Rotate 2D points using System.Numerics.Vectors - c#

I'm looking to optimize a program that is basing a lot of its calculations on the rotation of a lot of 2D Points. I've search around to see if it's possible to do these calculations using SIMD in C#.
I found a c++ answer here that seems to do what I want, but I can't seem to translate this into C# using the System.Numerics.Vectors package.
Optimising 2D rotation
Can anyone point me in the right direction for how this can be done?
The below code shows the regular method without SIMD. Where Point is a struct with doubles X and Y.
public static Point[] RotatePoints(Point[] points, double cosAngle, double sinAngle)
{
var pointsLength = points.Length;
var results = new Point[pointsLength];
for (var i = 0; i < pointsLength; i++)
{
results[i].X = (points[i].X * cosAngle) - (points[i].Y * sinAngle);
results[i].Y = (points[i].X * sinAngle) + (points[i].Y * cosAngle);
}
return results;
}
Edit:
I've managed to get an implementation working using two Vector< float> but from benchmarking this, this seems to be a lot slower than the previous implementation.
private static void RotatePoints(float[] x, float[] y, float cosAngle, float sinAngle)
{
var chunkSize = Vector<float>.Count;
var resultX = new float[x.Length];
var resultY = new float[x.Length];
Vector<float> vectorChunk1;
Vector<float> vectorChunk2;
for (var i = 0; i < x.Length; i += chunkSize)
{
vectorChunk1 = new Vector<float>(x, i);
vectorChunk2 = new Vector<float>(y, i);
Vector.Subtract(Vector.Multiply(vectorChunk1, cosAngle), Vector.Multiply(vectorChunk2, sinAngle)).CopyTo(resultX, i);
Vector.Add(Vector.Multiply(vectorChunk1, sinAngle), Vector.Multiply(vectorChunk2, cosAngle)).CopyTo(resultY, i);
}
}

The code added in the edit is a good start, however the codegen for Vector.Multiply(Vector<float>, float) is extremely bad so this function should be avoided. It's an easy change to avoid it though, just broadcast outside the loop and multiply by a vector. I also added a more proper loop bound and "scalar epilog" in case the vector size does not neatly divide the size of the input arrays.
private static void RotatePoints(float[] x, float[] y, float cosAngle, float sinAngle)
{
var chunkSize = Vector<float>.Count;
var resultX = new float[x.Length];
var resultY = new float[x.Length];
Vector<float> vectorChunk1;
Vector<float> vectorChunk2;
Vector<float> vcosAngle = new Vector<float>(cosAngle);
Vector<float> vsinAngle = new Vector<float>(sinAngle);
int i;
for (i = 0; i + chunkSize - 1 < x.Length; i += chunkSize)
{
vectorChunk1 = new Vector<float>(x, i);
vectorChunk2 = new Vector<float>(y, i);
Vector.Subtract(Vector.Multiply(vectorChunk1, vcosAngle), Vector.Multiply(vectorChunk2, vsinAngle)).CopyTo(resultX, i);
Vector.Add(Vector.Multiply(vectorChunk1, vsinAngle), Vector.Multiply(vectorChunk2, vcosAngle)).CopyTo(resultY, i);
}
for (; i < x.Length; i++)
{
resultX[i] = x[i] * cosAngle - y[i] * sinAngle;
resultY[i] = x[i] * sinAngle + y[i] * cosAngle;
}
}

