Sunday, September 16, 2012

Programming the ATTiny25 with Ubuntu

SETUP 
To get all of the libraries and packages necessary to put a basic program on your AVR chip, run the following command.
sudo apt-get install gcc-avr avrdude avr-libc

ATTiny25 is plugged into a 40 pin ZIF socket, which is wired for HVSP mode. See this video for ZIF socket installation instructions https://www.youtube.com/watch?v=yJo29VMXt90

Other programming modes for AVR chips include PP and ISP - see this [PDF] link for pin wiring in order to program various AVR chips.

FULL COMPILATION COMMANDS
avr-gcc -Os -o hello.elf -mmcu=avr25 hello.c
avr-objcopy -j .text -j.data -O ihex hello.elf hello.hex
sudo avrdude -p t25 -c dragon_hvsp -P usb -e -B10 -U flash:w:hello.hex

If wired for ISP or PP mode, you should replace dragon_hvsp in the last step with dragon_isp or dragon_pp .

If you see this error:
jtagmkII_close(): bad response to GO command: RSP_ILLEGAL_EMULATOR_MODE

This error is actually OK - apparently HVSP mode shouldn't respond to this command, but avrdude sends it in ALL programming modes - see this link

ADDITIONAL INFO
/etc/avrdude.conf has a lot of (specific) information about each supported chip.


MORE LINKS
http://www.instructables.com/id/Getting-started-with-ubuntu-and-the-AVR-dragon/
http://tldp.org/HOWTO/Avr-Microcontrollers-in-Linux-Howto/x207.html
http://www.nongnu.org/avr-libc/user-manual/using_avrprog.html
http://www.homebuilthardware.com/index.php/avr/linux-avrdragon-tutorial-1/

Thursday, September 13, 2012

Writing better C/C++ code

ENABLING LINK -TIME OPTIMIZATION
-flto
https://stackoverflow.com/questions/20977741/stdvector-performance-regression-when-enabling-c11?noredirect=1#20977741
 
RESOURCES ON FUNCTION POINTERS
http://denniskubes.com/2013/03/22/basics-of-function-pointers-in-c/
http://milotshala.wordpress.com/2012/02/21/virtual-functions-in-c/
// forward declaration of our struct before it's definition
struct ClassA;
// The actual function table that holds function pointers.
typedef struct {
    void (*ClassA)(struct ClassA*); // the "constructor"
    void (*set)(struct ClassA*); // set function
    int (*get)(struct ClassA*); // get function
} ClassA_functiontable;
typedef struct ClassA {
    int data;
    ClassA_functiontable *vtable; // ClassA virtual method table
} ClassA;
// ClassA's function prototypes (forward declarations)
void ClassA_constructor(ClassA *this);
void ClassA_set(ClassA *this);
int ClassA_get(ClassA *this);
// Static array of the function table struct that contains ClassA's functions.
ClassA_functiontable ClassA_vtable = {ClassA_constructor,
                                  ClassA_set,
                                  ClassA_get };
                                   
// Implementation of functions and the constructor.                              
void ClassA_constructor(ClassA *this) {
    this->vtable = &ClassA_vtable;
    this->data = 10;
}
void ClassA_set(ClassA *this) {
    printf("ClassA is increasing\n");
    this->data++;
}
int ClassA_get(ClassA *this) {
    this->vtable->set(this);
    return this->data;
}
QT
To compile Qt related code with g++ (on Ubuntu 11.10+)
g++ -I /usr/include/qt4 -I /usr/include/qt4/QtCore -l QtCore test.cpp test.h -o test.test
qmake -project
Then fill in the resulting .pro file - much easier

C/C++
_Generic macros... awesome
http://www.robertgamble.net/2012/01/c11-generic-selections.html
http://www.open-std.org/jtc1/sc22/wg14/www/docs/n1404.htm

Set a single function to be called any time exit() is run
http://www.codecogs.com/reference/computing/c/stdlib.h/atexit.php

Ensuing discussion with good error checking macros
http://www.reddit.com/r/programming/comments/1856qx/how_did_i_miss_this_feature_in_c_so_far/

Excellent list of good compile time options
http://stackoverflow.com/questions/3375697/useful-gcc-flags-for-c

