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src/base/kaldi-math.h
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// base/kaldi-math.h // Copyright 2009-2011 Ondrej Glembek; Microsoft Corporation; Yanmin Qian; // Jan Silovsky; Saarland University // // See ../../COPYING for clarification regarding multiple authors // // 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 // // THIS CODE IS PROVIDED *AS IS* BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY // KIND, EITHER EXPRESS OR IMPLIED, INCLUDING WITHOUT LIMITATION ANY IMPLIED // WARRANTIES OR CONDITIONS OF TITLE, FITNESS FOR A PARTICULAR PURPOSE, // MERCHANTABLITY OR NON-INFRINGEMENT. // See the Apache 2 License for the specific language governing permissions and // limitations under the License. #ifndef KALDI_BASE_KALDI_MATH_H_ #define KALDI_BASE_KALDI_MATH_H_ 1 #ifdef _MSC_VER #include <float.h> #endif #include <cmath> #include <limits> #include <vector> #include "base/kaldi-types.h" #include "base/kaldi-common.h" #ifndef DBL_EPSILON #define DBL_EPSILON 2.2204460492503131e-16 #endif #ifndef FLT_EPSILON #define FLT_EPSILON 1.19209290e-7f #endif #ifndef M_PI #define M_PI 3.1415926535897932384626433832795 #endif #ifndef M_SQRT2 #define M_SQRT2 1.4142135623730950488016887 #endif #ifndef M_2PI #define M_2PI 6.283185307179586476925286766559005 #endif #ifndef M_SQRT1_2 #define M_SQRT1_2 0.7071067811865475244008443621048490 #endif #ifndef M_LOG_2PI #define M_LOG_2PI 1.8378770664093454835606594728112 #endif #ifndef M_LN2 #define M_LN2 0.693147180559945309417232121458 #endif #ifndef M_LN10 #define M_LN10 2.302585092994045684017991454684 #endif #define KALDI_ISNAN std::isnan #define KALDI_ISINF std::isinf #define KALDI_ISFINITE(x) std::isfinite(x) #if !defined(KALDI_SQR) # define KALDI_SQR(x) ((x) * (x)) #endif namespace kaldi { #if !defined(_MSC_VER) || (_MSC_VER >= 1900) inline double Exp(double x) { return exp(x); } #ifndef KALDI_NO_EXPF inline float Exp(float x) { return expf(x); } #else inline float Exp(float x) { return exp(static_cast<double>(x)); } #endif // KALDI_NO_EXPF #else inline double Exp(double x) { return exp(x); } #if !defined(__INTEL_COMPILER) && _MSC_VER == 1800 && defined(_M_X64) // Microsoft CL v18.0 buggy 64-bit implementation of // expf() incorrectly returns -inf for exp(-inf). inline float Exp(float x) { return exp(static_cast<double>(x)); } #else inline float Exp(float x) { return expf(x); } #endif // !defined(__INTEL_COMPILER) && _MSC_VER == 1800 && defined(_M_X64) #endif // !defined(_MSC_VER) || (_MSC_VER >= 1900) inline double Log(double x) { return log(x); } inline float Log(float x) { return logf(x); } #if !defined(_MSC_VER) || (_MSC_VER >= 1700) inline double Log1p(double x) { return log1p(x); } inline float Log1p(float x) { return log1pf(x); } #else inline double Log1p(double x) { const double cutoff = 1.0e-08; if (x < cutoff) return x - 0.5 * x * x; else return Log(1.0 + x); } inline float Log1p(float x) { const float cutoff = 1.0e-07; if (x < cutoff) return x - 0.5 * x * x; else return Log(1.0 + x); } #endif static const double kMinLogDiffDouble = Log(DBL_EPSILON); // negative! static const float kMinLogDiffFloat = Log(FLT_EPSILON); // negative! // -infinity const float kLogZeroFloat = -std::numeric_limits<float>::infinity(); const double kLogZeroDouble = -std::numeric_limits<double>::infinity(); const BaseFloat kLogZeroBaseFloat = -std::numeric_limits<BaseFloat>::infinity(); // Returns a random integer between 0 and RAND_MAX, inclusive int Rand(struct RandomState* state = NULL); // State for thread-safe random number generator struct RandomState { RandomState(); unsigned seed; }; // Returns a random integer between first and last inclusive. int32 RandInt(int32 first, int32 last, struct RandomState* state = NULL); // Returns true with probability "prob", bool WithProb(BaseFloat prob, struct RandomState* state = NULL); // with 0 <= prob <= 1 [we check this]. // Internally calls Rand(). This function is carefully implemented so // that it should work even if prob is very small. /// Returns a random number strictly between 0 and 1. inline float RandUniform(struct RandomState* state = NULL) { return static_cast<float>((Rand(state) + 1.0) / (RAND_MAX+2.0)); } inline float RandGauss(struct RandomState* state = NULL) { return static_cast<float>(sqrtf (-2 * Log(RandUniform(state))) * cosf(2*M_PI*RandUniform(state))); } // Returns poisson-distributed random number. Uses Knuth's algorithm. // Take care: this takes time proportional // to lambda. Faster algorithms exist but are more complex. int32 RandPoisson(float lambda, struct RandomState* state = NULL); // Returns a pair of gaussian random numbers. Uses Box-Muller transform void RandGauss2(float *a, float *b, RandomState *state = NULL); void RandGauss2(double *a, double *b, RandomState *state = NULL); // Also see Vector<float,double>::RandCategorical(). // This is a randomized pruning mechanism that preserves expectations, // that we typically use to prune posteriors. template<class Float> inline Float RandPrune(Float post, BaseFloat prune_thresh, struct RandomState* state = NULL) { KALDI_ASSERT(prune_thresh >= 0.0); if (post == 0.0 || std::abs(post) >= prune_thresh) return post; return (post >= 0 ? 