Related

c# Unity: Trying to make a biome generation algorithm multithreadable

I'm currently learning how to code games and have designed a biom generation algorithm.
As long as I run that algorithm below syncron, it generates the same output every time and works perfectly fine.
Now I tried to speed it up and make it multithreaded, but every time I call the method, it results in a different result.
As far as I know, I used Threadsave Collections, whenever necessary, but it still doesn't work.
Also, I tried to lock the collection, but this didn't work either.
So I'm completely clueless as to why this doesn't work.
If you see anything that I could make better or how I could fix that problem, please let me know.
This code is working:
private Biome[,] Generate(string worldSeed, Vector2Int targetChunk, List<(Biome, float)> multiplier, float centroidsPerChunk)
{
//Calculate the NeighboursToGenerate depeding on the cendroids per Chunk value
int chunkNeighboursToGenerate = (int)Math.Ceiling(Math.Sqrt(1f / centroidsPerChunk * 12.5f));
int chunkSize = 8;
//Create List that contains all centroids of the chunk
List<(Vector2Int, Biome)> centroids = new();
//Create Centdroids for every chunk of the generated region around the targetchunk
for (int chunkX = targetChunk.x - chunkNeighboursToGenerate; chunkX < targetChunk.x + chunkNeighboursToGenerate + 1; chunkX++)
{
for (int chunkZ = targetChunk.y - chunkNeighboursToGenerate; chunkZ < targetChunk.y + chunkNeighboursToGenerate + 1; chunkZ++)
{
List<(Vector2Int, Biome)> generatedCentdroids = GetCentdroidsByChunk(worldSeed, new(chunkX, chunkZ), centroidsPerChunk, chunkSize, multiplier, targetChunk, chunkNeighboursToGenerate);
foreach ((Vector2Int, Biome) generatedCentdroid in generatedCentdroids)
{
centroids.Add(generatedCentdroid);
}
}
}
Biome[,] biomeMap = new Biome[chunkSize, chunkSize];
//---Generate biomeMap of the target Chunk---
for (int tx = 0; tx < chunkSize; tx++)
{
for (int tz = 0; tz < chunkSize; tz++)
{
int x = chunkSize * chunkNeighboursToGenerate + tx;
int z = chunkSize * chunkNeighboursToGenerate + tz;
biomeMap[tz, tx] = GetClosestCentroidBiome(new(x, z), centroids.ToArray());
};
};
//Return the biome map of the target chunk
return biomeMap;
}
private static List<(Vector2Int, Biome)> GetCentdroidsByChunk(string worldSeed, Vector2Int chunkToGenerate, float centroidsPerChunk, int chunkSize, List<(Biome, float)> multiplier, Vector2Int targetChunk, int chunkNeighboursToGenerate)
{
List<(Vector2Int, Biome)> centroids = new();
//---Generate Cendroids of a single chunk---
float centroidsInThisChunk = centroidsPerChunk;
//Init randomizer
System.Random randomInstance = new(Randomizer.GetSeed(worldSeed, chunkToGenerate.x, chunkToGenerate.y));
while (centroidsInThisChunk > 0.0f)
{
//if at least one more centroid is to generate do it
//if not randomize by the given probability if another one should be generated
if (centroidsInThisChunk >= 1 || (float)randomInstance.NextDouble() * (1 - 0) + 0 <= centroidsInThisChunk)
{
//Generate random point for a new centroid
Vector2Int pos = new(randomInstance.Next(0, chunkSize + 1), randomInstance.Next(0, chunkSize + 1));
//map the point to a zerobased coordinatesystem
int mappedX = (((chunkToGenerate.x - targetChunk.x) + chunkNeighboursToGenerate) * chunkSize) + pos.x;
int mappedZ = (((chunkToGenerate.y - targetChunk.y) + chunkNeighboursToGenerate) * chunkSize) + pos.y;
Vector2Int mappedPos = new Vector2Int(mappedX, mappedZ);
//Select the biom randomized
Biome biome = Randomizer.GetRandomBiom(randomInstance, multiplier);
centroids.Add(new(mappedPos, biome));
centroidsInThisChunk -= 1.0f;
}
//if no centroid is left to generate, end the loop
else
{
break;
}
}
return centroids;
}
//Calculates the closest Centroid to the given possition
Biome GetClosestCentroidBiome(Vector2Int pixelPos, IEnumerable<(Vector2Int, Biome)> centroids)
{
//Warp the possition so the biom borders won't be straight
//Vector2 warpedPos = pixelPos + Get2DTurbulence(pixelPos);
Vector2 warpedPos = pixelPos;
float smallestDst = float.MaxValue;
Biome closestBiome = Biome.Empty;
foreach ((Vector2Int, Biome) centroid in centroids)
{
float distance = Vector2.Distance(warpedPos, centroid.Item1);
if (distance < smallestDst)
{
smallestDst = distance;
closestBiome = centroid.Item2;
}
}
return closestBiome;
}
public static class Randomizer