Example of parsing commandline arguments for C or C++ code
void ShowUsageAndExit()
{
     float VERSION=1.0;
     printf("Special sample code v%f\n",VERSION);
     printf("Usage: specsamp [options]\n");
     printf("\t -h .......... prints this help\n");
     exit(0)

int main(int argc, char** argv)
{
    int arg=1;
    while(arg<argc) {
        if(argv[arg][0] != '-') {
            show_usage_and_exit();
        }
        switch(argv[arg++][1])
        {
             case 'h':
                 ShowUsageAndExit();
                 break;
             default:
                 ShowUsageAndExit();
                 break;
         }
}

A quick sample of how to write C modules that will compile fine with a C++ compiler as well. For header file named test.h, something like this would be expected:
#ifndef _TEST_H_
#define _TEST_H_
#ifdef __cplusplus
extern "C" {
#endif

INCLUDES

CODE
CODE

#ifdef __cplusplus
}
#endif
#endif //_TEST_H_

Use a function like this to safely malloc: 
void* SafeMalloc(size_t sz)
{
   void *m = malloc(sz);
   if(!m)
   {
      fprintf(stderr, "Malloc failed for size %zd\n", sz);
      exit(1);
   }
   return m;
}


For passing fields to subfunctions, malloc() and free() is the way to go (or new and delete if using C++ != C++11)

GPGPU/CUDA
Avoiding branching for GPGPU, instead of:
if(cond(i)) 
    { out[i] = f(i); }
else
    { out[i] = g(i); }

Use this:
out[i] = f[i ] + cond[i] *(g[i]-f[i])

You compute everything - just as in the "standard" pattern - and you have another multiply-and-add, but you have only one commit to memory. It's sometimes better even in nested conditions.
(Not my words, originally commented by David on this post)

DEBUGGING TECHNIQUES
(gdb) define xxd
>dump binary memory dump.bin \$arg0 \$arg0+\$arg1
>shell xxd dump.bin
>end
(gdb) xxd &main 10
0000000: 0000 0000 0000 0000 0000 0000 4d8c a7f7 ............M...
0000010: ff7f 0000 0000 0000 0000 0000 c8d7 ffff ................
0000020: ff7f 0000 0000 0000

Monday, July 9, 2012

Loading Debian on a WM8650 netbook

SOFTWARE IS TO HARDWARE AS _________ IS TO CAKES
This is the netbook I purchased - at 70 dollars it was a pretty great deal if you like to hack around and put Linux on things.

I was inspired by a post on Hack A Day about putting ArchLinux on one of these netbooks - I like Debian more, so I figured I would start with the rootfs and eventually try to get a custom kernel going. This post will walk through the rootfs setup side of this process.


DEBIAN, MY DEBIAN
Using the instructions from here
I got an SDCARD with Debian to boot on my system. It took a very long time to boot, but it did come up eventually. However, there were a few issues on my hardware.


THE SADDEST OF ALL KEYS
First major problem - keyboard wasn't working correctly. From a post deep in this webpage...

I finally was successful to get the keyboard problem solved.

In a first desperate attempt I changed the /etc/X11/xorg.conf file

Section "InputDevice"
   Identifier "keyboard"
   Driver "evdev"
   Option "Device" "/dev/input/event1"
#           Option "Device" "/dev/input/event2"
EndSection

Then the keyboard worked BUT NOT the touchpad any more.
So I changed :

Section "InputDevice"
   Identifier "utk_touch"
   Driver "evdev"
   Option "Device" "/dev/input/event2"
#Option "Device" "/dev/input/event3"
EndSection


This fix solved the keyboard problem for me.


WHY FIGHT
To fix the wifi, go to the start menu, under internet, then do WIFI ON.
The output of lsusb should mention Ralink Technology Corp. RT5370

cd /lib/modules/2.6.32.9-default
modprobe -r rt3070sta
rm rt3070sta.ko

cp rt3070sta_rt5370.ko rt3070sta.ko

Next, open into /usr/local/sbin/wifi-on (nano /usr/local/sbin/wifi-on), and commented out the line that starts the network manager. I also added a line for ifconfig ra0 up.

Edit /usr/local/sbin/wifi-disconnect, and remove the line that turned off network-manger.

