Linear regression error - line slope wrong - algorithm

Consider this function:
double calculate_geoHeading(double [] x, double [] y) {
/+ +++++++++
++ This function will return the heading of the best fit line
++
+/
double r;
real xMean = mean(x);
real yMean = mean(y);
real denom = 0;
real numer = 0;
//double cookDistance NOIMPL
for( int i = 0; i < x.length; i++) {
numer += (x[i] - xMean) * (y[i] - yMean);
denom += (x[i] - xMean) * (x[i] - xMean);
}
real b1 = numer / denom ;
real b0 = yMean - (b1 *xMean);
real y0 = b0 + b1 * x[0];
real x0 = x[0];
real yn = b0 + b1 * x[$-1];
real xn = x[$-1];
r = atan2((yn-y0), (xn-x0));
foreach(XX; x) {
auto YY = b0 + b1 * XX;
print_highPrecision_geoArray([YY, XX]);
}
return r;
}
It is written in D. Th array x is a double array of Longitudes, and y is for Latitude. I compute the linear regression through these points, and then compute the slope of this line. This slope is the heading of the path described by these points.
This normally Works,
For this input :
x = [9.87837003485911,9.87836998511341,9.87836993536771,9.878369885622,9.87836966666667,9.87836975210867,9.87836983755067,9.87836992299267,9.87837000843468,9.87837009387668]
y =
[49.0199479977727,49.0199513307348,49.0199546636969,49.0199579966591,49.0199726666667,49.0199759989048,49.0199793311429,49.019982663381,49.0199859956191,49.0199893278572]
I am having this output :
The Red markers show you the first half of the input array, and the second half of the input array is given by the pink ones.
Then, I also have the output of the interpolated y or Latitude values. These values are held in function by the variable YY. The corresponding x or Longitude values are also present.
These interpolated points are also plotted . Half of them are in green - which has the same x values red part of the input. The rest are cyan, which corresponds to the pink part.
The input is a monotonically increasing function, whereas the interpolated output is monotonically decreasing.
Question : What is my error?
My attempt at solution : I have tried with 80 000 other randomly generated Lat / Lon pairs : it works everywhere in those pairs.
So, I am stuck.
The print_highPrecision_geoArray is properly defined, so is the mean function.
I do not want to blame this on a floating point error.
I need an algorithm, that applies the linear regression properly.
Please help.

Related

Scoring two sequences of ordered numbers for their similarity to one-another

How would I go about scoring two sequences of numbers such that
5, 8, 28, 31 (differences of 3, 20 and 3)
6, 9, 26, 29 differences of 3, 17 and 3
are considered similar "enough" but a sequence of
8 11 31 34 (differences of 3, 20 and 3, errors of 3, 3, 3, 3)
Is too dissimilar to allow?
The second set of numbers has an absolute error of
1 1 2 2 and that is low "enough" to accept.
If that error was too high I'd like to be able to reject it.
To give a little background, these are indicators of time and when events arrived to a computer. The first sequence is the expected time of arrival and the second sequence is the actual times they arrived. Knowing that the sequence is at least in the correct order I need to be able to score the similarity to the expectation and accept or reject it by tweaking some sort of value.
If it were standard deviation for a set of numbers where order didn't matter I could just reject the second set based on its own standard deviation.
Since this is not the case I had the idea of measuring deviance and position error.
Position error shouldn't exceed 3, though this number should not be integer - it needs to be decimal as the numbers are more realistically floating point, or at least accurate to 6 decimal places.
It also needs to work equally well, or perhaps offer a variant in which a much longer series of numbers can be scored fairly.
In the longer series of numbers it it not likely the position error will exceed 3 so the position error would still be fairly low.
This is a partial solution I have found using a Person's correlation coefficient series for each time x fits into y. It uses the form of the equation that works off expected values. The comments describe it fairly well.
function getPearsonsCorrelation(x, y)
{
/**
* Pearsons can be calculated in an alternative fashion as
* p(x, y) = (E(xy) - E(x)*E(y))/sqrt[(E(x^2)-(E(x))^2)*(E(y^2)-(E(y))^2)]
* where p(x, y) is the Pearson's correlation result, E is a function referring to the expected value
* E(x) = var expectedValue = 0; for(var i = 0; i < x.length; i ++){ expectedValue += x[i]*p[i] }
* where p[i] is the probability of that variable occurring, here we substitute in 1 every time
* hence this simplifies to E(x) = sum of all x values
* sqrt is the square root of the result in square brackets
* ^2 means to the power of two, or rather just square that value
**/
var maxdelay = y.length - x.length; // we will calculate Pearson's correlation coefficient at every location x fits into y
var xl = x.length
var results = [];
for(var d = 0; d <= maxdelay; d++){
var xy = [];
var x2 = [];
var y2 = [];
var _y = y.slice(d, d + x.length); // take just the segment of y at delay
for(var i = 0; i < xl; i ++){
xy.push(x[i] * _y[i]); // x*y array
x2.push(x[i] * x[i]); // x squareds array
y2.push(_y[i] * _y[i]); // y squareds array
}
var sum_x = 0;
var sum_y = 0;
var sum_xy = 0;
var sum_x2 = 0;
var sum_y2 = 0;
for(var i = 0; i < xl; i ++){
sum_x += x[i]; // expected value of x
sum_y += _y[i]; // expected value of y
sum_xy += xy[i]; // expected value of xy/n
sum_x2 += x2[i]; // expected value of (x squared)/n
sum_y2 += y2[i]; // expected value of (y squared)/n
}
var numerator = xl * sum_xy - sum_x * sum_y; // expected value of xy - (expected value of x * expected value of y)
var denomLetSide = xl * sum_x2 - sum_x * sum_x; // expected value of (x squared) - (expected value of x) squared
var denomRightSide = xl * sum_y2 - sum_y * sum_y; // expected value of (y squared) - (expected value of y) squared
var denom = Math.sqrt(denomLetSide * denomRightSide);
var pearsonsCorrelation = numerator / denom;
results.push(pearsonsCorrelation);
}
return results;
}

Algorithm to find all line segment intersections given n lines

I'm looking for a algorithm to find all the intersection points given n line segments.
