def robot_arm_to_target(AA, BB):
[m,n] = AA.shape
n = n/4
A = np.zeros(9*n, 9)
b = np.zeros(9*n,1)
for i in range(1, n+1):
Ra = AA[0:3, 4*(i-4):4*i-1]
Rb = BB[0:3, 4*(i-4):4*i-1]
A[9*i - 9: 9*i,:] = np.kron(Ra, np.eye(3)) + np.kron(-np.eye(3), Rb.T)
[u, s, v] = np.linalg.svd(A, full_matrices=True)
x = v[:, -1]
R = np.reshape(x[0:9], (3, 3)).T
R = np.sign(np.det(R)/np.abs(np.det(R)))^(1/3)*R
[u, s, v] = np.linalg.svd(R, full_matrices=True)
R = u*v.T
if np.det(R) < 0:
R = u*np.diag([1, 1, -1])*v.T
C = np.zeros(3*n, 3)
d = np.zeros(3*n, 1)
I = np.eye(3)
for i in range(1, n+1):
C[3*i-3: 3*i, :] = I - AA[0:3, 4*i-4:4*i-1]
d[3*i-3: 3*i, :] = AA[0:3, 4*i] - np.matlmul(R*BB[0:3, 4*i])
t = C/d
X = np.eye(4)
X[0:3, 0:3] = R
X[3, 0:3] = t
return X
def ralign(X, Y):
"""Rigid alignment of two sets of points in k-dimensional Euclidean space.
Given two sets of points in
correspondence, this function computes the scaling
rotation, and translation that define the transform TR
that minimizes the sum of squared errors between TR(X)
and its corresponding points in Y. This routine takes
O(n k^3)-time.
Inputs:
X - a k x n matrix whose columns are points
Y - a k x n matrix whose columns are points that correspond to
the points in X
Outputs:
c, R, t - the scaling, rotation matrix, and translation vector defining
the linear map TR as TR(x) = c * R * x + t
such that the average norm of TR(X(:, i) - Y(:, i)) is minimized.
"""
m, n = X.shape
mx = X.mean(1)
my = Y.mean(1)
Xc = X - np.tile(mx, (n, 1)).T
Yc = Y - np.tile(my, (n, 1)).T
sx = np.mean(np.sum(Xc * Xc, 0))
Sxy = np.dot(Yc, Xc.T) / n
U, D, V = np.linalg.svd(Sxy, full_matrices=True, compute_uv=True)
V = V.T.copy()
# print U,"\n\n",D,"\n\n",V
r = np.rank(Sxy)
S = np.eye(m)
if r > (m - 1):
if (np.det(Sxy) < 0):
S[m, m] = -1
elif (r == m - 1):
if (np.det(U) * np.det(V) < 0):
S[m, m] = -1
else:
R = np.eye(2)
c = 1
t = np.zeros(2)
return R, c, t
R = np.dot(np.dot(U, S), V.T)
c = np.trace(np.dot(np.diag(D), S)) / sx
t = my - c * np.dot(R, mx)
return R, c, t
def get_transformation(X, Y):
"""
Args:
X: k x n source shape
Y: k x n destination shape such that Y[:, i] is the correspondence of X[:, i]
Returns: rotation R, scaling c, translation t such that ||Y - (cRX+t)||_2 is minimized.
"""
"""
Copyright: Carlo Nicolini, 2013
Code adapted from the Mark Paskin Matlab version
from http://openslam.informatik.uni-freiburg.de/data/svn/tjtf/trunk/matlab/ralign.m
"""
m, n = X.shape
mx = X.mean(1)
my = Y.mean(1)
Xc = X - np.tile(mx, (n, 1)).T
Yc = Y - np.tile(my, (n, 1)).T
sx = np.mean(np.sum(Xc * Xc, 0))
sy = np.mean(np.sum(Yc * Yc, 0))
M = np.dot(Yc, Xc.T) / n
U, D, V = np.linalg.svd(M, full_matrices=True, compute_uv=True)
V = V.T.copy()
#print U,"\n\n",D,"\n\n",V
r = np.rank(M)
d = np.linalg.det(M)
S = np.eye(m)
if r > (m - 1):
if np.det(M) < 0:
S[m, m] = -1
elif r == m - 1:
if np.det(U) * np.det(V) < 0:
S[m, m] = -1
else:
R = np.eye(2)
c = 1
t = np.zeros(2)
return R, c, t
R = np.dot(np.dot(U, S), V.T)
c = np.trace(np.dot(np.diag(D), S)) / sx
t = my - c * np.dot(R, mx)
return R, c, t
def GMM(PCA, NCLASS=2):
"""
PDF = Pr(G) (2pi)^(k/2)|S|^(-1/2)exp[-1/2 (x-mu)' S^(-1) (x-mu)]
logPDF = logPr(G) k/2 log(2pi)-1/2log(|S|)-1/2(x-mu)'S^(-1)(x-mu)
Pr is inverse monotonic with logPr(G)-log(|S|)-(x-mu)'S^(-1)(x-mu)
"""
N = PCA.shape()[1]
initsize = N / NCLASS
classes = np.zeros((N,))
oldclasses = np.zeros((N,))
Pr = np.zeros((N, NCLASS))
partition = (2 * pi) ** (-0.5 * NCLASS)
for i in range(NCLASS):
classes[i * initsize : (i + 1) * initsize] = i
for ii in range(2000):
for i in range(NCLASS):
c = PCA[:, classes == i]
Mu = np.mean(c, 1)
Cm = np.cov((c.T - Mu).T)
k = np.shape(c)[1]
Pm = np.pinv(Cm)
center = PCA.T - Mu
normalize = partition * k / (N + 1.0) / np.sqrt(np.det(Cm))
Pr[:, i] = np.exp(-0.5 * np.array([np.dot(x, np.dot(Pm, x.T)) for x in center])) * normalize
oldclasses[:] = classes
classes = argmax(Pr, 1)
if all(oldclasses == classes):
break
classification = (Pr.T / sum(Pr, 1)).T
return classification, Pr
def gauss_pdf(X, M, S):
if M.shape[1] == 1:
DX = X - np.tile(M, X.shape[1])
E = 0.5 * np.sum(DX * (np.dot(np.linalg.inv(S), DX)), axis=0)
E = E + 0.5 * M.shape[0] * np.log(2 * np.pi) + 0.5 * np.log(
np.linalg.det(S))
P = np.exp(-E)
elif X.shape[1] == 1:
DX = np.tile(X, M.shape()[1]) - M
E = 0.5 * np.sum(DX * (np.dot(np.linalg.inv(S), DX)), axis=0)
E = E + 0.5 * M.shape[0] * np.log(2 * np.pi) + 0.5 * np.log(
np.linalg.det(S))
P = np.exp(-E)
else:
DX = X - M
E = 0.5 * np.dot(DX.T, np.dot(np.inv(S), DX))
E = E + 0.5 * M.shape[0] * np.log(2 * np.pi) + 0.5 * np.log(np.det(S))
P = np.exp(-E)
return (P[0], E[0])
def lfsrsolve(v, n):
"""Given a guess n for the length of the recurrence that generates
the binary vector v, this function returns the coefficients of the
recurrence."""
