I have a problem in that I need to implement an algorithm on an FPGA that requires a large array of data that is too large to fit into block or distributed memory. The array contains complex fixed-point values, and it turns out that I can do a good job by reducing the total number of stored values through decimation and then linearly interpolating the interim values on demand.
Though I have DSP blocks (and so fixed-point hardware multipliers) which could be used trivially for real and imaginary part interpolation, I actually want to do the interpolation on the amplitude and angle (of the polar form of the complex number) and then convert the result to real-imaginary form. The data can be stored in polar form if it improves things.
I think my question boils down to this: How should I quickly convert between polar complex numbers and real-imaginary complex numbers (and back again) on an FPGA (noting availability of DSP hardware)? The solution need not be exact, just close, but be speed optimised. Alternatively, better strategies are gladly received!
edit: I know about cordic techniques, so this would be how I would do it in the absence of a better idea. Are there refinements specific to this problem I could invoke?
Another edit: Following from #mbschenkel's question, and some more thinking on my part, I wanted to know if there were any known tricks specific to the problem of polar interpolation.
In my case, the dominant variation between samples is a phase rotation, with a slowly varying amplitude. Since the sampling grid is known ahead of time and is regular, one trick could be to precompute some complex interpolation factors. So, for two complex values a and b, if we wish to find (N-1) intermediate equally spaced values, we can precompute the factor
scale = (abs(b)/abs(a))**(1/N)*exp(1j*(angle(b)-angle(a)))/N)
and then find each intermediate value iteratively as val[n] = scale * val[n-1] where val[0] = a.
This works well for me as I need the samples in order and I compute them all. For small variations in amplitude (i.e. abs(b)/abs(a) ~= 1) and 0 < n < N, (abs(b)/abs(a))**(n/N) is approximately linear (though linear is not necessarily better).
The above is all very good, but still results in a complex multiplication. Are there other options for approximating this? I'm interested in resource and speed constraints, not accuracy. I know I can do the rotation with CORDIC, but still need a pair of multiplications for the scaling, so I'm adding lots of complexity and resource usage for potentially limited results. I don't really have a feel for the convergence of CORDIC, so perhaps I just truncate early, or use lots of resources to converge quickly.
Related
i was reading about Classification Algorithm KNN and came across with one term Distance Sensitive Data. I was not able to Found what exactly is Distance Sensitive Data wha are it's classifications, How to say if our Data is Distance-Sensitive or Not?
Suppose that xi and xj are vectors of observed features in cases i and j. Then, as you probably know, kNN is based on distances ||xi-xj||, such as the Euclidean one.
Now if xi and xj contain just a single feature, individual's height in meters, we are fine, as there are no other "competing" features. Suppose that next we add annual salary in thousands. Consequently, we look at distances between vectors like (1.7, 50000) and (1.8, 100000).
Then, in the case of the Euclidean distance, clearly salary feature dominates height and it's almost like we are using the salary feature alone. That is,
||xi-xj||2 ≈ |50000-100000|.
However, if the two features actually have similar importance, then we are doing a poor job. It is even worse if salary is actually irrelevant and we should be using height alone. Interestingly, under weak conditions, our classifier still has nice properties such as universal consistency even in such bad situations. The problem is that in finite samples the performance is our classifier is very bad so that the convergence is very slow.
So, as to deal with that, one may want to consider different distances, such that do something about the scale. Commonly people standardize (set the mean to zero and variance to 1) each feature, but that's not a complete solution either. There are various proposals what could be done (see, e.g., here).
On the other hand, algorithms based on decision trees do not suffer from this. In those cases we just look for a point where to split the variable. For instance, if salary takes values in [0,100000] and the split is at 40000, then Salary/10 would be slit at 4000 so that the results would not change.
I would like to ask if someone know some examples of the Heterogeneous Value Difference Metric (HVDM) distance ? also, i would like to ask if there is an implementation of such metric in R?