Below is the pseudo code from http://jeffe.cs.illinois.edu/teaching/373/notes/x06-sweepline.pdf
The input S[1 .. n] is an array of line
segments.
label[i] is the label of the ith leftmost endpoint.
sort the endpoints of S from left to right
create an empty label sequence
for i ← 1 to 2n
line ← label[i]
if isLeftEndPoint[i]
Insert(line)
if Intersect(S[line], S[Successor(line)])
return TRUE
if Intersect(S[line], S[Predecessor(line)])
return TRUE
else
if Intersect(S[Successor(line)], S[Predecessor(line)])
return TRUE
Delete(label[i])
return FALSE
Apply the algorithm to the line set below, only one intersection point is checked. What should I do to know the existence of the other 2 intersection points?
line[1] enters
line[2] enters, intersection between line[1] and line[2] is checked.
line[3] enters, intersection between line[2] and line[3] is checked.
line[4] enters, intersection between line[4] and line[1] is checked. Intersection A is found.
line[4] leaves, nothing is checked.
line[1] leaves, nothing is checked.
line[2] leaves, nothing is checked.
line[3] leaves, nothing is checked.
Standard line equation
Ax+By=C
The slope(m) of a line defined by the standard line of equation is
m = -(A/B)
Point-slope line equation
y-y1=m(x-x1)
Substituting m = (-A/B) in the point-slope line equation
y2-y1 = (A/-B)*(x2-x1)
(y2-y1)/(x2-x1) = A/-B
thus:
A = y2-y1
B = x1-x2
C = Ax+By
x = (C-By)/A
y = (C-Ax)/B
Given two lines with equation
A1x1+B1y1=C1 and A2x2+B2y2=C2.
Then the point of intersection between the lines is specified
by the points that make A1x+B1y-C1 = A2x+B2y-C2
A1x+B1y=C1
A2x+B2y=C2
A1B2x+B1B2y=B2C1 (multiply the first equation by B2)
A1B2x+B1B2y-B2C1=0
A2B1x+B1B2y=B1C2 (multiply the second equation by B1)
A2B1x+B1B2y-B1C2=0
Equating the two equations
A1B2x+B1B2y-B2C1=A2B1x+B1B2y-B1C2
A1B2x+B1B2y-B2C1-A2B1x-B1B2y+B1C2=0
A1B2x-B2C1-A2B1x+B1C2=0
A1B2x-A2B1x=B2C1-B1C2
x(A1B2-A2B1)=B2C1-B1C2
x = (B2C1-B1C2)/A1B2-A2B1
A1x+B1y=C1
A2x+B2y=C2
A1A2x+A2B1y=A2C1 (multiply the first equation by A2)
A1A2x+A2B1y-A2C1=0
A1A2x+A1B2y=A1C2 (multiply the second equation by A1)
A1A2x+A1B2y-A1C2=0
Equating the two equations
A1A2x+A2B1y-A2C1=A1A2x+A1B2y-A1C2
A1A2x+A2B1y-A2C1-A1A2x-A1B2y+A1C2=0
A1C2-A2C2=A1B2y-A2B1y
A1B2y-A2B1y=A1C2-A2C2
y(A1B2-A2B1)=A1C2-A2C1
y(A1B2-A2B1)=A1C2-A2C1
y = (A1C2-A2C1)/(A1B1-A2B1)
the denominator in y and in x are the same so
denominator = A1B1-A2B1
thus:
x = (B2C1-B1C2)/denominator
y = (A1C2-A2C1)/denominator
These are the x and y coordinates of the intersection of two lines with points (x1, y1), (x2, y2) and (x3, y3), (x4, y4)
Now for a line segment it's the same but we need to check that the x or y coordinate is in both segments. That means between the x coordinate of both segments with lesser value and the x coordinate of both segments with greater value
This is a C++ program that returns true if the segments intersect and returns false if they don't. If the segments intersect it stores the point of intersection in a variable i.
struct Point
{
float x, y;
};
//p1 and p2 are the points of the first segment
//p3 and p4 are the points of the second segment
bool intersection(Point p1, Point p2, Point p3, Point p4, Point &i)
{
float max1; //x-coordinate with greater value in segment 1
float min1; //x-coordinate with lesse value in segment 1
float max2; //x-coordinate with greater value in segment 2
float min2; //x-coordinate with lesser value in segment 2
float A1 = p2.y - p1.y;
float B1 = p1.x - p2.x;
float C1 = A1 * p1.x + B1 * p1.y;
float A2 = p4.y - p3.y;
float B2 = p3.x - p4.x;
float C2 = A2 * p3.x + B2 * p3.y;
float denom = A1 * B2 - A2 * B1;
if (denom == 0.0) //When denom == 0, is because the lines are parallel
return false; //Parallel lines do not intersect
i.x = (C1 * B2 - C2 * B1) / denom;
i.y = (A1 * C2 - A2 * C1) / denom;
if (p1.x > p2.x)
{
max1 = p1.x;
min1 = p2.x;
}
else
{
max1 = p2.x;
min1 = p1.x;
}
if (p3.x > p4.x)
{
max2 = p3.x;
min2 = p4.x;
}
else
{
max2 = p4.x;
min2 = p3.x;
}
//check if x coordinate is in both segments
if (i.x >= min1 && i.x <= max1 &&
i.x >= min2 && i.x <= max2)
return true;
return false; //Do no intersect, intersection of the lines is not between the segments
}
Now you just need to compare on a loop all the segments and store the intersection point on array.

