Implementing basic Raytracer in C - c

So I am currently working on a tutorial to implement a very basic raytracer (currently just drawing solid spheres). Said tutorial is located here: http://thingsiamdoing.com/intro-to-ray-tracing/
The tutorial is completely language agnostic and deals only in pseudocode. I attempted to convert this pseudocode into C but have encountered difficulty. My program compiles fine, yet the outputted .ppm image file experiences an early EOF error. The lack of information about the problem has left me stuck.
Here is my C code, which is meant to be a direct translation of the pseudocode:
#include <stdio.h>
#include <math.h>
#define WIDTH 512
#define HEIGHT 512
typedef struct {
float x, y, z;
} vector;
float vectorDot(vector *v1, vector *v2) {
return v1->x * v2->x + v1->y * v2->y + v1->z * v2->z;
}
void writeppm(char *filename, unsigned char *img, int width, int height){
FILE *f;
f = fopen(filename, "w");
fprintf(f, "P6 %d %d %d\n", width, height, 255);
fwrite(img, 3, width*height, f);
fclose(f);
}
float check_ray(px, py, pz, dx, dy, dz, r) {
vector v1 = {px, py, pz};
vector v2 = {dx, dy, dz};
float det, b;
b = -vectorDot(&v1, &v2);
det = b*b - vectorDot(&v1, &v1) + r*r;
if (det<0)
return -1;
det = sqrtf(det);
float t1 = b - det;
float t2 = b + det;
return t1;
}
int main(void) {
int img[WIDTH*HEIGHT*3], distToPlane;
float cameraY, cameraZ, cameraX, pixelWorldX, pixelWorldY, pixelWorldZ, amp, rayX, rayY, rayZ;
for (int px = 0; px<WIDTH; px++) {
for (int py = 0; py<HEIGHT; py++) {
distToPlane = 100;
pixelWorldX = distToPlane;
pixelWorldY = (px - WIDTH / 2) / WIDTH;
pixelWorldZ = (py - HEIGHT / 2) / WIDTH;
rayX = pixelWorldX - cameraX;
rayY = pixelWorldY - cameraY;
rayZ = pixelWorldZ - cameraZ;
amp = 1/sqrtf(rayX*rayX + rayY*rayY + rayZ*rayZ);
rayX *= amp;
rayY *= amp;
rayZ *= amp;
if (check_ray(50, 50, 50, rayX, rayY, rayZ, 50)) {
img[(py + px*WIDTH)*3 + 0] = 0;
img[(py + px*WIDTH)*3 + 1] = 0;
img[(py + px*WIDTH)*3 + 2] = 128;
}
else {
img[(py + px*WIDTH)*3 + 0] = 255;
img[(py + px*WIDTH)*3 + 1] = 255;
img[(py + px*WIDTH)*3 + 2] = 255;
}
}
}
writeppm("image.ppm", "img", WIDTH, HEIGHT);
}
I am fairly confident the error does not lie with my function to write the .ppm file as I have used this for other work and it has been fine.

You may want to remove the quotes from around "img" in the following line of code:
writeppm("image.ppm", "img", WIDTH, HEIGHT);
seeing as how its prototype is void writeppm(char *, unsigned char *, int, int), although I am surprised that your compiler didn't at least give you a warning about a type mismatch.
Also, for the record, I would suggest putting some error checking code (like checking the return value of fwrite, or checking the return value of fopen)--- but that's just me.
Also, if you are not, please compile with all the warning enabled (eg with gcc use -ansi -Wall -pedantic), this will help you catch type mismatches and other little gotcha-ya's

I see two errors in main
int img[WIDTH*HEIGHT*3];
...
writeppm("image.ppm", "img", WIDTH, HEIGHT);
should be
unsigned char img[WIDTH*HEIGHT*3];
...
writeppm("image.ppm", img, WIDTH, HEIGHT);

Related

SDL2 How to draw dotted line

Is is just possible to draw a simple dotted line using SDL2 (or with gfx) like
int drawDottedLine(SDL_Renderer *renderer,Sint16 x1,Sint16 y1, Sint16 x2, Sint16 y2, int r, int g, int b, int a);
found absolutely nothing on the web wtf is it so hard ?
Here is a working function, that uses the Bresenham algorithm:
void DrawDottedLine(SDL_Renderer* renderer, int x0, int y0, int x1, int y1) {
int dx = abs(x1-x0), sx = x0<x1 ? 1 : -1;
int dy = -abs(y1-y0), sy = y0<y1 ? 1 : -1;
int err = dx+dy, e2;
int count = 0;
while (1) {
if (count < 10) {SDL_RenderDrawPoint(renderer,x0,y0);}
if (x0==x1 && y0==y1) break;
e2 = 2*err;
if (e2 > dy) { err += dy; x0 += sx; }
if (e2 < dx) { err += dx; y0 += sy; }
count = (count + 1) % 20;
}
}
You must consider that this function has terrible performance, because every point of the dashed line will call SDL_RenderDrawPoint() in order to get rendered.
Here is the code I used for my pong game:
SDL_SetRenderDrawColor(renderer, 155, 155, 155, 255);
for (line.y = 0; line.y < WINDOW_HEIGHT; line.y += 10)
{
SDL_RenderFillRect(renderer, &line);
}
Earlier in the code I initialized the line:
SDL_Rect line;
line.w = 2;
line.h = 8;
line.x = WINDOW_WIDTH / 2;
You can simply implement it yourself ...
Check the "Bresenham algorithm" for draw a line.
For a doted line, it's just many full line, so a pencil and paper with trigonometry should work out :)
Edit : For a dotted line, you even don't have the use to the "Bresenham algorithm", you just need trigonometry.
And by the way, for those who have downvoted, explain yourself ?

