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mql5/Include/Math/Alglib/alglibmisc.mqh

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2025-08-05 01:57:33 -04:00
//+------------------------------------------------------------------+
//| alglibmisc.mqh |
//| Copyright 2003-2022 Sergey Bochkanov (ALGLIB project) |
//| Copyright 2012-2023, MetaQuotes Ltd. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
//| Implementation of ALGLIB library in MetaQuotes Language 5 |
//| |
//| The features of the library include: |
//| - Linear algebra (direct algorithms, EVD, SVD) |
//| - Solving systems of linear and non-linear equations |
//| - Interpolation |
//| - Optimization |
//| - FFT (Fast Fourier Transform) |
//| - Numerical integration |
//| - Linear and nonlinear least-squares fitting |
//| - Ordinary differential equations |
//| - Computation of special functions |
//| - Descriptive statistics and hypothesis testing |
//| - Data analysis - classification, regression |
//| - Implementing linear algebra algorithms, interpolation, etc. |
//| in high-precision arithmetic (using MPFR) |
//| |
//| This file is free software; you can redistribute it and/or |
//| modify it under the terms of the GNU General Public License as |
//| published by the Free Software Foundation (www.fsf.org); either |
//| version 2 of the License, or (at your option) any later version. |
//| |
//| This program is distributed in the hope that it will be useful, |
//| but WITHOUT ANY WARRANTY; without even the implied warranty of |
//| MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
//| GNU General Public License for more details. |
//+------------------------------------------------------------------+
#include "ap.mqh"
#include "alglibinternal.mqh"
//+------------------------------------------------------------------+
//| Buffer object which is used to perform nearest neighbor requests |
//| in the multithreaded mode (multiple threads working with same |
//| KD-tree object). |
//| This object should be created with KDTreeCreateRequestBuffer(). |
//+------------------------------------------------------------------+
class CKDTreeRequestBuffer
{
public:
int m_kneeded;
int m_kcur;
bool m_selfmatch;
double m_rneeded;
double m_approxf;
double m_curdist;
//--- arrays
CRowInt m_idx;
CRowDouble m_x;
CRowDouble m_boxmin;
CRowDouble m_boxmax;
CRowDouble m_r;
CRowDouble m_buf;
CRowDouble m_curboxmin;
CRowDouble m_curboxmax;
//--- constructor, destructor
CKDTreeRequestBuffer(void) { Init(); }
~CKDTreeRequestBuffer(void) {}
void Init(void) { m_kneeded=0; m_kcur=0; m_selfmatch=false; m_rneeded=0; m_approxf=0; m_curdist=0;}
//--- copy
void Copy(const CKDTreeRequestBuffer &obj);
};
//+------------------------------------------------------------------+
//| Copy |
//+------------------------------------------------------------------+
void CKDTreeRequestBuffer::Copy(const CKDTreeRequestBuffer &obj)
{
m_x=obj.m_x;
m_boxmin=obj.m_boxmin;
m_boxmax=obj.m_boxmax;
m_kneeded=obj.m_kneeded;
m_rneeded=obj.m_rneeded;
m_selfmatch=obj.m_selfmatch;
m_approxf=obj.m_approxf;
m_kcur=obj.m_kcur;
m_idx=obj.m_idx;
m_r=obj.m_r;
m_buf=obj.m_buf;
m_curboxmin=obj.m_curboxmin;
m_curboxmax=obj.m_curboxmax;
m_curdist=obj.m_curdist;
}
//+------------------------------------------------------------------+
//| This class is a shell for class CKDTree |
//+------------------------------------------------------------------+
class CKDTreeRequestBufferShell
{
private:
CKDTreeRequestBuffer m_innerobj;
public:
//--- constructors, destructor
CKDTreeRequestBufferShell(void) {}
CKDTreeRequestBufferShell(CKDTreeRequestBuffer &obj) { m_innerobj.Copy(obj); }
~CKDTreeRequestBufferShell(void) {}
//--- method
CKDTreeRequestBuffer *GetInnerObj(void) { return(GetPointer(m_innerobj)); }
};
//+------------------------------------------------------------------+
//| KD-trees |
//+------------------------------------------------------------------+
class CKDTree
{
public:
int m_n;
int m_nx;
int m_ny;
int m_normtype;
int m_debugcounter;
//--- arrays
CRowInt m_tags;
CRowDouble m_boxmin;
CRowDouble m_boxmax;
CRowInt m_nodes;
CRowDouble m_splits;
//--- buffer
CKDTreeRequestBuffer m_innerbuf;
//--- matrix
CMatrixDouble m_xy;
//--- constructor, destructor
CKDTree(void) { m_n=0; m_nx=0; m_ny=0; m_normtype=0; m_debugcounter=0; }
~CKDTree(void) {}
//--- copy
void Copy(const CKDTree &obj);
//--- override
void operator=(const CKDTree &obj) { Copy(obj); }
};
//+------------------------------------------------------------------+
//| Copy |
//+------------------------------------------------------------------+
void CKDTree::Copy(const CKDTree &obj)
{
//--- copy variables
m_n=obj.m_n;
m_nx=obj.m_nx;
m_ny=obj.m_ny;
m_normtype=obj.m_normtype;
m_innerbuf.Copy(obj.m_innerbuf);
m_debugcounter=obj.m_debugcounter;
//--- copy arrays
m_tags=obj.m_tags;
m_boxmin=obj.m_boxmin;
m_boxmax=obj.m_boxmax;
m_nodes=obj.m_nodes;
m_splits=obj.m_splits;
//--- copy matrix
m_xy=obj.m_xy;
}
//+------------------------------------------------------------------+
//| This class is a shell for class CKDTree |
//+------------------------------------------------------------------+
class CKDTreeShell
{
private:
CKDTree m_innerobj;
public:
//--- constructors, destructor
CKDTreeShell(void) {}
CKDTreeShell(CKDTree &obj) { m_innerobj.Copy(obj); }
~CKDTreeShell(void) {}
//--- method
CKDTree *GetInnerObj(void) { return(GetPointer(m_innerobj)); }
};
//+------------------------------------------------------------------+
//| Build KD-trees |
//+------------------------------------------------------------------+
class CNearestNeighbor
{
public:
//--- class constants
static const int m_splitnodesize;
static const int m_kdtreefirstversion;
//--- build
static void KDTreeBuild(CMatrixDouble &xy,const int n,const int nx,const int ny,const int normtype,CKDTree &kdt);
static void KDTreeBuildTagged(CMatrixDouble &xy,int &tags[],const int n,const int nx,const int ny,const int normtype,CKDTree &kdt);
static void KDTreeBuildTagged(CMatrixDouble &xy,CRowInt &tags,const int n,const int nx,const int ny,const int normtype,CKDTree &kdt);
static void KDTreeCreateRequestBuffer(CKDTree &kdt,CKDTreeRequestBuffer &buf);
static int KDTreeQueryKNN(CKDTree &kdt,double &x[],const int k,const bool selfmatch=true);
static int KDTreeQueryKNN(CKDTree &kdt,CRowDouble &x,const int k,const bool selfmatch=true);
static int KDTreeTsQueryKNN(CKDTree &kdt,CKDTreeRequestBuffer &buf,CRowDouble &x,int k,bool selfmatch=true);
static int KDTreeQueryRNN(CKDTree &kdt,double &x[],const double r,const bool selfmatch=true);
static int KDTreeQueryRNN(CKDTree &kdt,CRowDouble &x,const double r,const bool selfmatch=true);
static int KDTreeQueryRNNU(CKDTree &kdt,double &x[],const double r,const bool selfmatch=true);
static int KDTreeQueryRNNU(CKDTree &kdt,CRowDouble &x,const double r,const bool selfmatch=true);
static int KDTreeTsQueryRNN(CKDTree &kdt,CKDTreeRequestBuffer &buf,CRowDouble &x,const double r,const bool selfmatch=true);
static int KDTreeTsQueryRNNU(CKDTree &kdt,CKDTreeRequestBuffer &buf,CRowDouble &x,const double r,const bool selfmatch=true);
static int KDTreeQueryAKNN(CKDTree &kdt,double &x[],int k,const bool selfmatch=true,const double eps=0);
static int KDTreeQueryAKNN(CKDTree &kdt,CRowDouble &x,int k,const bool selfmatch=true,const double eps=0);
static int KDTreeTsQueryAKNN(CKDTree &kdt,CKDTreeRequestBuffer &buf,CRowDouble &x,int k,const bool selfmatch=true,const double eps=0);
static int KDTreeQueryBox(CKDTree &kdt,double &boxmin[],double &boxmax[]);
static int KDTreeQueryBox(CKDTree &kdt,CRowDouble &boxmin,CRowDouble &boxmax);
static int KDTreeTsQueryBox(CKDTree &kdt,CKDTreeRequestBuffer &buf,double &boxmin[],double &boxmax[]);
static int KDTreeTsQueryBox(CKDTree &kdt,CKDTreeRequestBuffer &buf,CRowDouble &boxmin,CRowDouble &boxmax);
static void KDTreeQueryResultsX(CKDTree &kdt,CMatrixDouble &x);
static void KDTreeTsQueryResultsX(CKDTree &kdt,CKDTreeRequestBuffer &buf,CMatrixDouble &x);
static void KDTreeQueryResultsXY(CKDTree &kdt,CMatrixDouble &xy);
static void KDTreeTsQueryResultsXY(CKDTree &kdt,CKDTreeRequestBuffer &buf,CMatrixDouble &xy);
static void KDTreeQueryResultsTags(CKDTree &kdt,int &tags[]);
static void KDTreeQueryResultsTags(CKDTree &kdt,CRowInt &tags);
static void KDTreeTsQueryResultsTags(CKDTree &kdt,CKDTreeRequestBuffer &buf,int &tags[]);
static void KDTreeTsQueryResultsTags(CKDTree &kdt,CKDTreeRequestBuffer &buf,CRowInt &tags);
static void KDTreeQueryResultsDistances(CKDTree &kdt,double &r[]);
static void KDTreeQueryResultsDistances(CKDTree &kdt,CRowDouble &r);
static void KDTreeTsQueryResultsDistances(CKDTree &kdt,CKDTreeRequestBuffer &buf,double &r[]);
static void KDTreeTsQueryResultsDistances(CKDTree &kdt,CKDTreeRequestBuffer &buf,CRowDouble &r);
static void KDTreeQueryResultsXI(CKDTree &kdt,CMatrixDouble &x);
static void KDTreeQueryResultsXYI(CKDTree &kdt,CMatrixDouble &xy);
static void KDTreeQueryResultsTagsI(CKDTree &kdt,int &tags[]);
static void KDTreeQueryResultsTagsI(CKDTree &kdt,CRowInt &tags);
static void KDTreeQueryResultsDistancesI(CKDTree &kdt,double &r[]);
static void KDTreeQueryResultsDistancesI(CKDTree &kdt,CRowDouble &r);
//--- information
static void KDTreeExploreBox(CKDTree &kdt,CRowDouble &boxmin,CRowDouble &boxmax);
static void KDTreeExploreNodeType(CKDTree &kdt,int node,int &nodetype);
static void KDTreeExploreLeaf(CKDTree &kdt,int node,CMatrixDouble &xy,int &k);
static void KDTreeExploreSplit(CKDTree &kdt,int node,int &d,double &s,int &nodele,int &nodege);
//--- serialize
static void KDTreeAlloc(CSerializer &s,CKDTree &tree);
static void KDTreeSerialize(CSerializer &s,CKDTree &tree);
static void KDTreeUnserialize(CSerializer &s,CKDTree &tree);
private:
static int TsQueryRNN(CKDTree &kdt,CKDTreeRequestBuffer &buf,CRowDouble &x,double r,bool selfmatch=true,bool orderedbydist=true);
static bool CheckRequestBufferConsistency(CKDTree &kdt,CKDTreeRequestBuffer &buf);
static void KDTreeSplit(CKDTree &kdt,const int i1,const int i2,const int d,const double s,int &i3);
static void KDTreeGenerateTreeRec(CKDTree &kdt,int &nodesoffs,int &splitsoffs,const int i1,const int i2,const int maxleafsize);
static void KDTreeQueryNNRec(CKDTree &kdt,const int offs);
static void KDTreeQueryNNRec(CKDTree &kdt,CKDTreeRequestBuffer &buf,const int offs);
static void KDTreeQueryBoxRec(CKDTree &kdt,CKDTreeRequestBuffer &buf,int offs);
static void KDTreeInitBox(CKDTree &kdt,CRowDouble &x,CKDTreeRequestBuffer &buf);
static void KDTreeAllocDataSetIndependent(CKDTree &kdt,const int nx,const int ny);
static void KDTreeAllocDataSetDependent(CKDTree &kdt,const int n,const int nx,const int ny);
};
//+------------------------------------------------------------------+
//| Initialize constants |
//+------------------------------------------------------------------+
const int CNearestNeighbor::m_splitnodesize=6;
const int CNearestNeighbor::m_kdtreefirstversion=0;
//+------------------------------------------------------------------+
//| KD-tree creation |
//| This subroutine creates KD-tree from set of X-values and optional|
//| Y-values |
//| INPUT PARAMETERS |
//| XY - dataset, array[0..N-1,0..NX+NY-1]. |
//| one row corresponds to one point. |
//| first NX columns contain X-values, next NY (NY |
//| may be zero) |
//| columns may contain associated Y-values |
//| N - number of points, N>=1 |
//| NX - space dimension, NX>=1. |
//| NY - number of optional Y-values, NY>=0. |
//| NormType- norm type: |
//| * 0 denotes infinity-norm |
//| * 1 denotes 1-norm |
//| * 2 denotes 2-norm (Euclidean norm) |
//| OUTPUT PARAMETERS |
//| KDT - KD-tree |
//| NOTES |
//| 1. KD-tree creation have O(N*logN) complexity and |
//| O(N*(2*NX+NY)) memory requirements. |
//| 2. Although KD-trees may be used with any combination of N and |
//| NX, they are more efficient than brute-force search only when |
//| N >> 4^NX. So they are most useful in low-dimensional tasks |
//| (NX=2, NX=3). NX=1 is another inefficient case, because |
//| simple binary search (without additional structures) is |
//| much more efficient in such tasks than KD-trees. |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeBuild(CMatrixDouble &xy,const int n,
const int nx,const int ny,
const int normtype,CKDTree &kdt)
{
int tags[];
//--- check
if(!CAp::Assert(n>=0,__FUNCTION__+": N<0!"))