Trilateration and locating the point (x,y,z)

I want to find the coordinate of an unknown node which lie somewhere in the space which has its reference distance away from 3 or more nodes which all of them have known coordinate.
This problem is exactly like Trilateration as described here Trilateration.
However, I don't understand the part about "Preliminary and final computations" (refer to the wikipedia site). I don't get where I could find P1, P2 and P3 just so I can put to those equation?
Thanks
Trilateration is the process of finding the center of the area of intersection of three spheres. The center point and radius of each of the three spheres must be known.
Let's consider your three example centerpoints P1 [-1,1], P2 [1,1], and P3 [-1,-1]. The first requirement is that P1' be at the origin, so let us adjust the points accordingly by adding an offset vector V [1,-1] to all three:
P1' = P1 + V = [0, 0]
P2' = P2 + V = [2, 0]
P3' = P3 + V = [0,-2]
Note: Adjusted points are denoted by the ' (prime) annotation.
P2' must also lie on the x-axis. In this case it already does, so no adjustment is necessary.
We will assume the radius of each sphere to be 2.
Now we have 3 equations (given) and 3 unknowns (X, Y, Z of center-of-intersection point).
Solve for P4'x:
x = (r1^2 - r2^2 + d^2) / 2d //(d,0) are coords of P2'
x = (2^2 - 2^2 + 2^2) / 2*2
x = 1
Solve for P4'y:
y = (r1^2 - r3^2 + i^2 + j^2) / 2j - (i/j)x //(i,j) are coords of P3'
y = (2^2 - 2^2 + 0 + -2^2) / 2*-2 - 0
y = -1
Ignore z for 2D problems.
P4' = [1,-1]
Now we translate back to original coordinate space by subtracting the offset vector V:
P4 = P4' - V = [0,0]
The solution point, P4, lies at the origin as expected.
The second half of the article is describing a method of representing a set of points where P1 is not at the origin or P2 is not on the x-axis such that they fit those constraints. I prefer to think of it instead as a translation, but both methods will result in the same solution.
Edit: Rotating P2' to the x-axis
If P2' does not lie on the x-axis after translating P1 to the origin, we must perform a rotation on the view.
First, let's create some new vectors to use as an example:
P1 = [2,3]
P2 = [3,4]
P3 = [5,2]
Remember, we must first translate P1 to the origin. As always, the offset vector, V, is -P1. In this case, V = [-2,-3]
P1' = P1 + V = [2,3] + [-2,-3] = [0, 0]
P2' = P2 + V = [3,4] + [-2,-3] = [1, 1]
P3' = P3 + V = [5,2] + [-2,-3] = [3,-1]
To determine the angle of rotation, we must find the angle between P2' and [1,0] (the x-axis).
We can use the dot product equality:
A dot B = ||A|| ||B|| cos(theta)
When B is [1,0], this can be simplified: A dot B is always just the X component of A, and ||B|| (the magnitude of B) is always a multiplication by 1, and can therefore be ignored.
We now have Ax = ||A|| cos(theta), which we can rearrange to our final equation:
theta = acos(Ax / ||A||)
or in our case:
theta = acos(P2'x / ||P2'||)
We calculate the magnitude of P2' using ||A|| = sqrt(Ax + Ay + Az)
||P2'|| = sqrt(1 + 1 + 0) = sqrt(2)
Plugging that in we can solve for theta
theta = acos(1 / sqrt(2)) = 45 degrees
Now let's use the rotation matrix to rotate the scene by -45 degrees.
Since P2'y is positive, and the rotation matrix rotates counter-clockwise, we'll use a negative rotation to align P2 to the x-axis (if P2'y is negative, don't negate theta).
R(theta) = [cos(theta) -sin(theta)]
[sin(theta) cos(theta)]
R(-45) = [cos(-45) -sin(-45)]
[sin(-45) cos(-45)]
We'll use double prime notation, '', to denote vectors which have been both translated and rotated.
P1'' = [0,0] (no need to calculate this one)
P2'' = [1 cos(-45) - 1 sin(-45)] = [sqrt(2)] = [1.414]
[1 sin(-45) + 1 cos(-45)] = [0] = [0]
P3'' = [3 cos(-45) - (-1) sin(-45)] = [sqrt(2)] = [ 1.414]
[3 sin(-45) + (-1) cos(-45)] = [-2*sqrt(2)] = [-2.828]
Now you can use P1'', P2'', and P3'' to solve for P4''. Apply the reverse rotation to P4'' to get P4', then the reverse translation to get P4, your center point.
To undo the rotation, multiply P4'' by R(-theta), in this case R(45). To undo the translation, subtract the offset vector V, which is the same as adding P1 (assuming you used -P1 as your V originally).
This is the algorithm I use in a 3D printer firmware. It avoids rotating the coordinate system, but it may not be the best.
There are 2 solutions to the trilateration problem. To get the second one, replace "- sqrtf" by "+ sqrtf" in the quadratic equation solution.
Obviously you can use doubles instead of floats if you have enough processor power and memory.
// Primary parameters
float anchorA[3], anchorB[3], anchorC[3]; // XYZ coordinates of the anchors
// Derived parameters
float Da2, Db2, Dc2;
float Xab, Xbc, Xca;
float Yab, Ybc, Yca;
float Zab, Zbc, Zca;
float P, Q, R, P2, U, A;
...
inline float fsquare(float f) { return f * f; }
...
// Precompute the derived parameters - they don't change unless the anchor positions change.
