469 lines
16 KiB
Go
469 lines
16 KiB
Go
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// Copyright (c) 2026 Petr Balvín <opensource@petrbalvin.org> (https://petrbalvin.org)
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// SPDX-License-Identifier: MIT
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package signal
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import (
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"math"
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"sourcedock.dev/petrbalvin/tensor/internal/base"
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"sourcedock.dev/petrbalvin/tensor/internal/core"
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)
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// Spectral solution of the Poisson equation on a rectangle with
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// homogeneous boundary data. The sine basis vanishes on the boundary
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// and diagonalises −Δ for Dirichlet data; the cosine basis has zero
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// slope there and does the same for Neumann. Both solves run one
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// separable transform pair per axis and one division per mode, and
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// both refuse the inputs the mathematics refuses: nonzero-mean
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// sources for Neumann, exactly as the periodic solve does.
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// poissonRect validates the shared rectangle arguments and returns
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// the grid shape and spacings.
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func poissonRect(name string, f *core.Array, lx, ly float64) (rows, cols int, hx, hy float64, err error) {
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if f.NDim() != 2 {
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return 0, 0, 0, 0, base.Errf("%s: f must be rank 2, got shape %s", name, base.ShapeText(f.Shape()))
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}
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if f.Dtype() != core.Float {
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return 0, 0, 0, 0, base.Errf("%s: f must be a float64 array, got %s", name, f.Dtype())
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}
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rows, cols = f.Shape()[0], f.Shape()[1]
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if rows < 3 || cols < 3 {
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return 0, 0, 0, 0, base.Errf("%s: the grid must be at least 3×3 to hold interior points, got %d×%d", name, rows, cols)
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}
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if lx <= 0 || ly <= 0 {
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return 0, 0, 0, 0, base.Errf("%s: the side lengths must be positive, got %g and %g", name, lx, ly)
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}
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// A non-finite source would drive the compatibility tolerances NaN
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// and slip through their gates, so it is refused up front. A dense
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// float64 payload is scanned slice-wise: the elements are the ones
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// FloatAt returns.
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vals := poissonFloats(f)
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for _, v := range vals {
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if math.IsInf(v, 0) || math.IsNaN(v) {
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return 0, 0, 0, 0, base.Errf("%s: f holds the non-finite value %g", name, v)
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}
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}
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hx = lx / float64(cols-1)
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hy = ly / float64(rows-1)
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return rows, cols, hx, hy, nil
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}
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// poissonFloats streams the grid's elements in element order: the raw
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// payload when the array is dense, a materialised copy through FloatAt
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// when it is a strided view, whose payload order is not the element
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// order. Treat an aliased result as read-only.
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func poissonFloats(f *core.Array) []float64 {
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if !f.Strided() {
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return f.RawFloats()
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}
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out := make([]float64, f.Len())
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for i := range out {
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out[i] = f.FloatAt(i)
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}
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return out
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}
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// poissonTrapzSum returns the trapezoidal-weighted sum of f over the
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// whole grid: the boundary rows and columns count half, the weight the
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// mirrored stencil's own left null vector carries. It is the constant
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// mode of the cosine transform pair, the measure the Neumann solve is
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// compatible in.
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func poissonTrapzSum(f *core.Array) float64 {
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rows, cols := f.Shape()[0], f.Shape()[1]
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vals := poissonFloats(f)
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sum := 0.0
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for r := range rows {
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wr := 1.0
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if r == 0 || r == rows-1 {
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wr = 0.5
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}
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for c := range cols {
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wc := 1.0
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if c == 0 || c == cols-1 {
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wc = 0.5
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}
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sum += wr * wc * vals[r*cols+c]
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}
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}
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return sum
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}
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// SolvePoissonDirichlet solves −Δu = f on the rectangle with u held
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// at zero on the whole boundary. f is sampled on the (rows × cols)
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// grid including the boundary rows and columns, whose entries play no
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// role in the solve; u comes back on the same grid with a zero
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// boundary. Row r of f samples y = r·hy, column c samples x = c·hx,
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// with hx = lx/(cols−1) and hy = ly/(rows−1). The sine transform
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// pair along each axis diagonalises the interior second-difference
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// operator, so the error is the stencil's O(h²), decaying with the
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// grid. Non-float dtypes, grids under 3×3 and non-positive side
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// lengths are errors.