return;
//--- check
if(!CAp::Assert(nx>=1,__FUNCTION__+": NX<1!"))
return;
//--- check
if(!CAp::Assert(ny>=0,__FUNCTION__+": NY<0!"))
return;
//--- check
if(!CAp::Assert(normtype>=0 && normtype<=2,__FUNCTION__+": incorrect NormType!"))
return;
//--- check
if(!CAp::Assert((int)CAp::Rows(xy)>=n,__FUNCTION__+": rows(X)<N!"))
return;
//--- check
if(!CAp::Assert((int)CAp::Cols(xy)>=nx+ny,__FUNCTION__+": cols(X)<NX+NY!"))
return;
//--- check
if(!CAp::Assert(CApServ::IsFiniteMatrix(xy,n,nx+ny),__FUNCTION__+": X contains infinite or NaN values!"))
return;
//--- allocation
ArrayResizeAL(tags,n);
ArrayInitialize(tags,0);
//--- function call
KDTreeBuildTagged(xy,tags,n,nx,ny,normtype,kdt);
}
//+------------------------------------------------------------------+
//| KD-tree creation |
//| This subroutine creates KD-tree from set of X-values, integer |
//| tags and optional Y-values |
//| INPUT PARAMETERS |
//| XY - dataset, array[0..N-1,0..NX+NY-1]. |
//| one row corresponds to one point. |
//| first NX columns contain X-values, next NY (NY |
//| may be zero) |
//| columns may contain associated Y-values |
//| Tags - tags, array[0..N-1], contains integer tags |
//| associated with points. |
//| N - number of points, N>=1 |
//| NX - space dimension, NX>=1. |
//| NY - number of optional Y-values, NY>=0. |
//| NormType- norm type: |
//| * 0 denotes infinity-norm |
//| * 1 denotes 1-norm |
//| * 2 denotes 2-norm (Euclidean norm) |
//| OUTPUT PARAMETERS |
//| KDT - KD-tree |
//| NOTES |
//| 1. KD-tree creation have O(N*logN) complexity and |
//| O(N*(2*NX+NY)) memory requirements. |
//| 2. Although KD-trees may be used with any combination of N and |
//| NX, they are more efficient than brute-force search only when |
//| N >> 4^NX. So they are most useful in low-dimensional tasks |
//| (NX=2, NX=3). NX=1 is another inefficient case, because simple|
//| binary search (without additional structures) is much more |
//| efficient in such tasks than KD-trees. |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeBuildTagged(CMatrixDouble &xy,int &tags[],
const int n,const int nx,
const int ny,
const int normtype,CKDTree &kdt)
{
CRowInt Tags=tags;
KDTreeBuildTagged(xy,Tags,n,nx,ny,normtype,kdt);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeBuildTagged(CMatrixDouble &xy,CRowInt &tags,
const int n,const int nx,
const int ny,
const int normtype,CKDTree &kdt)
{
int i=0;
int j=0;
int nodesoffs=0;
int splitsoffs=0;
int i_=0;
int i1_=0;
//--- check
if(!CAp::Assert(n>=0,__FUNCTION__+": N<0!"))
return;
//--- check
if(!CAp::Assert(nx>=1,__FUNCTION__+": NX<1!"))
return;
//--- check
if(!CAp::Assert(ny>=0,__FUNCTION__+": NY<0!"))
return;
//--- check
if(!CAp::Assert(normtype>=0 && normtype<=2,__FUNCTION__+": incorrect NormType!"))
return;
//--- check
if(!CAp::Assert((int)CAp::Rows(xy)>=n,__FUNCTION__+": rows(X)<N!"))
return;
//--- check
if(!CAp::Assert((int)CAp::Cols(xy)>=nx+ny || n==0,__FUNCTION__+": cols(X)<NX+NY!"))
return;
//--- check
if(!CAp::Assert(CApServ::IsFiniteMatrix(xy,n,nx+ny),__FUNCTION__+": X contains infinite or NaN values!"))
return;
//--- initialize
kdt.m_n=n;
kdt.m_nx=nx;
kdt.m_ny=ny;
kdt.m_normtype=normtype;
kdt.m_innerbuf.m_kcur=0;
kdt.m_debugcounter=0;
//--- N=0 => quick exit
if(n==0)
return;
//--- Allocate
KDTreeAllocDataSetIndependent(kdt,nx,ny);
KDTreeAllocDataSetDependent(kdt,n,nx,ny);
KDTreeCreateRequestBuffer(kdt,kdt.m_innerbuf);
//--- Initial fill
for(i_=0; i_<nx; i_++)
{
vector<double> col=xy.Col(i_);
kdt.m_xy.Col(i_,col);
}
i1_=-nx;
for(i_=nx; i_<2*nx+ny; i_++)
{
vector<double> col=xy.Col(i_+i1_);
kdt.m_xy.Col(i_,col);
}
kdt.m_tags=tags;
//--- Determine bounding box
kdt.m_boxmin=kdt.m_xy.Min(0)+0;
kdt.m_boxmax=kdt.m_xy.Max(0)+0;
kdt.m_boxmin.Resize(kdt.m_nx);
kdt.m_boxmax.Resize(kdt.m_nx);
//--- prepare tree structure
//--- * MaxNodes=N because we guarantee no trivial splits,i.e.
//--- every split will generate two non-empty boxes
//--- allocation
nodesoffs=0;
splitsoffs=0;
kdt.m_innerbuf.m_curboxmin=kdt.m_boxmin;
kdt.m_innerbuf.m_curboxmax=kdt.m_boxmax;
//--- function call
KDTreeGenerateTreeRec(kdt,nodesoffs,splitsoffs,0,n,8);
kdt.m_nodes.Resize(nodesoffs);
kdt.m_splits.Resize(splitsoffs);
}
//+------------------------------------------------------------------+
//| This function creates buffer structure which can be used |
//| to perform parallel KD-tree requests. |
//| KD-tree subpackage provides two sets of request functions - ones |
//| which use internal buffer of KD-tree object (these functions are |
//| single-threaded because they use same buffer, which can not |
//| shared between threads), and ones which use external buffer. |
//| This function is used to initialize external buffer. |
//| INPUT PARAMETERS |
//| KDT - KD-tree which is associated with newly created buffer |
//| OUTPUT PARAMETERS |
//| Buf - external buffer. |
//| IMPORTANT: KD-tree buffer should be used only with KD-tree object|
//| which was used to initialize buffer. Any attempt |
//| to use buffer with different object is dangerous - you|
//| may get integrity check failure (exception) because |
//| sizes of internal arrays do not fit to dimensions of |
//| KD-tree structure. |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeCreateRequestBuffer(CKDTree &kdt,
CKDTreeRequestBuffer &buf)
{
buf.m_x.Resize(kdt.m_nx);
buf.m_boxmin.Resize(kdt.m_nx);
buf.m_boxmax.Resize(kdt.m_nx);
buf.m_idx.Resize(kdt.m_n);
buf.m_r.Resize(kdt.m_n);
buf.m_buf.Resize(MathMax(kdt.m_n,kdt.m_nx));
buf.m_curboxmin.Resize(kdt.m_nx);
buf.m_curboxmax.Resize(kdt.m_nx);
buf.m_kcur=0;
}
//+------------------------------------------------------------------+
//| K-NN query: K nearest neighbors |
//| INPUT PARAMETERS |
//| KDT - KD-tree |
//| X - point, array[0..NX-1]. |
//| K - number of neighbors to return, K>=1 |
//| SelfMatch - whether self-matches are allowed: |
//| * if True, nearest neighbor may be the point |
//| itself (if it exists in original dataset) |
//| * if False, then only points with non-zero |
//| distance are returned |
//| * if not given, considered True |
//| RESULT |
//| number of actual neighbors found (either K or N, if K>N). |
//| This subroutine performs query and stores its result in the |
//| internal structures of the KD-tree. You can use following |
//| subroutines to obtain these results: |
//| * KDTreeQueryResultsX() to get X-values |
//| * KDTreeQueryResultsXY() to get X- and Y-values |
//| * KDTreeQueryResultsTags() to get tag values |
//| * KDTreeQueryResultsDistances() to get distances |
//+------------------------------------------------------------------+
int CNearestNeighbor::KDTreeQueryKNN(CKDTree &kdt,double &x[],
const int k,const bool selfmatch)
{
//--- check
if(!CAp::Assert(k>=1,__FUNCTION__+": K<1!"))
return(-1);
//--- check
if(!CAp::Assert(CAp::Len(x)>=kdt.m_nx,__FUNCTION__+": Length(X)<NX!"))
return(-1);
//--- check
if(!CAp::Assert(CApServ::IsFiniteVector(x,kdt.m_nx),__FUNCTION__+": X contains infinite or NaN values!"))
return(-1);
//--- return result
return(KDTreeQueryAKNN(kdt,x,k,selfmatch,0.0));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int CNearestNeighbor::KDTreeQueryKNN(CKDTree &kdt,CRowDouble &x,
const int k,const bool selfmatch)
{
//--- check
if(!CAp::Assert(k>=1,__FUNCTION__+": K<1!"))
return(-1);
//--- check
if(!CAp::Assert(CAp::Len(x)>=kdt.m_nx,__FUNCTION__+": Length(X)<NX!"))
return(-1);
//--- check
if(!CAp::Assert(CApServ::IsFiniteVector(x,kdt.m_nx),__FUNCTION__+": X contains infinite or NaN values!"))
return(-1);
//--- return result
return(KDTreeQueryAKNN(kdt,x,k,selfmatch,0.0));
}
//+------------------------------------------------------------------+
//| K-NN query: K nearest neighbors, using external thread-local |
//| buffer. |
//| You can call this function from multiple threads for same kd-tree|
//| instance, assuming that different instances of buffer object are |
//| passed to different threads. |
//| INPUT PARAMETERS |
//| KDT - kd-tree |
//| Buf - request buffer object created for this particular |
//| instance of kd-tree structure with |
//| KDTreeCreateRequestBuffer() function. |
//| X - point, array[0..NX-1]. |
//| K - number of neighbors to return, K>=1 |
//| SelfMatch - whether self-matches are allowed: |
//| * if True, nearest neighbor may be the point |
//| itself (if it exists in original dataset) |
//| * if False, then only points with non-zero |
//| distance are returned |
//| * if not given, considered True |
//| RESULT |
//| number of actual neighbors found (either K or N, if K>N). |
//| This subroutine performs query and stores its result in the |
//| internal structures of the buffer object. You can use following |
//| subroutines to obtain these results (pay attention to "buf" in |
//| their names): |
//| * KDTreeTsQueryResultsX() to get X-values |
//| * KDTreeTsQueryResultsXY() to get X- and Y-values |
//| * KDTreeTsQueryResultsTags() to get tag values |
//| * KDTreeTsQueryResultsDistances() to get distances |
//| IMPORTANT: kd-tree buffer should be used only with KD-tree object|
//| which was used to initialize buffer. Any attempt to use biffer |
//| with different object is dangerous - you may get integrity check |
//| failure (exception) because sizes of internal arrays do not fit |
//| to dimensions of KD-tree structure. |
//+------------------------------------------------------------------+
int CNearestNeighbor::KDTreeTsQueryKNN(CKDTree &kdt,
CKDTreeRequestBuffer &buf,
CRowDouble &x,
int k,
bool selfmatch=true)
{
//--- check
if(!CAp::Assert(k>=1,__FUNCTION__+": K<1!"))