Da2 = fsquare(anchorA[0]) + fsquare(anchorA[1]) + fsquare(anchorA[2]);
Db2 = fsquare(anchorB[0]) + fsquare(anchorB[1]) + fsquare(anchorB[2]);
Dc2 = fsquare(anchorC[0]) + fsquare(anchorC[1]) + fsquare(anchorC[2]);
Xab = anchorA[0] - anchorB[0];
Xbc = anchorB[0] - anchorC[0];
Xca = anchorC[0] - anchorA[0];
Yab = anchorA[1] - anchorB[1];
Ybc = anchorB[1] - anchorC[1];
Yca = anchorC[1] - anchorA[1];
Zab = anchorB[2] - anchorC[2];
Zbc = anchorB[2] - anchorC[2];
Zca = anchorC[2] - anchorA[2];
P = ( anchorB[0] * Yca
- anchorA[0] * anchorC[1]
+ anchorA[1] * anchorC[0]
- anchorB[1] * Xca
) * 2;
P2 = fsquare(P);
Q = ( anchorB[1] * Zca
- anchorA[1] * anchorC[2]
+ anchorA[2] * anchorC[1]
- anchorB[2] * Yca
) * 2;
R = - ( anchorB[0] * Zca
+ anchorA[0] * anchorC[2]
+ anchorA[2] * anchorC[0]
- anchorB[2] * Xca
) * 2;
U = (anchorA[2] * P2) + (anchorA[0] * Q * P) + (anchorA[1] * R * P);
A = (P2 + fsquare(Q) + fsquare(R)) * 2;
...
// Calculate Cartesian coordinates given the distances to the anchors (La, Lb and Lc)
// First calculate PQRST such that x = (Qz + S)/P, y = (Rz + T)/P.
// P, Q and R depend only on the anchor positions, so they are pre-computed
const float S = - Yab * (fsquare(Lc) - Dc2)
- Yca * (fsquare(Lb) - Db2)
- Ybc * (fsquare(La) - Da2);
const float T = - Xab * (fsquare(Lc) - Dc2)
+ Xca * (fsquare(Lb) - Db2)
+ Xbc * (fsquare(La) - Da2);
// Calculate quadratic equation coefficients
const float halfB = (S * Q) - (R * T) - U;
const float C = fsquare(S) + fsquare(T) + (anchorA[1] * T - anchorA[0] * S) * P * 2 + (Da2 - fsquare(La)) * P2;
// Solve the quadratic equation for z
float z = (- halfB - sqrtf(fsquare(halfB) - A * C))/A;
// Substitute back for X and Y
float x = (Q * z + S)/P;
float y = (R * z + T)/P;
Here are the Wikipedia calculations, presented in an OpenSCAD script, which I think helps to understand the problem in a visual wayand provides an easy way to check that the results are correct. Example output from the script
// Trilateration example
// from Wikipedia
//
// pA, pB and pC are the centres of the spheres
// If necessary the spheres must be translated
// and rotated so that:
// -- all z values are 0
// -- pA is at the origin
pA = [0,0,0];
// -- pB is on the x axis
pB = [10,0,0];
pC = [9,7,0];
// rA , rB and rC are the radii of the spheres
rA = 9;
rB = 5;
rC = 7;
if ( pA != [0,0,0]){
echo ("ERROR: pA must be at the origin");
assert(false);
}
if ( (pB[2] !=0 ) || pC[2] !=0){
echo("ERROR: all sphere centers must be in z = 0 plane");
assert(false);
}
if (pB[1] != 0){
echo("pB centre must be on the x axis");
assert(false);
}
// show the spheres
module spheres(){
translate (pA){
sphere(r= rA, $fn = rA * 10);
}
translate(pB){
sphere(r = rB, $fn = rB * 10);
}
translate(pC){
sphere (r = rC, $fn = rC * 10);
}
}
function unit_vector( v) = v / norm(v);
ex = unit_vector(pB - pA) ;
echo(ex = ex);
i = ex * ( pC - pA);
echo (i = i);
ey = unit_vector(pC - pA - i * ex);
echo (ey = ey);
d = norm(pB - pA);
echo (d = d);
j = ey * ( pC - pA);
echo (j = j);
x = (pow(rA,2) - pow(rB,2) + pow(d,2)) / (2 * d);
echo( x = x);
// size of the cube to subtract to show
// the intersection of the spheres
cube_size = [10,10,10];
if ( ((d - rA) >= rB) || ( rB >= ( d + rA)) ){
echo ("Error Y not solvable");
}else{
y = (( pow(rA,2) - pow(rC,2) + pow(i,2) + pow(j,2)) / (2 * j))
- ( i / j) * x;
echo(y = y);
zpow2 = pow(rA,2) - pow(x,2) - pow(y,2);
if ( zpow2 < 0){
echo ("z not solvable");
}else{
z = sqrt(zpow2);
echo (z = z);
// subtract a cube with one of its corners
// at the point where the sphers intersect
difference(){
spheres();
translate ([x,y - cube_size[1],z]){
cube(cube_size);
}
}
translate ([x,y - cube_size[1],z]){
%cube(cube_size);
}
}
}

Approximating inverse trigonometric functions

I have to implement asin, acos and atan in environment where I have only following math tools:
sine
cosine
elementary fixed point arithmetic (floating point numbers are not available)
I also already have reasonably good square root function.
Can I use those to implement reasonably efficient inverse trigonometric functions?
I don't need too big precision (the floating point numbers have very limited precision anyways), basic approximation will do.
I'm already half decided to go with table lookup, but I would like to know if there is some neater option (that doesn't need several hundred lines of code just to implement basic math).
EDIT:
To clear things up: I need to run the function hundreds of times per frame at 35 frames per second.
