!dimension - 1;
67             auto grid = interpolant.gridScopeView!dimension[1 .. $][0 .. len];
68         }
69         else
70         {
71             immutable sizediff_t len = interpolant.intervalCount - 1;
72             auto grid = interpolant.gridScopeView[1 .. $][0 .. len];
73         }
74         assert(len >= 0);
75         return grid.transitionIndex!"a <= b"(x);
76     }
77 }
78 
79 ///
80 version(mir_test) unittest
81 {
82     import mir.ndslice.allocation: rcslice;
83     import mir.ndslice.topology: as;
84     import mir.ndslice.slice: sliced;
85     import mir.interpolate.linear;
86 
87     static immutable x = [0.0, 1, 2];
88     static immutable y = [10.0, 2, 4];
89     auto interpolation = linear!double(x.rcslice, y.as!(const double).rcslice);
90     assert(interpolation.findInterval(1.0) == 1);
91 }
92 
93 /++
94 Lazy interpolation shell with linear complexity.
95 
96 Params:
97     range = sorted range
98     interpolant = interpolant structure with `.gridScopeView` method.
99 Complexity:
100     `O(range.length + interpolant.gridScopeView.length)` to evaluate all elements.
101 Returns:
102     Lazy input range.
103 See_also:
104     $(SUBREF linear, linear),
105     $(SUBREF spline, spline).
106 +/
107 auto interp1(Range, Interpolant)(Range range, Interpolant interpolant, size_t interval = 0)
108 {
109     return Interp1!(Range, Interpolant)(range, interpolant, interval);
110 }
111 
112 /// ditto
113 struct Interp1(Range, Interpolant)
114 {
115     /// Sorted range (descending). $(RED For internal use.)
116     private Range _range;
117     ///  Interpolant structure. $(RED For internal use.)
118     private Interpolant _interpolant;
119     /// Current interpolation interval. $(RED For internal use.)
120     private size_t _interval;
121 
122     ///
123     auto lightScope() scope
124     {
125         return Interp1!(LightScopeOf!Range, LightScopeOf!Interpolant)(.lightScope(_range), .lightScope(_interpolant), _interval);
126     }
127 
128     static if (hasLength!Range)
129     /// Length (optional)
130     size_t length()() const @property  { return _range.length; }
131     /// Save primitive (optional)
132     auto save()() @property
133     {
134         auto ret = this;
135         ret._range = _range.save;
136         return ret;
137     }
138     /// Input range primitives
139     bool empty () const @property  { return _range.empty;  }
140     /// ditto
141     void popFront() { _range.popFront; }
142     /// ditto
143     auto front() @property
144         
145     {
146         assert(!empty);
147         auto x = _range.front;
148         return (x) @trusted {
149             auto points = _interpolant.gridScopeView;
150             sizediff_t len = _interpolant.intervalCount - 1;
151             assert(len >= 0);
152             while (x > points[_interval + 1] && _interval < len)
153                 _interval++;
154             return _interpolant(x.atInterval(_interval));
155         } (x);
156     }
157 }
158 
159 /++
160 PCHIP interpolation.
161 +/
162 version(mir_test)
163 @safe unittest
164 {
165     import mir.math.common: approxEqual;
166     import mir.ndslice.slice: sliced;
167     import mir.ndslice.allocation: rcslice;
168     import mir.interpolate: interp1;
169     import mir.interpolate.spline;
170 
171     static immutable x = [1.0, 2, 4, 5, 8, 10, 12, 15, 19, 22];
172     static immutable y = [17.0, 0, 16, 4, 10, 15, 19, 5, 18, 6];
173     auto interpolation = spline!double(x.rcslice, y.sliced, SplineType.monotone);
174 
175     auto xs = x[0 .. $ - 1].sliced + 0.5;
176 
177     auto ys = xs.interp1(interpolation);
178 }
179 
180 @safe pure @nogc version(mir_test) unittest
181 {
182     import mir.interpolate.linear;
183     import mir.ndslice;
184     import mir.math.common: approxEqual;
185 
186     static immutable x = [0, 1, 2, 3, 5.00274, 7.00274, 10.0055, 20.0137, 30.0192];
187     static immutable y = [0.0011, 0.0011, 0.0030, 0.0064, 0.0144, 0.0207, 0.0261, 0.0329, 0.0356,];
188     static immutable xs = [1, 2, 3, 4.00274, 5.00274, 6.00274, 7.00274, 8.00548, 9.00548, 10.0055, 11.0055, 12.0082, 13.0082, 14.0082, 15.0082, 16.011, 17.011, 18.011, 19.011, 20.0137, 21.0137, 22.0137, 23.0137, 24.0164, 25.0164, 26.0164, 27.0164, 28.0192, 29.0192, 30.0192];
189 
190     auto interpolation = linear!double(x.rcslice, y.as!(const double).rcslice);
191 
192     static immutable data = [0.0011, 0.0030, 0.0064, 0.0104, 0.0144, 0.0176, 0.0207, 0.0225, 0.0243, 0.0261, 0.0268, 0.0274, 0.0281, 0.0288, 0.0295, 0.0302, 0.0309, 0.0316, 0.0322, 0.0329, 0.0332, 0.0335, 0.0337, 0.0340, 0.0342, 0.0345, 0.0348, 0.0350, 0.0353, 0.0356];
193 
194     () @trusted {
195         assert(all!((a, b) => approxEqual(a, b, 1e-4, 1e-4))(xs.interp1(interpolation), data));
196     }();
197 }
198 
199 /++
200 Optimization utility that can be used with interpolants if
201 x should be extrapolated at interval given.