v = v[:]
vln = len(v)
if (vln < 2 * n):
raise ValueError('The vector v needs to be atleast length 2n')
M = np.array(circmat(v, n))
Mdet = np.det(M)
x = v[n + 2:2 * n]
Minv = np.inv(M)
Minv = np.mod(np.round(Minv * Mdet), 2)
# A note: Technically, the round() function should never show up, but
# since Matlab does double precision arithmetic to calculate the inverse matrix
# we need to bring the result back to integer values so we can perform a meaningful
# mod operation. As long as this routine is not used on huge examples, it should
# be ok
y = np.mod(Minv * x, 2)
y = y[:].T # Convert the output to a row vector
return y
def is_left(x0, x1, x2):
"""
Return True if x0 is left of the line between x1 and x2. False otherwise.
"""
assert x1.shape == x2.shape == (2, )
matrix = np.array([x1 - x0, x2 - x0])
if len(x0.shape) == 2:
matrix = matrix.transpose((1, 2, 0))
return np.det(matrix) > 0
def depth(X, P):
T = X[3]
M = P[:, 0:3]
p4 = P[:, 3]
m3 = M[2, :]
x = np.dot(P, X)
w = x[2]
X = X / w
return (np.sign(np.det(M)) * w) / (T * np.norm(m3))
def umeyama(X, Y):
assert X.shape[0] == 3
assert Y.shape[0] == 3
assert X.shape[1] > 0
assert Y.shape[1] > 0
m, n = X.shape
mx = X.mean(1)
my = Y.mean(1)
Xc = X - np.tile(mx, (n, 1)).T
Yc = Y - np.tile(my, (n, 1)).T
sx = np.mean(np.sum(Xc * Xc, 0))
sy = np.mean(np.sum(Yc * Yc, 0))
Sxy = np.dot(Yc, Xc.T) / n
U, D, V = np.linalg.svd(Sxy, full_matrices=True, compute_uv=True)
V = V.T.copy()
r = np.rank(Sxy)
d = np.linalg.det(Sxy)
S = np.eye(m)
if r > (m - 1):
if (np.det(Sxy) < 0):
S[m, m] = -1
elif (r == m - 1):
if (np.det(U) * np.det(V) < 0):
S[m, m] = -1
else:
R = np.eye(2)
c = 1
t = np.zeros(2)
return R, c, t
R = np.dot(np.dot(U, S), V.T)
c = np.trace(np.dot(np.diag(D), S)) / sx
t = my - c * np.dot(R, mx)
return R, t, c
def lfsrlength(v, n):
"""This function tests the vector v of bits to see if it is generated
by a linear feedback recurrence of length at most n"""
print('Order Determinant')
for j in range(n):
M = circmat(v, j)
Mdet = np.mod(np.det(np.array(M)), 2)
print(num2str(double(j)), ' ', num2str(double(Mdet)))
end
return y
def mahalDist2(x, y, xCov, yCov, kFactor=3):
BIG_L = TOM_SAPS.BIG_L
#perform mahalanobis calculation of type 2
xRows = x.shape[0]
yRows = y.shape[0]
mahalDistance = np.empty((xRows, yRows))
normEucliDist = np.zeros_like(mahalDistance)
# currently can't find a clever way to do this without nested 'for' loops
for xR in range(xRows):
for yR in range(yRows):
cov1 = xCov[xR]
cov2 = yCov[yR]
# find the determinantes of the covariance matrices:
det1 = np.linalg.det(cov1)
det2 = np.linalg.det(cov2)
covInv = np.linalg.inv(cov1 + cov2)
# check to see if one is larger than the other, if so, transform into that matrix
if det1 > det2:
eigVals, eigVecs = np.linalg.eig(cov1)
else:
eigVals, eigVecs = np.linalg.eig(cov2)
sigma1 = np.dot(eigVecs, np.dot(cov1, eigVecs.transpose()))
sigma2 = np.dot(eigVecs, np.dot(cov2, eigVecs.transpose()))
sigmaTot = sigma1 + sigma2
sigmaInv = np.linalg.inv(sigmaTot)
nLogSig = np.log(np.det(sigmaTot))
# gate
kAdj = kFactor * (np.linalg.norm(np.diag(sigma1)) +
np.linalg.norm(np.diag(sigma2)))
# calcultate distance parameter
dX = eigVecs * x[xR] + eigVecs * y[yR]
normEucliDist[xR, yR] = np.linalg.norm(dX)
bhattMahalDist = np.dot(dX.transpose(), np.dot(sigmaInv, dX))
# not sure what these were used for previously but here is the python version of dd and ddx
#bhattMahalDiff = x[xR] - y[yR] # formerly ddx