In a fixed-point environment (S15.16) I successfully used the CORDIC algorithm (see Wikipedia for a general description) to compute atan2(y,x), then derived asin() and acos() from that using well-known functional identities that involve the square root:
asin(x) = atan2 (x, sqrt ((1.0 + x) * (1.0 - x)))
acos(x) = atan2 (sqrt ((1.0 + x) * (1.0 - x)), x)
It turns out that finding a useful description of the CORDIC iteration for atan2() on the double is harder than I thought. The following website appears to contain a sufficiently detailed description, and also discusses two alternative approaches, polynomial approximation and lookup tables:
http://ch.mathworks.com/examples/matlab-fixed-point-designer/615-calculate-fixed-point-arctangent
Do you need a large precision for arcsin(x) function? If no you may calculate arcsin in N nodes, and keep values in memory. I suggest using line aproximation. if x = A*x_(N) + (1-A)*x_(N+1) then x = A*arcsin(x_(N)) + (1-A)*arcsin(x_(N+1)) where arcsin(x_(N)) is known.
you might want to use approximation: use an infinite series until the solution is close enough for you.
for example:
arcsin(z) = Sigma((2n!)/((2^2n)*(n!)^2)*((z^(2n+1))/(2n+1))) where n in [0,infinity)
http://en.wikipedia.org/wiki/Inverse_trigonometric_functions#Expression_as_definite_integrals
You could do that integration numerically with your square root function, approximating with an infinite series:
Submitting here my answer from this other similar question.
nVidia has some great resources I've used for my own uses, few examples: acos asin atan2 etc etc...
These algorithms produce precise enough results. Here's a straight up Python example with their code copy pasted in:
import math
def nVidia_acos(x):
negate = float(x<0)
x=abs(x)
ret = -0.0187293
ret = ret * x
ret = ret + 0.0742610
ret = ret * x
ret = ret - 0.2121144
ret = ret * x
ret = ret + 1.5707288
ret = ret * math.sqrt(1.0-x)
ret = ret - 2 * negate * ret
return negate * 3.14159265358979 + ret
And here are the results for comparison:
nVidia_acos(0.5) result: 1.0471513828611643
math.acos(0.5) result: 1.0471975511965976
That's pretty close! Multiply by 57.29577951 to get results in degrees, which is also from their "degrees" formula.
It should be easy to addapt the following code to fixed point. It employs a rational approximation to calculate the arctangent normalized to the [0 1) interval (you can multiply it by Pi/2 to get the real arctangent). Then, you can use well known identities to get the arcsin/arccos from the arctangent.
normalized_atan(x) ~ (b x + x^2) / (1 + 2 b x + x^2)
where b = 0.596227
The maximum error is 0.1620º
#include <stdint.h>
#include <math.h>
// Approximates atan(x) normalized to the [-1,1] range
// with a maximum error of 0.1620 degrees.
float norm_atan( float x )
{
static const uint32_t sign_mask = 0x80000000;
static const float b = 0.596227f;
// Extract the sign bit
uint32_t ux_s = sign_mask & (uint32_t &)x;
// Calculate the arctangent in the first quadrant
float bx_a = ::fabs( b * x );
float num = bx_a + x * x;
float atan_1q = num / ( 1.f + bx_a + num );
// Restore the sign bit
uint32_t atan_2q = ux_s | (uint32_t &)atan_1q;
return (float &)atan_2q;
}
// Approximates atan2(y, x) normalized to the [0,4) range
// with a maximum error of 0.1620 degrees
float norm_atan2( float y, float x )
{
static const uint32_t sign_mask = 0x80000000;
static const float b = 0.596227f;
// Extract the sign bits
uint32_t ux_s = sign_mask & (uint32_t &)x;
uint32_t uy_s = sign_mask & (uint32_t &)y;
// Determine the quadrant offset
float q = (float)( ( ~ux_s & uy_s ) >> 29 | ux_s >> 30 );
// Calculate the arctangent in the first quadrant
float bxy_a = ::fabs( b * x * y );
float num = bxy_a + y * y;
float atan_1q = num / ( x * x + bxy_a + num );
// Translate it to the proper quadrant
uint32_t uatan_2q = (ux_s ^ uy_s) | (uint32_t &)atan_1q;
return q + (float &)uatan_2q;
}
In case you need more precision, there is a 3rd order rational function:
normalized_atan(x) ~ ( c x + x^2 + x^3) / ( 1 + (c + 1) x + (c + 1) x^2 + x^3)
where c = (1 + sqrt(17)) / 8
which has a maximum approximation error of 0.00811º
Maybe some kind of intelligent brute force like newton rapson.
So for solving asin() you go with steepest descent on sin()
Use a polynomial approximation. Least-squares fit is easiest (Microsoft Excel has it) and Chebyshev approximation is more accurate.
This question has been covered before: How do Trigonometric functions work?
Only continous functions are approximable by polynomials. And arcsin(x) is discontinous in point x=1.same arccos(x).But a range reduction to interval 1,sqrt(1/2) in that case avoid this situation. We have arcsin(x)=pi/2- arccos(x),arccos(x)=pi/2-arcsin(x).you can use matlab for minimax approximation.Aproximate only in range [0,sqrt(1/2)](if angle for that arcsin is request is bigger that sqrt(1/2) find cos(x).arctangent function only for x<1.arctan(x)=pi/2-arctan(1/x).

How do you calculate the average of a set of circular data?

I want to calculate the average of a set of circular data. For example, I might have several samples from the reading of a compass. The problem of course is how to deal with the wraparound. The same algorithm might be useful for a clockface.
The actual question is more complicated - what do statistics mean on a sphere or in an algebraic space which "wraps around", e.g. the additive group mod n. The answer may not be unique, e.g. the average of 359 degrees and 1 degree could be 0 degrees or 180, but statistically 0 looks better.
This is a real programming problem for me and I'm trying to make it not look like just a Math problem.
Compute unit vectors from the angles and take the angle of their average.