Next restart the netbook. Now when you do WIFI ON as above, and then ifconfig, you should see a device labeled ra0. This is the wifi device.
Connecting to your network will require the use of wpa_supplicant

First, generate a .conf file for the network you want to connect to by doing
wpa_passphrase <ssid> [passphrase] > {configfile}. In my case this was something like
wpa_passphrase "MyWifiNetwork" "coolcoolschool" > home.conf

Next, associate with the wifi network by doing
wpa_supplicant -Dwext -ira0 -chome.conf -B
Finally, to get an ipaddress, do
dhclient ra0

You can also scan the surrounding area for networks to join by doing iwlist ra0 scanning


ODD FUTURE WORK

Sunday, July 8, 2012

Loading Ubuntu on the Asus Transformer

TRANSFORMER, LINUX IN DISGUISE
Equipment needed
ASUS Transform TF101 running Android 4.0.3
USB tether cable for Transformer
MiniSD card (or adapter for a microSD+microSD card)

Plug the cable from your Transformer to the host PC. I kept this cable connected throughout the entire process.


ROOTING FOR THE GOOD GUYS
To install Ubuntu, I first needed root access to the Android system. By following the instructions here
http://hdfpga.blogspot.com/2012/03/one-click-root-for-asus-transformer.html , I was able to root my device. I had to download the flash kit from here http://www.bergfiles.com/i/bf4baf218ch32i0 instead of the link provided in the instructions. Basically just select option 1 and the program will take care of itself.


TANGO DOWN, RECOVERY IN PROCESS
Next I needed to install a program called ClockworkMod Recovery. Using the instructions here http://www.androidauthority.com/eee-pad-transformer-clockworkmod-recovery-installer-61334/ I installed CWM by downloading the RecoveryInstaller.apk file, copying it to directory where I unzipped the primetime rootkit from the previous step, then doing ./adb install RecoveryInstaller.apk

Make sure to have an SDCARD that is partitioned as ext2 - I had some trouble originally with a FAT32 formatted card.

Create the kernelblob using the instructions from the first post here
Get ubuntu.img from this link
I used the OLIFE zImage (2636-zImage), so YMMV with other kernels.
Now copy both the kernelblob and ubuntu.img onto your SDCARD, insert the SDCARD into your Transformer, and boot the Transformer into CWM recovery mode.
 
REMINDER - From the Android Authority link above -
To manually boot into ClockworkMod Recovery, power off your Asus Eee Pad Transformer. Press and hold both Volume Down and Power buttons. When you see words scrolling at the top left of the tablet, immediately push Volume Up within 5 seconds.


SYSTEM ENGAGE
Once the transformer is in recovery mode, get an adb shell up by doing
./adb shell from the PC.

This shell should have a # sign - which indicates you have root privileges. Run the following commands from the prompt.
mount /dev/block/sda1 /sdcard
cd /sdcard
dd if=kernelblob of=/dev/block/mmcblk0p4
dd if=ubuntu.img of=/dev/block/mmcblk0p7 

The last dd command will take some time, but once it is done, you can select Reboot System from the CWM prompt on your Transformer. The first time you boot, it may take a long time (something about on-line partition shuffling?) but eventually you will see a standard Ubuntu first run setup prompt.

Currently the only issues I have found are - no sound and no flash. There are fixes for these on the xda-developer forums but I have not had time to do them yet.

WALKING THE WIRE... BACKWARDS
There may come a time when you wish to go "back to stock". Fear not! Simply follow the link below.

http://www.transformerforums.com/forum/asus-transformer-tf101-development/31919-frederuco-s-guide-flash-tf101-back-stock.html

Note: I had to format my micro SDCARD to FAT32 for this to work... very strange since I had the opposite problem before.

fin

Sunday, February 19, 2012

A Bayesian Approach To Kalman Filtering

INTRODUCTION
Ripped straight from Wikipedia...
The Kalman filter is an algorithm, commonly used since the 1960s for improving vehicle navigation (among other applications, although aerospace is typical), that yields an optimized estimate of the system's state (e.g. position and velocity). The algorithm works recursively in real time on streams of noisy input observation data (typically, sensor measurements) and filters out errors using a least-squares curve-fit optimized with a mathematical prediction of the future state generated through a modeling of the system's physical characteristics.


TL;DR
Rockets


There are both linear and non-linear forms of the Kalman filter, with the non-linear forms being the Extended Kalman Filter (EKF), the invariant Extended Kalman Filter, and the Unscented Kalman Filter (UKF). The non-linear versions of this algorithm represent the current "gold standard" in many application areas, including GPS and navigation.