return(-1);
//--- check
if(!CAp::Assert(CAp::Len(x)>=kdt.m_nx,__FUNCTION__+": Length(X)<NX!"))
return(-1);
//--- check
if(!CAp::Assert(CApServ::IsFiniteVector(x,kdt.m_nx),__FUNCTION__+": X contains infinite or NaN values!"))
return(-1);
//--- return result
return(KDTreeTsQueryAKNN(kdt,buf,x,k,selfmatch,0.0));
}
//+------------------------------------------------------------------+
//| R-NN query: all points within R-sphere centered at X |
//| INPUT PARAMETERS |
//| KDT - KD-tree |
//| X - point, array[0..NX-1]. |
//| R - radius of sphere (in corresponding norm), R>0|
//| SelfMatch - whether self-matches are allowed: |
//| * if True, nearest neighbor may be the point |
//| itself (if it exists in original dataset) |
//| * if False, then only points with non-zero |
//| distance are returned |
//| * if not given, considered True |
//| RESULT |
//| number of neighbors found, >=0 |
//| This subroutine performs query and stores its result in the |
//| internal structures of the KD-tree. You can use following |
//| subroutines to obtain actual results: |
//| * KDTreeQueryResultsX() to get X-values |
//| * KDTreeQueryResultsXY() to get X- and Y-values |
//| * KDTreeQueryResultsTags() to get tag values |
//| * KDTreeQueryResultsDistances() to get distances |
//+------------------------------------------------------------------+
int CNearestNeighbor::KDTreeQueryRNN(CKDTree &kdt,double &x[],
const double r,const bool selfmatch=true)
{
CRowDouble vec=x;
//--- return result
return(KDTreeQueryRNN(kdt,vec,r,selfmatch));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int CNearestNeighbor::KDTreeQueryRNN(CKDTree &kdt,CRowDouble &x,
const double r,const bool selfmatch=true)
{
//--- check
if(!CAp::Assert((double)(r)>0.0,__FUNCTION__+": incorrect R!"))
return(-1);
//--- check
if(!CAp::Assert((int)x.Size()>=kdt.m_nx,__FUNCTION__+": Length(X)<NX!"))
return(-1);
//--- check
CRowDouble X=x;
if(!CAp::Assert(CApServ::IsFiniteVector(X,kdt.m_nx),__FUNCTION__+": X contains infinite or NaN values!"))
return(-1);
//--- return result
return(KDTreeTsQueryRNN(kdt,kdt.m_innerbuf,x,r,selfmatch));
}
//+------------------------------------------------------------------+
//| R-NN query: all points within R-sphere centered at X, no ordering|
//| by distance as undicated by "U" suffix (faster that ordered |
//| query, for large queries - significantly faster). |
//| IMPORTANT: this function can not be used in multithreaded code |
//| because it uses internal temporary buffer of kd-tree |
//| object, which can not be shared between multiple |
//| threads. If you want to perform parallel requests, use|
//| function which uses external request buffer: |
//| KDTreeTsQueryRNN() ("Ts" stands for "thread-safe"). |
//| INPUT PARAMETERS |
//| KDT - KD-tree |
//| X - point, array[0..NX-1]. |
//| R - radius of sphere (in corresponding norm), R>0 |
//| SelfMatch - whether self-matches are allowed: |
//| * if True, nearest neighbor may be the point |
//| itself (if it exists in original dataset) |
//| * if False, then only points with non-zero |
//| distance are returned |
//| * if not given, considered True |
//| RESULT |
//| number of neighbors found, >=0 |
//| This subroutine performs query and stores its result in the |
//| internal structures of the KD-tree. You can use following |
//| subroutines to obtain actual results: |
//| * KDTreeQueryResultsX() to get X-values |
//| * KDTreeQueryResultsXY() to get X- and Y-values |
//| * KDTreeQueryResultsTags() to get tag values |
//| * KDTreeQueryResultsDistances() to get distances |
//| As indicated by "U" suffix, this function returns unordered |
//| results. |
//+------------------------------------------------------------------+
int CNearestNeighbor::KDTreeQueryRNNU(CKDTree &kdt,
double &x[],
double r,
bool selfmatch=true)
{
CRowDouble vec=x;
//--- return result
return(KDTreeQueryRNNU(kdt,vec,r,selfmatch));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int CNearestNeighbor::KDTreeQueryRNNU(CKDTree &kdt,
CRowDouble &x,
double r,
bool selfmatch=true)
{
//--- check
if(!CAp::Assert(r>0.0,__FUNCTION__+": incorrect R!"))
return(-1);
//--- check
if(!CAp::Assert((int)x.Size()>=kdt.m_nx,__FUNCTION__+": Length(X)<NX!"))
return(-1);
//--- check
CRowDouble X=x;
if(!CAp::Assert(CApServ::IsFiniteVector(X,kdt.m_nx),__FUNCTION__+": X contains infinite or NaN values!"))
return(-1);
//--- return result
return(KDTreeTsQueryRNNU(kdt,kdt.m_innerbuf,x,r,selfmatch));
}
//+------------------------------------------------------------------+
//| R-NN query: all points within R-sphere centered at X, using |
//| external thread-local buffer, sorted by distance between point |
//| and X (by ascending) |
//| You can call this function from multiple threads for same kd-tree|
//| instance, assuming that different instances of buffer object are |
//| passed to different threads. |
//| NOTE: it is also possible to perform undordered queries performed|
//| by means of KDTreeQueryRNNU() and KDTreeTsQueryRNNU() functions. |
//| Such queries are faster because we do not have to use heap |
//| structure for sorting. |
//| INPUT PARAMETERS |
//| KDT - KD-tree |
//| Buf - request buffer object created for this particular |
//| instance of kd-tree structure with |
//| KDTreeCreateRequestBuffer() function. |
//| X - point, array[0..NX-1]. |
//| R - radius of sphere (in corresponding norm), R>0 |
//| SelfMatch - whether self-matches are allowed: |
//| * if True, nearest neighbor may be the point itself |
//| (if it exists in original dataset) |
//| * if False, then only points with non-zero distance |
//| are returned |
//| * if not given, considered True |
//| RESULT |
//| number of neighbors found, >=0 |
//| This subroutine performs query and stores its result in the |
//| internal structures of the buffer object. You can use following |
//| subroutines to obtain these results (pay attention to "buf" in |
//| their names): |
//| * KDTreeTsQueryResultsX() to get X-values |
//| * KDTreeTsQueryResultsXY() to get X- and Y-values |
//| * KDTreeTsQueryResultsTags() to get tag values |
//| * KDTreeTsQueryResultsDistances() to get distances |
//| IMPORTANT: kd-tree buffer should be used only with KD-tree object|
//| which was used to initialize buffer. Any attempt to |
//| use biffer with different object is dangerous - you |
//| may get integrity check failure (exception) because |
//| sizes of internal arrays do not fit to dimensions of |
//| KD-tree structure. |
//+------------------------------------------------------------------+
int CNearestNeighbor::KDTreeTsQueryRNN(CKDTree &kdt,
CKDTreeRequestBuffer &buf,
CRowDouble &x,
const double r,
const bool selfmatch=true)
{
//--- check
if(!CAp::Assert(MathIsValidNumber(r) && r>0.0,__FUNCTION__+": incorrect R!"))
return(-1);
//--- check
if(!CAp::Assert((int)x.Size()>=kdt.m_nx,__FUNCTION__+": Length(X)<NX!"))
return(-1);
//--- check
CRowDouble X=x;
if(!CAp::Assert(CApServ::IsFiniteVector(X,kdt.m_nx),__FUNCTION__+": X contains infinite or NaN values!"))
return(-1);
//--- return result
return(TsQueryRNN(kdt,buf,x,r,selfmatch,true));
}
//+------------------------------------------------------------------+
//| R-NN query: all points within R-sphere centered at X, using |
//| external thread-local buffer, no ordering by distance as |
//| undicated by "U" suffix (faster that ordered query, for large |
//| queries - significantly faster). |
//| You can call this function from multiple threads for same kd-tree|
//| instance, assuming that different instances of buffer object are |
//| passed to different threads. |
//| INPUT PARAMETERS |
//| KDT - KD-tree |
//| Buf - request buffer object created for this particular |
//| instance of kd-tree structure with |
//| KDTreeCreateRequestBuffer() function. |
//| X - point, array[0..NX-1]. |
//| R - radius of sphere (in corresponding norm), R>0 |
//| SelfMatch - whether self-matches are allowed: |
//| * if True, nearest neighbor may be the point itself|
//| (if it exists in original dataset) |
//| * if False, then only points with non-zero distance|
//| are returned |
//| * if not given, considered True |
//| RESULT |
//| number of neighbors found, >=0 |
//| This subroutine performs query and stores its result in the |
//| internal structures of the buffer object. You can use following |
//| subroutines to obtain these results (pay attention to "buf" in |
//| their names): |
//| * KDTreeTsQueryResultsX() to get X-values |
//| * KDTreeTsQueryResultsXY() to get X- and Y-values |
//| * KDTreeTsQueryResultsTags() to get tag values |
//| * KDTreeTsQueryResultsDistances() to get distances |
//| As indicated by "U" suffix, this function returns unordered |
//| results. |
//| IMPORTANT: kd-tree buffer should be used only with KD-tree object|
//| which was used to initialize buffer. Any attempt to |
//| use biffer with different object is dangerous - you |
//| may get integrity check failure (exception) because |
//| sizes of internal arrays do not fit to dimensions of |
//| KD-tree structure. |
//+------------------------------------------------------------------+
int CNearestNeighbor::KDTreeTsQueryRNNU(CKDTree &kdt,
CKDTreeRequestBuffer &buf,
CRowDouble &x,
const double r,
const bool selfmatch=true)
{
//--- check
if(!CAp::Assert(MathIsValidNumber(r) && r>0.0,__FUNCTION__+": incorrect R!"))
return(-1);
//--- check
if(!CAp::Assert((int)x.Size()>=kdt.m_nx,__FUNCTION__+": Length(X)<NX!"))
return(-1);
//--- check
CRowDouble X=x;
if(!CAp::Assert(CApServ::IsFiniteVector(X,kdt.m_nx),__FUNCTION__+": X contains infinite or NaN values!"))