202 
203 By default interpolants uses binary search to find appropriate interval,
204 it has `O(log(.gridScopeView.length))` complexity.
205 If an interval is given, interpolant uses it instead of binary search.
206 +/
207 Tuple!(T, size_t) atInterval(T)(in T value, size_t intervalIndex)
208 {
209     return typeof(return)(value, intervalIndex);
210 }
211 
212 ///
213 version(mir_test) unittest
214 {
215     import mir.ndslice.allocation;
216     import mir.ndslice.slice;
217     import mir.interpolate.spline;
218     static immutable x = [0.0, 1, 2];
219     static immutable y = [3.0, 4, -10];
220     auto interpolant = spline!double(x.rcslice, y.sliced);
221     assert(interpolant(1.3) != interpolant(1.3.atInterval(0)));
222     assert(interpolant(1.3) == interpolant(1.3.atInterval(1)));
223 }
224 
225 version(D_AVX2)
226     enum _avx = true;
227 else
228 version(D_AVX)
229     enum _avx = true;
230 else
231     enum _avx = false;
232 
233 version(LDC)
234     enum LDC = true;
235 else
236     enum LDC = false;
237 
238 version(X86_64)
239     enum x86_64 = true;
240 else
241     enum x86_64 = false;
242 
243 auto copyvec(F, size_t N)(ref const F[N] from, ref F[N] to)
244 {
245     import mir.internal.utility;
246 
247     static if (LDC && F.mant_dig != 64 && is(__vector(F[N])))
248     {
249         alias V = __vector(F[N]); // @FUTURE@ vector support
250         *cast(V*) to.ptr = *cast(V*) from.ptr;
251     }
252     else
253     static if (F.sizeof <= double.sizeof && F[N].sizeof >= (double[2]).sizeof && x86_64)
254     {
255         import mir.utility;
256         enum S = _avx ? 32u : 16u;
257         enum M = min(S, F[N].sizeof) / F.sizeof;
258         alias V = __vector(F[M]); // @FUTURE@ vector support
259         enum C = N / M;
260         foreach(i; Iota!C)
261         {
262             *cast(V*)(to.ptr + i * M) = *cast(V*)(from.ptr + i * M);
263         }
264     }
265     else
266     {
267         to = from;
268     }
269 }
270 
271 package template SplineReturnType(F, size_t N, size_t P)
272 {
273     static if (P <= 1 || N == 0)
274         alias SplineReturnType = F;
275     else
276         alias SplineReturnType = .SplineReturnType!(F, N - 1, P)[P];
277 }
278 
279 template generateShuffles3(size_t N, size_t P)
280 {
281     enum size_t[N][2] generateShuffles3 = 
282     ()
283     {
284         auto ret = new size_t[](2 * N);
285         size_t[2] j;
286         bool f = 1;
287         foreach(i; 0 .. N)
288         {
289             ret[i * 2] = i;
290             ret[i * 2 + 1] = i + N;
291         }
292         return [ret[0 .. $ / 2], ret[$ / 2 .. $]];
293     }();
294 }
295 
296 
297 void shuffle3(size_t P, F, size_t N)(ref F[N] a, ref F[N] b, ref F[N] c, ref F[N] d)
298     if (P <= N && N)
299 {
300     static if (P == 0 || N == 1)
301     {
302         copyvec(a, c);
303         copyvec(b, d);
304     }
305     else
306     version(LDC)
307     {
308         enum masks = generateShuffles3!(N, P);
309         import std.meta: aliasSeqOf;
310         import mir.internal.ldc_simd: shufflevector;
311         alias V = __vector(F[N]); // @FUTURE@ vector support
312         auto as = shufflevector!(V, aliasSeqOf!(masks[0]))(*cast(V*)a.ptr, *cast(V*)b.ptr);
313         auto bs = shufflevector!(V, aliasSeqOf!(masks[1]))(*cast(V*)a.ptr, *cast(V*)b.ptr);
314         *cast(V*)c.ptr = as;
315         *cast(V*)d.ptr = bs;
316     }
317     else
318     {