Before jumping in the deep end of the pool, I decided to implement a simple example that shows the ideas and implementation of Kalman filtering, using a recursive Bayesian approach.


TL;DR
Homework


WEIGHTING FUNCTION FOR KALMAN UPDATING
The Kalman filter is often derived from a matrix equation standpoint. The math, at least to me, is long, involved, and fairly nasty to solve without the help of some MATLAB matrix witchery. However, there is also a second, more "gut level" way to approach the Kalman filter - by approaching it as a case of recursive Bayesian filtering.

The derivation for the following equations can be found on pg. 47 of Bayesian Data Analysis, Second Edition, by Gelman, Carlin, Stern, and Rubin.

Basically, it is possible estimate the mean of a normal distribution by following a weighting equation for mean and variance, which can be represented as follows.

$\Large{\mu_1=\frac{\frac{1}{\tau_0^2}\mu_0+\frac{1}{\sigma^2}y}{\frac{1}{\tau_0^2}+\frac{1}{\sigma^2}}}$

$\Large{\frac{1}{\tau_1^2}=\frac{1}{\tau_0^2}+\frac{1}{\sigma^2}}$

Here, $\mu_1$ represents the new estimate for the mean and $\tau_1^2$ is the estimate for the new variance. $\mu_0$ represents the old mean, $\tau_0^2$ represents the old variance, $y$ is the new measured value, and $\sigma^2$ is the measurement variance. I will do an example later on to demonstrate this, but first, let's try to decide what this equation is really saying.

If the old value for variance, $\tau_0^2$, is very large, then $u_0$ is multiplied by a very small number, effectively making the equation...

$\Large{\mu_1 = \frac{\frac{1}{\sigma^2}y}{\frac{1}{\sigma^2}}}$

which can be further reduced to simply...

$\Large{\mu_1 = y}$

What this means, is that if we are not very confident ($\tau_0^2$ is large) of our old mean, $\mu_0$, our best guess for $\mu_1$ is simply the value we measured, $y$. Our new variance also reduces to

$\Large{\frac{1}{\tau_1^2}=\frac{1}{\sigma^2}}$

Conversely, if we are not very confident in the new result $y$, our new mean $\mu_1$ is basically the same as $\mu_0$. The new mean is based largely on the weighting between the new variance and the old - so if we are equally confident in both the previous mean and the new measurement, our best estimate for $\mu_1$ will split the difference.


Using this update function, it is easy to wrap a new estimate back into the prior distribution, which is the core idea behind Bayesian analysis. But how does it come into play with Kalman filtering?

APPLICATION
The Kalman filter can be boiled down to a few basic steps.
1. Predict a future value, based on previous information. (Predict)
2. Compare prediction and measured value, using results as the new previous information. (Update)
3. If you run out of data, or are satisfied with the estimate, exit. Otherwise, GOTO 1.

Pretty simple, right? This method can yield some very interesting results, cutting through measurement error and giving close approximation of the root signal.

From a high level, Bayesian derivation is

$P(X_i|Y_{1:i})    \alpha     P(Y_i|X_i,Y_{1:i-1}) P(X_i|Y_{1:i-1})$

Because Bayesian analysis usually wraps it's results back into the prior model,
this reduces to

$P(X_i|Y_{1:i})     \alpha     P(Y_i|X_i) P(X_i|Y_{1:i-1})$

What this means is we have a predictive function, $P(Y_i|X_i)$, which will be described a bit later, used in conjunction with a likelihood function, $P(X_i|Y_{1:i-1})$, which was described above. Together these two functions form the core of the Kalman filtering operation: Predict, Measure, Update, Repeat.

SETUP
The key things we need to know are:
The standard deviation of our source. I chose .6
The scale factor of the source. This can be calculated from
        $1 = (scale  factor)^2+(source  std  dev)^2$
The standard deviation of the measurements. I chose .5, but this is a parameter you can play around with. The higher the measurement sigma gets, the worse our filter performs, due to signal to noise ratio effects. An intial deviation of .5 is fairly high, so dropping this number to something like .25 will give "prettier" results.

In a real system, you could reasonably expect to have tolerances for both your source equipment and your measurement equipment. Maybe you could make measurements of this, or it could be found in the manufacturer's datasheet.