I will be grateful if someone can give some useful ressource in such way i could compute this distance manually
This is a very involved subject, which is no doubt why you can't find examples. What worries me about your question is that it is very general, and often a given implementation or use case of this sort of machine learning / data mining may need considerable algorithm tuning to make it effective, because the nature of the data will to some extent dictate how your HVDM is best calculated.
Single dimensional euclidean distance can obviously be calculated by D = a - b. 2D distance is Pythagoras, so D = SQRT((a1-b1)^2+(a2-b2)^2), and when you have N dimensional data D = SQRT((a1-b1)^2+(a2-b2)^2+....+(aN-bN)^2).
So, if you are comparing 2 data sets, a and b, with N numerical values, you can now calculate a distance between them...
Note that the square root is probably usually optional for practical purposes since it affects magnitude, but this is a tuning/performance/optimisation issue... and I'm not sure, but maybe some use cases might be better with it and some without.
Since you say your dataset has nominal values in, this makes it more interesting, as euclidean distance is meaningless for nominal values... How you reconcile that depends on the data, if you can assign numerical data to the nominals, that's good, because you can then calculate a euclidean distance again (e.g. banana = {2,4,6}, apple={4,2,2}, pear={3,3,5}, these numbers being characteristics such as shape, colour, squishiness, for example).
Next problem is that because you have nominal and numerical data which is fundamentally different, you almost certainly need to normalise the nominal and numerical so that one doesn't have an unreasonable weight because of the nature of that data. Also it's possible you might split each numerical data set and calculate 2 distances for each data set comparison... again it's a data dependant decision, or a decision you will make when tuning to get good or even sane performance. Sum the normalised results, or calculate a euclidean distance of them.
Normalising, at its simplest, means dividing by the over all range of the data, so 2 bits of data, both normalised will both be reduced to a value between 0 and 1, thus eliminating irrelevant facts like the magnitude of one bit of data is 10,000 times that of the other. Alternative normalising techniques might be appropriate for your data if it can or does have outliers.
In R, You can find UBL Package that use HVDM as option of Distance, at ENNClassif function.
library(datasets)
data(iris)
summary(iris)
#install.packages("UBL")
library(UBL)
# generate an small imbalanced data set
ir<- iris[-c(95:130), ]
# use HDVM as Distance for numeric and nominal features.
irHVDM <- ENNClassif(Species~., ir, k = 3, dist = "HVDM")
I have been looking for an advanced levenshtein distance algorithm, and the best I have found so far is O(n*m) where n and m are the lengths of the two strings. The reason why the algorithm is at this scale is because of space, not time, with the creation of a matrix of the two strings such as this one:
Is there a publicly-available levenshtein algorithm which is better than O(n*m)? I am not averse to looking at advanced computer science papers & research, but haven't been able to find anything. I have found one company, Exorbyte, which supposedly has built a super-advanced and super-fast Levenshtein algorithm but of course that is a trade secret. I am building an iPhone app which I would like to use the Levenshtein distance calculation. There is an objective-c implementation available, but with the limited amount of memory on iPods and iPhones, I'd like to find a better algorithm if possible.
Are you interested in reducing the time complexity or the space complexity ? The average time complexity can be reduced O(n + d^2), where n is the length of the longer string and d is the edit distance. If you are only interested in the edit distance and not interested in reconstructing the edit sequence, you only need to keep the last two rows of the matrix in memory, so that will be order(n).
If you can afford to approximate, there are poly-logarithmic approximations.
For the O(n +d^2) algorithm look for Ukkonen's optimization or its enhancement Enhanced Ukkonen. The best approximation that I know of is this one by Andoni, Krauthgamer, Onak
If you only want the threshold function - eg, to test if the distance is under a certain threshold - you can reduce the time and space complexity by only calculating the n values either side of the main diagonal in the array. You can also use Levenshtein Automata to evaluate many words against a single base word in O(n) time - and the construction of the automatons can be done in O(m) time, too.
Look in Wiki - they have some ideas to improve this algorithm to better space complexity:
Wiki-Link: Levenshtein distance
Quoting:
We can adapt the algorithm to use less space, O(m) instead of O(mn), since it only requires that the previous row and current row be stored at any one time.
