# New functions for version 1.5 of the Python wrapper import cmsisdsp as dsp import cmsisdsp.fixedpoint as f import numpy as np import math import colorama from colorama import init,Fore, Back, Style from numpy.testing import assert_allclose from numpy.linalg import qr def householder(x,eps=1e-16): #print(x) v=np.hstack([[1],x[1:]]) alpha = x[0] xnorm2=x[1:].dot(x[1:]) epsilon=eps #print(sigma) if xnorm2<=epsilon: tau = 0.0 v = np.zeros(len(x)) else: if np.sign(alpha) <= 0: beta = math.sqrt(alpha*alpha + xnorm2) else: beta = -math.sqrt(alpha*alpha + xnorm2) r = (alpha - beta) v = x / r tau = (beta - alpha) / beta v[0] = 1 return(v,tau) init() def printTitle(s): print("\n" + Fore.GREEN + Style.BRIGHT + s + Style.RESET_ALL) def printSubTitle(s): print("\n" + Style.BRIGHT + s + Style.RESET_ALL) printTitle("Householder") VECDIM = 10 a=np.random.randn(VECDIM) a = a / np.max(np.abs(a)) # Reference vRef,betaRef = householder(a) printSubTitle("Householder F32") betaF32,vF32 = dsp.arm_householder_f32(a,dsp.DEFAULT_HOUSEHOLDER_THRESHOLD_F32) print(np.isclose(betaRef,betaF32,1e-6,1e-6)) print(np.isclose(vRef,vF32,1e-6,1e-6)) printSubTitle("Householder F64") betaF64,vF64 = dsp.arm_householder_f64(a,dsp.DEFAULT_HOUSEHOLDER_THRESHOLD_F64) print(np.isclose(betaRef,betaF64,1e-6,1e-6)) print(np.isclose(vRef,vF64,1e-6,1e-6)) printSubTitle("Householder Proportional F32") a=np.random.randn(5) # With the threshold defined with DEFAULT_HOUSEHOLDER_THRESHOLD_F32 # this vector is considered as proportional to (1,0,...) # and thus the function will return (0,[0,...,0]) a = a / np.max(np.abs(a)) * 1.0e-7 resF32 = dsp.arm_householder_f32(a,dsp.DEFAULT_HOUSEHOLDER_THRESHOLD_F32) print(resF32) # With a smaller threshold, a computation is taking place resF32 = dsp.arm_householder_f32(a,0.001*dsp.DEFAULT_HOUSEHOLDER_THRESHOLD_F32) print(resF32) printTitle("QR decomposition") def checkOrtho(A,err=1e-10): product = A.T.dot(A) #print(A) np.fill_diagonal(product,0) #print(product) print(np.max(np.abs(product))) return (np.all(np.abs(product)<=err)) rows = 8 columns = 5 def randomIsometry(rows,cols,rank): if rank==1: r=np.random.randn(rows) r = Tools.normalize(r)[np.newaxis] c=np.random.randn(cols) c = Tools.normalize(c)[np.newaxis] result=r.T.dot(c) else: a = np.random.randn(rows,rows) b = np.random.randn(cols,cols) diagDim = min(rows,cols) d = np.zeros((rows,cols)) diag = np.ones(diagDim) diag[rank:] = 0 np.fill_diagonal(d,diag) qa,_ = qr(a) qb,_ = qr(b) result = qa .dot(d.dot(qb)) return(result) m = randomIsometry(rows,columns,columns-1) rows,columns = m.shape # The CMSIS-DSP C functions is requiring two temporary arrays # To follow the C function as closely as possible, we create # two arrays. Their size will be used internally by the Python # wrapper to allocate two temporary buffers. # Like that you can check you have dimensionned the arrays in the # right way. # The content of the temporary buffers is not accesible from the # Python API. tmpa and tmpb are not modified. tmpa=np.zeros(rows) tmpb=np.zeros(rows) printSubTitle("QR F64") status,r,q,tau = dsp.arm_mat_qr_f64(m,dsp.DEFAULT_HOUSEHOLDER_THRESHOLD_F64,tmpa,tmpb) # Status different from 0 if matrix dimensions are not right # (rows must be >= columns) #print(status) #print(q) #print(r) #print(tau) # Check that the matrix Q is orthogonal assert(checkOrtho(q,err=1e-14)) # Remove householder vectors from R matrix i=1 for c in r.T: c[i:] = 0 i = i+1 # Check that M = Q R newm = np.dot(q,r) assert_allclose(newm,m) printSubTitle("QR F32") status,r,q,tau = dsp.arm_mat_qr_f32(m,dsp.DEFAULT_HOUSEHOLDER_THRESHOLD_F32,tmpa,tmpb) # Status different from 0 if matrix dimensions are not right # (rows must be >= columns) #print(status) #print(q) #print(r) #print(tau) # Check that the matrix Q is orthogonal assert(checkOrtho(q,err=1.0e-6)) # Remove householder vectors from R matrix i=1 for c in r.T: c[i:] = 0 i = i+1 # Check that M = Q R newm = np.dot(q,r) assert_allclose(newm,m,2e-6,1e-7)