return(-1);
//--- return result
return(TsQueryRNN(kdt,buf,x,r,selfmatch,false));
}
//+------------------------------------------------------------------+
//| K-NN query: approximate K nearest neighbors |
//| INPUT PARAMETERS |
//| KDT - KD-tree |
//| X - point, array[0..NX-1]. |
//| K - number of neighbors to return, K>=1 |
//| SelfMatch - whether self-matches are allowed: |
//| * if True, nearest neighbor may be the point |
//| itself (if it exists in original dataset) |
//| * if False, then only points with non-zero |
//| distance are returned |
//| * if not given, considered True |
//| Eps - approximation factor, Eps>=0. eps-approximate|
//| nearest neighbor is a neighbor whose distance|
//| from X is at most (1+eps) times distance of |
//| true nearest neighbor. |
//| RESULT |
//| number of actual neighbors found (either K or N, if K>N). |
//| NOTES |
//| significant performance gain may be achieved only when Eps is|
//| on the order of magnitude of 1 or larger. |
//| This subroutine performs query and stores its result in the |
//| internal structures of the KD-tree. You can use following |
//| these subroutines to obtain results: |
//| * KDTreeQueryResultsX() to get X-values |
//| * KDTreeQueryResultsXY() to get X- and Y-values |
//| * KDTreeQueryResultsTags() to get tag values |
//| * KDTreeQueryResultsDistances() to get distances |
//+------------------------------------------------------------------+
int CNearestNeighbor::KDTreeQueryAKNN(CKDTree &kdt,double &x[],
int k,const bool selfmatch=true,
const double eps=0)
{
CRowDouble vec=x;
//--- return result
return(KDTreeTsQueryAKNN(kdt,kdt.m_innerbuf,vec,k,selfmatch,eps));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int CNearestNeighbor::KDTreeQueryAKNN(CKDTree &kdt,CRowDouble &x,
int k,const bool selfmatch=true,
const double eps=0)
{
return(KDTreeTsQueryAKNN(kdt,kdt.m_innerbuf,x,k,selfmatch,eps));
}
//+------------------------------------------------------------------+
//| K-NN query: approximate K nearest neighbors, using thread-local |
//| buffer. |
//| You can call this function from multiple threads for same kd-tree|
//| instance, assuming that different instances of buffer object are |
//| passed to different threads. |
//| INPUT PARAMETERS |
//| KDT - KD-tree |
//| Buf - request buffer object created for this particular |
//| instance of kd-tree structure with |
//| KDTreeCreateRequestBuffer() function. |
//| X - point, array[0..NX-1]. |
//| K - number of neighbors to return, K>=1 |
//| SelfMatch - whether self-matches are allowed: |
//| * if True, nearest neighbor may be the point itself|
//| (if it exists in original dataset) |
//| * if False, then only points with non-zero distance|
//| are returned |
//| * if not given, considered True |
//| Eps - approximation factor, Eps>=0. eps-approximate nearest |
//| neighbor is a neighbor whose distance from X is at |
//| most (1+eps) times distance of true nearest neighbor. |
//| RESULT |
//| number of actual neighbors found (either K or N, if K>N). |
//| NOTES |
//| significant performance gain may be achieved only when Eps is |
//| on the order of magnitude of 1 or larger. |
//| This subroutine performs query and stores its result in the |
//| internal structures of the buffer object. You can use following |
//| subroutines to obtain these results (pay attention to "buf" in |
//| their names): |
//| * KDTreeTsQueryResultsX() to get X-values |
//| * KDTreeTsQueryResultsXY() to get X- and Y-values |
//| * KDTreeTsQueryResultsTags() to get tag values |
//| * KDTreeTsQueryResultsDistances() to get distances |
//| IMPORTANT: kd-tree buffer should be used only with KD-tree object|
//| which was used to initialize buffer. Any attempt to |
//| use biffer with different object is dangerous - you |
//| may get integrity check failure (exception) because |
//| sizes of internal arrays do not fit to dimensions of |
//| KD-tree structure. |
//+------------------------------------------------------------------+
int CNearestNeighbor::KDTreeTsQueryAKNN(CKDTree &kdt,
CKDTreeRequestBuffer &buf,
CRowDouble &x,
int k,
bool selfmatch=true,
double eps=0)
{
int result=0;
int i=0;
int j=0;
//--- check
if(!CAp::Assert(k>0,__FUNCTION__+": incorrect K!"))
return(-1);
//--- check
if(!CAp::Assert(eps>=0.0,__FUNCTION__+": incorrect Eps!"))
return(-1);
//--- check
if(!CAp::Assert((int)x.Size()>=kdt.m_nx,__FUNCTION__+": Length(X)<NX!"))
return(-1);
//--- check
CRowDouble X=x;
if(!CAp::Assert(CApServ::IsFiniteVector(X,kdt.m_nx),__FUNCTION__+": X contains infinite or NaN values!"))
return(-1);
//--- Handle special case: KDT.N=0
if(kdt.m_n==0)
{
buf.m_kcur=0;
return(0);
}
//--- Check consistency of request buffer
if(!CheckRequestBufferConsistency(kdt,buf))
return(-1);
//--- Prepare parameters
k=MathMin(k,kdt.m_n);
buf.m_kneeded=k;
buf.m_rneeded=0;
buf.m_selfmatch=selfmatch;
if(kdt.m_normtype==2)
{
buf.m_approxf=1/pow(1+eps,2);
}
else
{
buf.m_approxf=1/(1+eps);
}
buf.m_kcur=0;
//--- calculate distance from point to current bounding box
KDTreeInitBox(kdt,x,buf);
//--- call recursive search
//--- results are returned as heap
KDTreeQueryNNRec(kdt,buf,0);
//--- pop from heap to generate ordered representation
//--- last element is non pop'ed because it is already in its place
result=buf.m_kcur;
j=buf.m_kcur;
for(i=buf.m_kcur; i>=2; i--)
CTSort::TagHeapPopI(buf.m_r,buf.m_idx,j);
return(result);
}
//+------------------------------------------------------------------+
//| Box query: all points within user-specified box. |
//| IMPORTANT: this function can not be used in multithreaded code |
//| because it uses internal temporary buffer of kd-tree |
//| object, which can not be shared between multiple |
//| threads. If you want to perform parallel requests, |
//| use function which uses external request buffer: |
//| KDTreeTsQueryBox() ("Ts" stands for "thread-safe"). |
//| INPUT PARAMETERS |
//| KDT - KD-tree |
//| BoxMin - lower bounds, array[0..NX-1]. |
//| BoxMax - upper bounds, array[0..NX-1]. |
//| RESULT |
//| number of actual neighbors found (in [0,N]). |
//| This subroutine performs query and stores its result in the |
//| internal structures of the KD-tree. You can use following |
//| subroutines to obtain these results: |
//| * KDTreeQueryResultsX() to get X-values |
//| * KDTreeQueryResultsXY() to get X- and Y-values |
//| * KDTreeQueryResultsTags() to get tag values |
//| * KDTreeQueryResultsDistances() returns zeros for this request |
//| NOTE: this particular query returns unordered results, because |
//| there is no meaningful way of ordering points. Furthermore,|
//| no 'distance' is associated with points - it is either |
//| INSIDE or OUTSIDE (so request for distances will return |
//| zeros). |
//+------------------------------------------------------------------+
int CNearestNeighbor::KDTreeQueryBox(CKDTree &kdt,
double &boxmin[],
double &boxmax[])
{
return(KDTreeTsQueryBox(kdt,kdt.m_innerbuf,boxmin,boxmax));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int CNearestNeighbor::KDTreeQueryBox(CKDTree &kdt,
CRowDouble &boxmin,
CRowDouble &boxmax)
{
return(KDTreeTsQueryBox(kdt,kdt.m_innerbuf,boxmin,boxmax));
}
//+------------------------------------------------------------------+
//| Box query: all points within user-specified box, using |
//| thread-local buffer. |
//| You can call this function from multiple threads for same kd-tree|
//| instance, assuming that different instances of buffer object are |
//| passed to different threads. |
//| INPUT PARAMETERS |
//| KDT - KD-tree |
//| Buf - request buffer object created for this particular |
//| instance of kd-tree structure with |
//| KDTreeCreateRequestBuffer() function. |
//| BoxMin - lower bounds, array[0..NX-1]. |
//| BoxMax - upper bounds, array[0..NX-1]. |
//| RESULT |
//| number of actual neighbors found (in [0,N]). |
//| This subroutine performs query and stores its result in the |
//| internal structures of the buffer object. You can use following |
//| subroutines to obtain these results (pay attention to "ts" in |
//| their names): |
//| * KDTreeTsQueryResultsX() to get X-values |
//| * KDTreeTsQueryResultsXY() to get X- and Y-values |
//| * KDTreeTsQueryResultsTags() to get tag values |
//| * KDTreeTsQueryResultsDistances() returns zeros for this query |
//| NOTE: this particular query returns unordered results, because |
//| there is no meaningful way of ordering points. Furthermore,|
//| no 'distance' is associated with points - it is either |
//| INSIDE or OUTSIDE (so request for distances will return |
//| zeros). |
//| IMPORTANT: kd-tree buffer should be used only with KD-tree object|
//| which was used to initialize buffer. Any attempt to |
//| use biffer with different object is dangerous - you |
//| may get integrity check failure (exception) because|
//| sizes of internal arrays do not fit to dimensions of |
//| KD-tree structure. |
//+------------------------------------------------------------------+
int CNearestNeighbor::KDTreeTsQueryBox(CKDTree &kdt,
CKDTreeRequestBuffer &buf,
double &boxmin[],
double &boxmax[])
{
int result=0;
//--- check
if(!CAp::Assert(CAp::Len(boxmin)>=kdt.m_nx,__FUNCTION__+": Length(BoxMin)<NX!"))
return(-1);
//--- check
if(!CAp::Assert(CAp::Len(boxmax)>=kdt.m_nx,__FUNCTION__+": Length(BoxMax)<NX!"))
return(-1);
//--- check
if(!CAp::Assert(CApServ::IsFiniteVector(boxmin,kdt.m_nx),__FUNCTION__+": BoxMin contains infinite or NaN values!"))
return(-1);
//--- check
if(!CAp::Assert(CApServ::IsFiniteVector(boxmax,kdt.m_nx),__FUNCTION__+": BoxMax contains infinite or NaN values!"))
return(-1);
//--- check consistency of request buffer
if(!CheckRequestBufferConsistency(kdt,buf))
return(-1);
//--- quick exit for degenerate boxes
for(int j=0; j<kdt.m_nx; j++)
if((double)(boxmin[j])>(double)(boxmax[j]))
{
buf.m_kcur=0;
return(0);
}
//--- prepare parameters
buf.m_boxmin=boxmin;
buf.m_boxmax=boxmax;
buf.m_curboxmin=boxmin;
buf.m_curboxmax=boxmax;
buf.m_kcur=0;
//--- call recursive search
KDTreeQueryBoxRec(kdt,buf,0);
result=buf.m_kcur;
return(result);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int CNearestNeighbor::KDTreeTsQueryBox(CKDTree &kdt,
CKDTreeRequestBuffer &buf,
CRowDouble &boxmin,
CRowDouble &boxmax)
{
int result=0;
//--- check
if(!CAp::Assert(CAp::Len(boxmin)>=kdt.m_nx,__FUNCTION__+": Length(BoxMin)<NX!"))
return(-1);
//--- check
if(!CAp::Assert(CAp::Len(boxmax)>=kdt.m_nx,__FUNCTION__+": Length(BoxMax)<NX!"))
return(-1);
//--- check
if(!CAp::Assert(CApServ::IsFiniteVector(boxmin,kdt.m_nx),__FUNCTION__+": BoxMin contains infinite or NaN values!"))
return(-1);
//--- check
if(!CAp::Assert(CApServ::IsFiniteVector(boxmax,kdt.m_nx),__FUNCTION__+": BoxMax contains infinite or NaN values!"))