I found another optimization that claims to be O(max(m, n)):
http://en.wikibooks.org/wiki/Algorithm_Implementation/Strings/Levenshtein_distance#C
(the second C implementation)
So I guess this isn't technically a code question, but it's something that I'm sure will come up for other folks as well as myself while writing code, so hopefully it's still a good one to post on SO.
The Google has directed me to plenty of nice lengthy explanations of when to use one or the other as regards financial numbers, and things like that.
But my particular context doesn't fit in, and I'm wondering if anyone here has some insight. I need to take a whole bunch of individual users' votes on how "good" a particular item is. I.e., some number of users each give a particular item a score between 0 and 10, and I want to report on what the 'typical' score is. What would be the intuitive reasons to report the geometric and/or arithmetic mean as the typical response?
Or, for that matter, would I be better off reporting the median instead?
I imagine there's some psychology involved in what the "best" method might be...
Anyway, there you have it.
Thanks!
Generally speaking, the arithmetic mean will suffice. It is much less computationally intensive than the geometric mean (which involves taking an n-th root).
As for the psychology involved, the geometric mean is never greater than the arithmetic mean, so arithmetic is the best choice if you'd prefer higher scores in general.
The median is most useful when the data set is relatively small and the chance of a massive outlier relatively high. Depending on how much precision these votes can take, the median can sometimes end up being a bit arbitrary.
If you really really want the most accurate answer possible, you could go for calculating the arithmetic-geomtric mean. However, this involved calculating both arithmetic and geometric means repeatedly, so it is very computationally intensive in comparison.
you want the arithmetic mean. since you aren't measuring the average change in average or something.
Arithmetic mean is correct.
Your scale is artificial:
It is bounded, from 0 and 10
8.5 is intuitively between 8 and 9
But for other scales, you would need to consider the correct mean to use.
Some other examples
In counting money, it has been argued that wealth has logarithmic utility. So the median between Bill Gates' wealth and a bum in the inner city would be a moderately successful business person. (Arithmetic average would hive you Larry Page.)
In measuring sound level, decibels already normalizes the effect. So you can take arithmetic average of decibels.
But if you are measuring volume in watts, then use quadratic means (RMS).
The answer depends on the context and your purpose. Percent changes were mentioned as a good time to use geometric mean. I use geometric mean when calculating antennas and frequencies since the percentage change is more important than the average or middle of the frequency range or average size of the antenna is concerned. If you have wildly varying numbers, especially if most are similar but one or two are "flyers" (far from the range of the others) the geometric mean will "smooth" the results (not let the different ones exert a change in the results more than they should). This method is used to calculate bullet group sizes (the "flyer" was probably human error, not the equipment, so the average is ""unfair" in that case). Another variation similar to geometric mean is the root mean square method. First you take the square root of the numbers, take THAT mean, and then square your answer (this provides even more smoothing). This is often used in electrical calculations and most electical meters are calculated in "RMS" (root mean square), not average readings. Hope this helps a little. Here is a web site that explains it pretty well. standardwisdom.com
I am currently developing a piece of software using opencv and qt that plots data points. I need to be able fill in an image from incomplete data. I want to interpolate between the points I have. Can anyone recommend a library or function that could help me. I thought maybe the opencv reMap method but I can't seem to get that to work.
The data is a 2-d matrix of intensity values. I want to create an image of some sort. Its a school project.
Interpolation is a complex subject. There are infinitely many ways to interpolate a set of points, and this assuming that you truly do wish to do interpolation, and not smoothing of any sort. (An interpolant reproduces the original data points exactly.) And of course, the 2-d nature of this problem makes things more difficult.
There are several common schemes for interpolation of scattered data in 2-d. Actually, for those who have access to it, a very nice paper is available (Richard Franke, "Scattered data interpolation: Tests of some methods", Mathematics of Computation, 1982.)