Reverse the Fish-eye Distortion(I've used openCV with VC++)

I've made a simulation of fish eye distortion.
I want to develop a reverse program that can convert the distorted image to normal image.
I've tried to use undistortPonts() function but couldn't understand the input(dist-coefficient).
cv.UndistortPoints(distorted, undistorted, intrinsics, dist_coeffs)
My code for fish eye distortion:
#include "stdio.h"
#include <cv.h>
#include <highgui.h>
#include <math.h>
#include <iostream>
void sampleImage(const IplImage* arr, float idx0, float idx1, CvScalar& res)
{
if(idx0<0 || idx1<0 || idx0>(cvGetSize(arr).height-1) || idx1>(cvGetSize(arr).width-1))
{
res.val[0]=0;
res.val[1]=0;
res.val[2]=0;
res.val[3]=0;
return;
}
float idx0_fl=floor(idx0);
float idx0_cl=ceil(idx0);
float idx1_fl=floor(idx1);
float idx1_cl=ceil(idx1);
CvScalar s1=cvGet2D(arr,(int)idx0_fl,(int)idx1_fl);
CvScalar s2=cvGet2D(arr,(int)idx0_fl,(int)idx1_cl);
CvScalar s3=cvGet2D(arr,(int)idx0_cl,(int)idx1_cl);
CvScalar s4=cvGet2D(arr,(int)idx0_cl,(int)idx1_fl);
float x = idx0 - idx0_fl;
float y = idx1 - idx1_fl;
res.val[0]= s1.val[0]*(1-x)*(1-y) + s2.val[0]*(1-x)*y + s3.val[0]*x*y + s4.val[0]*x*(1-y);
res.val[1]= s1.val[1]*(1-x)*(1-y) + s2.val[1]*(1-x)*y + s3.val[1]*x*y + s4.val[1]*x*(1-y);
res.val[2]= s1.val[2]*(1-x)*(1-y) + s2.val[2]*(1-x)*y + s3.val[2]*x*y + s4.val[2]*x*(1-y);
res.val[3]= s1.val[3]*(1-x)*(1-y) + s2.val[3]*(1-x)*y + s3.val[3]*x*y + s4.val[3]*x*(1-y);
}
float xscale;
float yscale;
float xshift;
float yshift;
float getRadialX(float x,float y,float cx,float cy,float k)
{
x = (x*xscale+xshift);
y = (y*yscale+yshift);
float res = x+((x-cx)*k*((x-cx)*(x-cx)+(y-cy)*(y-cy)));
return res;
}
float getRadialY(float x,float y,float cx,float cy,float k)
{
x = (x*xscale+xshift);
y = (y*yscale+yshift);
float res = y+((y-cy)*k*((x-cx)*(x-cx)+(y-cy)*(y-cy)));
return res;
}
float thresh = 1;
float calc_shift(float x1,float x2,float cx,float k)
{
float x3 = x1+(x2-x1)*0.5;
float res1 = x1+((x1-cx)*k*((x1-cx)*(x1-cx)));
float res3 = x3+((x3-cx)*k*((x3-cx)*(x3-cx)));
// std::cerr<<"x1: "<<x1<<" - "<<res1<<" x3: "<<x3<<" - "<<res3<<std::endl;
if(res1>-thresh && res1 < thresh)
return x1;
if(res3<0)
{
return calc_shift(x3,x2,cx,k);
}
else
{
return calc_shift(x1,x3,cx,k);
}
}
int main(int argc, char** argv)
{
IplImage* src = cvLoadImage( "D:\\2012 Projects\\FishEye\\Debug\\images\\grid1.bmp", 1 );
IplImage* dst = cvCreateImage(cvGetSize(src),src->depth,src->nChannels);
IplImage* dst2 = cvCreateImage(cvGetSize(src),src->depth,src->nChannels);
float K=0.002;
float centerX=(float)(src->width/2);
float centerY=(float)(src->height/2);
int width = cvGetSize(src).width;
int height = cvGetSize(src).height;
xshift = calc_shift(0,centerX-1,centerX,K);
float newcenterX = width-centerX;
float xshift_2 = calc_shift(0,newcenterX-1,newcenterX,K);
yshift = calc_shift(0,centerY-1,centerY,K);
float newcenterY = height-centerY;
float yshift_2 = calc_shift(0,newcenterY-1,newcenterY,K);
// scale = (centerX-xshift)/centerX;
xscale = (width-xshift-xshift_2)/width;
yscale = (height-yshift-yshift_2)/height;
std::cerr<<xshift<<" "<<yshift<<" "<<xscale<<" "<<yscale<<std::endl;
std::cerr<<cvGetSize(src).height<<std::endl;
std::cerr<<cvGetSize(src).width<<std::endl;
for(int j=0;j<cvGetSize(dst).height;j++)
{
for(int i=0;i<cvGetSize(dst).width;i++)
{
CvScalar s;
float x = getRadialX((float)i,(float)j,centerX,centerY,K);
float y = getRadialY((float)i,(float)j,centerX,centerY,K);
sampleImage(src,y,x,s);
cvSet2D(dst,j,i,s);
}
}
#if 0
cvNamedWindow( "Source1", 1 );
cvShowImage( "Source1", dst);
cvWaitKey(0);
#endif
cvSaveImage("D:\\2012 Projects\\FishEye\\Debug\\images\\grid3.bmp",dst,0);
cvNamedWindow( "Source1", 1 );
cvShowImage( "Source1", src);
cvWaitKey(0);
cvNamedWindow( "Distortion", 2 );
cvShowImage( "Distortion", dst);
cvWaitKey(0);
#if 0
for(int j=0;j<cvGetSize(src).height;j++)
{
for(int i=0;i<cvGetSize(src).width;i++)
{
CvScalar s;
sampleImage(src,j+0.25,i+0.25,s);
cvSet2D(dst,j,i,s);
}
}
cvNamedWindow( "Source1", 1 );
cvShowImage( "Source1", src);
cvWaitKey(0);
#endif
}
Actually, my original anwser was about the undistortion algorithm for individual points. If you want to undistort a complete image, there is a much simpler technique, as explained in this other thread:
Understanding of openCV undistortion
The outline of the algorithm (which is the one used in OpenCV function undistort()) is as follow. For each pixel of the destination lens-corrected image do:
Convert the pixel coordinates (u_dst, v_dst) to normalized coordinates (x', y') using the inverse of the calibration matrix K,
Apply your lens-distortion model, to obtain the distorted normalized coordinates (x'', y''),
Convert (x'', y'') to distorted pixel coordinates (u_src, v_src) using the calibration matrix K,
Use the interpolation method of your choice to find the intensity/depth associated with the pixel coordinates (u_src, v_src) in the source image, and assign this intensity/depth to the current destination pixel (u_dst, v_dst).
Original answer:
Here is the undistortion algorithm extracted from OpenCV function undistortPoints() :
void dist2norm(const cv::Point2d &pt_dist, cv::Point2d &pt_norm) const {
pt_norm.x = (pt_dist.x-Kcx)/Kfx;
pt_norm.y = (pt_dist.y-Kcy)/Kfy;
int niters=(Dk1!=0.?5:0);
double x0=pt_norm.x, y0=pt_norm.y;
for(int i=0; i<niters; ++i) {
double x2=pt_norm.x*pt_norm.x,
y2=pt_norm.y*pt_norm.y,
xy=pt_norm.x*pt_norm.y,
r2=x2+y2;
double icdist = 1./(1 + ((Dk3*r2 + Dk2)*r2 + Dk1)*r2);
double deltaX = 2*Dp1*xy + Dp2*(r2 + 2*x2);
double deltaY = Dp1*(r2 + 2*y2) + 2*Dp2*xy;
pt_norm.x = (x0-deltaX)*icdist;
pt_norm.y = (y0-deltaY)*icdist;
}
}
If you provide the coordinates of a point in the distorted image in argument pt_dist, it will calculate the normalized coordinates of the associated point and return them in pt_norm. Then, you can obtain the coordinates of the associated point in the undistorted image as
pt_undist = K . [pt_norm.x; pt_norm.y; 1]
where K is the camera matrix.
The standard lens distortion model used by OpenCV is explained at the beginning of this page:
where the distortion coefficients are (k1,k2,p1,p2,k3, k4,k5,k6) (most often we use k4=k5=k6=0).
I don't know what is your model for FishEye distortion, but you can surely adapt the above algorithm to your case. Otherwise, you may use a non-linear optimization algorithm (e.g. Levenberg-Marquardt or any other), to recover the undistorted coordinates from the distorted one.