return(-1);
//--- check consistency of request buffer
if(!CheckRequestBufferConsistency(kdt,buf))
return(-1);
//--- quick exit for degenerate boxes
for(int j=0; j<kdt.m_nx; j++)
if((double)(boxmin[j])>(double)(boxmax[j]))
{
buf.m_kcur=0;
return(0);
}
//--- prepare parameters
buf.m_boxmin=boxmin;
buf.m_boxmax=boxmax;
buf.m_curboxmin=boxmin;
buf.m_curboxmax=boxmax;
buf.m_kcur=0;
//--- call recursive search
KDTreeQueryBoxRec(kdt,buf,0);
result=buf.m_kcur;
return(result);
}
//+------------------------------------------------------------------+
//| X-values from last query |
//| INPUT PARAMETERS |
//| KDT - KD-tree |
//| X - possibly pre-allocated buffer. If X is too small |
//| to store result, it is resized. If size(X) is |
//| enough to store result, it is left unchanged. |
//| OUTPUT PARAMETERS |
//| X - rows are filled with X-values |
//| NOTES |
//| 1. points are ordered by distance from the query point (first = |
//| closest) |
//| 2. if XY is larger than required to store result, only leading |
//| part will be overwritten; trailing part will be left |
//| unchanged. So if on input XY = [[A,B],[C,D]], and result is |
//| [1,2], then on exit we will get XY = [[1,2],[C,D]]. This is |
//| done purposely to increase performance; if you want function |
//| to resize array according to result size, use function with |
//| same name and suffix 'I'. |
//| SEE ALSO |
//| * KDTreeQueryResultsXY() X- and Y-values |
//| * KDTreeQueryResultsTags() tag values |
//| * KDTreeQueryResultsDistances() distances |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeQueryResultsX(CKDTree &kdt,CMatrixDouble &x)
{
KDTreeTsQueryResultsX(kdt,kdt.m_innerbuf,x);
}
//+------------------------------------------------------------------+
//| X- and Y-values from last query |
//| INPUT PARAMETERS |
//| KDT - KD-tree |
//| XY - possibly pre-allocated buffer. If XY is too small|
//| to store result, it is resized. If size(XY) is |
//| enough to store result, it is left unchanged. |
//| OUTPUT PARAMETERS |
//| XY - rows are filled with points: first NX columns |
//| with X-values, next NY columns - with Y-values. |
//| NOTES |
//| 1. points are ordered by distance from the query point (first = |
//| closest) |
//| 2. if XY is larger than required to store result, only leading |
//| part will be overwritten; trailing part will be left |
//| unchanged. So if on input XY = [[A,B],[C,D]], and result is |
//| [1,2], then on exit we will get XY = [[1,2],[C,D]]. This is |
//| done purposely to increase performance; if you want function |
//| to resize array according to result size, use function with |
//| same name and suffix 'I'. |
//| SEE ALSO |
//| * KDTreeQueryResultsX() X-values |
//| * KDTreeQueryResultsTags() tag values |
//| * KDTreeQueryResultsDistances() distances |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeQueryResultsXY(CKDTree &kdt,CMatrixDouble &xy)
{
KDTreeTsQueryResultsXY(kdt,kdt.m_innerbuf,xy);
}
//+------------------------------------------------------------------+
//| Tags from last query |
//| INPUT PARAMETERS |
//| KDT - KD-tree |
//| Tags - possibly pre-allocated buffer. If X is too small |
//| to store result, it is resized. If size(X) is |
//| enough to store result, it is left unchanged. |
//| OUTPUT PARAMETERS |
//| Tags - filled with tags associated with points, |
//| or, when no tags were supplied, with zeros |
//| NOTES |
//| 1. points are ordered by distance from the query point (first |
//| = closest) |
//| 2. if XY is larger than required to store result, only leading |
//| part will be overwritten; trailing part will be left |
//| unchanged. So if on input XY = [[A,B],[C,D]], and result is |
//| [1,2], then on exit we will get XY = [[1,2],[C,D]]. This is |
//| done purposely to increase performance; if you want function |
//| to resize array according to result size, use function with |
//| same name and suffix 'I'. |
//| SEE ALSO |
//| * KDTreeQueryResultsX() X-values |
//| * KDTreeQueryResultsXY() X- and Y-values |
//| * KDTreeQueryResultsDistances() distances |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeQueryResultsTags(CKDTree &kdt,int &tags[])
{
KDTreeTsQueryResultsTags(kdt,kdt.m_innerbuf,tags);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeQueryResultsTags(CKDTree &kdt,CRowInt &tags)
{
KDTreeTsQueryResultsTags(kdt,kdt.m_innerbuf,tags);
}
//+------------------------------------------------------------------+
//| Distances from last query |
//| INPUT PARAMETERS |
//| KDT - KD-tree |
//| R - possibly pre-allocated buffer. If X is too small |
//| to store result, it is resized. If size(X) is |
//| enough to store result, it is left unchanged. |
//| OUTPUT PARAMETERS |
//| R - filled with distances (in corresponding norm) |
//| NOTES |
//| 1. points are ordered by distance from the query point (first |
//| = closest) |
//| 2. if XY is larger than required to store result, only leading |
//| part will be overwritten; trailing part will be left |
//| unchanged. So if on input XY = [[A,B],[C,D]], and result is |
//| [1,2], then on exit we will get XY = [[1,2],[C,D]]. This is |
//| done purposely to increase performance; if you want function |
//| to resize array according to result size, use function with |
//| same name and suffix 'I'. |
//| SEE ALSO |
//| * KDTreeQueryResultsX() X-values |
//| * KDTreeQueryResultsXY() X- and Y-values |
//| * KDTreeQueryResultsTags() tag values |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeQueryResultsDistances(CKDTree &kdt,
double &r[])
{
KDTreeTsQueryResultsDistances(kdt,kdt.m_innerbuf,r);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeQueryResultsDistances(CKDTree &kdt,
CRowDouble &r)
{
KDTreeTsQueryResultsDistances(kdt,kdt.m_innerbuf,r);
}
//+------------------------------------------------------------------+
//| X-values from last query associated with CKDTreeRequestBuffer |
//| object. |
//| INPUT PARAMETERS |
//| KDT - KD-tree |
//| Buf - request buffer object created for this particular |
//| instance of kd-tree structure. |
//| X - possibly pre-allocated buffer. If X is too small to|
//| store result, it is resized. If size(X) is enough |
//| to store result, it is left unchanged. |
//| OUTPUT PARAMETERS |
//| X - rows are filled with X-values |
//| NOTES |
//| 1. points are ordered by distance from the query point |
//| (first = closest) |
//| 2. if XY is larger than required to store result, only leading |
//| part will be overwritten; trailing part will be left |
//| unchanged. So if on input XY = [[A,B],[C,D]], and result is |
//| [1,2], then on exit we will get XY = [[1,2],[C,D]]. This is |
//| done purposely to increase performance; if you want function |
//| to resize array according to result size, use function with |
//| same name and suffix 'I'. |
//| SEE ALSO |
//| * KDTreeQueryResultsXY() X- and Y-values |
//| * KDTreeQueryResultsTags() tag values |
//| * KDTreeQueryResultsDistances() distances |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeTsQueryResultsX(CKDTree &kdt,
CKDTreeRequestBuffer &buf,
CMatrixDouble &x)
{
int k=0;
int i1_=0;
//--- check
if(buf.m_kcur==0)
return;
if((int)x.Rows()<buf.m_kcur || (int)x.Cols()<kdt.m_nx)
{
x.Resize(buf.m_kcur,kdt.m_nx);
}
k=buf.m_kcur;
for(int i=0; i<k; i++)
{
i1_=kdt.m_nx;
for(int i_=0; i_<kdt.m_nx; i_++)
x.Set(i,i_,kdt.m_xy[buf.m_idx[i]][i_+i1_]);
}
}
//+------------------------------------------------------------------+
//| X- and Y-values from last query associated with |
//| CKDTreeRequestBuffer object. |
//| INPUT PARAMETERS |
//| KDT - KD-tree |
//| Buf - request buffer object created for this particular |
//| instance of kd-tree structure. |
//| XY - possibly pre-allocated buffer. If XY is too small to |
//| store result, it is resized. If size(XY) is enough to |
//| store result, it is left unchanged. |
//| OUTPUT PARAMETERS |
//| XY - rows are filled with points: first NX columns with |
//| X-values, next NY columns - with Y-values. |
//| NOTES |
//| 1. points are ordered by distance from the query point |
//| (first = closest) |
//| 2. if XY is larger than required to store result, only leading |
//| part will be overwritten; trailing part will be left |
//| unchanged. So if on input XY = [[A,B],[C,D]], and result is |
//| [1,2], then on exit we will get XY = [[1,2],[C,D]]. This is |
//| done purposely to increase performance; if you want function |
//| to resize array according to result size, use function with |
//| same name and suffix 'I'. |
//| SEE ALSO |
//| * KDTreeQueryResultsX() X-values |
//| * KDTreeQueryResultsTags() tag values |
//| * KDTreeQueryResultsDistances() distances |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeTsQueryResultsXY(CKDTree &kdt,
CKDTreeRequestBuffer &buf,
CMatrixDouble &xy)
{
int k=0;
int i1_=0;
//--- check
if(buf.m_kcur==0)
return;
//--- check
if((int)xy.Rows()<buf.m_kcur || (int)xy.Cols()<(kdt.m_nx+kdt.m_ny))
xy.Resize(buf.m_kcur,kdt.m_nx+kdt.m_ny);
k=buf.m_kcur;
for(int i=0; i<k; i++)
{
i1_=kdt.m_nx;
for(int i_=0; i_<(kdt.m_nx+kdt.m_ny); i_++)
xy.Set(i,i_,kdt.m_xy[buf.m_idx[i]][i_+i1_]);
}
}
//+------------------------------------------------------------------+
//| Tags from last query associated with CKDTreeRequestBuffer object.|
//| This function retuns results stored in the internal buffer of |
//| kd-tree object. If you performed buffered requests (ones which |
//| use instances of CKDTreeRequestBuffer class), you should call |
//| buffered version of this function - KDTreeTsQueryResultsTags(). |
//| INPUT PARAMETERS |
//| KDT - KD-tree |
//| Buf - request buffer object created for this particular |
//| instance of kd-tree structure. |
//| Tags - possibly pre-allocated buffer. If X is too small to |
//| store result, it is resized. If size(X) is enough to |
//| store result, it is left unchanged. |
//| OUTPUT PARAMETERS |
//| Tags - filled with tags associated with points, or, when no |
//| tags were supplied, with zeros |
//| NOTES |
//| 1. points are ordered by distance from the query point (first = |
//| closest) |
//| 2. if XY is larger than required to store result, only leading |
//| part will be overwritten; trailing part will be left |
//| unchanged. So if on input XY = [[A,B],[C,D]], and result is |
//| [1,2], then on exit we will get XY = [[1,2],[C,D]]. This is |
//| done purposely to increase performance; if you want function |
//| to resize array according to result size, use function with |
//| same name and suffix 'I'. |
//| SEE ALSO |
//| * KDTreeQueryResultsX() X-values |
//| * KDTreeQueryResultsXY() X- and Y-values |
//| * KDTreeQueryResultsDistances() distances |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeTsQueryResultsTags(CKDTree &kdt,
CKDTreeRequestBuffer &buf,
int &tags[])
{
CRowInt Tags=tags;
KDTreeTsQueryResultsTags(kdt,buf,Tags);
Tags.ToArray(tags);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeTsQueryResultsTags(CKDTree &kdt,
CKDTreeRequestBuffer &buf,
CRowInt &tags)
{
int k=0;
//--- check
if(buf.m_kcur==0)
return;
if(CAp::Len(tags)<buf.m_kcur)
tags.Resize(buf.m_kcur);
k=buf.m_kcur;
for(int i=0; i<k; i++)
tags.Set(i,kdt.m_tags[buf.m_idx[i]]);
}
//+------------------------------------------------------------------+
//| Distances from last query associated with CKDTreeRequestBuffer |
//| object. |
//| This function retuns results stored in the internal buffer of |
//| kd-tree object. If you performed buffered requests (ones which |
//| use instances of CKDTreeRequestBuffer class), you should call |
//| buffered version of this function - |
//| KDTreeTsQueryResultsDistances(). |
//| INPUT PARAMETERS |
//| KDT - KD-tree |
//| Buf - request buffer object created for this particular |
//| instance of kd-tree structure. |
//| R - possibly pre-allocated buffer. If X is too small to |
//| store result, it is resized. If size(X) is enough to |
//| store result, it is left unchanged. |
//| OUTPUT PARAMETERS |
//| R - filled with distances (in corresponding norm) |
//| NOTES |
//| 1. points are ordered by distance from the query point (first = |
//| closest) |
//| 2. if XY is larger than required to store result, only leading |
//| part will be overwritten; trailing part will be left unchanged.|
//| So if on input XY = [[A,B],[C,D]], and result is [1,2], then on|
//| exit we will get XY = [[1,2],[C,D]]. This is done purposely to |
//| increase performance; if you want function to resize array |
//| according to result size, use function with same name and |
//| suffix 'I'. |
//| SEE ALSO |
//| * KDTreeQueryResultsX() X-values |
//| * KDTreeQueryResultsXY() X- and Y-values |
//| * KDTreeQueryResultsTags() tag values |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeTsQueryResultsDistances(CKDTree &kdt,
CKDTreeRequestBuffer &buf,
double &r[])
{
int i=0;
int k=0;
//--- check
if(buf.m_kcur==0)
return;
//--- check
if(CAp::Len(r)<buf.m_kcur)
if(!CAp::Assert(ArrayResize(r,buf.m_kcur),__FUNCTION__+": Errore resize buffer"))
return;
k=buf.m_kcur;
//--- unload norms
//--- Abs() call is used to handle cases with negative norms (generated during KFN requests)
switch(kdt.m_normtype)
{
case 0:
for(i=0; i<k; i++)
r[i]=MathAbs(buf.m_r[i]);
break;
case 1:
for(i=0; i<k; i++)
r[i]=MathAbs(buf.m_r[i]);
break;
case 2:
for(i=0; i<k; i++)
r[i]=MathSqrt(MathAbs(buf.m_r[i]));
break;
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeTsQueryResultsDistances(CKDTree &kdt,
CKDTreeRequestBuffer &buf,
CRowDouble &r)
{
//--- check
if(buf.m_kcur==0)
return;
//--- unload norms
//--- Abs() call is used to handle cases with negative norms (generated during KFN requests)
switch(kdt.m_normtype)
{
case 0:
r=buf.m_r.Abs()+0;
break;
case 1:
r=buf.m_r.Abs()+0;
break;
case 2:
r=MathSqrt(buf.m_r.Abs()+0);
break;
}
}
//+------------------------------------------------------------------+
//| X-values from last query; 'interactive' variant for languages |
//| like Python which support constructs like "X = |
//| KDTreeQueryResultsXI(KDT)" and interactive mode of interpreter. |
//| This function allocates new array on each call, so it is |
//| significantly slower than its 'non-interactive' counterpart, but |