# formerly dd
#bhattDistance = np.dot(bhattMahalDiff.transpose(), np.dot(covInv, bhattMahalDiff))
if np.sqrt(bhattMahalDist) > kAdj:
mahalDistance[xR, yR] = BIG_L
else:
mahalDistance[xR, yR] = bhattMahalDist + nLogSig
# return mahalDistance and normEucliDist parameters
return mahalDistance, normEucliDist
def ralign(X, Y):
m, n = X.shape
mx = X.mean(1)
my = Y.mean(1)
Xc = X - np.tile(mx, (n, 1)).T
Yc = Y - np.tile(my, (n, 1)).T
sx = np.mean(np.sum(Xc * Xc, 0))
sy = np.mean(np.sum(Yc * Yc, 0))
Sxy = np.dot(Yc, Xc.T) / n
U, D, V = np.linalg.svd(Sxy, full_matrices=True, compute_uv=True)
V = V.T.copy()
#print U,"\n\n",D,"\n\n",V
# r = np.rank(Sxy);
r = Sxy.ndim
d = np.linalg.det(Sxy)
S = np.eye(m)
if r > (m - 1):
if (np.det(Sxy) < 0):
S[m, m] = -1
elif (r == m - 1):
if (np.det(U) * np.det(V) < 0):
S[m, m] = -1
else:
R = np.eye(2)
c = 1
t = np.zeros(2)
return R, c, t
R = np.dot(np.dot(U, S), V.T)
c = np.trace(np.dot(np.diag(D), S)) / sx
t = my - c * np.dot(R, mx)
return R, c, t
def determinant(self, T):
''' Calculate the determinant of the matrix obtained by linearizing the
the SCF equation.
'''
phi = self.overlaps()
emin = -self.parameters.material.debye_energy
emax = self.parameters.material.debye_energy
i = np.arange(0, self.parameters.nu)[None, :]
F = partial(self.weight, T)
dosi = partial(self.ham.dos, i)
M = self.energy_integration(F, emin, emax, dosi)
return np.det(M*phi)
def prob(self, x, y):
'''
returns the probability for a point to
be in this cluster
'''
p = np.array([x, y])
tmp = np.dot((p-self.mu).T, np.linalg.inv(self.sigma))
tmp = np.dot(tmp, p-self.mu)
left = math.exp(-0.5*tmp)
tmp = 2*math.pi
tmp = math.pow(tmp, 2)
tmp = tmp*np.det(self.sigma)
tmp = 1.0/math.sqrt(tmp)
return tmp*left
def curvature(h, k=np.array([0., 0.]), dk=0.01, n=2):
"""Calculates the Berry curvature of a kpoint
of the n lowest bands below E=0"""
hkgen = h.get_hk_gen() # function which generates hk
def get_wf(hk, n2=n):
"""Get lowest bands"""
e, wf = lg.eigsh(csc_matrix(hk), k=n2, which="LM", sigma=0.0) # get wf
wfsout = []
ni = 0 # number of waves found
wf = wf.transpose() # transpose waves
for ie, iwf in zip(e, wf):
if ie < 0.0:
wfsout.append(iwf)
ni += 1
if ni == n:
n = ni + 0 # change global value
return wfsout # return waves
return get_wf(hk,
n2=n2 + 2) # if not eough waves, try with two more...
# now calculate berry
dx = np.array([dk / 2., 0.])
dy = np.array([0., dk / 2.])
k1 = k - dx - dy # kpoints
k2 = k + dx - dy
k3 = k + dx + dy
k4 = k - dx + dy
wk1 = get_wf(k1) # waves
wk2 = get_wf(k2)
wk3 = get_wf(k3)
wk4 = get_wf(k4)
def mij(wis, wjs):
"""Calculate matrix"""
nw = len(wis)
m = np.matrix(np.zeros((nw, nw))) # create matrix
for i in range(nw):
for j in range(nw):
m[i, j] = wis[i].H * wjs # matrix element
phi = np.det(
mij(wk1, wk2) * mij(wk2, wk3) * mij(wk3, wk4) *
mij(wk4 * wk1)) # deter
phi = np.arctan2(phi.imag, phi.real) / (dk * dk) # phase
return phi
def curvature(h,k=np.array([0.,0.]),dk=0.01,n=2):
"""Calculates the Berry curvature of a kpoint
of the n lowest bands below E=0"""
hkgen = h.get_hk_gen() # function which generates hk
def get_wf(hk,n2=n):
"""Get lowest bands"""
e,wf = lg.eigsh(csc_matrix(hk),k=n2,which="LM",sigma=0.0) # get wf
wfsout = []
ni = 0 # number of waves found
wf = wf.transpose() # transpose waves
for ie,iwf in zip(e,wf):
if ie<0.0:
wfsout.append(iwf)
ni += 1
if ni==n:
n = ni + 0 # change global value
return wfsout # return waves
return get_wf(hk,n2=n2+2) # if not eough waves, try with two more...