Drawing like "from-to" in bitmap image

We know the streight line that mspaint can draw into a picture. Since nested loops fill the whole area (x/y) i was wondering whats the way of doing this. Drawing a line from (x0 y0) of the image to desired x/y. Im using this function for finding the x/y pixel of the bmp:
dword find (FILE* fp, dword xp, dword yp)
{
word bpx = (3*8);
dword offset = (2+sizeof(BMP)+sizeof(DIB));
dword w = 500;
dword row = (((bpx * w) * 4) / 32);
dword pixAddress = (offset) + row * yp + ((xp * bpx) / 8);
return pixAddress;
}
And I've tried with many functions for drawing line from 0x0 to xy, their results are close.. but not entirely.
byte color_pattern[] = { 255, 255, 255 };
dword xy_offset[] = {1, 1};
void bmp_lineto(dword endx, dword endy)
{
int dx = endx - xy_offset[0];
int dy = endy - xy_offset[1];
int twody = 2 * dy;
int twodxdy = 2 * (dy - dx);
int dp = twody - dx;
int X, Y, xEnd, yEnd;
FILE* fp = fopen(convert(FILENAME.text), "rb+");
if(xy_offset[0] > endx)
{
X = endx;
Y = endy;
xEnd = xy_offset[0];
}
else
{
X = xy_offset[0];
Y = xy_offset[1];
xEnd = endx;
}
while(X < xEnd)
{
X = X + 1;
if(dp < 0)
{
dp = dp + twody;
} else { Y = Y + 1; dp = dp + twodxdy;
}
fseek(fp, find(fp, X, Y), SEEK_SET);
fwrite(&color_pattern, 1, 3, fp);
}
}
But the result on the bmp from this code is so... uncertain:
bmp_lineto(200, 230); The entire image is x500 : y460
UPDATED. The y coordinate is same as x. Thats the problem
Take a look at the following code - I adapted this from Rosetta Code
#include <stdio.h>
#include <stdlib.h>
#define NX 40
#define NY 20
typedef unsigned char byte;
typedef struct {
int x;
int y;
} point;
typedef struct{
char M[NX][NY];
} bitmap;
void drawLine(point *a, point*b, bitmap *B, FILE* fp, byte *color_pattern) {
int x0 = a->x, y0 = a->y;
int x1 = b->x, y1 = b->y;
int dx = abs(x1-x0), sx = (x0<x1) ? 1 : -1;
int dy = abs(y1-y0), sy = (y0<y1) ? 1 : -1;
int err = (dx>dy ? dx : -dy)/2, e2;
int index;
while(1){
// the next three lines put the pixel right in the file:
index = (y0 * NX + x0)*3;
fseek(fp, index, SEEK_SET);
fwrite(color_pattern, 1, 3, fp);
B->M[x0][y0]=1; // for code testing
if (x0==x1 && y0==y1) break;
e2 = err;
if (e2 >-dx) { err -= dy; x0 += sx; }
if (e2 < dy) { err += dx; y0 += sy; }
}
}
void printLine(bitmap *B){
int ii, jj;
for(ii=0; ii<NY; ii++) {
for(jj=0; jj<NX; jj++) {
printf("%d", (int)B->M[jj][ii]);
}
printf("\n");
}
}
int main(void) {
FILE *fp;
point start = {34,7};
point end = {14, 17};
bitmap B;
byte color[]={255,255,255};
// initialize map to zero. Want to do same with file I suppose
int ii, jj;
for(ii=0; ii<NX; ii++) {
for(jj=0; jj<NY; jj++) {
B.M[ii][jj]=0;
}
}
fp = fopen("mypicture.bmp", "wb");
drawLine(&start, &end, &B, fp, color);
printLine(&B);
fclose(fp);
}
I think it should be easy to adapt it for your situation. Note I have tried to separate / localize variables a little more - that is usually a good idea; there are still many ways to further improve this code (this is a situation where C++ might be a better language...)
Output of the above:
0000000000000000000000000000000000000000
0000000000000000000000000000000000000000
0000000000000000000000000000000000000000
0000000000000000000000000000000000000000
0000000000000000000000000000000000000000
0000000000000000000000000000000000000000
0000000000000000000000000000000000000000
0000000000000000000000000000000001100000
0000000000000000000000000000000110000000
0000000000000000000000000000011000000000
0000000000000000000000000001100000000000
0000000000000000000000000110000000000000
0000000000000000000000011000000000000000
0000000000000000000001100000000000000000
0000000000000000000110000000000000000000
0000000000000000011000000000000000000000
0000000000000001100000000000000000000000
0000000000000010000000000000000000000000
0000000000000000000000000000000000000000
0000000000000000000000000000000000000000
Looks like the "right" line to me... even though it's got the X going in the negative direction. That's the advantage of starting with proven code (in this case, Bresenham's algorithm as implemented on Rosettacode).
You can look into Bresenham's line algorithm. There are extensions to it that handle anti-aliasing too.