//| it is more convenient when you call it from command line. |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeQueryResultsXI(CKDTree &kdt,CMatrixDouble &x)
{
//--- memory reset
x.Resize(0,0);
//--- function call
KDTreeQueryResultsX(kdt,x);
}
//+------------------------------------------------------------------+
//| XY-values from last query; 'interactive' variant for languages |
//| like Python which support constructs like "XY = |
//| KDTreeQueryResultsXYI(KDT)" and interactive mode of interpreter. |
//| This function allocates new array on each call, so it is |
//| significantly slower than its 'non-interactive' counterpart, but |
//| it is more convenient when you call it from command line. |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeQueryResultsXYI(CKDTree &kdt,CMatrixDouble &xy)
{
//--- memory reset
xy.Resize(0,0);
//--- function call
KDTreeQueryResultsXY(kdt,xy);
}
//+------------------------------------------------------------------+
//| Tags from last query; 'interactive' variant for languages like |
//| Python which support constructs like "Tags = |
//| KDTreeQueryResultsTagsI(KDT)" and interactive mode of |
//| interpreter. |
//| This function allocates new array on each call, so it is |
//| significantly slower than its 'non-interactive' counterpart, but |
//| it is more convenient when you call it from command line. |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeQueryResultsTagsI(CKDTree &kdt,
int &tags[])
{
//--- memory reset
ArrayResizeAL(tags,0);
//--- function call
KDTreeQueryResultsTags(kdt,tags);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeQueryResultsTagsI(CKDTree &kdt,
CRowInt &tags)
{
//--- memory reset
tags.Resize(0);
//--- function call
KDTreeQueryResultsTags(kdt,tags);
}
//+------------------------------------------------------------------+
//| Distances from last query; 'interactive' variant for languages |
//| like Python which support constructs like "R = |
//| KDTreeQueryResultsDistancesI(KDT)" and interactive mode of |
//| interpreter. |
//| This function allocates new array on each call, so it is |
//| significantly slower than its 'non-interactive' counterpart, but |
//| it is more convenient when you call it from command line. |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeQueryResultsDistancesI(CKDTree &kdt,
double &r[])
{
//--- memory reset
ArrayResize(r,0);
//--- function call
KDTreeQueryResultsDistances(kdt,r);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeQueryResultsDistancesI(CKDTree &kdt,
CRowDouble &r)
{
//--- memory reset
r.Resize(0);
//--- function call
KDTreeQueryResultsDistances(kdt,r);
}
//+------------------------------------------------------------------+
//| It is informational function which returns bounding box for |
//| entire dataset. |
//| This function is not visible to ALGLIB users, only ALGLIB itself |
//| may use it. |
//| This function assumes that output buffers are preallocated by |
//| caller. |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeExploreBox(CKDTree &kdt,
CRowDouble &boxmin,
CRowDouble &boxmax)
{
boxmin=kdt.m_boxmin;
boxmax=kdt.m_boxmax;
}
//+------------------------------------------------------------------+
//| It is informational function which allows to get information |
//| about node type. Node index is given by integer value, with 0 |
//| corresponding to root node and other node indexes obtained via |
//| exploration. |
//| You should not expect that serialization/unserialization will |
//| retain node indexes. You should keep in mind that future versions|
//| of ALGLIB may introduce new node types. |
//| OUTPUT VALUES: |
//| NodeType - node type: |
//| * 0 corresponds to leaf node, which can be explored by|
//| KDTreeExploreLeaf() function |
//| * 1 corresponds to split node, which can be explored |
//| by KDTreeExploreSplit() function |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeExploreNodeType(CKDTree &kdt,
int node,
int &nodetype)
{
nodetype=0;
//--- check
if(!CAp::Assert(node>=0,__FUNCTION__+": incorrect node"))
return;
//--- check
if(!CAp::Assert(node<kdt.m_nodes.Size(),__FUNCTION__+": incorrect node"))
return;
//--- check
if(kdt.m_nodes[node]>0)
{
//--- Leaf node
nodetype=0;
return;
}
if(kdt.m_nodes[node]==0)
{
//--- Split node
nodetype=1;
return;
}
//--- check
if(!CAp::Assert(false,__FUNCTION__+": integrity check failure"))
return;
}
//+------------------------------------------------------------------+
//| It is informational function which allows to get information |
//| about leaf node. Node index is given by integer value, with 0 |
//| corresponding to root node and other node indexes obtained via |
//| exploration. |
//| You should not expect that serialization/unserialization will |
//| retain node indexes. You should keep in mind that future versions|
//| of ALGLIB may introduce new node types. |
//| OUTPUT VALUES: |
//| XT - output buffer is reallocated (if too small) and filled by|
//| XY values |
//| K - number of rows in XY |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeExploreLeaf(CKDTree &kdt,
int node,
CMatrixDouble &xy,
int &k)
{
int offs=0;
k=0;
//--- check
if(!CAp::Assert(node>=0,__FUNCTION__+": incorrect node index"))
return;
//--- check
if(!CAp::Assert(node+1<kdt.m_nodes.Size(),__FUNCTION__+": incorrect node index"))
return;
//--- check
if(!CAp::Assert(kdt.m_nodes[node]>0,__FUNCTION__+": incorrect node index"))
return;
k=kdt.m_nodes[node];
offs=kdt.m_nodes[node+1];
//--- check
if(!CAp::Assert(offs>=0,__FUNCTION__+": integrity error"))
return;
//--- check
if(!CAp::Assert((offs+k-1)<(int)CAp::Rows(kdt.m_xy),__FUNCTION__+": integrity error"))
return;
CApServ::RMatrixSetLengthAtLeast(xy,k,kdt.m_nx+kdt.m_ny);
for(int i=0; i<k; i++)
for(int j=0; j<(kdt.m_nx+kdt.m_ny); j++)
xy.Set(i,j,kdt.m_xy[offs+i][kdt.m_nx+j]);
}
//+------------------------------------------------------------------+
//| It is informational function which allows to get information |
//| about split node. Node index is given by integer value, with 0 |
//| corresponding to root node and other node indexes obtained via |
//| exploration. |
//| You should not expect that serialization/unserialization will |
//| retain node indexes. You should keep in mind that future versions|
//| of ALGLIB may introduce new node types. |
//| OUTPUT VALUES: |
//| XT - output buffer is reallocated (if too small) and filled by|
//| XY values |
//| K - number of rows in XY |
//| |
//| Nodes[idx+1]=dim dimension to split |
//| Nodes[idx+2]=offs offset of splitting point in Splits[] |
//| Nodes[idx+3]=left position of left child in Nodes[] |
//| Nodes[idx+4]=right position of right child in Nodes[] |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeExploreSplit(CKDTree &kdt,
int node,
int &d,
double &s,
int &nodele,
int &nodege)
{
//--- init variables
d=0;
s=0;
nodele=0;
nodege=0;
//--- check
if(!CAp::Assert(node>=0,__FUNCTION__+": incorrect node index"))
return;
//--- check
if(!CAp::Assert(node+4<kdt.m_nodes.Size(),__FUNCTION__+": incorrect node index"))
return;
//--- check
if(!CAp::Assert(kdt.m_nodes[node]==0,__FUNCTION__+": incorrect node index"))
return;
d=kdt.m_nodes[node+1];
s=kdt.m_splits[kdt.m_nodes[node+2]];
nodele=kdt.m_nodes[node+3];
nodege=kdt.m_nodes[node+4];
//--- check
if(!CAp::Assert(d>=0,__FUNCTION__+": integrity failure"))
return;
//--- check
if(!CAp::Assert(d<kdt.m_nx,__FUNCTION__+": integrity failure"))
return;
//--- check
if(!CAp::Assert(CMath::IsFinite(s),__FUNCTION__+": integrity failure"))
return;
//--- check
if(!CAp::Assert(nodele>=0,__FUNCTION__+": integrity failure"))
return;
//--- check
if(!CAp::Assert(nodele<kdt.m_nodes.Size(),__FUNCTION__+": integrity failure"))
return;
//--- check
if(!CAp::Assert(nodege>=0,__FUNCTION__+": integrity failure"))
return;
//--- check
if(!CAp::Assert(nodege<kdt.m_nodes.Size(),"KDTreeExploreSplit: integrity failure"))
return;
}
//+------------------------------------------------------------------+
//| Serializer: allocation |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeAlloc(CSerializer &s,CKDTree &tree)
{
//--- Header
s.Alloc_Entry();
s.Alloc_Entry();
//--- Data
s.Alloc_Entry();
s.Alloc_Entry();
s.Alloc_Entry();
s.Alloc_Entry();
//--- allocation
CApServ::AllocRealMatrix(s,tree.m_xy,-1,-1);
CApServ::AllocIntegerArray(s,tree.m_tags,-1);
CApServ::AllocRealArray(s,tree.m_boxmin,-1);
CApServ::AllocRealArray(s,tree.m_boxmax,-1);
CApServ::AllocIntegerArray(s,tree.m_nodes,-1);
CApServ::AllocRealArray(s,tree.m_splits,-1);
}
//+------------------------------------------------------------------+
//| Serializer: serialization |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeSerialize(CSerializer &s,CKDTree &tree)
{
//--- Header
s.Serialize_Int(CSCodes::GetKDTreeSerializationCode());
s.Serialize_Int(m_kdtreefirstversion);
//--- Data
s.Serialize_Int(tree.m_n);
s.Serialize_Int(tree.m_nx);
s.Serialize_Int(tree.m_ny);
s.Serialize_Int(tree.m_normtype);
//--- serialization
CApServ::SerializeRealMatrix(s,tree.m_xy,-1,-1);
CApServ::SerializeIntegerArray(s,tree.m_tags,-1);
CApServ::SerializeRealArray(s,tree.m_boxmin,-1);
CApServ::SerializeRealArray(s,tree.m_boxmax,-1);
CApServ::SerializeIntegerArray(s,tree.m_nodes,-1);
CApServ::SerializeRealArray(s,tree.m_splits,-1);
}
//+------------------------------------------------------------------+
//| Serializer: unserialization |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeUnserialize(CSerializer &s,CKDTree &tree)
{
//--- check correctness of header
int i0=s.Unserialize_Int();
//--- check
if(!CAp::Assert(i0==CSCodes::GetKDTreeSerializationCode(),__FUNCTION__+": stream header corrupted"))
return;
int i1=s.Unserialize_Int();
//--- check
if(!CAp::Assert(i1==m_kdtreefirstversion,__FUNCTION__+": stream header corrupted"))
return;
//--- Unserialize data
tree.m_n=s.Unserialize_Int();
tree.m_nx=s.Unserialize_Int();
tree.m_ny=s.Unserialize_Int();
tree.m_normtype=s.Unserialize_Int();
//--- unserializetion
CApServ::UnserializeRealMatrix(s,tree.m_xy);
CApServ::UnserializeIntegerArray(s,tree.m_tags);
CApServ::UnserializeRealArray(s,tree.m_boxmin);
CApServ::UnserializeRealArray(s,tree.m_boxmax);
CApServ::UnserializeIntegerArray(s,tree.m_nodes);
CApServ::UnserializeRealArray(s,tree.m_splits);
//--- function call
KDTreeCreateRequestBuffer(tree,tree.m_innerbuf);
}
//+------------------------------------------------------------------+
//| R-NN query: all points within R-sphere centered at X, using |
//| external thread-local buffer, sorted by distance between point |
//| and X (by ascending) |
//| You can call this function from multiple threads for same kd-tree|
//| instance, assuming that different instances of buffer object are |
//| passed to different threads. |
//| NOTE: it is also possible to perform undordered queries performed|
//| by means of KDTreeQueryRNNU() and KDTreeTsQueryRNNU() |
//| functions. Such queries are faster because we do not have |
//| to use heap structure for sorting. |
//| INPUT PARAMETERS |
//| KDT - KD-tree |
//| Buf - request buffer object created for this particular |
//| instance of kd-tree structure with |
//| KDTreeCreateRequestBuffer() function. |
//| X - point, array[0..NX-1]. |
//| R - radius of sphere (in corresponding norm), R>0 |
//| SelfMatch - whether self-matches are allowed: |
//| * if True, nearest neighbor may be the point itself (if |
//| it exists in original dataset) |
//| * if False, then only points with non-zero distance are |
//| returned |
//| * if not given, considered True |
//| RESULT |
//| number of neighbors found, >=0 |
//| This subroutine performs query and stores its result in the |
//| internal structures of the buffer object. You can use following |
//| subroutines to obtain these results (pay attention to "buf" in |
//| their names): |
//| * KDTreeTsQueryResultsX() to get X-values |
//| * KDTreeTsQueryResultsXY() to get X- and Y-values |
//| * KDTreeTsQueryResultsTags() to get tag values |
//| * KDTreeTsQueryResultsDistances() to get distances |
//| IMPORTANT: kd-tree buffer should be used only with KD-tree object|
//| which was used to initialize buffer. Any attempt to |
//| use biffer with different object is dangerous - you |
//| may get integrity check failure (exception) because |
//| sizes of internal arrays do not fit to dimensions of |
//| KD-tree structure. |
//+------------------------------------------------------------------+
int CNearestNeighbor::TsQueryRNN(CKDTree &kdt,
CKDTreeRequestBuffer &buf,
CRowDouble &x,
double r,
bool selfmatch=true,
bool orderedbydist=true)
{
int result=0;
int i=0;
int j=0;
//--- Handle special case: KDT.N=0
if(kdt.m_n==0)
{
buf.m_kcur=0;
return(0);
}
//--- Check consistency of request buffer
CheckRequestBufferConsistency(kdt,buf);
//--- Prepare parameters
buf.m_kneeded=0;
if(kdt.m_normtype!=2)
buf.m_rneeded=r;
else
buf.m_rneeded=CMath::Sqr(r);
buf.m_selfmatch=selfmatch;
buf.m_approxf=1;
buf.m_kcur=0;
//--- calculate distance from point to current bounding box
KDTreeInitBox(kdt,x,buf);
//--- call recursive search
//--- results are returned as heap
KDTreeQueryNNRec(kdt,buf,0);
result=buf.m_kcur;
//--- pop from heap to generate ordered representation
//--- last element is not pop'ed because it is already in its place
if(orderedbydist)
{
j=buf.m_kcur;
for(i=buf.m_kcur; i>=2; i--)
CTSort::TagHeapPopI(buf.m_r,buf.m_idx,j);
}
return(result);
}
//+------------------------------------------------------------------+
//| Rearranges nodes [I1,I2) using partition in D-th dimension with |
//| S as threshold. Returns split position I3: [I1,I3) and [I3,I2) |
//| are created as result. |
//| This subroutine doesn't create tree structures, just rearranges |
//| nodes. |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeSplit(CKDTree &kdt,const int i1,
const int i2,const int d,
const double s,int &i3)
{
int ileft=0;
int iright=0;
double v=0;
//--- initialization
i3=0;
//--- split XY/Tags in two parts:
//--- * [ILeft,IRight] is non-processed part of XY/Tags
//--- After cycle is done, we have Ileft=IRight. We deal with
//--- this element separately.