319         foreach(i; Iota!(N / P))
320         {
321             enum j = 2 * i * P;
322             static if (j < N)
323             {
324                 copyvec(a[i * P .. i * P + P], c[j .. j + P]);
325                 static assert(j + 2 * P <= c.length);
326                 copyvec(b[i * P .. i * P + P], c[j + P .. j + 2 * P]);
327             }
328             else
329             {
330                 copyvec(a[i * P .. i * P + P], d[j - N .. j - N + P]);
331                 copyvec(b[i * P .. i * P + P], d[j - N + P .. j - N + 2 * P]);
332             }
333         }
334     }
335 }
336 
337 void shuffle2(size_t P, F, size_t N)(ref F[N] a, ref F[N] b, ref F[N] c, ref F[N] d)
338     if (P <= N && N)
339 {
340     static if (P == 0 || N == 1)
341     {
342         copyvec(a, c);
343         copyvec(b, d);
344     }
345     else
346     version(LDC)
347     {
348         enum masks = generateShuffles2!(N, P);
349         import std.meta: aliasSeqOf;
350         import mir.internal.ldc_simd: shufflevector;
351         alias V = __vector(F[N]); // @FUTURE@ vector support
352         auto as = shufflevector!(V, aliasSeqOf!(masks[0]))(*cast(V*)a.ptr, *cast(V*)b.ptr);
353         auto bs = shufflevector!(V, aliasSeqOf!(masks[1]))(*cast(V*)a.ptr, *cast(V*)b.ptr);
354         *cast(V*)c.ptr = as;
355         *cast(V*)d.ptr = bs;
356     }
357     else
358     {
359         foreach(i; Iota!(N / P))
360         {
361             enum j = 2 * i * P;
362             static if (j < N)
363                 copyvec(a[j .. j + P], c[i * P .. i * P + P]);
364             else
365                 copyvec(b[j - N .. j - N + P], c[i * P .. i * P + P]);
366         }
367         foreach(i; Iota!(N / P))
368         {
369             enum j = 2 * i * P + P;
370             static if (j < N)
371                 copyvec(a[j .. j + P], d[i * P .. i * P + P]);
372             else
373                 copyvec(b[j - N .. j - N + P], d[i * P .. i * P + P]);
374         }
375     }
376 }
377 
378 void shuffle1(size_t P, F, size_t N)(ref F[N] a, ref F[N] b, ref F[N] c, ref F[N] d)
379     if (P <= N && N)
380 {
381     static if (P == 0 || N == 1)
382     {
383         copyvec(a, c);
384         copyvec(b, d);
385     }
386     else
387     version(LDC)
388     {
389         enum masks = generateShuffles1!(N, P);
390         import std.meta: aliasSeqOf;
391         import mir.internal.ldc_simd: shufflevector;
392         alias V = __vector(F[N]); // @FUTURE@ vector support
393         auto as = shufflevector!(V, aliasSeqOf!(masks[0]))(*cast(V*)a.ptr, *cast(V*)b.ptr);
394         auto bs = shufflevector!(V, aliasSeqOf!(masks[1]))(*cast(V*)a.ptr, *cast(V*)b.ptr);
395         *cast(V*)c.ptr = as;
396         *cast(V*)d.ptr = bs;
397     }
398     else
399     {
400         foreach(i; Iota!(N / P))
401         {
402             enum j = i * P;
403             static if (i % 2 == 0)
404                 copyvec(a[j .. j + P], c[i * P .. i * P + P]);
405             else
406                 copyvec(b[j - P .. j], c[i * P .. i * P + P]);
407         }
408         foreach(i; Iota!(N / P))
409         {
410             enum j = i * P + P;
411             static if (i % 2 == 0)
412                 copyvec(a[j .. j + P], d[i * P .. i * P + P]);
413             else
414                 copyvec(b[j - P .. j], d[i * P .. i * P + P]);
415         }
416     }
417 }
418 
419 template generateShuffles2(size_t N, size_t P)
420 {