This question is examined in detail in the book:
"Statistics On Spheres", Geoffrey S. Watson, University of Arkansas Lecture
Notes in the Mathematical Sciences, 1983 John Wiley & Sons, Inc. as mentioned at http://catless.ncl.ac.uk/Risks/7.44.html#subj4 by Bruce Karsh.
A good way to estimate an average angle, A, from a set of angle measurements
a[i] 0<=i
sum_i_from_1_to_N sin(a[i])
a = arctangent ---------------------------
sum_i_from_1_to_N cos(a[i])
The method given by starblue is computationally equivalent, but his reasons are clearer and probably programmatically more efficient, and also work well in the zero case, so kudos to him.
The subject is now explored in more detail on Wikipedia, and with other uses, like fractional parts.
I see the problem - for example, if you have a 45' angle and a 315' angle, the "natural" average would be 180', but the value you want is actually 0'.
I think Starblue is onto something. Just calculate the (x, y) cartesian coordinates for each angle, and add those resulting vectors together. The angular offset of the final vector should be your required result.
x = y = 0
foreach angle {
x += cos(angle)
y += sin(angle)
}
average_angle = atan2(y, x)
I'm ignoring for now that a compass heading starts at north, and goes clockwise, whereas "normal" cartesian coordinates start with zero along the X axis, and then go anti-clockwise. The maths should work out the same way regardless.
FOR THE SPECIAL CASE OF TWO ANGLES:
The answer ( (a + b) mod 360 ) / 2 is WRONG. For angles 350 and 2, the closest point is 356, not 176.
The unit vector and trig solutions may be too expensive.
What I've got from a little tinkering is:
diff = ( ( a - b + 180 + 360 ) mod 360 ) - 180
angle = (360 + b + ( diff / 2 ) ) mod 360
0, 180 -> 90 (two answers for this: this equation takes the clockwise answer from a)
180, 0 -> 270 (see above)
180, 1 -> 90.5
1, 180 -> 90.5
20, 350 -> 5
350, 20 -> 5 (all following examples reverse properly too)
10, 20 -> 15
350, 2 -> 356
359, 0 -> 359.5
180, 180 -> 180
ackb is right that these vector based solutions cannot be considered true averages of angles, they are only an average of the unit vector counterparts. However, ackb's suggested solution does not appear to mathematically sound.
The following is a solution that is mathematically derived from the goal of minimising (angle[i] - avgAngle)^2 (where the difference is corrected if necessary), which makes it a true arithmetic mean of the angles.
First, we need to look at exactly which cases the difference between angles is different to the difference between their normal number counterparts. Consider angles x and y, if y >= x - 180 and y <= x + 180, then we can use the difference (x-y) directly. Otherwise, if the first condition is not met then we must use (y+360) in the calculation instead of y. Corresponding, if the second condition is not met then we must use (y-360) instead of y. Since the equation of the curve we are minimising only changes at the points where these inequalities change from true to false or vice versa, we can separate the full [0,360) range into a set of segments, separated by these points. Then, we only need to find the minimum of each of these segments, and then the minimum of each segment's minimum, which is the average.
Here's an image demonstrating where the problems occur in calculating angle differences. If x lies in the gray area then there will be a problem.
To minimise a variable, depending on the curve, we can take the derivative of what we want to minimise and then we find the turning point (which is where the derivative = 0).
Here we will apply the idea of minimise the squared difference to derive the common arithmetic mean formula: sum(a[i])/n. The curve y = sum((a[i]-x)^2) can be minimised in this way:
y = sum((a[i]-x)^2)
= sum(a[i]^2 - 2*a[i]*x + x^2)
= sum(a[i]^2) - 2*x*sum(a[i]) + n*x^2
dy\dx = -2*sum(a[i]) + 2*n*x
for dy/dx = 0:
-2*sum(a[i]) + 2*n*x = 0
-> n*x = sum(a[i])
-> x = sum(a[i])/n
Now applying it to curves with our adjusted differences:
b = subset of a where the correct (angular) difference a[i]-x
c = subset of a where the correct (angular) difference (a[i]-360)-x
cn = size of c
d = subset of a where the correct (angular) difference (a[i]+360)-x
dn = size of d
y = sum((b[i]-x)^2) + sum(((c[i]-360)-b)^2) + sum(((d[i]+360)-c)^2)
= sum(b[i]^2 - 2*b[i]*x + x^2)
+ sum((c[i]-360)^2 - 2*(c[i]-360)*x + x^2)
+ sum((d[i]+360)^2 - 2*(d[i]+360)*x + x^2)
= sum(b[i]^2) - 2*x*sum(b[i])
+ sum((c[i]-360)^2) - 2*x*(sum(c[i]) - 360*cn)
+ sum((d[i]+360)^2) - 2*x*(sum(d[i]) + 360*dn)
+ n*x^2
= sum(b[i]^2) + sum((c[i]-360)^2) + sum((d[i]+360)^2)
- 2*x*(sum(b[i]) + sum(c[i]) + sum(d[i]))
- 2*x*(360*dn - 360*cn)
+ n*x^2
= sum(b[i]^2) + sum((c[i]-360)^2) + sum((d[i]+360)^2)
- 2*x*sum(x[i])
- 2*x*360*(dn - cn)
+ n*x^2
dy/dx = 2*n*x - 2*sum(x[i]) - 2*360*(dn - cn)
for dy/dx = 0:
2*n*x - 2*sum(x[i]) - 2*360*(dn - cn) = 0
n*x = sum(x[i]) + 360*(dn - cn)
x = (sum(x[i]) + 360*(dn - cn))/n
This alone is not quite enough to get the minimum, while it works for normal values, that has an unbounded set, so the result will definitely lie within set's range and is therefore valid. We need the minimum within a range (defined by the segment). If the minimum is less than our segment's lower bound then the minimum of that segment must be at the lower bound (because quadratic curves only have 1 turning point) and if the minimum is greater than our segment's upper bound then the segment's minimum is at the upper bound. After we have the minimum for each segment, we simply find the one that has the lowest value for what we're minimising (sum((b[i]-x)^2) + sum(((c[i]-360)-b)^2) + sum(((d[i]+360)-c)^2)).