How to generate a set of points that are equidistant from each other and lie on a circle

I am trying to generate an array of n points that are equidistant from each other and lie on a circle in C. Basically, I need to be able to pass a function the number of points that I would like to generate and get back an array of points.
It's been a really long time since I've done C/C++, so I've had a stab at this more to see how I got on with it, but here's some code that will calculate the points for you. (It's a VS2010 console application)
// CirclePoints.cpp : Defines the entry point for the console application.
//
#include "stdafx.h"
#include "stdio.h"
#include "math.h"
int _tmain()
{
int points = 8;
double radius = 100;
double step = ((3.14159265 * 2) / points);
double x, y, current = 0;
for (int i = 0; i < points; i++)
{
x = sin(current) * radius;
y = cos(current) * radius;
printf("point: %d x:%lf y:%lf\n", i, x, y);
current += step;
}
return 0;
}
Try something like this:
void make_circle(float *output, size_t num, float radius)
{
size_t i;
for(i = 0; i < num; i++)
{
const float angle = 2 * M_PI * i / num;
*output++ = radius * cos(angle);
*output++ = radius * sin(angle);
}
}
This is untested, there might be an off-by-one hiding in the angle step calculation but it should be close.
This assumes I understood the question correctly, of course.
UPDATE: Redid the angle computation to not be incrementing, to reduce float precision loss due to repeated addition.
Here's a solution, somewhat optimized, untested. Error can accumulate, but using double rather than float probably more than makes up for it except with extremely large values of n.
void make_circle(double *dest, size_t n, double r)
{
double x0 = cos(2*M_PI/n), y0 = sin(2*M_PI/n), x=x0, y=y0, tmp;
for (;;) {
*dest++ = r*x;
*dest++ = r*y;
if (!--n) break;
tmp = x*x0 - y*y0;
y = x*y0 + y*x0;
x = tmp;
}
}
You have to solve this in c language:
In an x-y Cartesian coordinate system, the circle with centre coordinates (a, b) and radius r is the set of all points (x, y) such that
(x - a)^2 + (y - b)^2 = r^2
Here's a javascript implementation that also takes an optional center point.
function circlePoints (radius, numPoints, centerX, centerY) {
centerX = centerX || 0;
centerY = centerY || 0;
var
step = (Math.PI * 2) / numPoints,
current = 0,
i = 0,
results = [],
x, y;
for (; i < numPoints; i += 1) {
x = centerX + Math.sin(current) * radius;
y = centerY + Math.cos(current) * radius;
results.push([x,y]);
console.log('point %d # x:%d, y:%d', i, x, y);
current += step;
}
return results;
}

fast & efficient least squares fit algorithm in C?