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func SolvePoissonDirichlet(f *core.Array, lx, ly float64) (*core.Array, error) {
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const name = "SolvePoissonDirichlet"
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rows, cols, hx, hy, err := poissonRect(name, f, lx, ly)
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if err != nil {
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return nil, err
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}
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interiorR, interiorC := rows-2, cols-2
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// The interior right-hand side, transformed along both axes with
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// the orthonormal DST-I, whose basis vanishes on the boundary.
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spectrum, err := transformBlock(f, 1, 1, interiorR, interiorC, true)
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if err != nil {
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return nil, base.Errf("%s: %w", name, err)
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}
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// Divide by the stencil eigenvalues: two per axis from the cosine
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// identity on the second difference. Each eigenvalue depends on one
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// index alone, so the per-axis values are built once instead of once
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// per mode; the expressions are the ones the inner loop evaluated.
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eigX := make([]float64, interiorC+1)
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for kx := 1; kx <= interiorC; kx++ {
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eigX[kx] = 2 / (hx * hx) * (1 - math.Cos(math.Pi*float64(kx)/float64(interiorC+1)))
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}
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eigY := make([]float64, interiorR+1)
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for ky := 1; ky <= interiorR; ky++ {
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eigY[ky] = 2 / (hy * hy) * (1 - math.Cos(math.Pi*float64(ky)/float64(interiorR+1)))
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}
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for ky := 1; ky <= interiorR; ky++ {
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ly := eigY[ky]
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row := (ky - 1) * interiorC
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for kx := 1; kx <= interiorC; kx++ {
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spectrum[row+kx-1] /= eigX[kx] + ly
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}
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}
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interior, err := inverseBlock(spectrum, interiorR, interiorC, true)
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if err != nil {
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return nil, base.Errf("%s: %w", name, err)
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}
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out := core.New(core.Float, rows, cols)
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into := out.RawFloats()
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for r := range interiorR {
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for c := range interiorC {
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into[(r+1)*cols+(c+1)] = interior[r*interiorC+c]
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}
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}
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return out, nil
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}
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// SolvePoissonNeumann solves −Δu = f with zero normal derivative on
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// the whole boundary: u comes back on the full grid, boundary points
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// included, every sample an unknown. Conventions mirror
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// SolvePoissonDirichlet, with the cosine transform pair along each
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// axis. The stencil is the ghost-mirror one, the neighbour outside the
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// boundary standing in for zero slope, so a boundary row couples its
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// mirrored neighbour with 2/h² where an interior row uses 1/h² (the
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// boundary control volume is half an interior one). Its cosine modes
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// cos(πkx x/lx)·cos(πky y/ly), kx = 0…cols−1 and ky = 0…rows−1, carry
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// the eigenvalues 2/hx²·(1−cos(πkx/(cols−1))) +
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// 2/hy²·(1−cos(πky/(rows−1))) per axis, and the error against the
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// closed form is the stencil's O(h²).
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//
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// The operator annihilates the constants, so a solution exists only
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// for sources whose trapezoidal-weighted sum vanishes; that sum is the
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// operator's own compatibility condition (the trapezoidal measure is
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// its left null vector), not the plain mean, and a nonzero one is an
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// error rather than a quietly shifted problem. The free constant of u
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// is fixed by setting the constant mode to zero, so the result has
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// zero trapezoidal mean. Non-float dtypes, grids under 3×3 and
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// non-positive side lengths are errors.
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func SolvePoissonNeumann(f *core.Array, lx, ly float64) (*core.Array, error) {
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const name = "SolvePoissonNeumann"
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rows, cols, hx, hy, err := poissonRect(name, f, lx, ly)
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if err != nil {
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return nil, err
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}
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// The compatibility gate: the constant mode of the transformed
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// source is the trapezoidal-weighted sum, so anything above the
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// accumulated round-off of that sum breaks solvability. The
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// tolerance follows the periodic solve's constant-mode gate, and it
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// is relative to the source: the sum of a trapezoidal grid scales
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// with the sample magnitude and the element count, so an absolute
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// floor would let a tiny source through with a residual far above
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// its own size (a 1e-9 source used to be accepted with a 1.8e-5
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// relative residual).