# now calculate berry
dx = np.array([dk/2.,0.])
dy = np.array([0.,dk/2.])
k1 = k - dx - dy # kpoints
k2 = k + dx - dy
k3 = k + dx + dy
k4 = k - dx + dy
wk1 = get_wf(k1) # waves
wk2 = get_wf(k2)
wk3 = get_wf(k3)
wk4 = get_wf(k4)
def mij(wis,wjs):
"""Calculate matrix"""
nw = len(wis)
m = np.matrix(np.zeros((nw,nw))) # create matrix
for i in range(nw):
for j in range(nw):
m[i,j] = wis[i].H * wjs # matrix element
phi = np.det(mij(wk1,wk2)*mij(wk2,wk3)*mij(wk3,wk4)*mij(wk4*wk1) ) # deter
phi = np.arctan2(phi.imag,phi.real)/(dk*dk) # phase
return phi
def compute_P_from_essential(E):
""" Computes the second camera matrix (assuming P1 = [I 0])
from an essential matrix. Output is a list of four
possible camera matrices. """
# make sure E is rank 2
U,S,V = np.svd(E)
if np.det(np.dot(U,V))<0:
V = -V
E = dot(U,dot(diag([1,1,0]),V))
# create matrices (Hartley p 258)
Z = skew([0,0,-1])
W = array([[0,-1,0],[1,0,0],[0,0,1]])
# return all four solutions
P2 = [vstack((dot(U,dot(W,V)).T,U[:,2])).T,
vstack((dot(U,dot(W,V)).T,-U[:,2])).T,
vstack((dot(U,dot(W.T,V)).T,U[:,2])).T,
vstack((dot(U,dot(W.T,V)).T,-U[:,2])).T]
return P2
def calculate_KL_div(new_mu, prev_mu, cur_traj_dist, prev_traj_dist):
""" Calculate KL divergence for two multivariate Gaussian distributions. """
T, du, dx = cur_traj_dist.dimensions
# (1 x T) matrix, div for each time step
kl_div = np.zeros((1, T))
for t in range(T):
new_mu_t = new_mu[t, :]
prev_mu_t = prev_mu[t, :]
prev_cov = prev_traj_dist.covar[t, :, :]
new_cov = cur_traj_dist.covar[t, :, :]
new_inv_cov = cur_traj_dist.inv_cov[t, :, :]
print(prev_cov.shape)
print(new_cov.shape)
print(new_inv_cov.shape)
kl_div_t = 0.5 * (np.trace(new_inv_cov * prev_cov) +\
(new_mu_t - prev_mu_t).T.dot(new_inv_cov).dot(new_mu_t - prev_mu_t) - T + np.log(np.det(new_cov)) - np.log(np.det(prev_cov)))
kl_div[t] = max(0, kl_div_t)
# sum total kl_div over all time steps
return np.sum(kl_div)
display[:, n_cols:] = T2
for pi, pj in matches:
cv2.plot([K1[pi][0], K2[pj][0] + n_cols], [K1[pi][1], K2[pj][1]],
marker='o',
linestyle='-',
color=rcolor())
cv2.imshow(display, cmap=np.cm.gray)
show_matches(m)
xi = K1[m[:, 0], :]
xj = K2[m[:, 1], :]
F, status = cv2.findFundamentalMat(xi, xj, cv2.FM_RANSAC, 0.5, 0.9)
assert (np.det(F) < 1.e-7)
is_inlier = np.array(status == 1).reshape(-1)
inlier_i = xi[is_inlier]
inlier_j = xj[is_inlier]
hg = lambda x: np.array([x[0], x[1], 1])
K = np.array([[1520.4, 0., 302.32], [0, 1525.9, 246.87], [0, 0, 1]])
E = np.dot(K.T, np.dot(F, K))
U, s, VT = np.linalg.svd(E)
if np.det(np.dot(U, VT)) < 0:
VT = -VT
E = np.dot(U, np.dot(np.diag([1, 1, 0]), VT))
V = VT.T
# Let's check Nister (2004) Theorem 3 constraint:
def __init__(self, eos, prim, advected):
# Store the eos
self.eos = eos
# These are the primitive quantities we store
psi = numpy.zeros((3, 4))
psi[:, 1:] = numpy.reshape(prim[0:9], (3, 3))
v_up = prim[9:12]
entropy = prim[12]
# These are the advected quantities, which are the reference metric:
k_X_down = numpy.reshape(advected[0:9], (3, 3))
# The map has timelike components, which need computing:
psi[:, 0] = numpy.dot(psi[:, 1:], v_up)
# The Lorentz factor is simple in flat space
W = 1 / numpy.sqrt(1 - numpy.dot(v_up, v_up))
# The four velocity follows
u_up = W * numpy.array([-1.0, v_up[0], v_up[1], v_up[2]])
# The Minkowski metric gives us the projector
g_M_up = numpy.diag([-1.0, 1.0, 1.0, 1.0])
h_M_up = g_M_up + numpy.outer(u_up, u_up)
g_M_down = g_M_up # Minkowski!