421     enum size_t[N][2] generateShuffles2 = 
422     ()
423     {
424         auto ret = new size_t[][](2, N);
425         size_t[2] j;
426         bool f = 1;
427         foreach(i; 0 .. 2 * N)
428         {
429             if (i % P == 0)
430                 f = !f;
431             ret[f][j[f]++] = i;
432         }
433         return ret;
434     }();
435 }
436 
437 
438 template generateShuffles1(size_t N, size_t P)
439 {
440     enum size_t[N][2] generateShuffles1 = 
441     ()
442     {
443         auto ret = new size_t[][](2, N);
444         foreach(i; 0 .. N)
445         {
446             ret[0][i] = (i / P + 1) % 2 ? i : i + N - P;
447             ret[1][i] = ret[0][i] + P;
448         }
449         return ret;
450     }();
451 }
452 
453 unittest
454 {
455     assert(generateShuffles1!(4, 1) == [[0, 4, 2, 6], [1, 5, 3, 7]]);
456     assert(generateShuffles1!(4, 2) == [[0, 1, 4, 5], [2, 3, 6, 7]]);
457     assert(generateShuffles1!(4, 4) == [[0, 1, 2, 3], [4, 5, 6, 7]]);
458 }
459 
460 unittest
461 {
462     assert(generateShuffles2!(4, 1) == [[0, 2, 4, 6], [1, 3, 5, 7]]);
463     assert(generateShuffles2!(4, 2) == [[0, 1, 4, 5], [2, 3, 6, 7]]);
464     assert(generateShuffles2!(4, 4) == [[0, 1, 2, 3], [4, 5, 6, 7]]);
465 }
466 
467 unittest
468 {
469     enum ai = [0, 1, 2, 3];
470     enum bi = [4, 5, 6, 7];
471     align(32)
472     double[4] a = [0, 1, 2, 3], b = [4, 5, 6, 7], c, d;
473     shuffle3!1(a, b, c, d);
474     assert([c, d] == [[0.0, 4, 1, 5], [2.0, 6, 3, 7]]);
475 }
476 
477 unittest
478 {
479     enum ai = [0, 1, 2, 3];
480     enum bi = [4, 5, 6, 7];
481     align(32)
482     double[4] a = [0, 1, 2, 3], b = [4, 5, 6, 7], c, d;
483     shuffle2!1(a, b, c, d);
484     assert([c, d] == [[0.0, 2, 4, 6], [1.0, 3, 5, 7]]);
485     shuffle2!2(a, b, c, d);
486     assert([c, d] == [[0.0, 1, 4, 5], [2.0, 3, 6, 7]]);
487     // shuffle2!4(a, b, c, d);
488     // assert([c, d] == [[0.0, 1, 2, 3], [4.0, 5, 6, 7]]);
489 }
490 
491 unittest
492 {
493     enum ai = [0, 1, 2, 3];
494     enum bi = [4, 5, 6, 7];
495     align(32)
496     double[4] a = [0, 1, 2, 3], b = [4, 5, 6, 7], c, d;
497     shuffle1!1(a, b, c, d);
498     assert([c, d] == [[0, 4, 2, 6], [1, 5, 3, 7]]);
499     shuffle1!2(a, b, c, d);
500     assert([c, d] == [[0, 1, 4, 5], [2, 3, 6, 7]]);
501     // shuffle1!4(a, b, c, d);
502     // assert([c, d] == [[0, 1, 2, 3], [4, 5, 6, 7]]);
503 }
504 
505 import mir.internal.utility;
506 
507 auto vectorize(Kernel, F, size_t N, size_t R)(ref Kernel kernel, ref F[N] a0, ref F[N] b0, ref F[N] a1, ref F[N] b1, ref F[N][R] c)
508 {
509     // static if (LDC && F.mant_dig != 64)
510     // {
511     //     alias V = __vector(F[N]); // @FUTURE@ vector support
512     //     *cast(V[R]*) c.ptr = kernel(
513     //         *cast(V*)a0.ptr, *cast(V*)b0.ptr,
514     //         *cast(V*)a1.ptr, *cast(V*)b1.ptr);
515     // }
516     // else
517     // static if (F.sizeof <= double.sizeof && F[N].sizeof >= (double[2]).sizeof)
518     // {
519     //     import mir.utility;
520     //     enum S = _avx ? 32u : 16u;
521     //     enum M = min(S, F[N].sizeof) / F.sizeof;
522     //     alias V = __vector(F[M]); // @FUTURE@ vector support
523     //     enum C = N / M;
524     //     foreach(i; Iota!C)
525     //     {
526     //         auto r = kernel(
527     //             *cast(V*)(a0.ptr + i * M), *cast(V*)(b0.ptr + i * M),
528     //             *cast(V*)(a1.ptr + i * M), *cast(V*)(b1.ptr + i * M),