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sum := poissonTrapzSum(f)
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tol := 64 * base.EpsF * float64(rows*cols) * maxAbsF(f)
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if math.Abs(sum) > tol {
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return nil, base.Errf("%s: f has the nonzero trapezoidal mean %g, the Neumann problem has no solution",
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name, sum/float64((rows-1)*(cols-1)))
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}
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// The pipeline. The mirrored operator M (rows [2,−2] on the
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// boundary, [−1,2,−1] inside, over h²) is diagonalised by the
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// UNNORMALISED DCT-I, whose boundary input weight of 1/2 is the
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// trapezoidal measure; the library carries the orthonormal DCT-I
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// (boundary weight 1/sqrt2), and W = diag(1/2,1,…,1,1/2) turns one
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// into the other. So the forward trip scales by W^(1/2) before the
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// DCT-I, divides by the eigenvalues, and the return trip scales by
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// W^(-1/2) after the second DCT-I, which is its own inverse.
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weighted := core.New(core.Float, rows, cols)
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src := poissonFloats(f)
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dst := weighted.RawFloats()
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for r := range rows {
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sr := 1.0
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if r == 0 || r == rows-1 {
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sr = math.Sqrt2 / 2
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}
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for c := range cols {
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sc := 1.0
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if c == 0 || c == cols-1 {
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sc = math.Sqrt2 / 2
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}
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dst[r*cols+c] = src[r*cols+c] * sr * sc
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}
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}
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spectrum, err := transformBlock(weighted, 0, 0, rows, cols, false)
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if err != nil {
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return nil, base.Errf("%s: %w", name, err)
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}
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// The x eigenvalues depend on kx alone, so the row is built once and
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// read by every ky; the expression is the one the inner loop
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// evaluated. The y eigenvalue was already hoisted to the outer loop.
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eigX := make([]float64, cols)
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for kx := range cols {
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eigX[kx] = 2 / (hx * hx) * (1 - math.Cos(math.Pi*float64(kx)/float64(cols-1)))
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}
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for ky := range rows {
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ly := 2 / (hy * hy) * (1 - math.Cos(math.Pi*float64(ky)/float64(rows-1)))
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row := ky * cols
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for kx := range cols {
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i := row + kx
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if kx == 0 && ky == 0 {
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// The constant mode is the operator's null space: it
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// stays zero, which is what fixes the solution's free
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// constant, instead of dividing by its zero eigenvalue.
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spectrum[i] = 0
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continue
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}
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spectrum[i] /= eigX[kx] + ly
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}
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}
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interior, err := inverseBlock(spectrum, rows, cols, false)
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if err != nil {
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return nil, base.Errf("%s: %w", name, err)
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}
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// The return trip: undo the W^(1/2) scaling, and strip the
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// trapezoidal mean, the measure the solve works in and the one the
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// operator leaves free.
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out := core.New(core.Float, rows, cols)
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into := out.RawFloats()
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sum, weight := 0.0, 0.0
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for r := range rows {
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sr, wr := 1.0, 1.0
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if r == 0 || r == rows-1 {
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sr, wr = math.Sqrt2, 0.5
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}
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for c := range cols {
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sc, wc := 1.0, 1.0
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if c == 0 || c == cols-1 {
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sc, wc = math.Sqrt2, 0.5
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}
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v := interior[r*cols+c] * sr * sc
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into[r*cols+c] = v
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sum += wr * wc * v
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weight += wr * wc
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}
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}
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mean := sum / weight
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for i := range into {
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into[i] -= mean
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}
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return out, nil
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}
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// maxAbsF returns the largest absolute sample of a float array.
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func maxAbsF(f *core.Array) float64 {
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largest := 0.0
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for _, v := range poissonFloats(f) {
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largest = max(largest, math.Abs(v))
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}
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return largest
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}
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// lineTransformPlan carries the chirp-z pieces one transform length
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// needs for the orthonormal DST-I (sine) or DCT-I (cosine) the Poisson
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// solves apply along a line, plus the buffers the per-line work reuses.
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//
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// Both transforms are the real or imaginary part of a sum of complex
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// exponentials over the half-frequency grid the trigonometric identity
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// (j+1)(k+1) = ((j+1)² + (k+1)² − (j−k)²)/2 exposes: a per-sample
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// phase, a per-bin rotation and an even chirp kernel, so the sum over
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// the bins is a circular convolution of length the smallest power of
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// two ≥ 2n−1. The padded full-length route each line used to take ran
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// a convolution of roughly twice that length to reach the same bins.
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type lineTransformPlan struct {
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n int
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m int
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sine bool
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// pre weights the samples, post rotates the bins, kern is the
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// kernel's forward transform on the convolution grid.
