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The Apache Commons Math project is a library of lightweight, self-contained mathematics and statistics components addressing the most common practical problems not immediately available in the Java programming language or commons-lang.

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/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You 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.
 */
package org.apache.commons.math3.transform;

import java.io.Serializable;

import org.apache.commons.math3.analysis.FunctionUtils;
import org.apache.commons.math3.analysis.UnivariateFunction;
import org.apache.commons.math3.exception.MathIllegalArgumentException;
import org.apache.commons.math3.exception.util.LocalizedFormats;
import org.apache.commons.math3.util.ArithmeticUtils;

/**
 * Implements the Fast Hadamard Transform (FHT).
 * Transformation of an input vector x to the output vector y.
 * 

* In addition to transformation of real vectors, the Hadamard transform can * transform integer vectors into integer vectors. However, this integer transform * cannot be inverted directly. Due to a scaling factor it may lead to rational results. * As an example, the inverse transform of integer vector (0, 1, 0, 1) is rational * vector (1/2, -1/2, 0, 0). * * @since 2.0 */ public class FastHadamardTransformer implements RealTransformer, Serializable { /** Serializable version identifier. */ static final long serialVersionUID = 20120211L; /** * {@inheritDoc} * * @throws MathIllegalArgumentException if the length of the data array is * not a power of two */ public double[] transform(final double[] f, final TransformType type) { if (type == TransformType.FORWARD) { return fht(f); } return TransformUtils.scaleArray(fht(f), 1.0 / f.length); } /** * {@inheritDoc} * * @throws org.apache.commons.math3.exception.NonMonotonicSequenceException * if the lower bound is greater than, or equal to the upper bound * @throws org.apache.commons.math3.exception.NotStrictlyPositiveException * if the number of sample points is negative * @throws MathIllegalArgumentException if the number of sample points is not a power of two */ public double[] transform(final UnivariateFunction f, final double min, final double max, final int n, final TransformType type) { return transform(FunctionUtils.sample(f, min, max, n), type); } /** * Returns the forward transform of the specified integer data set.The * integer transform cannot be inverted directly, due to a scaling factor * which may lead to double results. * * @param f the integer data array to be transformed (signal) * @return the integer transformed array (spectrum) * @throws MathIllegalArgumentException if the length of the data array is not a power of two */ public int[] transform(final int[] f) { return fht(f); } /** * The FHT (Fast Hadamard Transformation) which uses only subtraction and * addition. Requires {@code N * log2(N) = n * 2^n} additions. * *

Short Table of manual calculation for N=8

*
    *
  1. x is the input vector to be transformed,
  2. *
  3. y is the output vector (Fast Hadamard transform of x),
  4. *
  5. a and b are helper rows.
  6. *
* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * *
xaby
x0a0 = x0 + x1b0 = a0 + a1y0 = b0+ b1
x1a1 = x2 + x3b0 = a2 + a3y0 = b2 + b3
x2a2 = x4 + x5b0 = a4 + a5y0 = b4 + b5
x3a3 = x6 + x7b0 = a6 + a7y0 = b6 + b7
x4a0 = x0 - x1b0 = a0 - a1y0 = b0 - b1
x5a1 = x2 - x3b0 = a2 - a3y0 = b2 - b3
x6a2 = x4 - x5b0 = a4 - a5y0 = b4 - b5
x7a3 = x6 - x7b0 = a6 - a7y0 = b6 - b7
* *