Here is an image to the curve, which shows how it changes at the points where x=(a[i]+180)%360. The data set is in question is {65,92,230,320,250}.
Here is an implementation of the algorithm in Java, including some optimisations, its complexity is O(nlogn). It can be reduced to O(n) if you replace the comparison based sort with a non comparison based sort, such as radix sort.
static double varnc(double _mean, int _n, double _sumX, double _sumSqrX)
{
return _mean*(_n*_mean - 2*_sumX) + _sumSqrX;
}
//with lower correction
static double varlc(double _mean, int _n, double _sumX, double _sumSqrX, int _nc, double _sumC)
{
return _mean*(_n*_mean - 2*_sumX) + _sumSqrX
+ 2*360*_sumC + _nc*(-2*360*_mean + 360*360);
}
//with upper correction
static double varuc(double _mean, int _n, double _sumX, double _sumSqrX, int _nc, double _sumC)
{
return _mean*(_n*_mean - 2*_sumX) + _sumSqrX
- 2*360*_sumC + _nc*(2*360*_mean + 360*360);
}
static double[] averageAngles(double[] _angles)
{
double sumAngles;
double sumSqrAngles;
double[] lowerAngles;
double[] upperAngles;
{
List<Double> lowerAngles_ = new LinkedList<Double>();
List<Double> upperAngles_ = new LinkedList<Double>();
sumAngles = 0;
sumSqrAngles = 0;
for(double angle : _angles)
{
sumAngles += angle;
sumSqrAngles += angle*angle;
if(angle < 180)
lowerAngles_.add(angle);
else if(angle > 180)
upperAngles_.add(angle);
}
Collections.sort(lowerAngles_);
Collections.sort(upperAngles_,Collections.reverseOrder());
lowerAngles = new double[lowerAngles_.size()];
Iterator<Double> lowerAnglesIter = lowerAngles_.iterator();
for(int i = 0; i < lowerAngles_.size(); i++)
lowerAngles[i] = lowerAnglesIter.next();
upperAngles = new double[upperAngles_.size()];
Iterator<Double> upperAnglesIter = upperAngles_.iterator();
for(int i = 0; i < upperAngles_.size(); i++)
upperAngles[i] = upperAnglesIter.next();
}
List<Double> averageAngles = new LinkedList<Double>();
averageAngles.add(180d);
double variance = varnc(180,_angles.length,sumAngles,sumSqrAngles);
double lowerBound = 180;
double sumLC = 0;
for(int i = 0; i < lowerAngles.length; i++)
{
//get average for a segment based on minimum
double testAverageAngle = (sumAngles + 360*i)/_angles.length;
//minimum is outside segment range (therefore not directly relevant)
//since it is greater than lowerAngles[i], the minimum for the segment
//must lie on the boundary lowerAngles[i]
if(testAverageAngle > lowerAngles[i]+180)
testAverageAngle = lowerAngles[i];
if(testAverageAngle > lowerBound)
{
double testVariance = varlc(testAverageAngle,_angles.length,sumAngles,sumSqrAngles,i,sumLC);
if(testVariance < variance)
{
averageAngles.clear();
averageAngles.add(testAverageAngle);
variance = testVariance;
}
else if(testVariance == variance)
averageAngles.add(testAverageAngle);
}
lowerBound = lowerAngles[i];
sumLC += lowerAngles[i];
}
//Test last segment
{
//get average for a segment based on minimum
double testAverageAngle = (sumAngles + 360*lowerAngles.length)/_angles.length;
//minimum is inside segment range
//we will test average 0 (360) later
if(testAverageAngle < 360 && testAverageAngle > lowerBound)
{
double testVariance = varlc(testAverageAngle,_angles.length,sumAngles,sumSqrAngles,lowerAngles.length,sumLC);
if(testVariance < variance)
{
averageAngles.clear();
averageAngles.add(testAverageAngle);
variance = testVariance;
}
else if(testVariance == variance)
averageAngles.add(testAverageAngle);
}
}
double upperBound = 180;
double sumUC = 0;
for(int i = 0; i < upperAngles.length; i++)
{
//get average for a segment based on minimum
double testAverageAngle = (sumAngles - 360*i)/_angles.length;
//minimum is outside segment range (therefore not directly relevant)
//since it is greater than lowerAngles[i], the minimum for the segment
//must lie on the boundary lowerAngles[i]
if(testAverageAngle < upperAngles[i]-180)
testAverageAngle = upperAngles[i];
if(testAverageAngle < upperBound)
{
double testVariance = varuc(testAverageAngle,_angles.length,sumAngles,sumSqrAngles,i,sumUC);
if(testVariance < variance)
{
averageAngles.clear();
averageAngles.add(testAverageAngle);
variance = testVariance;
}
else if(testVariance == variance)
averageAngles.add(testAverageAngle);
}
upperBound = upperAngles[i];
sumUC += upperBound;
}
//Test last segment
{
//get average for a segment based on minimum
double testAverageAngle = (sumAngles - 360*upperAngles.length)/_angles.length;
//minimum is inside segment range
//we test average 0 (360) now
if(testAverageAngle < 0)
testAverageAngle = 0;
if(testAverageAngle < upperBound)
{
double testVariance = varuc(testAverageAngle,_angles.length,sumAngles,sumSqrAngles,upperAngles.length,sumUC);
if(testVariance < variance)
{
averageAngles.clear();
averageAngles.add(testAverageAngle);
variance = testVariance;
}
else if(testVariance == variance)
averageAngles.add(testAverageAngle);
}
}
double[] averageAngles_ = new double[averageAngles.size()];
Iterator<Double> averageAnglesIter = averageAngles.iterator();
for(int i = 0; i < averageAngles_.length; i++)
averageAngles_[i] = averageAnglesIter.next();
return averageAngles_;
}
The arithmetic mean of a set of angles may not agree with your intuitive idea of what the average should be. For example, the arithmetic mean of the set {179,179,0,181,181} is 216 (and 144). The answer you immediately think of is probably 180, however it is well known that the arithmetic mean is heavily affected by edge values. You should also remember that angles are not vectors, as appealing as that may seem when dealing with angles sometimes.