I will be showing this method through an example, using R. We will create a test case by following a few generic steps:
1. Create a source signal with some noise variance $X$.
2. Create a measurement signal, which will introduce measurement variance $Y$.
3. Kalman filter the measurement signal $k = filt(Y)$.
4. Compare the filtered data $k$ with the original transmission $X$.

So let's begin.



Step 1.
Create a source signal. I chose to generate a random walk.

randomwalk <- function(num, source_scale, source_sigma) {
    randy <- c(0,1:num)
    for(i in 2:length(randy)) {
        randy[i] <- source_scale*randy[i-1]+rnorm(1, sd=source_sigma)
    }
    return(randy[2:length(randy)])
}




Step 2.
Now, we need a function to create a measurement signal, which will further distort our input.

received <- function(sent, meas_sigma) {
    measured <- sent+rnorm(length(sent), sd=meas_sigma)
    return(measured)
}



Step 3.
The signal is pretty badly distorted now... time to write a Kalman filter function.

pred_mean <- function(source_scale, prev_mean) {
    return(source_scale*prev_mean)
}

pred_sigma <- function(source_scale, prev_sigma, source_sigma) {
    return(sqrt((source_scale**2)*(prev_sigma**2)+source_sigma**2))
}

update_mean <- function(pred_mean, pred_sigma, meas_val, meas_sigma) {
    numerator <- (pred_mean/(pred_sigma**2))+(meas_val/(meas_sigma**2))
    denominator <- (1/(pred_sigma**2))+(1/(meas_sigma**2))
    return(numerator/denominator)
}

update_sigma <- function(pred_sigma, meas_sigma) {
    r =(1/(pred_sigma**2))+(1/(meas_sigma**2))
    return(1/sqrt(r))
}


filt <- function(y, source_scale, source_sigma, meas_sigma) {
   last_mean <- 0
   last_sigma <- source_sigma
   k <- 1:length(y)
   for(i in 1:length(y)) {
       est_mean <- pred_mean(source_scale, last_mean)
       est_sigma <- pred_sigma(source_scale, last_sigma, source_sigma)
       k[i] <- est_mean+rnorm(1, sd=est_sigma)
       last_mean <- update_mean(est_mean, est_sigma, y[i], meas_sigma)
       last_sigma <- update_sigma(est_sigma, meas_sigma)
   }
   return(k)
}

A few quick derivations are required for this code to make sense. The update_mean and the update_variance functions were described at the start of the blog, but where on earth did the pred_mean and pred_sigma functions come from?
According to notation of the Kalman filter, we currently have
$X_i = \alpha_s X_{prev}+\omega_s$, where $\alpha_s$ is our source scale, and $\omega_s$ is the source standard deviation. In Kalman filter terms, this equation is the state model, and we got this from the knowledge we have about how the randomwalk values were generated.
The second equation, our space model, is $Y_i = X_i + \omega_m$, where $\omega_m$ is the measurement standard deviation. 
In order to get the equations for our pred_mean and pred_sigma we want to find the expected value and variance of the state model, which looks like this.
$E[X_i] = E[\alpha_s X_{prev}+\omega_s]$

using the rules of associativity for expected value...

$E[X_i] = \alpha_s E[X_{prev}]+E[\omega_s]$

The expected value of zero-mean noise is 0, so now we find

$E[X_i] = \alpha_s E[X_{prev}]$

This matches exactly with the code for pred_mean - our new guess is the old mean multiplied by the scale factor.
The pred_sigma function is a little trickier.
$Var(X_i) = Var(\alpha_s X_{prev}+\omega_s)$
Since $Var(Q)$ is the same as $E[(Q-E[Q])^2]$, we now see
$Var(X_i) =$
$E[(\alpha_s X_{prev}+\omega_s)^2]-E[\alpha_s X_{prev}+\omega_s]^2$
Expanding, this now becomes
$Var(X_i) =$
      $\alpha_s^2 E[X_{prev}^2]+2\alpha_s E[X_{prev}] E[\omega_s]+$
                  $E[\omega_s^2] - E[\alpha_s X{prev} + \omega_s]^2$

Continuing, we see that

$ - E[\alpha_s X{prev} + \omega_s]^2$ can be expanded to
$ - E[\alpha_s X_{prev}+\omega_s]E[\alpha X_{prev}+\omega_s]$

which becomes

$-(E[\alpha_s X_{prev}]+E[\omega_s])(E[\alpha X_{prev}]+E[\omega_s])$
 
FOIL, and we now see 


$-\alpha_s^2E[X_{prev}]^2-2\alpha_s E[\omega_s]E[X_{prev}]-E[\omega_s]^2$


One view of this expression is that $\omega_s$ is a normally distributed random variable with a mean of 0. $E[\omega_s]$ is 0, and squaring that is still 0, so both the $E[\omega_s]$ and $E[\omega_s]^2$ end up going to 0. It is important to note that $E[\omega_s^2]$ will NOT go to zero, as the mean of the squared distribution is no longer centered about 0, and instead becomes $\omega_s^2$.