1.0 : -1.0) * (RandUniform(state) <= fabs(post)/prune_thresh ? prune_thresh : 0.0); } inline double LogAdd(double x, double y) { double diff; if (x < y) { diff = x - y; x = y; } else { diff = y - x; } // diff is negative. x is now the larger one. if (diff >= kMinLogDiffDouble) { double res; res = x + Log1p(Exp(diff)); return res; } else { return x; // return the larger one. } } inline float LogAdd(float x, float y) { float diff; if (x < y) { diff = x - y; x = y; } else { diff = y - x; } // diff is negative. x is now the larger one. if (diff >= kMinLogDiffFloat) { float res; res = x + Log1p(Exp(diff)); return res; } else { return x; // return the larger one. } } // returns exp(x) - exp(y). inline double LogSub(double x, double y) { if (y >= x) { // Throws exception if y>=x. if (y == x) return kLogZeroDouble; else KALDI_ERR << "Cannot subtract a larger from a smaller number."; } double diff = y - x; // Will be negative. double res = x + Log(1.0 - Exp(diff)); // res might be NAN if diff ~0.0, and 1.0-exp(diff) == 0 to machine precision if (KALDI_ISNAN(res)) return kLogZeroDouble; return res; } // returns exp(x) - exp(y). inline float LogSub(float x, float y) { if (y >= x) { // Throws exception if y>=x. if (y == x) return kLogZeroDouble; else KALDI_ERR << "Cannot subtract a larger from a smaller number."; } float diff = y - x; // Will be negative. float res = x + Log(1.0f - Exp(diff)); // res might be NAN if diff ~0.0, and 1.0-exp(diff) == 0 to machine precision if (KALDI_ISNAN(res)) return kLogZeroFloat; return res; } /// return abs(a - b) <= relative_tolerance * (abs(a)+abs(b)). static inline bool ApproxEqual(float a, float b, float relative_tolerance = 0.001) { // a==b handles infinities. if (a == b) return true; float diff = std::abs(a-b); if (diff == std::numeric_limits<float>::infinity() || diff != diff) return false; // diff is +inf or nan. return (diff <= relative_tolerance*(std::abs(a)+std::abs(b))); } /// assert abs(a - b) <= relative_tolerance * (abs(a)+abs(b)) static inline void AssertEqual(float a, float b, float relative_tolerance = 0.001) { // a==b handles infinities. KALDI_ASSERT(ApproxEqual(a, b, relative_tolerance)); } // RoundUpToNearestPowerOfTwo does the obvious thing. It crashes if n <= 0. int32 RoundUpToNearestPowerOfTwo(int32 n); /// Returns a / b, rounding towards negative infinity in all cases. static inline int32 DivideRoundingDown(int32 a, int32 b) { KALDI_ASSERT(b != 0); if (a * b >= 0) return a / b; else if (a < 0) return (a - b + 1) / b; else return (a - b - 1) / b; } template<class I> I Gcd(I m, I n) { if (m == 0 || n == 0) { if (m == 0 && n == 0) { // gcd not defined, as all integers are divisors. KALDI_ERR << "Undefined GCD since m = 0, n = 0."; } return (m == 0 ? (n > 0 ? n : -n) : ( m > 0 ? m : -m)); // return absolute value of whichever is nonzero } // could use compile-time assertion // but involves messing with complex template stuff. KALDI_ASSERT(std::numeric_limits<I>::is_integer); while (1) { m %= n; if (m == 0) return (n > 0 ? n : -n); n %= m; if (n == 0) return (m > 0 ? m : -m); } } /// Returns the least common multiple of two integers. Will /// crash unless the inputs are positive. template<class I> I Lcm(I m, I n) { KALDI_ASSERT(m > 0 && n > 0); I gcd = Gcd(m, n); return gcd * (m/gcd) * (n/gcd); } template<class I> void Factorize(I m, std::vector<I> *factors) { // Splits a number into its prime factors, in sorted order from // least to greatest, with duplication. A very inefficient // algorithm, which is mainly intended for use in the // mixed-radix FFT computation (where we assume most factors // are small). KALDI_ASSERT(factors != NULL); KALDI_ASSERT(m >= 1); // Doesn't work for zero or negative numbers. factors->clear(); I small_factors[10] = { 2, 3, 5, 7, 11, 13, 17, 19, 23, 29 }; // First try small factors. for (I i = 0; i < 10; i++) { if (m == 1) return; // We're done. while (m % small_factors[i] == 0) { m /= small_factors[i]; factors->push_back(small_factors[i]); } } // Next try all odd numbers starting from 31. for (I j = 31;; j += 2) { if (m == 1) return; while (m % j == 0) { m /= j; factors->push_back(j); } } } inline double Hypot(double x, double y) { return hypot(x, y); } inline float Hypot(float x, float y) { return hypotf(x, y); } } // namespace kaldi #endif // KALDI_BASE_KALDI_MATH_H_ |