529     //             );
530     //         static if (R == 1)
531     //             *cast(V*)(c[0].ptr + i * M) = r;
532     //         else
533     //             foreach(j; Iota!R)
534     //                 *cast(V*)(c[j].ptr + i * M) = r[j];
535     //     }
536     // }
537     // else
538     // {
539         foreach(i; Iota!N)
540         {
541             auto r = kernel(a0[i], b0[i], a1[i], b1[i]);
542             static if (R == 1)
543                 c[0][i] = r;
544             else
545                 foreach(j; Iota!R)
546                     c[j][i] = r[j];
547         }
548     // }
549 }
550 
551 auto vectorize(Kernel, F, size_t N, size_t R)(ref Kernel kernel, ref F[N] a, ref F[N] b, ref F[N][R] c)
552 {
553     // static if (LDC && F.mant_dig != 64 && is(__vector(F[N])))
554     // {
555     //     alias V = __vector(F[N]); // @FUTURE@ vector support
556     //     *cast(V[R]*) c.ptr = kernel(*cast(V*)a.ptr, *cast(V*)b.ptr);
557     // }
558     // else
559     // static if (F.sizeof <= double.sizeof && F[N].sizeof >= (double[2]).sizeof && x86_64)
560     // {
561     //     import mir.utility;
562     //     enum S = _avx ? 32u : 16u;
563     //     enum M = min(S, F[N].sizeof) / F.sizeof;
564     //     alias V = __vector(F[M]); // @FUTURE@ vector support
565     //     enum C = N / M;
566     //     foreach(i; Iota!C)
567     //     {
568     //         auto r = kernel(
569     //             *cast(V*)(a.ptr + i * M),
570     //             *cast(V*)(b.ptr + i * M),
571     //             );
572     //         static if (R == 1)
573     //             *cast(V*)(c[0].ptr + i * M) = r;
574     //         else
575     //             foreach(j; Iota!R)
576     //                 *cast(V*)(c[j].ptr + i * M) = r[j];
577     //     }
578     // }
579     // else
580     // {
581         F[N][R] _c;//Temporary array in case "c" overlaps "a" and/or "b".
582         foreach(i; Iota!N)
583         {
584             auto r = kernel(a[i], b[i]);
585             static if (R == 1)
586                 _c[0][i] = r;
587             else
588                 foreach(j; Iota!R)
589                     _c[j][i] = r[j];
590         }
591         c = _c;
592     // }
593 }
594 
595 // version(unittest)
596 // template _test_fun(size_t R)
597 // {
598 //     auto _test_fun(T)(T a0, T b0, T a1, T b1)
599 //     {
600 //         static if (R == 4)
601 //         {
602 //             return cast(T[R])[a0, b0, a1, b1];
603 //         }
604 //         else
605 //         static if (R == 2)
606 //         {
607 //             return cast(T[R])[a0 + b0, a1 + b1];
608 //         }
609 //         else
610 //             return a0 + b0 + a1 + b1;
611 //     }
612 // }
613 
614 // unittest
615 // {
616 //     import std.meta;
617 
618 //     foreach(F; AliasSeq!(float, double))
619 //     foreach(N; AliasSeq!(1, 2, 4, 8, 16))
620 //     {
621 //         align(F[N].sizeof) F[N] a0 = 4;
622 //         align(F[N].sizeof) F[N] b0 = 30;
623 //         align(F[N].sizeof) F[N] a1 = 200;
624 //         align(F[N].sizeof) F[N] b1 = 1000;
625 //         align(F[N].sizeof) F[N][1] c1;
626 //         align(F[N].sizeof) F[N][2] c2;
627 //         align(F[N].sizeof) F[N][4] c4;
628 //         vectorize!(_test_fun!(1))(a0, b0, a1, b1, c1);
629 //         vectorize!(_test_fun!(2))(a0, b0, a1, b1, c2);
630 //         vectorize!(_test_fun!(4))(a0, b0, a1, b1, c4);
631 //     }
632 // }