/* * Copyright 2011-2017 Blender Foundation * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ #ifndef __UTIL_MATH_MATRIX_H__ #define __UTIL_MATH_MATRIX_H__ CCL_NAMESPACE_BEGIN #define MAT(A, size, row, col) A[(row)*(size)+(col)] /* Variants that use a constant stride on GPUS. */ #ifdef __KERNEL_GPU__ # define MATS(A, n, r, c, s) A[((r)*(n)+(c))*(s)] /* Element access when only the lower-triangular elements are stored. */ # define MATHS(A, r, c, s) A[((r)*((r)+1)/2+(c))*(s)] # define VECS(V, i, s) V[(i)*(s)] #else # define MATS(A, n, r, c, s) MAT(A, n, r, c) # define MATHS(A, r, c, s) A[(r)*((r)+1)/2+(c)] # define VECS(V, i, s) V[i] #endif /* Zeroing helpers. */ ccl_device_inline void math_vector_zero(float *v, int n) { for(int i = 0; i < n; i++) { v[i] = 0.0f; } } ccl_device_inline void math_matrix_zero(float *A, int n) { for(int row = 0; row < n; row++) { for(int col = 0; col <= row; col++) { MAT(A, n, row, col) = 0.0f; } } } /* Elementary vector operations. */ ccl_device_inline void math_vector_add(float *a, const float *ccl_restrict b, int n) { for(int i = 0; i < n; i++) { a[i] += b[i]; } } ccl_device_inline void math_vector_mul(float *a, const float *ccl_restrict b, int n) { for(int i = 0; i < n; i++) { a[i] *= b[i]; } } ccl_device_inline void math_vector_mul_strided(ccl_global float *a, const float *ccl_restrict b, int astride, int n) { for(int i = 0; i < n; i++) { a[i*astride] *= b[i]; } } ccl_device_inline void math_vector_scale(float *a, float b, int n) { for(int i = 0; i < n; i++) { a[i] *= b; } } ccl_device_inline void math_vector_max(float *a, const float *ccl_restrict b, int n) { for(int i = 0; i < n; i++) { a[i] = max(a[i], b[i]); } } ccl_device_inline void math_vec3_add(float3 *v, int n, float *x, float3 w) { for(int i = 0; i < n; i++) { v[i] += w*x[i]; } } ccl_device_inline void math_vec3_add_strided(ccl_global float3 *v, int n, float *x, float3 w, int stride) { for(int i = 0; i < n; i++) { ccl_global float *elem = (ccl_global float*) (v + i*stride); atomic_add_and_fetch_float(elem+0, w.x*x[i]); atomic_add_and_fetch_float(elem+1, w.y*x[i]); atomic_add_and_fetch_float(elem+2, w.z*x[i]); } } /* Elementary matrix operations. * Note: TriMatrix refers to a square matrix that is symmetric, and therefore its upper-triangular part isn't stored. */ ccl_device_inline void math_trimatrix_add_diagonal(ccl_global float *A, int n, float val, int stride) { for(int row = 0; row < n; row++) { MATHS(A, row, row, stride) += val; } } /* Add Gramian matrix of v to A. * The Gramian matrix of v is vt*v, so element (i,j) is v[i]*v[j]. */ ccl_device_inline void math_matrix_add_gramian(float *A, int n, const float *ccl_restrict v, float weight) { for(int row = 0; row < n; row++) { for(int col = 0; col <= row; col++) { MAT(A, n, row, col) += v[row]*v[col]*weight; } } } /* Add Gramian matrix of v to A. * The Gramian matrix of v is vt*v, so element (i,j) is v[i]*v[j]. */ ccl_device_inline void math_trimatrix_add_gramian_strided(ccl_global float *A, int n, const float *ccl_restrict v, float weight, int stride) { for(int row = 0; row < n; row++) { for(int col = 0; col <= row; col++) { atomic_add_and_fetch_float(&MATHS(A, row, col, stride), v[row]*v[col]*weight); } } } ccl_device_inline void math_trimatrix_add_gramian(ccl_global float *A, int n, const float *ccl_restrict v, float weight) { for(int row = 0; row < n; row++) { for(int col = 0; col <= row; col++) { MATHS(A, row, col, 1) += v[row]*v[col]*weight; } } } /* Transpose matrix A inplace. */ ccl_device_inline void math_matrix_transpose(ccl_global float *A, int n, int stride) { for(int i = 0; i < n; i++) { for(int j = 0; j < i; j++) { float temp = MATS(A, n, i, j, stride); MATS(A, n, i, j, stride) = MATS(A, n, j, i, stride); MATS(A, n, j, i, stride) = temp; } } } /* Solvers for matrix problems */ /* In-place Cholesky-Banachiewicz decomposition of the square, positive-definite matrix A * into a lower triangular matrix L so that A = L*L^T. A is being overwritten by L. * Also, only the lower