h_M_down = g_M_down @ h_M_up @ g_M_down.T
# Get the other velocities
u_down = g_M_down @ u_up
v_down = g_M_down[1:, 1:] @ v_up
# Now project the matrix to the reference space
g_X_up = psi @ g_M_up @ psi.T
# Now take the advected metric and raise an index
k_X_mixed = g_X_up @ k_X_down
# The number density is the square root of the determinant of this
n = numpy.sqrt(numpy.det(k_X_mixed))
# Now we need the inverse of g on the reference space
g_X_down = numpy.inv(g_X_up)
# And then we need eta to compute invariants:
eta_X_down = k_X_down / n**(2/3)
eta_X_mixed = k_X_mixed / n**(2/3)
# Now compute invariants
I_1 = numpy.trace(eta_X_mixed)
I_2 = numpy.trace(eta_X_mixed @ eta_X_mixed)
# Now the shear scalar, toy EOS style
shear_S = (I_1**3 - I_1 * I_2 - 18) / 24
# Now compute EOS etc
# This is the Toy_2 EOS, which is (I.4-10) in GHE.
# The entropy that's stored in the primitive variable is used as K(s)
enthalpy = eos.enthalpy(n, entropy, shear_S)
p = eos.pressure(n, entropy, shear_S)
epsilon = enthalpy - 1 - p / n
# This uses the Toy_2 EOS
f_1, f_2 = eos.fs(n, entropy, shear_S, I_1, I_2)
# Now compute pi
pi_X_down = 2 * n * (f_1 * (eta_X_down - g_X_down * I_1 / 3) +
2 * f_2 * (eta_X_down @ eta_X_mixed -
g_X_down * I_2 / 3))
pi_M_down = psi.T @ pi_X_down @ psi
# Construct full pressure tensor
p_M_down = p * h_M_down + pi_M_down
# Now construct the von Mises scalars
pi_X_mixed = g_X_up @ pi_X_down
J_1 = numpy.trace(pi_X_mixed)
J_2 = numpy.trace(pi_X_mixed @ pi_X_mixed)
# Now construct the conserved variables
# Have taken advantage of Minkowski space in many places here.
S = n * enthalpy * W**2 * v_down + (g_M_up @ pi_M_down)[0, 1:]
tau = n * (enthalpy * W**2 - W) - p + pi_M_down[0, 0]
# Now construct the fluxes at this point
# This is solely the flux in the x direction
f_psi = numpy.zeros((3, 3))
f_psi[:, 0] = psi @ v_up
f_S = (n * enthalpy * W**2 * v_up[0] * v_down +
(g_X_up @ p_M_down)[1, 1:])
f_tau = (n * (enthalpy * W**2 - W) * v_up[0] +
numpy.dot((g_M_up @ pi_M_down)[1, 1:], v_up))
# Now store everything
self.psi = psi
self.v_up = v_up
self.W = W
self.n = n
self.p = p
self.epsilon = epsilon
self.entropy = entropy
self.h = h
self.k_X_down = k_X_down
self.k_X_mixed = k_X_mixed
self.g_X_up = g_X_up
self.g_X_down = g_X_down
self.g_M_up = g_M_up
self.g_M_down = g_M_down
self.eta_X_down = eta_X_down
self.eta_X_up = eta_X_up
self.I_1 = I_1
self.I_2 = I_2
self.J_1 = J_2
self.J_2 = J_2
self.f_1 = f_1
self.f_2 = f_2
self.pi_X_down = pi_X_down
self.pi_X_mixed = pi_X_mixed
self.pi_M_down = pi_M_down
self.p_M_down = p_M_down
self.S = S
self.tau = tau
self.f_psi = f_psi
self.f_S = f_S
self.f_tau = f_tau
def logmvnpdf(x, mu, K, logdetK=None, opt1='standard'):
"""Calculate the log multivariate normal probability density at x.
logmvnpdf calculates the natural logarithm of the probability density of
the samples contained in x.
Args:
x: Samples to calculate probability for. x can be given as a single
vector (1-D array), or as a matrix ((n x d) array). In the latter case
if mu is a matrix ((n x d) array), and K is a (n x d x d) array, the
probability of the i-th row of x will be calculated under the multi-
variate normal with its mean given by the i-th row of mu, and its
covariance given by the i-th plane of K.
mu: Mean of distribution.
K: Covariance matrix of multivariate normal distribution.
logdetK: Natural log of determinant(s) of K. Float (if only one K) or
(n x 1) float array (if several K)
opt1: Method of interpreting K. If set to 'standard', K will be
interpreted as the standard covariance matrix. If set to 'inverse', K
will be interpreted as the inverse covariance matrix.
Returns:
logprob: the logarithm of the probability density of the samples under
the given distribution(s). Length (n) float array.
Example call:
>>> # Calculate probability of one sample under one distribution
>>> x = np.array([1.,2.,3.,5.])
>>> mu = np.array([0.])
>>> K = np.array([3.])
>>> logmvnpdf(x,mu,K)
-3.3871832107433999
>>> # Calculate probability of one sample under one distribution
>>> x = np.array([1.,2.])
>>> mu = np.array([0.,0.])
>>> K = np.array([[2.,1.],[1.,2.]])
>>> logmvnpdf(x,mu,K)
-3.3871832107433999
>>> # Calculate probabiliy of three samples under one distribution
>>> x = np.array([[1.,2.],[0,0],[-1,-2]])
>>> mu = np.array([0.,0.])