How it works

*
    *
  1. Construct a matrix with {@code N} rows and {@code n + 1} columns, * {@code hadm[n+1][N]}.
    * (If I use [x][y] it always means [row-offset][column-offset] of a * Matrix with n rows and m columns. Its entries go from M[0][0] * to M[n][N])
  2. *
  3. Place the input vector {@code x[N]} in the first column of the * matrix {@code hadm}.
  4. *
  5. The entries of the submatrix {@code D_top} are calculated as follows *
      *
    • {@code D_top} goes from entry {@code [0][1]} to * {@code [N / 2 - 1][n + 1]},
    • *
    • the columns of {@code D_top} are the pairwise mutually * exclusive sums of the previous column.
    • *
    *
  6. *
  7. The entries of the submatrix {@code D_bottom} are calculated as * follows *
      *
    • {@code D_bottom} goes from entry {@code [N / 2][1]} to * {@code [N][n + 1]},
    • *
    • the columns of {@code D_bottom} are the pairwise differences * of the previous column.
    • *
    *
  8. *
  9. The consputation of {@code D_top} and {@code D_bottom} are best * understood with the above example (for {@code N = 8}). *
  10. The output vector {@code y} is now in the last column of * {@code hadm}.
  11. *
  12. Algorithm from chipcenter.
  13. *
*

Visually

* * * * * * * * * * * * * * * * * * * * * * * * * * *
0123n + 1
0x0 * ↑
* ← Dtop
* ↓ *
1x1
2x2
N / 2 - 1xN/2-1
N / 2xN/2 * ↑
* ← Dbottom
* ↓ *
N / 2 + 1xN/2+1
N / 2 + 2xN/2+2
NxN
* * @param x the real data array to be transformed * @return the real transformed array, {@code y} * @throws MathIllegalArgumentException if the length of the data array is not a power of two */ protected double[] fht(double[] x) throws MathIllegalArgumentException { final int n = x.length; final int halfN = n / 2; if (!ArithmeticUtils.isPowerOfTwo(n)) { throw new MathIllegalArgumentException( LocalizedFormats.NOT_POWER_OF_TWO, Integer.valueOf(n)); } /* * Instead of creating a matrix with p+1 columns and n rows, we use two * one dimension arrays which we are used in an alternating way. */ double[] yPrevious = new double[n]; double[] yCurrent = x.clone(); // iterate from left to right (column) for (int j = 1; j < n; j <<= 1) { // switch columns final double[] yTmp = yCurrent; yCurrent = yPrevious; yPrevious = yTmp; // iterate from top to bottom (row) for (int i = 0; i < halfN; ++i) { // Dtop: the top part works with addition final int twoI = 2 * i; yCurrent[i] = yPrevious[twoI] + yPrevious[twoI + 1]; } for (int i = halfN; i < n; ++i) { // Dbottom: the bottom part works with subtraction final int twoI = 2 * i; yCurrent[i] = yPrevious[twoI - n] - yPrevious[twoI - n + 1]; } } return yCurrent; } /** * Returns the forward transform of the specified integer data set. The FHT * (Fast Hadamard Transform) uses only subtraction and addition. * * @param x the integer data array to be transformed * @return the integer transformed array, {@code y} * @throws MathIllegalArgumentException if the length of the data array is not a power of two */ protected int[] fht(int[] x) throws MathIllegalArgumentException { final int n = x.length; final int halfN = n / 2; if (!ArithmeticUtils.isPowerOfTwo(n)) { throw new MathIllegalArgumentException( LocalizedFormats.NOT_POWER_OF_TWO, Integer.valueOf(n)); } /* * Instead of creating a matrix with p+1 columns and n rows, we use two * one dimension arrays which we are used in an alternating way. */ int[] yPrevious = new int[n]; int[] yCurrent = x.clone(); // iterate from left to right (column) for (int j = 1; j < n; j <<= 1) { // switch columns final int[] yTmp = yCurrent; yCurrent = yPrevious; yPrevious = yTmp; // iterate from top to bottom (row) for (int i = 0; i < halfN; ++i) { // Dtop: the top part works with addition final int twoI = 2 * i; yCurrent[i] = yPrevious[twoI] + yPrevious[twoI + 1]; } for (int i = halfN; i < n; ++i) { // Dbottom: the bottom part works with subtraction final int twoI = 2 * i; yCurrent[i] = yPrevious[twoI - n] - yPrevious[twoI - n + 1]; } } // return the last computed output vector y return yCurrent; } }




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