{
//Generates a random integerseed by combining an hashing the inputvalues
public static int GetSeed(string worldSeed, int chunkx, int chunkz)
{
var stringSeed = worldSeed + ":" + chunkx + ";" + chunkz;
MD5 md5Hasher = MD5.Create();
byte[] hashed = md5Hasher.ComputeHash(Encoding.UTF8.GetBytes(stringSeed));
return BitConverter.ToInt32(hashed, 0);
}
//Returns a random biome based on the given properbilities/multiplier
//multiplier = 2 for example means the biom is generated twice as often as usually
public static Biome GetRandomBiom(System.Random rndm, List<(Biome, float)> multiplier)
{
float multmax = 0.0f;
multiplier.ForEach(x => multmax += x.Item2);
//Generate a random value that is in the range of all multiplieres added
float biome = (float)rndm.NextDouble() * (multmax + 0.01f);
//Map the biome to the multipliers and return the biome
float multcalc = 0.0f;
for (int r = 0; r < multiplier.Count; r++)
{
multcalc += multiplier[r].Item2;
if (multcalc >= biome)
{
return multiplier[r].Item1;
}
}
//Return Biome.Empty if something did't worked correct
return Biome.Empty;
}
}
This doesn't work:
private Biome[,] Generate(string worldSeed, Vector2Int targetChunk, List<(Biome, float)> multiplier, float centroidsPerChunk)
{
//Calculate the NeighboursToGenerate depeding on the cendroids per Chunk value
int chunkNeighboursToGenerate = (int)Math.Ceiling(Math.Sqrt(1f / centroidsPerChunk * 12.5f));
int chunkSize = 8;
//Create List that contains all centroids of the chunk
ConcurrentBag<(Vector2Int, Biome)> centroids = new();
ConcurrentQueue<Task> tasks = new();
//Create Centdroids for every chunk of the generated region around the targetchunk
for (int chunkX = targetChunk.x - chunkNeighboursToGenerate; chunkX < targetChunk.x + chunkNeighboursToGenerate + 1; chunkX++)
{
for (int chunkZ = targetChunk.y - chunkNeighboursToGenerate; chunkZ < targetChunk.y + chunkNeighboursToGenerate + 1; chunkZ++)
{
tasks.Enqueue(Task.Run(() =>
{
List<(Vector2Int, Biome)> generatedCentdroids = GetCentdroidsByChunk(worldSeed, new(chunkX, chunkZ), centroidsPerChunk, chunkSize, multiplier, targetChunk, chunkNeighboursToGenerate);
foreach ((Vector2Int, Biome) generatedCentdroid in generatedCentdroids)
{
centroids.Add(generatedCentdroid);
}
}));
}
}
Biome[,] biomeMap = new Biome[chunkSize, chunkSize];
Task.WaitAll(tasks.ToArray());
//---Generate biomeMap of the target Chunk---
for (int tx = 0; tx < chunkSize; tx++)
{
for (int tz = 0; tz < chunkSize; tz++)
{
int x = chunkSize * chunkNeighboursToGenerate + tx;
int z = chunkSize * chunkNeighboursToGenerate + tz;
biomeMap[tz, tx] = GetClosestCentroidBiome(new(x, z), centroids.ToArray());
};
};
//Return the biome map of the target chunk
return biomeMap;
}
If you're starting to get into programming and you want to learn multi-threading, converting a large piece of complex code like this is not where you want to start. I highly recommend you pick up a book or tutorial on threading/async in C#/.NET before starting something like this. Unity also has its own multi-threading library with its Job System, which is built for the Unity workflow: https://docs.unity3d.com/Manual/JobSystemMultithreading.html
I don't think most people could find what's causing the problem in these two code snippets alone. But I have a couple of suggestions
Change your tasks collection to a List<T>, tasks is only ever accessed on one thread so there's no need to use ConcurrentQueue<T>
Is Biome a class? Cause if so it's technically fine but modifying data structures from multiple threads gets hairy fast. And while I can't see that you're modifying data from these snippets, without the full code I can't say for sure. Turn Biome into a struct or make a struct equivalent for threading purposes.
Also avoid calling centroids.ToArray() in your loop, as doing so will actually copy the original array over and over and over again. Call it once outside of your loop and that alone should be a pretty huge performance bump.
Just find a full-blown tutorial for threading/async/Unity's Job system (depending on which you'd rather learn for your use case) and start from there, I can tell from your use of the concurrent libraries and List<T> inside your tasks that you're new to threading. Understanding what code is ran on another thread and the repercussions from that (race conditions, and so on) is huge.