I am trying to implement a linear least squares fit onto 2 arrays of data: time vs amplitude. The only technique I know so far is to test all of the possible m and b points in (y = m*x+b) and then find out which combination fits my data best so that it has the least error. However, I think iterating so many combinations is sometimes useless because it tests out everything. Are there any techniques to speed up the process that I don't know about? Thanks.
Try this code. It fits y = mx + b to your (x,y) data.
The arguments to linreg are
linreg(int n, REAL x[], REAL y[], REAL* b, REAL* m, REAL* r)
n = number of data points
x,y = arrays of data
*b = output intercept
*m = output slope
*r = output correlation coefficient (can be NULL if you don't want it)
The return value is 0 on success, !=0 on failure.
Here's the code
#include "linreg.h"
#include <stdlib.h>
#include <math.h> /* math functions */
//#define REAL float
#define REAL double
inline static REAL sqr(REAL x) {
return x*x;
}
int linreg(int n, const REAL x[], const REAL y[], REAL* m, REAL* b, REAL* r){
REAL sumx = 0.0; /* sum of x */
REAL sumx2 = 0.0; /* sum of x**2 */
REAL sumxy = 0.0; /* sum of x * y */
REAL sumy = 0.0; /* sum of y */
REAL sumy2 = 0.0; /* sum of y**2 */
for (int i=0;i<n;i++){
sumx += x[i];
sumx2 += sqr(x[i]);
sumxy += x[i] * y[i];
sumy += y[i];
sumy2 += sqr(y[i]);
}
REAL denom = (n * sumx2 - sqr(sumx));
if (denom == 0) {
// singular matrix. can't solve the problem.
*m = 0;
*b = 0;
if (r) *r = 0;
return 1;
}
*m = (n * sumxy - sumx * sumy) / denom;
*b = (sumy * sumx2 - sumx * sumxy) / denom;
if (r!=NULL) {
*r = (sumxy - sumx * sumy / n) / /* compute correlation coeff */
sqrt((sumx2 - sqr(sumx)/n) *
(sumy2 - sqr(sumy)/n));
}
return 0;
}
Example
You can run this example online.
int main()
{
int n = 6;
REAL x[6]= {1, 2, 4, 5, 10, 20};
REAL y[6]= {4, 6, 12, 15, 34, 68};
REAL m,b,r;
linreg(n,x,y,&m,&b,&r);
printf("m=%g b=%g r=%g\n",m,b,r);
return 0;
}
Here is the output
m=3.43651 b=-0.888889 r=0.999192
Here is the Excel plot and linear fit (for verification).
All values agree exactly with the C code above (note C code returns r while Excel returns R**2).
There are efficient algorithms for least-squares fitting; see Wikipedia for details. There are also libraries that implement the algorithms for you, likely more efficiently than a naive implementation would do; the GNU Scientific Library is one example, but there are others under more lenient licenses as well.
From Numerical Recipes: The Art of Scientific Computing in (15.2) Fitting Data to a Straight Line:
Linear Regression:
Consider the problem of fitting a set of N data points (xi, yi) to a straight-line model:
Assume that the uncertainty: sigmai associated with each yi and that the xi’s (values of the dependent variable) are known exactly. To measure how well the model agrees with the data, we use the chi-square function, which in this case is:
The above equation is minimized to determine a and b. This is done by finding the derivative of the above equation with respect to a and b, equate them to zero and solve for a and b. Then we estimate the probable uncertainties in the estimates of a and b, since obviously the measurement errors in the data must introduce some uncertainty in the determination of those parameters. Additionally, we must estimate the goodness-of-fit of the data to the
model. Absent this estimate, we have not the slightest indication that the parameters a and b in the model have any meaning at all.
The below struct performs the mentioned calculations:
struct Fitab {
// Object for fitting a straight line y = a + b*x to a set of
// points (xi, yi), with or without available
// errors sigma i . Call one of the two constructors to calculate the fit.
// The answers are then available as the variables:
// a, b, siga, sigb, chi2, and either q or sigdat.
int ndata;
double a, b, siga, sigb, chi2, q, sigdat; // Answers.
vector<double> &x, &y, &sig;
// Constructor.
Fitab(vector<double> &xx, vector<double> &yy, vector<double> &ssig)
: ndata(xx.size()), x(xx), y(yy), sig(ssig), chi2(0.), q(1.), sigdat(0.)
{
// Given a set of data points x[0..ndata-1], y[0..ndata-1]
// with individual standard deviations sig[0..ndata-1],
// sets a,b and their respective probable uncertainties
// siga and sigb, the chi-square: chi2, and the goodness-of-fit
// probability: q
Gamma gam;
int i;
double ss=0., sx=0., sy=0., st2=0., t, wt, sxoss; b=0.0;
for (i=0;i < ndata; i++) { // Accumulate sums ...
wt = 1.0 / SQR(sig[i]); //...with weights
ss += wt;
sx += x[i]*wt;
sy += y[i]*wt;
}
sxoss = sx/ss;
for (i=0; i < ndata; i++) {
t = (x[i]-sxoss) / sig[i];
st2 += t*t;
b += t*y[i]/sig[i];
}
b /= st2; // Solve for a, b, sigma-a, and simga-b.
a = (sy-sx*b) / ss;
siga = sqrt((1.0+sx*sx/(ss*st2))/ss);
sigb = sqrt(1.0/st2); // Calculate chi2.
for (i=0;i<ndata;i++) chi2 += SQR((y[i]-a-b*x[i])/sig[i]);
if (ndata>2) q=gam.gammq(0.5*(ndata-2),0.5*chi2); // goodness of fit
}
// Constructor.
Fitab(vector<double> &xx, vector<double> &yy)
: ndata(xx.size()), x(xx), y(yy), sig(xx), chi2(0.), q(1.), sigdat(0.)
{
// As above, but without known errors (sig is not used).
// The uncertainties siga and sigb are estimated by assuming
// equal errors for all points, and that a straight line is
// a good fit. q is returned as 1.0, the normalization of chi2
// is to unit standard deviation on all points, and sigdat
// is set to the estimated error of each point.
int i;
double ss,sx=0.,sy=0.,st2=0.,t,sxoss;
b=0.0; // Accumulate sums ...
for (i=0; i < ndata; i++) {
sx += x[i]; // ...without weights.
sy += y[i];
}
ss = ndata;
sxoss = sx/ss;
for (i=0;i < ndata; i++) {
t = x[i]-sxoss;
st2 += t*t;
b += t*y[i];
}
b /= st2; // Solve for a, b, sigma-a, and sigma-b.
a = (sy-sx*b)/ss;