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pre []complex128
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post []complex128
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kern []complex128
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norm float64
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// buf carries one line's spectrum through the convolution; the plan
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// is used from one goroutine and the solves are single-threaded, so
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// the buffer is fully rewritten on every apply.
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buf []complex128
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}
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// newLineTransformPlan builds the plan for n points. The chirp angles
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// are reduced modulo the kernel's period in exact integer arithmetic
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// before the transcendental call, so no angle grows with n.
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func newLineTransformPlan(n int, sine bool) *lineTransformPlan {
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|||
|
|
p := &lineTransformPlan{n: n, sine: sine}
|
|||
|
|
m := 1
|
|||
|
|
for m < 2*n-1 {
|
|||
|
|
m <<= 1
|
|||
|
|
}
|
|||
|
|
p.m = m
|
|||
|
|
p.pre = make([]complex128, n)
|
|||
|
|
p.post = make([]complex128, n)
|
|||
|
|
p.kern = make([]complex128, m)
|
|||
|
|
p.buf = make([]complex128, m)
|
|||
|
|
if sine {
|
|||
|
|
// DST-I: out[k] = norm·Im[ post_k · Σ_j x_j·pre_j·e^{−iθ(j−k)²/2} ]
|
|||
|
|
// with θ = π/(n+1), pre_j = e^{iθ(j + j²/2)},
|
|||
|
|
// post_k = e^{iθ(k+1 + k²/2)}.
|
|||
|
|
period := 4 * (n + 1)
|
|||
|
|
theta := math.Pi / float64(n+1)
|
|||
|
|
for j := range n {
|
|||
|
|
t := (2*j + j*j) % period
|
|||
|
|
p.pre[j] = polar(1, theta*float64(t)/2)
|
|||
|
|
}
|
|||
|
|
for k := range n {
|
|||
|
|
t := (2*(k+1) + k*k) % period
|
|||
|
|
p.post[k] = polar(1, theta*float64(t)/2)
|
|||
|
|
}
|
|||
|
|
for l := range n {
|
|||
|
|
t := (l * l) % period
|
|||
|
|
w := polar(1, -theta*float64(t)/2)
|
|||
|
|
p.kern[l] = w
|
|||
|
|
if l != 0 {
|
|||
|
|
p.kern[m-l] = w
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
p.norm = math.Sqrt(2 / float64(n+1))
|
|||
|
|
} else {
|
|||
|
|
// DCT-I: out[k] = norm·Re[ w_k·e^{iθk²/2} ·
|
|||
|
|
// Σ_j x_j·w_j·e^{iθj²/2}·e^{−iθ(j−k)²/2} ] with θ = π/(n−1)
|
|||
|
|
// and w the half weight on the endpoints.
|
|||
|
|
period := 4 * (n - 1)
|
|||
|
|
theta := math.Pi / float64(n-1)
|
|||
|
|
for j := range n {
|
|||
|
|
t := (j * j) % period
|
|||
|
|
w := 1.0
|
|||
|
|
if j == 0 || j == n-1 {
|
|||
|
|
w = math.Sqrt2 / 2
|
|||
|
|
}
|
|||
|
|
p.pre[j] = complex(w, 0) * polar(1, theta*float64(t)/2)
|
|||
|
|
}
|
|||
|
|
for k := range n {
|
|||
|
|
t := (k * k) % period
|
|||
|
|
w := 1.0
|
|||
|
|
if k == 0 || k == n-1 {
|
|||
|
|
w = math.Sqrt2 / 2
|
|||
|
|
}
|
|||
|
|
p.post[k] = complex(w, 0) * polar(1, theta*float64(t)/2)
|
|||
|
|
}
|
|||
|
|
for l := range n {
|
|||
|
|
t := (l * l) % period
|
|||
|
|
w := polar(1, -theta*float64(t)/2)
|
|||
|
|
p.kern[l] = w
|
|||
|
|
if l != 0 {
|
|||
|
|
p.kern[m-l] = w
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
p.norm = math.Sqrt(2 / float64(n-1))
|
|||
|
|
}
|
|||
|
|
// The kernel's spectrum depends only on the plan; it is the same
|
|||
|
|
// forward transform every line multiplies against.
|
|||
|
|
transform(p.kern, -1)
|
|||
|
|
return p
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
// polar returns the unit complex number of the given angle.