>>> K = np.array([[2,1],[1,2]])
>>> logmvnpdf(x,mu,K)
array([-3.38718321, -2.38718321, -3.38718321])
>>> # Calculate probability of three samples with three different means
>>> # and one covariance matrix
>>> x = np.array([[1.,2.],[0,0],[-1,-2]])
>>> mu = np.array([[0.,0.],[1,1],[2,2]])
>>> x -= mu
>>> mu = np.array([0.,0])
>>> K = np.array([[2,1],[1,2]])
>>> logmvnpdf(x,mu,K)
array([-3.38718321, -2.72051654, -6.72051654])
"""
# If K is one-dimensional, just calculate normpdf of all samples
if K.size == 1:
if not (isinstance(mu, int) or isinstance(mu, float)):
mu = mu.item(0)
if not (isinstance(K, int) or isinstance(K, float)):
K = K.item(0)
return -.5 * np.log(2 * np.pi * K) - .5 * ((x - mu)**2) / K
# Remove extraneous dimension from x and mu
x = np.squeeze(x)
mu = np.squeeze(mu)
z = (x - mu).T
# Make sure there are as many samples as covariance matrices and figure out
# how many total calculations we'll need to do
# Calculate inverses and log-determinants if necessary
if not opt1.lower() == 'inverse':
# Have multiple covariance matrices been supplied?
if len(K.shape) == 3:
# Calculate inverses
Kinv = np.linalg.inv(K)
# Calculate log determinants
if logdetK is None:
logdetK = np.log(np.linalg.det(K))
else:
# Calculate inverse
Kinv = np.linalg.inv(K)
# Calculate log determinant
if logdetK is None:
logdetK = np.log(np.linalg.det(K))
else:
Kinv = K.copy()
# Have log-determinants been provided?
if logdetK is None:
# Multiple covariance matrices?
K = np.linalg.inv(K)
detK = np.det(K)
logdetK = np.log(detK)
# Calculate matrix product of z*Kinv*z.T for each Kinv and store it in y.
temp1 = np.dot(Kinv, z)
if len(z.shape) == 2:
mat_prod = (z * temp1).sum(0)
else:
mat_prod = np.dot(z, temp1)
# Get dimension of system
dim = z.shape[0]
# Calculate final log probability
logprob = -.5 * (dim * np.log(2 * np.pi) + logdetK + mat_prod)
# Remove extraneous dimension
return np.squeeze(logprob)
def max_prob():
leafs = self.leaf_nodes()
probs = []
for l in leafs:
probs.append(np.det(cov)) * math.sqrt(2 * math.pi)
return max(probs)
x=np.arange(0,100,1)
runfile('C:/Users/Reizkian Yesaya/.spyder-py3/E X P E R I M E N T.py', wdir='C:/Users/Reizkian Yesaya/.spyder-py3')
## ---(Sat Nov 17 07:02:39 2018)---
runfile('C:/Users/Reizkian Yesaya/.spyder-py3/E X P E R I M E N T.py', wdir='C:/Users/Reizkian Yesaya/.spyder-py3')
Me
np.e-31
np.e
import numpy as np
a=np.array([1,2],[3,4])
a=np.array([1,2];[3,4])
a=np.array([[1,2],[3,4]])
a
a.T
np.det(a)
a.max
a
a.t
inv(a)
np.inv(a)
np.invert(a)
a*np.invert(a)
a*a
np.dot(a,a)
a
np.dot(a,np.invert(a))
np.dot(a,np.linalg.inv(a))
import numpy as np
A=np.array([[2,4],[1,-1]])
def test_lu(self):
import math
A = np.array([[3, 17, 10], [2, 4, -2], [6, 18, -12]])
LU = np.array([[6, 18, -12], [1 / 2, 8, 16], [1 / 3, -1 / 4, 6]])
P = np.array([2, 0, 1], dtype=np.uint16)
# lu decomposition
lu, p = np.lu(A)
for i, ei in enumerate(lu):
for j, eij in enumerate(ei):
self.assertEqual(eij, LU[i][j])
for i, ei in enumerate(p):
self.assertEqual(ei, P[i])
# determinant
self.assertEqual(np.det(A), 6 * 8 * 6)
# zero determinant, singular
AA = np.array([[3, 17, 10], [2, 4, -2], [3, 17, 10]])
self.assertEqual(np.det(AA), 0)
# vector solve
b = np.array([1, -1, 0])
x = np.solve(A, b)
X = [-1.375, 0.375, -0.125]
for i, ei in enumerate(x):
self.assertEqual(ei, X[i])
res = np.dot(A, x) - b
for i, ei in enumerate(res):
self.assertEqual(ei, 0)
# vector solve. singular
with self.assertRaises(ValueError):
x = np.solve(AA, b)
# matrix solve
b = np.array([[1, 0], [-1, 1], [0, 0]])
x = np.solve(A, b)
X = [[-1.375, 4 / 3], [0.375, -1 / 3], [-0.125, 1 / 6]]
for i, ei in enumerate(x):
for j, eij in enumerate(ei):
self.assertEqual(eij, X[i][j])
res = np.dot(A, x) - b
for i, ei in enumerate(res):
for j, eij in enumerate(ei):
self.assertTrue(math.fabs(eij) < 1e-6)
# matrix inverse
Ai = np.inv(A)
I = np.eye(3)
res = np.dot(A, Ai) - I
for i, ei in enumerate(res):
for j, eij in enumerate(ei):
self.assertTrue(math.fabs(eij) < 1e-6)
res = np.dot(Ai, A) - I
for i, ei in enumerate(res):
for j, eij in enumerate(ei):
self.assertTrue(math.fabs(eij) < 1e-6)