siga=sqrt((1.0+sx*sx/(ss*st2))/ss);
sigb=sqrt(1.0/st2); // Calculate chi2.
for (i=0;i<ndata;i++) chi2 += SQR(y[i]-a-b*x[i]);
if (ndata > 2) sigdat=sqrt(chi2/(ndata-2));
// For unweighted data evaluate typical
// sig using chi2, and adjust
// the standard deviations.
siga *= sigdat;
sigb *= sigdat;
}
};
where struct Gamma:
struct Gamma : Gauleg18 {
// Object for incomplete gamma function.
// Gauleg18 provides coefficients for Gauss-Legendre quadrature.
static const Int ASWITCH=100; When to switch to quadrature method.
static const double EPS; // See end of struct for initializations.
static const double FPMIN;
double gln;
double gammp(const double a, const double x) {
// Returns the incomplete gamma function P(a,x)
if (x < 0.0 || a <= 0.0) throw("bad args in gammp");
if (x == 0.0) return 0.0;
else if ((Int)a >= ASWITCH) return gammpapprox(a,x,1); // Quadrature.
else if (x < a+1.0) return gser(a,x); // Use the series representation.
else return 1.0-gcf(a,x); // Use the continued fraction representation.
}
double gammq(const double a, const double x) {
// Returns the incomplete gamma function Q(a,x) = 1 - P(a,x)
if (x < 0.0 || a <= 0.0) throw("bad args in gammq");
if (x == 0.0) return 1.0;
else if ((Int)a >= ASWITCH) return gammpapprox(a,x,0); // Quadrature.
else if (x < a+1.0) return 1.0-gser(a,x); // Use the series representation.
else return gcf(a,x); // Use the continued fraction representation.
}
double gser(const Doub a, const Doub x) {
// Returns the incomplete gamma function P(a,x) evaluated by its series representation.
// Also sets ln (gamma) as gln. User should not call directly.
double sum,del,ap;
gln=gammln(a);
ap=a;
del=sum=1.0/a;
for (;;) {
++ap;
del *= x/ap;
sum += del;
if (fabs(del) < fabs(sum)*EPS) {
return sum*exp(-x+a*log(x)-gln);
}
}
}
double gcf(const Doub a, const Doub x) {
// Returns the incomplete gamma function Q(a, x) evaluated
// by its continued fraction representation.
// Also sets ln (gamma) as gln. User should not call directly.
int i;
double an,b,c,d,del,h;
gln=gammln(a);
b=x+1.0-a; // Set up for evaluating continued fraction
// by modified Lentz’s method with with b0 = 0.
c=1.0/FPMIN;
d=1.0/b;
h=d;
for (i=1;;i++) {
// Iterate to convergence.
an = -i*(i-a);
b += 2.0;
d=an*d+b;
if (fabs(d) < FPMIN) d=FPMIN;
c=b+an/c;
if (fabs(c) < FPMIN) c=FPMIN;
d=1.0/d;
del=d*c;
h *= del;
if (fabs(del-1.0) <= EPS) break;
}
return exp(-x+a*log(x)-gln)*h; Put factors in front.
}
double gammpapprox(double a, double x, int psig) {
// Incomplete gamma by quadrature. Returns P(a,x) or Q(a, x),
// when psig is 1 or 0, respectively. User should not call directly.
int j;
double xu,t,sum,ans;
double a1 = a-1.0, lna1 = log(a1), sqrta1 = sqrt(a1);
gln = gammln(a);
// Set how far to integrate into the tail:
if (x > a1) xu = MAX(a1 + 11.5*sqrta1, x + 6.0*sqrta1);
else xu = MAX(0.,MIN(a1 - 7.5*sqrta1, x - 5.0*sqrta1));
sum = 0;
for (j=0;j<ngau;j++) { // Gauss-Legendre.
t = x + (xu-x)*y[j];
sum += w[j]*exp(-(t-a1)+a1*(log(t)-lna1));
}
ans = sum*(xu-x)*exp(a1*(lna1-1.)-gln);
return (psig?(ans>0.0? 1.0-ans:-ans):(ans>=0.0? ans:1.0+ans));
}
double invgammp(Doub p, Doub a);
// Inverse function on x of P(a,x) .
};
const Doub Gamma::EPS = numeric_limits<Doub>::epsilon();
const Doub Gamma::FPMIN = numeric_limits<Doub>::min()/EPS
and stuct Gauleg18:
struct Gauleg18 {
// Abscissas and weights for Gauss-Legendre quadrature.
static const Int ngau = 18;
static const Doub y[18];
static const Doub w[18];
};
const Doub Gauleg18::y[18] = {0.0021695375159141994,
0.011413521097787704,0.027972308950302116,0.051727015600492421,
0.082502225484340941, 0.12007019910960293,0.16415283300752470,
0.21442376986779355, 0.27051082840644336, 0.33199876341447887,
0.39843234186401943, 0.46931971407375483, 0.54413605556657973,
0.62232745288031077, 0.70331500465597174, 0.78649910768313447,
0.87126389619061517, 0.95698180152629142};
const Doub Gauleg18::w[18] = {0.0055657196642445571,
0.012915947284065419,0.020181515297735382,0.027298621498568734,
0.034213810770299537,0.040875750923643261,0.047235083490265582,
0.053244713977759692,0.058860144245324798,0.064039797355015485
0.068745323835736408,0.072941885005653087,0.076598410645870640,
0.079687828912071670,0.082187266704339706,0.084078218979661945,
0.085346685739338721,0.085983275670394821};
and, finally fuinction Gamma::invgamp():
double Gamma::invgammp(double p, double a) {
// Returns x such that P(a,x) = p for an argument p between 0 and 1.
int j;
double x,err,t,u,pp,lna1,afac,a1=a-1;
const double EPS=1.e-8; // Accuracy is the square of EPS.
gln=gammln(a);
if (a <= 0.) throw("a must be pos in invgammap");
if (p >= 1.) return MAX(100.,a + 100.*sqrt(a));
if (p <= 0.) return 0.0;
if (a > 1.) {
lna1=log(a1);
afac = exp(a1*(lna1-1.)-gln);
pp = (p < 0.5)? p : 1. - p;
t = sqrt(-2.*log(pp));
x = (2.30753+t*0.27061)/(1.+t*(0.99229+t*0.04481)) - t;
if (p < 0.5) x = -x;
x = MAX(1.e-3,a*pow(1.-1./(9.*a)-x/(3.*sqrt(a)),3));
} else {
t = 1.0 - a*(0.253+a*0.12); and (6.2.9).
if (p < t) x = pow(p/t,1./a);
else x = 1.-log(1.-(p-t)/(1.-t));
}
for (j=0;j<12;j++) {
if (x <= 0.0) return 0.0; // x too small to compute accurately.
err = gammp(a,x) - p;
if (a > 1.) t = afac*exp(-(x-a1)+a1*(log(x)-lna1));
else t = exp(-x+a1*log(x)-gln);
u = err/t;
// Halley’s method.
x -= (t = u/(1.-0.5*MIN(1.,u*((a-1.)/x - 1))));
// Halve old value if x tries to go negative.
if (x <= 0.) x = 0.5*(x + t);
if (fabs(t) < EPS*x ) break;
}
return x;
}
Here is my version of a C/C++ function that does simple linear regression. The calculations follow the wikipedia article on simple linear regression. This is published as a single-header public-domain (MIT) library on github: simple_linear_regression. The library (.h file) is tested to work on Linux and Windows, and from C and C++ using -Wall -Werror and all -std versions supported by clang/gcc.