//--- After this, [I1,ILeft) contains left part, and [ILeft,I2)
//--- contains right part.
ileft=i1;
iright=i2-1;
while(ileft<iright)
{
//--- check
if(kdt.m_xy.Get(ileft,d)<=s)
{
//--- XY[ILeft] is on its place.
//--- Advance ILeft.
ileft=ileft+1;
}
else
{
//--- XY[ILeft,..] must be at IRight.
//--- Swap and advance IRight.
kdt.m_xy.SwapRows(ileft,iright);
//--- change values
kdt.m_tags.Swap(ileft,iright);
iright--;
}
}
//--- check
if(kdt.m_xy.Get(ileft,d)<=s)
ileft++;
//--- get result
i3=ileft;
}
//+------------------------------------------------------------------+
//| Recursive kd-tree generation subroutine. |
//| PARAMETERS |
//| KDT tree |
//| NodesOffs unused part of Nodes[] which must be filled by |
//| tree |
//| SplitsOffs unused part of Splits[] |
//| I1, I2 points from [I1,I2) are processed |
//| NodesOffs[] and SplitsOffs[] must be large enough. |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeGenerateTreeRec(CKDTree &kdt,int &nodesoffs,
int &splitsoffs,const int i1,
const int i2,const int maxleafsize)
{
//--- create variables
int n=0;
int nx=0;
int ny=0;
int i=0;
int j=0;
int oldoffs=0;
int i3=0;
int cntless=0;
int cntgreater=0;
double minv=0;
double maxv=0;
int minidx=0;
int maxidx=0;
int d=0;
double ds=0;
double s=0;
double v=0;
int i_=0;
int i1_=0;
//--- check
if(!CAp::Assert(kdt.m_n>0,__FUNCTION__+": internal error"))
return;
//--- check
if(!CAp::Assert(i2>i1,__FUNCTION__+": internal error"))
return;
//--- Generate leaf if needed
if(i2-i1<=maxleafsize)
{
kdt.m_nodes.Set(nodesoffs+0,i2-i1);
kdt.m_nodes.Set(nodesoffs+1,i1);
nodesoffs=nodesoffs+2;
//--- exit the function
return;
}
//--- Load values for easier access
nx=kdt.m_nx;
ny=kdt.m_ny;
//--- select dimension to split:
//--- * D is a dimension number
//--- In case bounding box has zero size, we enforce creation of the leaf node.
d=0;
ds=kdt.m_innerbuf.m_curboxmax[0]-kdt.m_innerbuf.m_curboxmin[0];
for(i=1; i<nx; i++)
{
v=kdt.m_innerbuf.m_curboxmax[i]-kdt.m_innerbuf.m_curboxmin[i];
//--- check
if(v>ds)
{
ds=v;
d=i;
}
}
if((double)(ds)==0.0)
{
kdt.m_nodes.Set(nodesoffs+0,i2-i1);
kdt.m_nodes.Set(nodesoffs+1,i1);
nodesoffs=nodesoffs+2;
return;
}
//--- Select split position S using sliding midpoint rule,
//--- rearrange points into [I1,I3) and [I3,I2)
s=kdt.m_innerbuf.m_curboxmin[d]+0.5*ds;
i1_=i1;
for(i_=0; i_<i2-i1; i_++)
kdt.m_innerbuf.m_buf.Set(i_,kdt.m_xy.Get(i_+i1_,d));
//--- change values
n=i2-i1;
cntless=0;
cntgreater=0;
minv=kdt.m_innerbuf.m_buf[0];
maxv=kdt.m_innerbuf.m_buf[0];
minidx=i1;
maxidx=i1;
for(i=0; i<n; i++)
{
v=kdt.m_innerbuf.m_buf[i];
//--- check
if(v<minv)
{
minv=v;
minidx=i1+i;
}
//--- check
if(v>maxv)
{
maxv=v;
maxidx=i1+i;
}
//--- check
if(v<s)
cntless=cntless+1;
//--- check
if(v>s)
cntgreater=cntgreater+1;
}
//--- check
if(minv==maxv)
{
//--- In case all points has same value of D-th component
//--- (MinV=MaxV) we enforce D-th dimension of bounding
//--- box to become exactly zero and repeat tree construction.
double v0=kdt.m_innerbuf.m_curboxmin[d];
double v1=kdt.m_innerbuf.m_curboxmax[d];
kdt.m_innerbuf.m_curboxmin.Set(d,minv);
kdt.m_innerbuf.m_curboxmax.Set(d,maxv);
KDTreeGenerateTreeRec(kdt,nodesoffs,splitsoffs,i1,i2,maxleafsize);
kdt.m_innerbuf.m_curboxmin.Set(d,v0);
kdt.m_innerbuf.m_curboxmax.Set(d,v1);
return;
}
//--- check
if(cntless>0 && cntgreater>0)
{
//--- normal midpoint split
KDTreeSplit(kdt,i1,i2,d,s,i3);
}
else
{
//--- sliding midpoint
if(cntless==0)
{
//--- 1. move split to MinV,
//--- 2. place one point to the left bin (move to I1),
//--- others - to the right bin
s=minv;
//--- check
if(minidx!=i1)
{
for(i=0; i<(2*kdt.m_nx+kdt.m_ny); i++)
{
v=kdt.m_xy[minidx][i];
kdt.m_xy.Set(minidx,i,kdt.m_xy[i1][i]);
kdt.m_xy.Set(i1,i,v);
}
//--- change values
kdt.m_tags.Swap(minidx,i1);
}
i3=i1+1;
}
else
{
//--- 1. move split to MaxV,
//--- 2. place one point to the right bin (move to I2-1),
//--- others - to the left bin
s=maxv;
//--- check
if(maxidx!=i2-1)
{
for(i=0; i<(2*kdt.m_nx+kdt.m_ny); i++)
{
v=kdt.m_xy[maxidx][i];
kdt.m_xy.Set(maxidx,i,kdt.m_xy[i2-1][i]);
kdt.m_xy.Set(i2-1,i,v);
}
//--- change values
kdt.m_tags.Swap(maxidx,i2-1);
}
i3=i2-1;
}
}
//--- Generate 'split' node
kdt.m_nodes.Set(nodesoffs,0);
kdt.m_nodes.Set(nodesoffs+1,d);
kdt.m_nodes.Set(nodesoffs+2,splitsoffs);
kdt.m_splits.Set(splitsoffs,s);
oldoffs=nodesoffs;
nodesoffs+=m_splitnodesize;
splitsoffs ++;
//--- Recirsive generation:
//--- * update CurBox
//--- * call subroutine
//--- * restore CurBox
kdt.m_nodes.Set(oldoffs+3,nodesoffs);
v=kdt.m_innerbuf.m_curboxmax[d];
kdt.m_innerbuf.m_curboxmax.Set(d,s);
//--- function call
KDTreeGenerateTreeRec(kdt,nodesoffs,splitsoffs,i1,i3,maxleafsize);
kdt.m_innerbuf.m_curboxmax.Set(d,v);
kdt.m_nodes.Set(oldoffs+4,nodesoffs);
v=kdt.m_innerbuf.m_curboxmin[d];
kdt.m_innerbuf.m_curboxmin.Set(d,s);
//--- function call
KDTreeGenerateTreeRec(kdt,nodesoffs,splitsoffs,i3,i2,maxleafsize);
kdt.m_innerbuf.m_curboxmin.Set(d,v);
//--- Zero-fill unused portions of the node (avoid false warnings by Valgrind
//--- about attempt to serialize uninitialized values)
CAp::Assert(CNearestNeighbor::m_splitnodesize==6,__FUNCTION__+": node size has unexpectedly changed");
kdt.m_nodes.Set(oldoffs+5,0);
}
//+------------------------------------------------------------------+
//| Recursive subroutine for NN queries. |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeQueryNNRec(CKDTree &kdt,const int offs)
{
KDTreeQueryNNRec(kdt,kdt.m_innerbuf,offs);
}
//+------------------------------------------------------------------+
//| Recursive subroutine for NN queries. |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeQueryNNRec(CKDTree &kdt,CKDTreeRequestBuffer &buf,const int offs)
{
//--- create variables
double ptdist=0;
int i=0;
int j=0;
int nx=0;
int i1=0;
int i2=0;
int d=0;
double s=0;
double v=0;
double t1=0;
int childbestoffs=0;
int childworstoffs=0;
int childoffs=0;
double prevdist=0;
bool todive;
bool bestisleft;
bool updatemin;
//--- check
if(!CAp::Assert(kdt.m_n>0,__FUNCTION__+": internal error"))
return;
//--- Leaf node.