Why are the random numbers not properly scattered?

My task is to implement a random number generator using LCG algorithm.
The task is to generate 1000 axes (x,y) between [-1, 1] and print them on a pane.
If the point is inside the circle of radius 1.0, it will be printed as Red.
Otherwise, Blue.
I used the parameters suggested by Numerical Recipes suggested in this YouTube video. I am following the coding style used in this link.
I am using ZedGraph to show my plots.
Why are the random numbers not properly scattered on the pane?
And, where are the blue points?
Random number generator class:
class MyRandom
{
long m = 4294967296;// modulus
long a = 1664525; // multiplier
long c = 1013904223; // increment
public long nextRandomInt(long seed)
{
return (((a * seed + c) % m));
}
private double nextRandomDouble(long seed)
{
return (2 * (nextRandomInt(seed) / m)) - 1;
}
public double nextRandomDouble(double seed)
{
double new_seed = seed + 1.0;
new_seed = new_seed / 2.0;
new_seed = new_seed * m;
long long_seed = Convert.ToInt64(new_seed);
double new_s = nextRandomInt(long_seed);
new_s = new_s / m;
new_s = new_s * 2;
new_s = new_s - 1;
return new_s;
}
}
Output
Additional Source Code:
Driver Program:
class Program
{
static void Main(string[] args)
{
int N = 1000;
double radius = 1.0;
List<double> rx = new List<double>(); rx.Add(0.0);
List<double> ry = new List<double>(); ry.Add(1.0);
MyRandom r = new MyRandom();
for (int i = 0; i < N; i++)
{
double x = r.nextRandomDouble(rx[rx.Count - 1]);
double y = r.nextRandomDouble(ry[ry.Count - 1]);
rx.Add(x);
ry.Add(y);
}
PlotForm form = new PlotForm();
ZedGraphControl zgControl = form.ZedGrapgControl;
//// get a reference to the GraphPane
GraphPane gPane = zgControl.GraphPane;
gPane.Title.Text = "Random Numbers";
gPane.XAxis.Type = AxisType.Linear;
PointPairList insideCircleList = new PointPairList();
PointPairList outsideCircleList = new PointPairList();
for (int i = 0; i < N; i++)
{
double x = rx[i];
double y = ry[i];
if ((x * x + y * y) < radius)
{
insideCircleList.Add(x, y);
}
else
{
outsideCircleList.Add(x, y);
}
}
LineItem redCurve = gPane.AddCurve("Inside", insideCircleList, Color.Red, SymbolType.Circle);
redCurve.Line.IsVisible = false;
redCurve.Symbol.Fill.Type = FillType.Solid;
LineItem blueCurve = gPane.AddCurve("Outside", outsideCircleList, Color.Blue, SymbolType.Circle);
blueCurve.Line.IsVisible = false;
zgControl.AxisChange();
form.ShowDialog();
Console.ReadLine();
}
}
WinForms Code:
public partial class PlotForm : Form
{
public ZedGraph.ZedGraphControl ZedGrapgControl { get; set; }
public PlotForm()
{
InitializeComponent();
ZedGrapgControl = this.zgc;
}
}
seed should not be a parameter of the random function, but a field within a random class. You set it once, and it changes with every random call.
But to answer your question, you don't save new_seed anywhere. It has to be saved so that it can be used in the next random call. So, your seed is just incremented by one in every new call, and this makes the graph a straight line.
Try using regular C# Random class (https://learn.microsoft.com/en-us/dotnet/api/system.random?view=netframework-4.8), it doesn't seem worth it to "roll your own" in this case.
I think this will be good enough for your purpose.
The current implementation of the Random class is based on a modified
version of Donald E. Knuth's subtractive random number generator
algorithm.
https://learn.microsoft.com/en-us/dotnet/api/system.random?view=netframework-4.8#remarks
If that doesn't meet your requirements you can look into:
https://learn.microsoft.com/en-us/dotnet/api/system.security.cryptography.rngcryptoserviceprovider?view=netframework-4.8