However, another, more natural view is to note that $E[\omega_s^2]-E[\omega_s]^2$ is identical to $Var(\omega_s)$ which is actually  $\omega_s^2$. The $2\alpha_s$ terms cancel.

Either way, the final result is the same.

$Var(X_i) = \alpha_s^2 Var(X_{prev}) + \omega_s^2$

This matches the code for pred_sigma - square root of scale factor squared times the previous sigma + the measurement sigma is our best guess for the new sigma.  

See http://mathworld.wolfram.com/Variance.html for an alternate derivation that leads to the same result.



Step 4. 
Now we can write a function to tie it all together.

runit <- function() {
     source_sigma <- .01
     source_scale <- sqrt(1-source_sigma**2)
     meas_sigma <- .4
     x <- randomwalk(1000, source_scale, source_sigma)
     y <- received(x, meas_sigma)
     k <- filt(y, source_scale, source_sigma, meas_sigma)
     plot(y, type="l", col="red")
     lines(k, col="green")
     lines(x, col="blue")

}

The blue is the source signal, the red is the signal at measurement, and green is the recovered signal. Even when measurement noise washes out the root signal, we can recover the original fairly well.


Try tuning each of the sigmas, and see how the results change - it's pretty interesting.



There you have it! A simple, logical derivation of the Kalman filter as a recursive Bayesian filter. In the future I plan to write about more complex statistical processing methods as I learn them, such as how to run this simulation with 0 known parameters, or implementation of one of the non-linear Kalman filter algorithms.

As always, critique is both welcome and appreciated. 
 
CODE
To run this code, simply copy and paste into a source file. Then open an R interpreter, do source("path/to/source/file"), then do runit().

randomwalk <- function(num, source_scale, source_sigma) {
    randy <- c(0,1:num)
    for(i in 2:length(randy)) {
        randy[i] <- source_scale*randy[i-1]+rnorm(1, sd=source_sigma) 
    }
    return(randy[2:length(randy)])
}

received <- function(sent, meas_sigma) {
    measured <- sent+rnorm(length(sent), sd=meas_sigma)
    return(measured)
}

pred_mean <- function(source_scale, prev_mean) {
    return(source_scale*prev_mean)
}

pred_sigma <- function(source_scale, prev_sigma, source_sigma) {
    return(sqrt((source_scale**2)*(prev_sigma**2)+source_sigma**2))
}

update_mean <- function(pred_mean, pred_sigma, meas_val, meas_sigma) {
    numerator <- (pred_mean/(pred_sigma**2))+(meas_val/(meas_sigma**2))
    denominator <- (1/(pred_sigma**2))+(1/(meas_sigma**2))
    return(numerator/denominator)
}

update_sigma <- function(pred_sigma, meas_sigma) {
    r =(1/(pred_sigma**2))+(1/(meas_sigma**2))
    return(1/sqrt(r))
}

filt <- function(y, source_scale, source_sigma, meas_sigma) {
   last_mean <- 0
   last_sigma <- source_sigma
   k <- 1:length(y)
   for(i in 1:length(y)) {
       est_mean <- pred_mean(source_scale, last_mean)
       est_sigma <- pred_sigma(source_scale, last_sigma, source_sigma)
       k[i] <- est_mean+rnorm(1, sd=est_sigma)
       last_mean <- update_mean(est_mean, est_sigma, y[i], meas_sigma)
       last_sigma <- update_sigma(est_sigma, meas_sigma)
   }
   return(k)
}

runit <- function() {
    source_sigma <- .01
    source_scale <- sqrt(1-source_sigma**2)
    meas_sigma <- .4
    x <- randomwalk(1000, source_scale, source_sigma)
    y <- received(x, meas_sigma)
    k <- filt(y, source_scale, source_sigma, meas_sigma) 
    plot(y, type="l", col="red")
    lines(k, col="green")
    lines(x, col="blue")

}

Sunday, February 12, 2012

Copy-free Data From C In Python

BACKGROUND
Lately, I found myself doing heavy computational work in C, storing large volumes of data in C arrays. However, once the computational work has been done, I also find the need to explore the data, and decide how make algorithmic decisions about various features of the dataset. What I needed was an embedded interpreter.