#define SIMPLE_LINEAR_REGRESSION_ERROR_INPUT_VALUE -2
#define SIMPLE_LINEAR_REGRESSION_ERROR_NUMERIC -3
int simple_linear_regression(const double * x, const double * y, const int n, double * slope_out, double * intercept_out, double * r2_out) {
double sum_x = 0.0;
double sum_xx = 0.0;
double sum_xy = 0.0;
double sum_y = 0.0;
double sum_yy = 0.0;
double n_real = (double)(n);
int i = 0;
double slope = 0.0;
double denominator = 0.0;
if (x == NULL || y == NULL || n < 2) {
return SIMPLE_LINEAR_REGRESSION_ERROR_INPUT_VALUE;
}
for (i = 0; i < n; ++i) {
sum_x += x[i];
sum_xx += x[i] * x[i];
sum_xy += x[i] * y[i];
sum_y += y[i];
sum_yy += y[i] * y[i];
}
denominator = n_real * sum_xx - sum_x * sum_x;
if (denominator == 0.0) {
return SIMPLE_LINEAR_REGRESSION_ERROR_NUMERIC;
}
slope = (n_real * sum_xy - sum_x * sum_y) / denominator;
if (slope_out != NULL) {
*slope_out = slope;
}
if (intercept_out != NULL) {
*intercept_out = (sum_y - slope * sum_x) / n_real;
}
if (r2_out != NULL) {
denominator = ((n_real * sum_xx) - (sum_x * sum_x)) * ((n_real * sum_yy) - (sum_y * sum_y));
if (denominator == 0.0) {
return SIMPLE_LINEAR_REGRESSION_ERROR_NUMERIC;
}
*r2_out = ((n_real * sum_xy) - (sum_x * sum_y)) * ((n_real * sum_xy) - (sum_x * sum_y)) / denominator;
}
return 0;
}
Usage example:
#define SIMPLE_LINEAR_REGRESSION_IMPLEMENTATION
#include "simple_linear_regression.h"
#include <stdio.h>
/* Some data that we want to find the slope, intercept and r2 for */
static const double x[] = { 1.47, 1.50, 1.52, 1.55, 1.57, 1.60, 1.63, 1.65, 1.68, 1.70, 1.73, 1.75, 1.78, 1.80, 1.83 };
static const double y[] = { 52.21, 53.12, 54.48, 55.84, 57.20, 58.57, 59.93, 61.29, 63.11, 64.47, 66.28, 68.10, 69.92, 72.19, 74.46 };
int main() {
double slope = 0.0;
double intercept = 0.0;
double r2 = 0.0;
int res = 0;
res = simple_linear_regression(x, y, sizeof(x) / sizeof(x[0]), &slope, &intercept, &r2);
if (res < 0) {
printf("Error: %s\n", simple_linear_regression_error_string(res));
return res;
}
printf("slope: %f\n", slope);
printf("intercept: %f\n", intercept);
printf("r2: %f\n", r2);
return 0;
}
The original example above worked well for me with slope and offset but I had a hard time with the corr coef. Maybe I don't have my parenthesis working the same as the assumed precedence? Anyway, with some help of other web pages I finally got values that match the linear trend-line in Excel. Thought I would share my code using Mark Lakata's variable names. Hope this helps.
double slope = ((n * sumxy) - (sumx * sumy )) / denom;
double intercept = ((sumy * sumx2) - (sumx * sumxy)) / denom;
double term1 = ((n * sumxy) - (sumx * sumy));
double term2 = ((n * sumx2) - (sumx * sumx));
double term3 = ((n * sumy2) - (sumy * sumy));
double term23 = (term2 * term3);
double r2 = 1.0;
if (fabs(term23) > MIN_DOUBLE) // Define MIN_DOUBLE somewhere as 1e-9 or similar
r2 = (term1 * term1) / term23;
as an assignment I had to code in C a simple linear regression using RMSE loss function. The program is dynamic and you can enter your own values and choose your own loss function which is for now limited to Root Mean Square Error. But first here are the algorithms I used:
now the code... you need gnuplot to display the chart, sudo apt install gnuplot
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include <math.h>
#include <sys/types.h>
#define BUFFSIZE 64
#define MAXSIZE 100
static double vector_x[MAXSIZE] = {0};
static double vector_y[MAXSIZE] = {0};
static double vector_predict[MAXSIZE] = {0};
static double max_x;
static double max_y;
static double mean_x;
static double mean_y;
static double teta_0_intercept;
static double teta_1_grad;
static double RMSE;
static double r_square;
static double prediction;
static char intercept[BUFFSIZE];
static char grad[BUFFSIZE];
static char xrange[BUFFSIZE];
static char yrange[BUFFSIZE];
static char lossname_RMSE[BUFFSIZE] = "Simple Linear Regression using RMSE'";
static char cmd_gnu_0[BUFFSIZE] = "set title '";
static char cmd_gnu_1[BUFFSIZE] = "intercept = ";
static char cmd_gnu_2[BUFFSIZE] = "grad = ";
static char cmd_gnu_3[BUFFSIZE] = "set xrange [0:";
static char cmd_gnu_4[BUFFSIZE] = "set yrange [0:";
static char cmd_gnu_5[BUFFSIZE] = "f(x) = (grad * x) + intercept";
static char cmd_gnu_6[BUFFSIZE] = "plot f(x), 'data.temp' with points pointtype 7";
static char const *commands_gnuplot[] = {
cmd_gnu_0,
cmd_gnu_1,
cmd_gnu_2,
cmd_gnu_3,
cmd_gnu_4,
cmd_gnu_5,
cmd_gnu_6,
};
static size_t size;
static void user_input()
{
printf("Enter x,y vector size, MAX = 100\n");
scanf("%lu", &size);
if (size > MAXSIZE) {
printf("Wrong input size is too big\n");
user_input();
}
printf("vector's size is %lu\n", size);
size_t i;
for (i = 0; i < size; i++) {
printf("Enter vector_x[%ld] values\n", i);
scanf("%lf", &vector_x[i]);
}
for (i = 0; i < size; i++) {
printf("Enter vector_y[%ld] values\n", i);
scanf("%lf", &vector_y[i]);
}
}
static void display_vector()
{
size_t i;
for (i = 0; i < size; i++){
printf("vector_x[%lu] = %lf\t", i, vector_x[i]);
printf("vector_y[%lu] = %lf\n", i, vector_y[i]);
}
}
static void concatenate(char p[], char q[]) {
int c;
int d;
c = 0;
while (p[c] != '\0') {
c++;
}
d = 0;
while (q[d] != '\0') {
p[c] = q[d];
d++;
c++;
}
p[c] = '\0';
}
static void compute_mean_x_y()
{
size_t i;
double tmp_x = 0.0;
double tmp_y = 0.0;
for (i = 0; i < size; i++) {
tmp_x += vector_x[i];
tmp_y += vector_y[i];
}
mean_x = tmp_x / size;
mean_y = tmp_y / size;
printf("mean_x = %lf\n", mean_x);
printf("mean_y = %lf\n", mean_y);
}
static void compute_teta_1_grad()
{
double numerator = 0.0;
double denominator = 0.0;
double tmp1 = 0.0;
double tmp2 = 0.0;
size_t i;
for (i = 0; i < size; i++) {
numerator += (vector_x[i] - mean_x) * (vector_y[i] - mean_y);