c# calculating portfolio beta between stock and index

does anyone know a way to calculate Beta (beta coefficient) for a portfolio or stock vs. a benchmark, such as an index like S&P in c#?
I already have 2 arrays of type double that would be required for such a calculation but I can't find any sleek way to do this.
StatisticFormula.BetaFunction Method (Double, Double) exists but this accepts one value for each param, not an array - which statistically makes no sense.
thanks in advance
I'm not aware of any good C# Finance/Statistics packages, so I wrote the method directly and borrowed from this stats package: https://www.codeproject.com/Articles/42492/Using-LINQ-to-Calculate-Basic-Statistics
using System;
using System.Collections.Generic;
using System.Linq;
namespace ConsoleApplication1
{
static class Program
{
static void Main(string[] args)
{
double[] closingPriceStock = { 39.32, 39.45, 39.27, 38.73, 37.99, 38.38, 39.53, 40.55, 40.78, 41.3, 41.35, 41.25, 41.1, 41.26, 41.48, 41.68, 41.77, 41.92, 42.12, 41.85, 41.54 };
double[] closingPriceMarket = { 1972.18, 1988.87, 1987.66, 1940.51, 1867.61, 1893.21, 1970.89, 2035.73, 2079.61, 2096.92, 2102.44, 2091.54, 2083.39, 2086.05, 2084.07, 2104.18, 2077.57, 2083.56, 2099.84, 2093.32, 2098.04 };
double[] closingPriceStockDailyChange = new double[closingPriceStock.Length - 1];
double[] closingPriceMarketDailyChange = new double[closingPriceMarket.Length - 1];
for (int i = 0; i < closingPriceStockDailyChange.Length; i++)
{
closingPriceStockDailyChange[i] = (closingPriceStock[i + 1] - closingPriceStock[i]) * 100 / closingPriceStock[i];
closingPriceMarketDailyChange[i] = (closingPriceMarket[i + 1] - closingPriceMarket[i]) * 100 / closingPriceMarket[i];
}
double beta = Covariance(closingPriceStockDailyChange, closingPriceMarketDailyChange) / Variance(closingPriceMarketDailyChange);
Console.WriteLine(beta);
Console.Read();
}
public static double Variance(this IEnumerable<double> source)
{
int n = 0;
double mean = 0;
double M2 = 0;
foreach (double x in source)
{
n = n + 1;
double delta = x - mean;
mean = mean + delta / n;
M2 += delta * (x - mean);
}
return M2 / (n - 1);
}
public static double Covariance(this IEnumerable<double> source, IEnumerable<double> other)
{
int len = source.Count();
double avgSource = source.Average();
double avgOther = other.Average();
double covariance = 0;
for (int i = 0; i < len; i++)
covariance += (source.ElementAt(i) - avgSource) * (other.ElementAt(i) - avgOther);
return covariance / len;
}
}
}
This would have to be refactored to calculate beta in a function, you can import the linked package to avoid the static methods I included, etc., but this is just a toy example.