Luckily, there is a ton of information out there about embedding interpreters into C and C++ code. Languages such as Lua, Tcl, JavaScript, and Python are all  well suited to this, and bring the ability to explore algorithmic changes in scripted code, without having to recompile each time. Lua especially has a large following in the gaming community, with well documented examples for usage in C and C++ code.

ATTEMPT WITH LUA
Lua has a very simple, stack based interface that works very well for simple tasks. However, it does require data to be copied when it is pushed onto the stack, so that the Lua environment has it's own copy which can be garbage collected. Function pointers can be pushed in the form of lightuserdata, but these pointers didn't appear to be of much use.

Due to the size of my dataset, any kind of copying after initialization in my C code is a big performance hit. The data transition to Lua was fast, but not fast enough. I needed another solution.

ATTEMPT WITH PURE PYTHON
The Python-C API is very powerful, and like most Python, extensively documented. The basic concept is to instantiate a Python environment, create a PyObject* in C, then run a script that uses the initialized PyObject. The PyObject* can be instantiated using different functions which create any Python object.

However, there is a problem. The default Python API requires data to be copied into a list, if the datasize and values are not known at compile time. This put me in a similar position as the Lua attempt, and copying my data to Python took even longer than the copy to Lua.

Things were grim, but there was one, last ray of hope... NumPy!
 
THE ANSWER
Using the NumPy-C API, it is possible to create a PyArray from a pointer. What this means is a pointer to the start of a data array can be passed into a function, and a PyObject of type NumPy array will be created, where the data content of the NumPy array is actually the C array! With no data copied across the boundary, I have both the flexibility of a scripted interface and the raw computational power of C, with near zero overhead.

The only downside is that the Python code will not handle freeing of the memory pointed to by the PyArray. This means you may have to free() the memory after the python code has run in your C code, if you allocated it using malloc. You should also be extra careful not to free the memory while trying to look at it from Python. Once again, trading complexity for speed has it's benefits.

I have some (excessively?) strong beliefs that NumPy may be the future of data processing, but I think I'll keep that sermon to myself.

REQUIRED PACKAGES AND COMPILE ARGUMENTS
On Ubuntu 11.10, I need the following packages: python-dev, and python-numpy. I acquired them by doing sudo apt-get install python-dev python-numpy

To compile, I used:
gcc -O3 -std=c99 -I$NUMPY test.c -lpython2.7
    where NUMPY was previously declared using
    export NUMPY=/usr/lib/pymodules/python2.7/numpy/core/include/numpy/

Once compiled, I simply did ./a.out test.py
    where test.py was the name of my Python file

This should print out the numbers 0-999, which are the numbers we stored in the C code. We are accessing C code values, directly in Python, without copying the data. Nice!

THE PYTHON CODE 
for i in data:
    print i

THE C CODE 
#include <python2.7/Python.h>
#include <arrayobject.h>

int main(int argc, char** argv) {
    if (argc < 2) {
        printf("This program requires a path to a Python file as an argument!\n");
    }
    //Initialize general Python environment
    Py_Initialize();
    //Initialize NumPy 
    import_array();

    //Create array of values
    int size = 1000;
    int vals[size];
    for (int i=0; i<size; i++) {
        vals[i] = i;
    }
    
    //Indicate that the array is 1-D
    npy_intp dims[1] = {size}; 

    //Create NumPy array that shares data with vals
    PyObject* data = PyArray_SimpleNewFromData(1,
                                                                                    dims,
                                                                                    NPY_INT,
                                                                                    &vals[0]);
    
    //Add data array to globally accessible space
    PyObject* m = PyImport_AddModule("__main__");
    PyModule_AddObject(m, "data", data);

    //Optional ability to make data read-only. Nice if you want to run multiple
    //python files over the same base data
    PyRun_SimpleString("data.setflags(write=False)");
    PyObject* py_f =PyFile_FromString(argv[1], "r");
    PyRun_SimpleFile(PyFile_AsFile(py_f), argv[1]);
    Py_Finalize();
    return 0;
}






Wednesday, October 26, 2011

Using Scipy To Do Inline FFTs

INSTALLING
You need to do a sudo apt-get install python2.x-dev to get inline to work (I did 2.7). When scipy.weave.inline() runs, there is a call to the C header 'Python.h' which is contained in the dev package.