}
for (i = 0; i < size; i++) {
tmp1 = vector_x[i] - mean_x;
tmp2 = tmp1 * tmp1;
denominator += tmp2;
}
teta_1_grad = numerator / denominator;
printf("teta_1_grad = %lf\n", teta_1_grad);
}
static void compute_teta_0_intercept()
{
teta_0_intercept = mean_y - (teta_1_grad * mean_x);
printf("teta_0_intercept = %lf\n", teta_0_intercept);
}
static void compute_prediction()
{
size_t i;
for (i = 0; i < size; i++) {
vector_predict[i] = teta_0_intercept + (teta_1_grad * vector_x[i]);
printf("y^[%ld] = %lf\n", i, vector_predict[i]);
}
printf("\n");
}
static void compute_RMSE()
{
compute_prediction();
double error = 0;
size_t i;
for (i = 0; i < size; i++) {
error = (vector_predict[i] - vector_y[i]) * (vector_predict[i] - vector_y[i]);
printf("error y^[%ld] = %lf\n", i, error);
RMSE += error;
}
/* mean */
RMSE = RMSE / size;
/* square root mean */
RMSE = sqrt(RMSE);
printf("\nRMSE = %lf\n", RMSE);
}
static void compute_loss_function()
{
int input = 0;
printf("Which loss function do you want to use?\n");
printf(" 1 - RMSE\n");
scanf("%d", &input);
switch(input) {
case 1:
concatenate(cmd_gnu_0, lossname_RMSE);
compute_RMSE();
printf("\n");
break;
default:
printf("Wrong input try again\n");
compute_loss_function(size);
}
}
static void compute_r_square(size_t size)
{
double num_err = 0.0;
double den_err = 0.0;
size_t i;
for (i = 0; i < size; i++) {
num_err += (vector_y[i] - vector_predict[i]) * (vector_y[i] - vector_predict[i]);
den_err += (vector_y[i] - mean_y) * (vector_y[i] - mean_y);
}
r_square = 1 - (num_err/den_err);
printf("R_square = %lf\n", r_square);
}
static void compute_predict_for_x()
{
double x = 0.0;
printf("Please enter x value\n");
scanf("%lf", &x);
prediction = teta_0_intercept + (teta_1_grad * x);
printf("y^ if x = %lf -> %lf\n",x, prediction);
}
static void compute_max_x_y()
{
size_t i;
double tmp1= 0.0;
double tmp2= 0.0;
for (i = 0; i < size; i++) {
if (vector_x[i] > tmp1) {
tmp1 = vector_x[i];
max_x = vector_x[i];
}
if (vector_y[i] > tmp2) {
tmp2 = vector_y[i];
max_y = vector_y[i];
}
}
printf("vector_x max value %lf\n", max_x);
printf("vector_y max value %lf\n", max_y);
}
static void display_model_line()
{
sprintf(intercept, "%0.7lf", teta_0_intercept);
sprintf(grad, "%0.7lf", teta_1_grad);
sprintf(xrange, "%0.7lf", max_x + 1);
sprintf(yrange, "%0.7lf", max_y + 1);
concatenate(cmd_gnu_1, intercept);
concatenate(cmd_gnu_2, grad);
concatenate(cmd_gnu_3, xrange);
concatenate(cmd_gnu_3, "]");
concatenate(cmd_gnu_4, yrange);
concatenate(cmd_gnu_4, "]");
printf("grad = %s\n", grad);
printf("intercept = %s\n", intercept);
printf("xrange = %s\n", xrange);
printf("yrange = %s\n", yrange);
printf("cmd_gnu_0: %s\n", cmd_gnu_0);
printf("cmd_gnu_1: %s\n", cmd_gnu_1);
printf("cmd_gnu_2: %s\n", cmd_gnu_2);
printf("cmd_gnu_3: %s\n", cmd_gnu_3);
printf("cmd_gnu_4: %s\n", cmd_gnu_4);
printf("cmd_gnu_5: %s\n", cmd_gnu_5);
printf("cmd_gnu_6: %s\n", cmd_gnu_6);
/* print plot */
FILE *gnuplot_pipe = (FILE*)popen("gnuplot -persistent", "w");
FILE *temp = (FILE*)fopen("data.temp", "w");
/* create data.temp */
size_t i;
for (i = 0; i < size; i++)
{
fprintf(temp, "%f %f \n", vector_x[i], vector_y[i]);
}
/* display gnuplot */
for (i = 0; i < 7; i++)
{
fprintf(gnuplot_pipe, "%s \n", commands_gnuplot[i]);
}
}
int main(void)
{
printf("===========================================\n");
printf("INPUT DATA\n");
printf("===========================================\n");
user_input();
display_vector();
printf("\n");
printf("===========================================\n");
printf("COMPUTE MEAN X:Y, TETA_1 TETA_0\n");
printf("===========================================\n");
compute_mean_x_y();
compute_max_x_y();
compute_teta_1_grad();
compute_teta_0_intercept();
printf("\n");
printf("===========================================\n");
printf("COMPUTE LOSS FUNCTION\n");
printf("===========================================\n");
compute_loss_function();
printf("===========================================\n");
printf("COMPUTE R_square\n");
printf("===========================================\n");
compute_r_square(size);
printf("\n");
printf("===========================================\n");
printf("COMPUTE y^ according to x\n");
printf("===========================================\n");
compute_predict_for_x();
printf("\n");
printf("===========================================\n");
printf("DISPLAY LINEAR REGRESSION\n");
printf("===========================================\n");
display_model_line();
printf("\n");
return 0;
}
Look at Section 1 of this paper. This section expresses a 2D linear regression as a matrix multiplication exercise. As long as your data is well-behaved, this technique should permit you to develop a quick least squares fit.
Depending on the size of your data, it might be worthwhile to algebraically reduce the matrix multiplication to simple set of equations, thereby avoiding the need to write a matmult() function. (Be forewarned, this is completely impractical for more than 4 or 5 data points!)
The fastest, most efficient way to solve least squares, as far as I am aware, is to subtract (the gradient)/(the 2nd order gradient) from your parameter vector. (2nd order gradient = i.e. the diagonal of the Hessian.)
Here is the intuition:
Let's say you want to optimize least squares over a single parameter. This is equivalent to finding the vertex of a parabola. Then, for any random initial parameter, x0, the vertex of the loss function is located at x0 - f(1) / f(2). That's because adding - f(1) / f(2) to x will always zero out the derivative, f(1).
Side note: Implementing this in Tensorflow, the solution appeared at w0 - f(1) / f(2) / (number of weights), but I'm not sure if that's due to Tensorflow or if it's due to something else..

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