|
|||
|
|
// math.Sincos returns exactly the pair math.Cos and math.Sin produce
|
|||
|
|
// (verified bit-for-bit), so the value is unchanged.
|
|||
|
|
func polar(magnitude, angle float64) complex128 {
|
|||
|
|
s, c := math.Sincos(angle)
|
|||
|
|
return complex(magnitude*c, magnitude*s)
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
// apply transforms src into dst; both have length p.n and must not
|
|||
|
|
// alias. The convolution runs on the plan's reused spectrum buffer,
|
|||
|
|
// which every call overwrites completely before it is read.
|
|||
|
|
func (p *lineTransformPlan) apply(dst, src []float64) {
|
|||
|
|
n, m := p.n, p.m
|
|||
|
|
buf := p.buf
|
|||
|
|
if p.sine && n == 1 {
|
|||
|
|
dst[0] = src[0]
|
|||
|
|
return
|
|||
|
|
}
|
|||
|
|
for j := range n {
|
|||
|
|
buf[j] = complex(src[j], 0) * p.pre[j]
|
|||
|
|
}
|
|||
|
|
clear(buf[n:m])
|
|||
|
|
transform(buf, -1)
|
|||
|
|
for i := range m {
|
|||
|
|
buf[i] *= p.kern[i]
|
|||
|
|
}
|
|||
|
|
transform(buf, +1)
|
|||
|
|
scale := complex(1/float64(m), 0)
|
|||
|
|
if p.sine {
|
|||
|
|
for k := range n {
|
|||
|
|
v := buf[k] * scale * p.post[k]
|
|||
|
|
dst[k] = p.norm * imag(v)
|
|||
|
|
}
|
|||
|
|
return
|
|||
|
|
}
|
|||
|
|
for k := range n {
|
|||
|
|
v := buf[k] * scale * p.post[k]
|
|||
|
|
dst[k] = p.norm * real(v)
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
// transformBlock applies the named self-inverse orthonormal transform
|
|||
|
|
// (DST-I when sine, DCT-I when not) to every row and then every column
|
|||
|
|
// of the rows×cols block of f whose top-left corner sits at (row0,
|
|||
|
|
// col0), returning the flat spectrum. One plan per axis length serves
|
|||
|
|
// every line of that axis.
|
|||
|
|
func transformBlock(f *core.Array, row0, col0, rows, cols int, sine bool) ([]float64, error) {
|
|||
|
|
srcVals := poissonFloats(f)
|
|||
|
|
srcCols := f.Shape()[1]
|
|||
|
|
work := make([]float64, rows*cols)
|
|||
|
|
longest := max(rows, cols)
|
|||
|
|
line := make([]float64, longest)
|
|||
|
|
out := make([]float64, longest)
|
|||
|
|
// poissonFloats materialises a strided source in element order; a
|
|||
|
|
// raw payload read would keep the physical order instead.
|
|||
|
|
rowPlan := newLineTransformPlan(cols, sine)
|
|||
|
|
for r := range rows {
|
|||
|
|
for c := range cols {
|
|||
|
|
line[c] = srcVals[(r+row0)*srcCols+(c+col0)]
|
|||
|
|
}
|
|||
|
|
rowPlan.apply(out[:cols], line[:cols])
|
|||
|
|
copy(work[r*cols:(r+1)*cols], out[:cols])
|
|||
|
|
}
|
|||
|
|
colPlan := newLineTransformPlan(rows, sine)
|
|||
|
|
for c := range cols {
|
|||
|
|
for r := range rows {
|
|||
|
|
line[r] = work[r*cols+c]
|
|||
|
|
}
|
|||
|
|
colPlan.apply(out[:rows], line[:rows])
|
|||
|
|
for r := range rows {
|
|||
|
|
work[r*cols+c] = out[r]
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
return work, nil
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
// inverseBlock applies the same self-inverse transform to a flat
|
|||
|
|
// spectrum, the return trip of transformBlock.
|
|||
|
|
func inverseBlock(spectrum []float64, rows, cols int, sine bool) ([]float64, error) {
|
|||
|
|
arr, err := core.FromFloats(spectrum, rows, cols)
|
|||
|
|
if err != nil {
|
|||
|
|
return nil, err
|
|||
|
|
}
|
|||
|
|
return transformBlock(arr, 0, 0, rows, cols, sine)
|
|||
|
|
}
|