Ais = np.solve(A, I)
res = Ai - Ais
for i, ei in enumerate(res):
for j, eij in enumerate(ei):
self.assertTrue(math.fabs(eij) < 1e-6)
# inverse. singular
with self.assertRaises(ValueError):
Ai = np.inv(AA)
def calculate_KL_div(new_mu, prev_mu, cur_traj_dist, prev_traj_dist):
""" Calculate KL divergence for two multivariate Gaussian distributions. """
T, du, dx = cur_traj_dist.dimensions
# (1 x T) matrix, div for each time step
kl_div = np.zeros((1, T))
for t in range(T):
new_mu_t = new_mu[t,:]
prev_mu_t = prev_mu[t,:]
prev_cov = prev_traj_dist.cov[t,:,:]
new_cov = cur_traj_dist.cov[t,:,:]
new_inv_cov = cur_traj_dist.inv_cov[t,:,:]
kl_div_t = 0.5 * (np.trace(new_inv_cov * prev_cov) +\
(new_mu_t - prev_mu_t).T.dot(new_inv_cov).dot(new_mu_t - prev_mu_t) - T + np.log(np.det(new_cov)) - np.log(np.det(prev_cov)))
kl_div[t] = max(0, kl_div_t)
# sum total kl_div over all time steps
return np.sum(kl_div)
def FastSLAM_1_known_correspondences_step(z_t, c_t, u_t, Y_t_1, observed_features): # initialise Q_t variance_err = .1 Q_t = variance_err*np.eye(3) weights = np.ones(len(Y_t_1),6) # Loop over all particles in particleswarm for iterator in range(0,Y_t_1.shape[0]): particle = Y_T_1[iterator] # Retrieve location and bearing of the particle x_t_1 = particle[0] # Sample the new location and bearing with the help of the motion model and the previous location. x_t = sample(x_t_1, u_t) # For every observed feature. for j in c_t: if not(j in observed_features): observed_features.append(j) # Calculate mean mean = # Calculate H H = # Calculation the covariance covariance = np.multiply(np.multiply(np.inv(H),Q_t),np.transpose(np.inv(H))) # Insert new Landmark new_landmark = [mean, covariance] particle[j] = new_landmark #Update Weights weights[iterator] = np.ones(6) else: # Extract Landmark location landmark = particle[j] # Measurement prediction z_measurement = # Calculate Jacobian H = # Measurement Covariance Q = np.multiply(np.multiply(H,landmark[1]),np.transpose(H)) + Q_t # Calculate Kalman gain K = np.multiply(np.multiply(landmark[1],np.transpose(H)),Q) # update mean mean = landmark[0] + np.multiply(K,(z_t-z_measurement)) # Update Covariance covariance = np.multiply((np.eye(np.shape(K)[0]) - np.multiply(K,H)),landmark[1]) # update Weights weights[iterator] = np.power(np.det(2*math.pi*Q),-0.5)*np.exp(0.5*(np.transpose(z_t - z_measurement))*np.inv(Q)*(z_t - z_measurement)) Y_t = np.zeros(Y_t_1.shape()) for iterator in range(0,Y_t_1.shape[0]): # Sample new Y_t Y_t[iterator] = sample_Y(Y_t_1[iterator]) return Y_t
def evans(yl,yr,lamda,s,p,m,e):
if e['evans'] == "reg_reg_polar":
muL = np.trace(np.dot(np.dot(np.conj((linalg.orth(yl)).T),
e['LA'](e['Li'][0],lamda,s,p)),linalg.orth(yl)))
muR = np.trace(np.dot(np.dot(np.conj((linalg.orth(yr)).T),
e['RA'](e['Ri'][0],lamda,s,p)),linalg.orth(yr)))
omegal,gammal = manifold_polar(e['Li'],linalg.orth(yl),lamda,e['LA'],
s,p,m,e['kl'],muL)
omegar,gammar = manifold_polar(e['Ri'],linalg.orth(yr),lamda,e['RA'],
s,p,m,e['kr'],muR)
out = (linalg.det(np.dot(np.conj(linalg.orth(yl).T),yl))*
linalg.det(np.dot(np.conj(linalg.orth(yr).T),yr))*gammal*
gammar*linalg.det(np.concatenate((omegal,omegar),axis=1)))
elif e['evans'] == "adj_reg_polar":
muL = np.trace(np.dot(np.dot(np.conj((linalg.orth(yl)).T),
e['LA'](e['Li'][0],lamda,s,p)),linalg.orth(yl)))
muR = np.trace(np.dot(np.dot(np.conj((linalg.orth(yr)).T),
e['RA'](e['Ri'][0],lamda,s,p)),linalg.orth(yr)))
omegal,gammal = manifold_polar(e['Li'],linalg.orth(yl),lamda,e['LA'],
s,p,m,e['kl'],muL)
omegar,gammar = manifold_polar(e['Ri'],linalg.orth(yr),lamda,e['RA'],
s,p,m,e['kr'],muR)
out = (np.conj(linalg.det(np.dot(np.conj(linalg.orth(yl).T),yl)))*
linalg.det(np.dot(np.conj(linalg.orth(yr).T),yr))*
np.conj(gammal)*gammar*linalg.det(
np.conj(omegal.T).dot(omegar)))
elif e['evans'] == "reg_adj_polar":
muL = np.trace(np.dot(np.dot(np.conj((linalg.orth(yl)).T),
e['LA'](e['Li'][0],lamda,s,p)),linalg.orth(yl)))
muR = np.trace(np.dot(np.dot(np.conj((linalg.orth(yr)).T),
e['RA'](e['Ri'][0],lamda,s,p)),linalg.orth(yr)))
