first cmake draft, source relocation, not working

lib/LatAnalyze/Core/Math.cpp

@@ -0,0 +1,170 @@
+/*
+ * Math.cpp, part of LatAnalyze 3
+ *
+ * Copyright (C) 2013 - 2020 Antonin Portelli
+ *
+ * LatAnalyze 3 is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze 3 is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#include <LatAnalyze/Core/Math.hpp>
+#include <LatAnalyze/Numerical/GslFFT.hpp>
+#include <LatAnalyze/includes.hpp>
+#include <gsl/gsl_cdf.h>
+
+using namespace std;
+using namespace Latan;
+
+/******************************************************************************
+ *                             Custom math functions                          *
+ ******************************************************************************/
+DMat MATH_NAMESPACE::varToCorr(const DMat &var)
+{
+    DMat res = var;
+    DVec invDiag = res.diagonal();
+    
+    invDiag = invDiag.cwiseInverse().cwiseSqrt();
+    res     = (invDiag*invDiag.transpose()).cwiseProduct(res);
+    
+    return res;
+}
+
+DMat MATH_NAMESPACE::corrToVar(const DMat &corr, const DVec &varDiag)
+{
+    DMat res = corr;
+    DVec varSqrtDiag = varDiag.cwiseSqrt();
+    
+    res = (varSqrtDiag*varSqrtDiag.transpose()).cwiseProduct(res);
+
+    return res;
+}
+
+double MATH_NAMESPACE::conditionNumber(const DMat &mat)
+{
+    DVec s = mat.singularValues();
+
+    return s.maxCoeff()/s.minCoeff();
+}
+
+double MATH_NAMESPACE::cdr(const DMat &mat)
+{
+    return 10.*log10(conditionNumber(mat));
+}
+
+template <typename FFT>
+double nsdr(const DMat &m)
+{
+    Index  n = m.rows();
+    FFT    fft(n);
+    CMat   buf(n, 1);
+
+    FOR_VEC(buf, i)
+    {
+        buf(i) = 0.;
+        for (Index j = 0; j < n; ++j)
+        {
+            buf(i) += m(j, (i+j) % n);
+        }
+        buf(i) /= n;
+    }
+    fft(buf, FFT::Forward);
+
+    return 10.*log10(buf.real().maxCoeff()/buf.real().minCoeff());
+}
+
+double MATH_NAMESPACE::nsdr(const DMat &mat)
+{
+    return ::nsdr<GslFFT>(mat);
+}
+
+/******************************************************************************
+ *                             Standard C functions                           *
+ ******************************************************************************/
+
+#define DEF_STD_FUNC_1ARG(name) \
+auto name##VecFunc = [](const double arg[1]){return (name)(arg[0]);};\
+DoubleFunction STDMATH_NAMESPACE::name(name##VecFunc, 1);
+
+#define DEF_STD_FUNC_2ARG(name) \
+auto name##VecFunc = [](const double arg[2]){return (name)(arg[0], arg[1]);};\
+DoubleFunction STDMATH_NAMESPACE::name(name##VecFunc, 2);
+
+// Trigonometric functions
+DEF_STD_FUNC_1ARG(cos)
+DEF_STD_FUNC_1ARG(sin)
+DEF_STD_FUNC_1ARG(tan)
+DEF_STD_FUNC_1ARG(acos)
+DEF_STD_FUNC_1ARG(asin)
+DEF_STD_FUNC_1ARG(atan)
+DEF_STD_FUNC_2ARG(atan2)
+
+// Hyperbolic functions
+DEF_STD_FUNC_1ARG(cosh)
+DEF_STD_FUNC_1ARG(sinh)
+DEF_STD_FUNC_1ARG(tanh)
+DEF_STD_FUNC_1ARG(acosh)
+DEF_STD_FUNC_1ARG(asinh)
+DEF_STD_FUNC_1ARG(atanh)
+
+// Exponential and logarithmic functions
+DEF_STD_FUNC_1ARG(exp)
+DEF_STD_FUNC_1ARG(log)
+DEF_STD_FUNC_1ARG(log10)
+DEF_STD_FUNC_1ARG(exp2)
+DEF_STD_FUNC_1ARG(expm1)
+DEF_STD_FUNC_1ARG(log1p)
+DEF_STD_FUNC_1ARG(log2)
+
+// Power functions
+DEF_STD_FUNC_2ARG(pow)
+DEF_STD_FUNC_1ARG(sqrt)
+DEF_STD_FUNC_1ARG(cbrt)
+DEF_STD_FUNC_2ARG(hypot)
+
+// Error and gamma functions
+DEF_STD_FUNC_1ARG(erf)
+DEF_STD_FUNC_1ARG(erfc)
+DEF_STD_FUNC_1ARG(tgamma)
+DEF_STD_FUNC_1ARG(lgamma)
+
+// Rounding and remainder functions
+DEF_STD_FUNC_1ARG(ceil)
+DEF_STD_FUNC_1ARG(floor)
+DEF_STD_FUNC_2ARG(fmod)
+DEF_STD_FUNC_1ARG(trunc)
+DEF_STD_FUNC_1ARG(round)
+DEF_STD_FUNC_1ARG(rint)
+DEF_STD_FUNC_1ARG(nearbyint)
+DEF_STD_FUNC_2ARG(remainder)
+
+// Minimum, maximum, difference functions
+DEF_STD_FUNC_2ARG(fdim)
+DEF_STD_FUNC_2ARG(fmax)
+DEF_STD_FUNC_2ARG(fmin)
+
+// Absolute value
+DEF_STD_FUNC_1ARG(fabs)
+
+// p-value
+auto chi2PValueVecFunc = [](const double arg[2])
+{
+    return 2.*min(gsl_cdf_chisq_P(arg[0], arg[1]), gsl_cdf_chisq_Q(arg[0], arg[1]));
+};
+
+auto chi2CcdfVecFunc = [](const double arg[2])
+{
+    return gsl_cdf_chisq_Q(arg[0], arg[1]);
+};
+
+DoubleFunction MATH_NAMESPACE::chi2PValue(chi2PValueVecFunc, 2);
+DoubleFunction MATH_NAMESPACE::chi2Ccdf(chi2CcdfVecFunc, 2);