Perhaps the most common method used is based on a triangulation of your data. Merely build a triangulation of the domain from your data points. Then any point inside the convex hull of the data must lie inside exactly one of the triangles, or it will be on a shared edge. This allows you to interpolate linearly inside the triangle. If you are using MATLAB, then the function griddata is available for this express purpose.)
The problem when trying to populate a complete rectangular image from scattered points is that very likely the data does not extend to the 4 corners of the array. In that event, a triangulation based scheme will fail, since the corners of the array do not lie inside the convex hull of the scattered points. An alternative then is to use "radial basis functions" (often abbreviated RBF). There are many such schemes to be found, including Kriging, when used by the geostatistics community.
http://en.wikipedia.org/wiki/Kriging
Finally, inpainting is the name for a scheme of interpolation where elements are given in an array, but where there are missing elements. The name obviously refers to that done by an art conservator who needs to repair a tear or rip in a valuable piece of artwork.
http://en.wikipedia.org/wiki/Inpainting
The idea behind inpainting is typically to formulate a boundary value problem. That is, define a partial differential equation on the region where there is a hole. Using the known boundary values, fill in the hole by solving the PDE for the unknown elements. This can be computationally intensive if there are a huge number of unknown elements, since it typically requires the solution of at least a massive sparse system of linear equations. If the PDE is a nonlinear one, then it becomes a more intensive problem yet. A simple, reasonably good choice for the PDE is the Laplacian, which results in a linear system that extrapolates well. Again, I can offer a solution for a MATLAB user.
http://www.mathworks.com/matlabcentral/fileexchange/4551
Better choices for the PDE may come from nonlinear PDEs. Once such is the Navier/Stokes equation. It is well suited to modeling the types of surfaces typically seen, but it is also more difficult to deal with. As in many facets of life, you get what you pay for.
Phew! Big subject.
The "right" answer depends a lot on your problem domain and various details of what you're doing.
Interpolating in more than 1 dimension requires making some choices. I'll assume that you are plotting on a regular grid, but that some of your grid points have no data. Big question: are the missing points sparse, or do they make big blobs?
You can't add information, so you're just trying to establish something that will look OK.
Conceptually simple suggestion (but the implementation may be some work):
For each region on missing data, identify all the edge points. That is find the x's in this figure
oooxxooo
oox..xoo
oox...xo
ox..xxoo
oox.xooo
oooxoooo
where the .'s are the points missing data, and the x's and o's have data (for a single missing point, this will be the four nearest neighbors). Fill in each missing data point with an average over the edge points around this blob. To make it smooth, weight each point by 1/d where d is the taxidriver distance (delta x + delta y) between the two points..
From before we had any details:
In the absence of that kind of information, have you tried straight ahead linear interpolation? If your data is reasonably dense this might do it for you, and it is simple enough to code in-line when you need it.
Next step is usually a cubic spline, but for that you'll probably want to grab an existing implementation.
When I need something more powerful than a quick linear interpolation, I usually use ROOT (and pick one of the TSpline classes), but this may be more overhead than you need.
As noted in the comments, ROOT is big, and while it is fast, it does try to force you to do things the ROOT way, so it can have a big effect on your program.
A linear interpolation between (or indeed extrapolation from) two points (x1, y1) and (x2, y2) gives you
y_i = (x_i-x1)*(y2-y1)/(x2-x1)
Considering this is a simple school project, probably the easiest interpolation technique to implement is the "Nearest Neighbors"
For each missing data point you find the nearest "filled" data point and use that as the value.
If you want to improve the retults a little bit more, then you can lets say, find K nearest data points, and use their weighted average as the value of your missing data point.
the weight could be proportional to the distance of the point from the missing data point.
There are zillion other techniques, but nearest neighbor is probably the easiest to implement.
if I understand that your need is as follows.
I think you have a subset of x,y,Intensity for a dimension of L by W and you want to fill for all X ranging from 0 to L and Y ranging from 0 to W.
If this is your question, then solution is to get other intensities by using Filters.
I think Bayer filter or Gaussian filter would do the job for you.
You can google these filters and you will get answers to implement.
Best of luck.