triangular part of A is ever accessed. */ ccl_device void math_trimatrix_cholesky(ccl_global float *A, int n, int stride) { for(int row = 0; row < n; row++) { for(int col = 0; col <= row; col++) { float sum_col = MATHS(A, row, col, stride); for(int k = 0; k < col; k++) { sum_col -= MATHS(A, row, k, stride) * MATHS(A, col, k, stride); } if(row == col) { sum_col = sqrtf(max(sum_col, 0.0f)); } else { sum_col /= MATHS(A, col, col, stride); } MATHS(A, row, col, stride) = sum_col; } } } /* Solve A*S=y for S given A and y, where A is symmetrical positive-semidefinite and both inputs are destroyed in the process. * * We can apply Cholesky decomposition to find a lower triangular L so that L*Lt = A. * With that we get (L*Lt)*S = L*(Lt*S) = L*b = y, defining b as Lt*S. * Since L is lower triangular, finding b is relatively easy since y is known. * Then, the remaining problem is Lt*S = b, which again can be solved easily. * * This is useful for solving the normal equation S=inv(Xt*W*X)*Xt*W*y, since Xt*W*X is * symmetrical positive-semidefinite by construction, so we can just use this function with A=Xt*W*X and y=Xt*W*y. */ ccl_device_inline void math_trimatrix_vec3_solve(ccl_global float *A, ccl_global float3 *y, int n, int stride) { /* Since the first entry of the design row is always 1, the upper-left element of XtWX is a good * heuristic for the amount of pixels considered (with weighting), therefore the amount of correction * is scaled based on it. */ math_trimatrix_add_diagonal(A, n, 3e-7f*A[0], stride); /* Improve the numerical stability. */ math_trimatrix_cholesky(A, n, stride); /* Replace A with L so that L*Lt = A. */ /* Use forward substitution to solve L*b = y, replacing y by b. */ for(int row = 0; row < n; row++) { float3 sum = VECS(y, row, stride); for(int col = 0; col < row; col++) sum -= MATHS(A, row, col, stride) * VECS(y, col, stride); VECS(y, row, stride) = sum / MATHS(A, row, row, stride); } /* Use backward substitution to solve Lt*S = b, replacing b by S. */ for(int row = n-1; row >= 0; row--) { float3 sum = VECS(y, row, stride); for(int col = row+1; col < n; col++) sum -= MATHS(A, col, row, stride) * VECS(y, col, stride); VECS(y, row, stride) = sum / MATHS(A, row, row, stride); } } /* Perform the Jacobi Eigenvalue Methon on matrix A. * A is assumed to be a symmetrical matrix, therefore only the lower-triangular part is ever accessed. * The algorithm overwrites the contents of A. * * After returning, A will be overwritten with D, which is (almost) diagonal, * and V will contain the eigenvectors of the original A in its rows (!), * so that A = V^T*D*V. Therefore, the diagonal elements of D are the (sorted) eigenvalues of A. */ ccl_device void math_matrix_jacobi_eigendecomposition(float *A, ccl_global float *V, int n, int v_stride) { const float singular_epsilon = 1e-9f; for(int row = 0; row < n; row++) { for(int col = 0; col < n; col++) { MATS(V, n, row, col, v_stride) = (col == row) ? 1.0f : 0.0f; } } for(int sweep = 0; sweep < 8; sweep++) { float off_diagonal = 0.0f; for(int row = 1; row < n; row++) { for(int col = 0; col < row; col++) { off_diagonal += fabsf(MAT(A, n, row, col)); } } if(off_diagonal < 1e-7f) { /* The matrix has nearly reached diagonal form. * Since the eigenvalues are only used to determine truncation, their exact values aren't required - a relative error of a few ULPs won't matter at all. */ break; } /* Set the threshold for the small element rotation skip in the first sweep: * Skip all elements that are less than a tenth of the average off-diagonal element. */ float threshold = 0.2f*off_diagonal / (n*n); for(int row = 1; row < n; row++) { for(int col = 0; col < row; col++) { /* Perform a Jacobi rotation on this element that reduces it to zero. */ float element = MAT(A, n, row, col); float abs_element = fabsf(element); /* If we're in a later sweep and the element already is very small, just set it to zero and skip the rotation. */ if(sweep > 3 && abs_element <= singular_epsilon*fabsf(MAT(A, n, row, row)) && abs_element <= singular_epsilon*fabsf(MAT(A, n, col, col))) { MAT(A, n, row, col) = 0.0f; continue; } if(element == 0.0f) { continue; } /* If we're in one of the first sweeps and the element is smaller than the threshold, skip it. */ if(sweep < 3 && (abs_element < threshold)) { continue; } /* Determine rotation: The rotation is characterized by its angle phi - or, in the actual implementation, sin(phi) and cos(phi). * To find those, we first compute their ratio - that might be unstable if the angle approaches 90°, so there's a fallback for that case. * Then, we compute sin(phi) and cos(phi) themselves. */ float singular_diff = MAT(A, n, row, row) - MAT(A, n, col, col); float ratio; if(abs_element > singular_epsilon*fabsf(singular_diff)) { float cot_2phi = 0.5f*singular_diff / element; ratio = 1.0f / (fabsf(cot_2phi) + sqrtf(1.0f + cot_2phi*cot_2phi)); if(cot_2phi < 0.0f) ratio = -ratio; /* Copy sign. */ } else { ratio = element / singular_diff; } float c = 1.0f / sqrtf(1.0f + ratio*ratio); float s = ratio*c; /* To improve numerical stability by avoiding cancellation, the update equations are reformulized to use sin(phi) and tan(phi/2) instead. */ float tan_phi_2 = s / (1.0f + c); /* Update the singular values in the diagonal. */ float singular_delta = ratio*element; MAT(A, n, row, row) += singular_delta; MAT(A, n, col, col) -= singular_delta; /* Set the element itself to zero. */ MAT(A, n, row, col) = 0.0f; /* Perform the actual rotations on the matrices. */ #define ROT(M, r1, c1, r2, c2, stride) \ { \ float M1 = MATS(M, n, r1, c1, stride); \ float M2 = MATS(M, n, r2, c2, stride); \ MATS(M, n, r1, c1, stride) -= s*(M2 + tan_phi_2*M1); \ MATS(M, n, r2, c2, stride) += s*(M1 - tan_phi_2*M2); \ } /* Split into three parts to ensure correct accesses since we only store the lower-triangular part of A. */ for(int i = 0 ; i < col; i++) ROT(A, col, i, row, i, 1); for(int i = col+1; i < row; i++) ROT(A, i, col, row, i, 1); for(int i = row+1; i < n ; i++) ROT(A, i, col, i, row, 1); for(int i = 0 ; i < n ; i++) ROT(V, col, i, row, i, v_stride); #undef ROT } } } /* Sort eigenvalues and the associated eigenvectors. */ for(int i = 0; i < n - 1; i++) { float v = MAT(A, n, i, i); int k = i; for(int j = i; j < n; j++) { if(MAT(A, n, j, j) >= v) { v = MAT(A, n, j, j); k = j; } } if(k != i) { /* Swap eigenvalues. */ MAT(A, n, k, k) = MAT(A, n, i, i); MAT(A, n, i, i) = v; /* Swap eigenvectors. */ for(int j = 0; j < n; j++) { float v = MATS(V, n, i, j, v_stride); MATS(V, n, i, j, v_stride) = MATS(V, n, k, j, v_stride); MATS(V, n, k, j, v_stride) = v; } } } } #ifdef __KERNEL_SSE3__ ccl_device_inline void math_vector_zero_sse(float4 *A, int n) { for(int i = 0; i < n; i++) { A[i] = make_float4(0.0f); } } ccl_device_inline void math_matrix_zero_sse(float4 *A, int n) { for(int row = 0; row < n; row++) { for(int col = 0; col <= row; col++) { MAT(A, n, row, col) = make_float4(0.0f); } } } /* Add Gramian matrix of v to A. * The Gramian matrix of v is v^T*v, so element (i,j) is v[i]*v[j]. */ ccl_device_inline void math_matrix_add_gramian_sse(float4 *A, int n, const float4 *ccl_restrict v, float4 weight) { for(int row = 0; row < n; row++) { for(int col = 0; col <= row; col++) { MAT(A, n, row, col) = MAT(A, n, row, col) + v[row] * v[col] * weight; } } } ccl_device_inline void math_vector_add_sse(float4 *V, int n, const float4 *ccl_restrict a) { for(int i = 0; i < n; i++) { V[i] += a[i]; } } ccl_device_inline void math_vector_mul_sse(float4 *V, int n, const float4 *ccl_restrict a) { for(int i = 0; i < n; i++) { V[i] *= a[i]; } } ccl_device_inline void math_vector_max_sse(float4 *a, const float4 *ccl_restrict b, int n) { for(int i = 0; i < n; i++) { a[i] = max(a[i], b[i]); } } ccl_device_inline void math_matrix_hsum(float *A, int n, const float4 *ccl_restrict B) { for(int row = 0; row < n; row++) { for(int col = 0; col <= row; col++) { MAT(A, n, row, col) = reduce_add(MAT(B, n, row, col))[0]; } } } #endif #undef MAT CCL_NAMESPACE_END #endif /* __UTIL_MATH_MATRIX_H__ */