If there are issues with building the C code, i.e. cryptic errors like "Error Code -1 returned", adding verbose=2 to the arguments of the inline() call will show every line output as it's being built - this is very useful for figuring out why the inline build is breaking!


BACKGROUND
This code pretty much builds on my previous blog post about FFTW. I am a big fan of the speed and simplicity of Python, especially for interacting with the web. However, after my data is fetched from the web, I also want to perform some pretty intense analytics, and even NumPy left something to be desired. After reading this page on heavy computation in Python (http://www.scipy.org/PerformancePython), I found out that inline C can get pretty close to pure C functions, and by interfacing the PyObjects directly, disk I/O can be avoided, which may also save some compute time. And it is also much, much simpler (and faster to code) in Python instead of pure C.  


CODES OF NOTE
There are a couple of nice things about inlining these functions. Notice the ['comp', 'num_fft', 'fft_len', 'val'] inside the scipy.weave.inline() call. This exposes those Python objects to the C code, allowing them to be used. I use num_fftlen_fft, and val to set loop sizes and initial values, then after performing the FFTs, the values in out are written to comp using C array indexing. Because the numpy array is declared as complex, the real and imaginary components are combined and written using (re,imag) form. 


FINAL THOUGHTS
Here are the statistics I get running two chunks of code against each other, each using dft_plan_many to do 100,000 length 32 FFTs, with FFTW_PLAN set to FFTW_ESTIMATE.

Python
$ time ./fftw_plan_many.py
real 0m0.738s
user 0m0.416s
sys 0m0.192s

C
$ time ./many_dft.o
real 0m0.188s
user 0m0.064s
sys 0m0.088s

Not bad to do 100,000 FFTs, albeit small ones (32 bin) in < 1 sec. However C (like Sebulba) always wins in numerics. 

I am planning to continue this investigation thread at a later date. Once my nVidia development computer gets up and running, I will likely attempt to do CUDAFFT with this same interface, and compare that to the current findings.

SIMPLE CODE
#!/usr/bin/python
from scipy.weave import inline

inline( 'printf("Hello World");',
          headers=['<stdio.h>'],
          compiler='gcc')
print ""


PYTHON FFTW PLAN MANY CODE
#!/usr/bin/python
import numpy as np
from scipy.weave import inline
from numpy.distutils.system_info import get_info
fftw_plan_many_dft = \
"""
fftw_complex* in;
fftw_complex* out;
fftw_plan plan;

in = (fftw_complex *) fftw_malloc(sizeof(fftw_complex)*fft_len*num_fft);
out = (fftw_complex *) fftw_malloc(sizeof(fftw_complex)*fft_len*num_fft);

plan = fftw_plan_many_dft( 1,
                           &fft_len,
                           num_fft,
                           in,
                           NULL,
                           num_fft,
                           1,
                           out,
                           NULL,
                           num_fft,
                           1,
                           FFTW_FORWARD,
                           FFTW_ESTIMATE );

for (int i = 0; i < num_fft; i++){
     val+=1;
     for (int j = 0; j < fft_len; j++) {
          in[j+i*fft_len][0] = val;
          in[j+i*fft_len][1] = val ;
     }
}
fftw_execute(plan);       
for (int i =0; i < num_fft; i++){
    for (int j = 0; j < fft_len; j++){
comp[j+i*fft_len] = std::complex<double>(out[j+i*fft_len][0]/fft_len, out[j+i*fft_len][1]/fft_len);
    }
}
fftw_destroy_plan(plan);
"""

fftw_info = get_info( 'fftw3' )
num_fft = 100000 
fft_len = 32
val = 0.
comp = np.array(np.zeros(num_fft*fft_len), dtype=complex)
inline( fftw_plan_many_dft,
        ['comp', 'num_fft', 'fft_len', 'val'],
headers=['<fftw3.h>'],
libraries=['fftw3'],
        include_dirs=fftw_info['include_dirs'],
library_dirs=fftw_info['library_dirs'],
compiler='gcc' )
print comp