//--- Process points.
if(kdt.m_nodes[offs]>0)
{
i1=kdt.m_nodes[offs+1];
i2=i1+kdt.m_nodes[offs];
for(i=i1; i<i2; i++)
{
//--- Calculate distance
ptdist=0;
nx=kdt.m_nx;
//--- check
switch(kdt.m_normtype)
{
case 0:
for(j=0; j<nx; j++)
ptdist=MathMax(ptdist,MathAbs(kdt.m_xy[i][j]-buf.m_x[j]));
break;
case 1:
for(j=0; j<nx; j++)
ptdist=ptdist+MathAbs(kdt.m_xy[i][j]-buf.m_x[j]);
break;
case 2:
for(j=0; j<nx; j++)
ptdist=ptdist+CMath::Sqr(kdt.m_xy[i][j]-buf.m_x[j]);
break;
}
//--- Skip points with zero distance if self-matches are turned off
if(ptdist==0.0 && !buf.m_selfmatch)
continue;
//--- We CAN'T process point if R-criterion isn't satisfied,
//--- i.e. (RNeeded<>0) AND (PtDist>R).
if(buf.m_rneeded==0.0 || ptdist<=buf.m_rneeded)
{
//--- R-criterion is satisfied, we must either:
//--- * replace worst point, if (KNeeded<>0) AND (KCur=KNeeded)
//--- (or skip, if worst point is better)
//--- * add point without replacement otherwise
if(buf.m_kcur<buf.m_kneeded || buf.m_kneeded==0)
{
//--- add current point to heap without replacement
CTSort::TagHeapPushI(buf.m_r,buf.m_idx,buf.m_kcur,ptdist,i);
}
else
{
//--- New points are added or not, depending on their distance.
//--- If added, they replace element at the top of the heap
if(ptdist<(double)(buf.m_r[0]))
{
//--- check
if(buf.m_kneeded==1)
{
buf.m_idx.Set(0,i);
buf.m_r.Set(0,ptdist);
}
else
CTSort::TagHeapReplaceTopI(buf.m_r,buf.m_idx,buf.m_kneeded,ptdist,i);
}
}
}
}
//--- exit the function
return;
}
//--- Simple split
if(kdt.m_nodes[offs]==0)
{
//--- Load:
//--- * D dimension to split
//--- * S split position
d=kdt.m_nodes[offs+1];
s=kdt.m_splits[kdt.m_nodes[offs+2]];
//--- Calculate:
//--- * ChildBestOffs child box with best chances
//--- * ChildWorstOffs child box with worst chances
if(buf.m_x[d]<=s)
{
childbestoffs=kdt.m_nodes[offs+3];
childworstoffs=kdt.m_nodes[offs+4];
bestisleft=true;
}
else
{
childbestoffs=kdt.m_nodes[offs+4];
childworstoffs=kdt.m_nodes[offs+3];
bestisleft=false;
}
//--- Navigate through childs
for(i=0; i<=1; i++)
{
//--- Select child to process:
//--- * ChildOffs current child offset in Nodes[]
//--- * UpdateMin whether minimum or maximum value
//--- of bounding box is changed on update
if(i==0)
{
childoffs=childbestoffs;
updatemin=!bestisleft;
}
else
{
updatemin=bestisleft;
childoffs=childworstoffs;
}
//--- Update bounding box and current distance
if(updatemin)
{
prevdist=buf.m_curdist;
t1=buf.m_x[d];
v=buf.m_curboxmin[d];
//--- check
if(t1<=s)
//--- check
switch(kdt.m_normtype)
{
case 0:
buf.m_curdist=MathMax(buf.m_curdist,s-t1);
break;
case 1:
buf.m_curdist=buf.m_curdist-MathMax(v-t1,0)+s-t1;
break;
case 2:
buf.m_curdist=buf.m_curdist-CMath::Sqr(MathMax(v-t1,0))+CMath::Sqr(s-t1);
break;
}
buf.m_curboxmin.Set(d,s);
}
else
{
prevdist=buf.m_curdist;
t1=buf.m_x[d];
v=buf.m_curboxmax[d];
//--- check
if(t1>=s)
switch(kdt.m_normtype)
{
case 0:
buf.m_curdist=MathMax(buf.m_curdist,t1-s);
break;
case 1:
buf.m_curdist=buf.m_curdist-MathMax(t1-v,0)+t1-s;
break;
case 2:
buf.m_curdist=buf.m_curdist-CMath::Sqr(MathMax(t1-v,0))+CMath::Sqr(t1-s);
break;
}
buf.m_curboxmax.Set(d,s);
}
//--- Decide: to dive into cell or not to dive
if(buf.m_rneeded!=0.0 && buf.m_curdist>buf.m_rneeded)
todive=false;
else
{
//--- check
if(buf.m_kcur<buf.m_kneeded || buf.m_kneeded==0)
{
//--- KCur<KNeeded (i.e. not all points are found)
todive=true;
}
else
{
//--- KCur=KNeeded,decide to dive or not to dive
//--- using point position relative to bounding box.
todive=buf.m_curdist<=(double)(buf.m_r[0]*buf.m_approxf);
}
}
//--- check
if(todive)
KDTreeQueryNNRec(kdt,buf,childoffs);
//--- Restore bounding box and distance
if(updatemin)
buf.m_curboxmin.Set(d,v);
else
buf.m_curboxmax.Set(d,v);
buf.m_curdist=prevdist;
}
//--- exit the function
return;
}
}
//+------------------------------------------------------------------+
//| Recursive subroutine for box queries. |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeQueryBoxRec(CKDTree &kdt,
CKDTreeRequestBuffer &buf,
int offs)
{
//--- create variables
bool inbox=false;
int nx=0;
int i1=0;
int i2=0;
int i=0;
int j=0;
int d=0;
double s=0;
double v=0;
//--- check
if(!CAp::Assert(kdt.m_n>0,__FUNCTION__+": internal error"))
return;
nx=kdt.m_nx;
//--- Check that intersection of query box with bounding box is non-empty.
//--- This check is performed once for Offs=0 (tree root).
if(offs==0)
{
for(j=0; j<nx; j++)
{
if(buf.m_boxmin[j]>buf.m_curboxmax[j])
return;
if(buf.m_boxmax[j]<buf.m_curboxmin[j])
return;
}
}
//--- Leaf node.
//--- Process points.
if(kdt.m_nodes[offs]>0)
{
i1=kdt.m_nodes[offs+1];
i2=i1+kdt.m_nodes[offs];
for(i=i1; i<i2; i++)
{
//--- Check whether point is in box or not
inbox=true;
for(j=0; j<nx; j++)
{
inbox=inbox && (kdt.m_xy[i][j]>=buf.m_boxmin[j]);
inbox=inbox && (kdt.m_xy[i][j]<=buf.m_boxmax[j]);
}
if(!inbox)
continue;
//--- Add point to unordered list
buf.m_r.Set(buf.m_kcur,0.0);
buf.m_idx.Set(buf.m_kcur,i);
buf.m_kcur++;
}
return;
}
//--- Simple split
if(kdt.m_nodes[offs]==0)
{
//--- Load:
//--- * D dimension to split
//--- * S split position
d=kdt.m_nodes[offs+1];
s=kdt.m_splits[kdt.m_nodes[offs+2]];
//--- Check lower split (S is upper bound of new bounding box)
if(s>=buf.m_boxmin[d])
{
v=buf.m_curboxmax[d];
buf.m_curboxmax.Set(d,s);
KDTreeQueryBoxRec(kdt,buf,kdt.m_nodes[offs+3]);
buf.m_curboxmax.Set(d,v);
}
//--- Check upper split (S is lower bound of new bounding box)
if(s<=buf.m_boxmax[d])
{
v=buf.m_curboxmin[d];
buf.m_curboxmin.Set(d,s);
KDTreeQueryBoxRec(kdt,buf,kdt.m_nodes[offs+4]);
buf.m_curboxmin.Set(d,v);
}
return;
}
}
//+------------------------------------------------------------------+
//| Copies X[] to KDT.X[] |
//| Loads distance from X[] to bounding box. |
//| Initializes CurBox[]. |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeInitBox(CKDTree&kdt,CRowDouble &x,
CKDTreeRequestBuffer&buf)
{
int i=0;
double vx=0;
double vmin=0;
double vmax=0;
//--- check
if(!CAp::Assert(kdt.m_n>0,__FUNCTION__+": Internal error"))
return;
//--- calculate distance from point to current bounding box
buf.m_curdist=0;
if(kdt.m_normtype==0)
{
for(i=0; i<kdt.m_nx; i++)
{
vx=x[i];
vmin=kdt.m_boxmin[i];
vmax=kdt.m_boxmax[i];
buf.m_x.Set(i,vx);
buf.m_curboxmin.Set(i,vmin);
buf.m_curboxmax.Set(i,vmax);
//--- check
if(vx<vmin)
buf.m_curdist=MathMax(buf.m_curdist,vmin-vx);
else
{
//--- check
if(vx>vmax)
buf.m_curdist=MathMax(buf.m_curdist,vx-vmax);
}
}
}
//--- check
if(kdt.m_normtype==1)
{
for(i=0; i<kdt.m_nx; i++)
{
vx=x[i];
vmin=kdt.m_boxmin[i];
vmax=kdt.m_boxmax[i];
buf.m_x.Set(i,vx);
buf.m_curboxmin.Set(i,vmin);
buf.m_curboxmax.Set(i,vmax);
//--- check
if(vx<vmin)
buf.m_curdist=buf.m_curdist+vmin-vx;
else
{
//--- check
if(vx>vmax)
buf.m_curdist=buf.m_curdist+vx-vmax;
}
}
}
//--- check
if(kdt.m_normtype==2)
{
for(i=0; i<kdt.m_nx; i++)
{
vx=x[i];
vmin=kdt.m_boxmin[i];
vmax=kdt.m_boxmax[i];
buf.m_x.Set(i,vx);
buf.m_curboxmin.Set(i,vmin);
buf.m_curboxmax.Set(i,vmax);
//--- check
if(vx<vmin)
buf.m_curdist=buf.m_curdist+CMath::Sqr(vmin-vx);
else
{
//--- check
if(vx>vmax)
buf.m_curdist=buf.m_curdist+CMath::Sqr(vx-vmax);
}
}
}
}
//+------------------------------------------------------------------+
//| This function allocates all dataset-independent array fields of |
//| KDTree, i.e. such array fields that their dimensions do not |
//| depend on dataset size. |
//| This function do not sets KDT.NX or KDT.NY - it just allocates |
//| arrays |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeAllocDataSetIndependent(CKDTree&kdt,
const int nx,
const int ny)
{
//--- check
if(!CAp::Assert(kdt.m_n>0,__FUNCTION__+": internal error"))
return;
//--- allocation
kdt.m_boxmin.Resize(nx);
kdt.m_boxmax.Resize(nx);
}
//+------------------------------------------------------------------+
//| This function allocates all dataset-dependent array fields of |
//| KDTree, i.e. such array fields that their dimensions depend on |
//| dataset size. |
//| This function do not sets KDT.N, KDT.NX or KDT.NY - |
//| it just allocates arrays. |
//+------------------------------------------------------------------+
void CNearestNeighbor::KDTreeAllocDataSetDependent(CKDTree&kdt,
const int n,
const int nx,
const int ny)
{
//--- check
if(!CAp::Assert(n>0,__FUNCTION__+": internal error"))
return;
//--- allocation
kdt.m_xy.Resize(n,2*nx+ny);
kdt.m_tags.Resize(n);
kdt.m_nodes.Resize(m_splitnodesize*2*n);
kdt.m_splits.Resize(2*n);
}
//+------------------------------------------------------------------+
//| This function checks consistency of request buffer structure with|
//| dimensions of kd-tree object. |
//+------------------------------------------------------------------+
bool CNearestNeighbor::CheckRequestBufferConsistency(CKDTree&kdt,CKDTreeRequestBuffer&buf)
{
if(!CAp::Assert((int)buf.m_x.Size()>=kdt.m_nx,__FUNCTION__+": dimensions of CKDTreeRequestBuffer are inconsistent with CKDTree structure"))
return(false);
if(!CAp::Assert(CAp::Len(buf.m_idx)>=kdt.m_n,__FUNCTION__+": dimensions of CKDTreeRequestBuffer are inconsistent with CKDTree structure"))
return(false);
if(!CAp::Assert((int)buf.m_r.Size()>=kdt.m_n,__FUNCTION__+": dimensions of CKDTreeRequestBuffer are inconsistent with CKDTree structure"))
return(false);
if(!CAp::Assert((int)buf.m_buf.Size()>=MathMax(kdt.m_n,kdt.m_nx),__FUNCTION__+": dimensions of CKDTreeRequestBuffer are inconsistent with CKDTree structure"))
return(false);
if(!CAp::Assert((int)buf.m_curboxmin.Size()>=kdt.m_nx,__FUNCTION__+": dimensions of CKDTreeRequestBuffer are inconsistent with CKDTree structure"))
return(false);
if(!CAp::Assert((int)buf.m_curboxmax.Size()>=kdt.m_nx,__FUNCTION__+": dimensions of CKDTreeRequestBuffer are inconsistent with CKDTree structure"))
return(false);
return(true);
}
//+------------------------------------------------------------------+
Reference in a new issueCopy permalink