Inverse FFT in C#

I am writing an application for procedural audiofiles, I have to analyze my new file, get its frequency spectrum and change it in its calculated.
I want to do this with the Fast Fourier Transform (FFT). This is my recursive C# FFT:
void ft(float n, ref Complex[] f)
{
if (n > 1)
{
Complex[] g = new Complex[(int) n / 2];
Complex[] u = new Complex[(int) n / 2];
for (int i = 0; i < n / 2; i++)
{
g[i] = f[i * 2];
u[i] = f[i * 2 + 1];
}
ft(n / 2, ref g);
ft(n / 2, ref u);
for (int i = 0; i < n / 2; i++)
{
float a = i;
a = -2.0f * Mathf.PI * a / n;
float cos = Mathf.Cos(a);
float sin = Mathf.Sin(a);
Complex c1 = new Complex(cos, sin);
c1 = Complex.Multiply(u[i], c1);
f[i] = Complex.Add(g[i], c1);
f[i + (int) n / 2] = Complex.Subtract(g[i], c1);
}
}
}
The inspiring example was
I then compared my results with those from wolframalpha for the same input 0.6,0.7,0.8,0.9 but the results aren't be the same. My results are twice as big than Wolfram's and the imaginary part are the -2 times of Wolfram's.
Also, wiki indicates that the inverse of FFT can be computed with
But I compare inputs and outputs and they are different.
Has anyone an idea what's wrong?
Different implementations often use different definitions of the Discrete Fourier Transform (DFT), with correspondingly different results. The correspondence between implementations is usually fairly trivial (such as a scaling factor).
More specifically, your implementation is based on the following definition of the DFT:
On the other hand, Wolfram alpha by default uses a definition, which after adjusting to 0-based indexing looks like:
Correspondingly, it is possible to transform the result of your implementation to match Wolfram alpha's with:
void toWolframAlphaDefinition(ref Complex[] f)
{
float scaling = (float)(1.0/Math.Sqrt(f.Length));
for (int i = 0; i < f.Length; i++)
{
f[i] = scaling * Complex.Conjugate(f[i]);
}
}
Now as far as computing the inverse DFT using the forward transform, a direct implementation of the formula
you provided would be:
void inverseFt(ref Complex[] f)
{
for (int i = 0; i < f.Length; i++)
{
f[i] = Complex.Conjugate(f[i]);
}
ft(f.Length, ref f);
float scaling = (float)(1.0 / f.Length);
for (int i = 0; i < f.Length; i++)
{
f[i] = scaling * Complex.Conjugate(f[i]);
}
}
Calling ft on the original sequence 0.6, 0.7, 0.8, 0.9 should thus get you the transformed sequence 3, -0.2+0.2j, -0.2, -0.2-0.2j.
Further calling inverseFt on this transform sequence should then bring you back to your original sequence 0.6, 0.7, 0.8, 0.9 (within some reasonable floating point error), as shown in this live demo.

C# Can LinearRegression code from Math.NET Numerics be made faster?

I need to do multiple linear regression efficiently. I am trying to use the Math.NET Numerics package but it seems slow - perhaps it is the way I have coded it? For this example I have only simple (1 x value) regression.
I have this snippet:
public class barData
{
public double[] Xs;
public double Mid;
public double Value;
}
public List<barData> B;
var xdata = B.Select(x=>x.Xs[0]).ToArray();
var ydata = B.Select(x => x.Mid).ToArray();
var X = DenseMatrix.CreateFromColumns(new[] { new DenseVector(xdata.Length, 1), new DenseVector(xdata) });
var y = new DenseVector(ydata);
var p = X.QR().Solve(y);
var b = p[0];
var a = p[1];
B[0].Value = (a * (B[0].Xs[0])) + b;
This runs about 20x SLOWER than this pure C#:
double xAvg = 0;
double yAvg = 0;
int n = -1;
for (int x = Length - 1; x >= 0; x--)
{
n++;
xAvg += B[x].Xs[0];
yAvg += B[x].Mid;
}
xAvg = xAvg / B.Count;
yAvg = yAvg / B.Count;
double v1 = 0;
double v2 = 0;
n = -1;
for (int x = Length - 1; x >= 0; x--)
{
n++;
v1 += (B[x].Xs[0] - xAvg) * (B[x].Mid - yAvg);
v2 += (B[x].Xs[0] - xAvg) * (B[x].Xs[0] - xAvg);
}
double a = v1 / v2;
double b = yAvg - a * xAvg;
B[0].Value = (a * B[Length - 1].Xs[0]) + b;
ALSO if Math.NET is the issue, then if anyone knows simple way to alter my pure code for multiple Xs I would be grateful of some help
Using a QR decomposition is a very generic approach that can deliver least squares regression solutions to any function with linear parameters, no matter how complicated it is. It is therefore not surprising that it cannot compete with a very specific straight implementation (on computation time), especially not in the simple case of y:x->a+b*x. Unfortunately Math.NET Numerics does not provide direct regression routines yet you could use instead.
However, there are still a couple things you can try for better speed:
Use thin instead of full QR decompositon, i.e. pass QRMethod.Thin to the QR method
Use our native MKL provider (much faster QR, but no longer purely managed code)
Tweak threading, e.g. try to disable multi-threading completely (Control.ConfigureSingleThread()) or tweak its parameters
If the data set is very large there are also more efficient ways to build the matrix, but that's likely not very relevant beside of the QR (-> perf analysis!).

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