omegal,gammal = manifold_polar(e['Li'],linalg.orth(yl),lamda,e['LA'],
s,p,m,e['kl'],muL)
omegar,gammar = manifold_polar(e['Ri'],linalg.orth(yr),lamda,e['RA'],
s,p,m,e['kr'],muR)
out = ( linalg.det(np.dot(np.conj(linalg.orth(yl).T),yl))*
np.conj(linalg.det(np.dot(np.conj(linalg.orth(yr).T),yr)))*
np.conj(gammar)*gammal*linalg.det(
np.conj(omegar.T).dot(omegal)))
elif e['evans'] == "adj_reg_compound":
Lmani = manifold_compound(e['Li'],wedgieproduct(yl),lamda,s,p,m,
e['LA'],e['kl'],1)
Rmani = manifold_compound(e['Ri'],wedgieproduct(yr),lamda,s,p,m,
e['RA'],e['kr'],-1)
out = np.inner(np.conj(Lmani),Rmani)
elif e['evans'] == "reg_adj_compound":
Lmani = manifold_compound(e['Li'],wedgieproduct(yl),lamda,s,p,m,
e['LA'],e['kl'],1)
Rmani = manifold_compound(e['Ri'],wedgieproduct(yr),lamda,s,p,m,
e['RA'],e['kr'],-1)
out = np.inner(np.conj(Rmani),Lmani)
elif e['evans'] == "reg_reg_bvp_cheb":
VLa,VLb = bvp_basis_cheb(s,p,m,lamda,e['A_pm'],e['LA'],-1,e['kl'])
VRa,VRb = bvp_basis_cheb(s,p,m,lamda,e['A_pm'],e['RA'],1,e['kr'])
temp = linalg.null_space(yl.T)
detCL = ( np.linalg.det(np.hstack([yl,temp]))
/ np.linalg.det(np.hstack([VLa,temp])) )
temp = linalg.null_space(yr.T)
detCR = ( np.linalg.det(np.hstack([yr,temp]))
/ np.linalg.det(np.hstack([VRb,temp])) )
out = np.linalg.det(np.hstack([VLb,VRa]))*detCL*detCR
elif e['evans'] == "regular_periodic":
sigh = manifold_periodic(e['Li'],np.eye(e['kl']),lamda,s,p,m,e['kl'])
out = np.zeros((1,len(kappa)),dtype=np.complex)
for j in range(len(kappa)):
out[j] = np.det(sigh-np.exp(1j*kappa[j]*p['X'])
*np.exp(e['kl']))
elif e['evans'] == "balanced_periodic":
sigh = manifold_periodic(e['Li'],np.eye(e['kl']),lamda,s,p,m,e['kl'])
phi = manifold_periodic(e['Ri'],np.eye(e['kr']),lamda,s,p,m,e['kr'])
out = np.zeros((1,len(kappa)),dtype=np.complex)
for j in range(len(kappa)):
out[j] = np.linalg.det(sigh-np.exp(1j*kappa[j]*p['X'])*phi)
elif e['evans'] == "balanced_polar_scaled_periodic":
kappa = yr
Amatrix = e['A'](e['Li'][0],lamda,s,p)
k, kdud = np.shape(Amatrix)
egs = np.linalg.eigvals(Amatrix)
real_part_egs = np.real(egs)
cnt_pos = len(np.where(real_part_egs > 0)[0])
cnt_neg = len(np.where(real_part_egs < 0)[0])
if not (cnt_neg == e['dim_eig_R']):
raise ValueError("consistent splitting failed")
if not (cnt_pos == e['dim_eig_L']):
raise ValueError("consistent splitting failed")
index1 = np.argsort(-real_part_egs)
muL = np.sum(egs[index1[0:e['dim_eig_L']]])
index2 = np.argsort(real_part_egs)
muR = np.sum(egs[index2[0:e['dim_eig_R']]])
# Initializing vector
ynot = linalg.orth(np.vstack([np.eye(k),np.eye(k)]))
# Compute the manifolds
sigh, gammal = manifold_polar(e['Li'],ynot,lamda,A_lift_matrix,s,p,m,k,muL)
phi, gammar = manifold_polar(e['Ri'],ynot,lamda,A_lift_matrix,s,p,m,k,muR)
#print(sigh, '\n', gammal, '\n', phi, '\n', gammar)
#STOP
out = np.zeros((1,len(kappa)),dtype=np.complex)
for j in range(1,len(kappa)+1):
out[:,j-1] = gammal*gammar*np.linalg.det(np.vstack([np.concatenate(
[sigh[:k,:k],np.exp(1j*kappa[j-1]*p['X'])*phi[:k,:k]],axis=1),
np.concatenate([sigh[k:2*k,:k], phi[k:2*k,:k]],axis=1)]))
elif e['evans'] == "bpspm":
out = Struct()
out.lamda = lamda
muL = 0
muR = 0
# initializing vector
ynot = linalg.orth(np.vstack([np.eye(e['kl']),np.eye(e['kr'])]))
# compute the manifolds
out.sigh,out.gammal = manifold_polar(e['Li'],ynot,lamda,A_lift_matrix,s,p,
m,e['kl'],muL)
out.phi,out.gammar = manifold_polar(e['Ri'],ynot,lamda,A_lift_matrix,s,p,
m,e['kr'],muR)
elif e['evans'] == "balanced_polar_periodic":
kappa = yr
muL = 0
muR = 0
k = e['kl']
# initializing vector
ynot = linalg.orth(np.vstack([np.eye(k), np.eye(k)]))
# compute the manifolds
sigh, gammal = manifold_polar(e['Li'],ynot,lamda,A_lift_matrix,s,p,m,
k,muL)
phi, gammar = manifold_polar(e['Ri'],ynot,lamda,A_lift_matrix,s,p,m,
k,muR)
out = np.zeros(len(kappa),dtype=np.complex)
for j in range(len(kappa)):
out[j] = gammal*gammar*np.linalg.det(np.vstack([np.concatenate(
[sigh[:k,:k],np.exp(1j*kappa[j]*p.X)*phi[:k,:k]],axis=1),
np.concatenate([sigh[k:2*k,:k], phi[k:2*k,:k]],axis=1)]))
else:
raise ValueError("e['evans'], '"+e['evans']+"', is not implemented.")
return out