This algorithm does of course also apply to all quantities that obey modular arithmetic (with minimal adjustment), such as the time of day.
I would also like to stress that even though this is a true average of angles, unlike the vector solutions, that does not necessarily mean it is the solution you should be using, the average of the corresponding unit vectors may well be the value you actually should to be using.
You have to define average more accurately. For the specific case of two angles, I can think of two different scenarios:
The "true" average, i.e. (a + b) / 2 % 360.
The angle that points "between" the two others while staying in the same semicircle, e.g. for 355 and 5, this would be 0, not 180. To do this, you need to check if the difference between the two angles is larger than 180 or not. If so, increment the smaller angle by 360 before using the above formula.
I don't see how the second alternative can be generalized for the case of more than two angles, though.
I'd like to share an method I used with a microcontroller which did not have floating point or trigonometry capabilities. I still needed to "average" 10 raw bearing readings in order to smooth out variations.
Check whether the first bearing is the range 270-360 or 0-90 degrees (northern two quadrants)
If it is, rotate this and all subsequent readings by 180 degrees, keeping all values in the range 0 <= bearing < 360. Otherwise take the readings as they come.
Once 10 readings have been taken calculate the numerical average assuming that there has been no wraparound
If the 180 degree rotation had been in effect then rotate the calculated average by 180 degrees to get back to a "true" bearing.
It's not ideal; it can break. I got away with it in this case because the device only rotates very slowly. I'll put it out there in case anyone else finds themselves working under similar restrictions.
Like all averages, the answer depends upon the choice of metric. For a given metric M, the average of some angles a_k in [-pi,pi] for k in [1,N] is that angle a_M which minimizes the sum of squared distances d^2_M(a_M,a_k). For a weighted mean, one simply includes in the sum the weights w_k (such that sum_k w_k = 1). That is,
a_M = arg min_x sum_k w_k d^2_M(x,a_k)
Two common choices of metric are the Frobenius and the Riemann metrics. For the Frobenius metric, a direct formula exists that corresponds to the usual notion of average bearing in circular statistics. See "Means and Averaging in the Group of Rotations", Maher Moakher, SIAM Journal on Matrix Analysis and Applications, Volume 24, Issue 1, 2002, for details.
http://link.aip.org/link/?SJMAEL/24/1/1
Here's a function for GNU Octave 3.2.4 that does the computation:
function ma=meanangleoct(a,w,hp,ntype)
% ma=meanangleoct(a,w,hp,ntype) returns the average of angles a
% given weights w and half-period hp using norm type ntype
% Ref: "Means and Averaging in the Group of Rotations",
% Maher Moakher, SIAM Journal on Matrix Analysis and Applications,
% Volume 24, Issue 1, 2002.
if (nargin<1) | (nargin>4), help meanangleoct, return, end
if isempty(a), error('no measurement angles'), end
la=length(a); sa=size(a);
if prod(sa)~=la, error('a must be a vector'); end
if (nargin<4) || isempty(ntype), ntype='F'; end
if ~sum(ntype==['F' 'R']), error('ntype must be F or R'), end
if (nargin<3) || isempty(hp), hp=pi; end
if (nargin<2) || isempty(w), w=1/la+0*a; end
lw=length(w); sw=size(w);
if prod(sw)~=lw, error('w must be a vector'); end
if lw~=la, error('length of w must equal length of a'), end
if sum(w)~=1, warning('resumming weights to unity'), w=w/sum(w); end
a=a(:); % make column vector
w=w(:); % make column vector
a=mod(a+hp,2*hp)-hp; % reduce to central period
a=a/hp*pi; % scale to half period pi
z=exp(i*a); % U(1) elements
% % NOTA BENE:
% % fminbnd can get hung up near the boundaries.
% % If that happens, shift the input angles a
% % forward by one half period, then shift the
% % resulting mean ma back by one half period.
% X=fminbnd(#meritfcn,-pi,pi,[],z,w,ntype);
% % seems to work better
x0=imag(log(sum(w.*z)));
X=fminbnd(#meritfcn,x0-pi,x0+pi,[],z,w,ntype);
% X=real(X); % truncate some roundoff
X=mod(X+pi,2*pi)-pi; % reduce to central period
ma=X*hp/pi; % scale to half period hp
return
%%%%%%
function d2=meritfcn(x,z,w,ntype)
x=exp(i*x);
if ntype=='F'
y=x-z;
else % ntype=='R'
y=log(x'*z);
end
d2=y'*diag(w)*y;
return
%%%%%%
% % test script
% %
% % NOTA BENE: meanangleoct(a,[],[],'R') will equal mean(a)
% % when all abs(a-b) < pi/2 for some value b
% %
% na=3, a=sort(mod(randn(1,na)+1,2)-1)*pi;
% da=diff([a a(1)+2*pi]); [mda,ndx]=min(da);
% a=circshift(a,[0 2-ndx]) % so that diff(a(2:3)) is smallest
% A=exp(i*a), B1=expm(a(1)*[0 -1; 1 0]),
% B2=expm(a(2)*[0 -1; 1 0]), B3=expm(a(3)*[0 -1; 1 0]),
% masimpl=[angle(mean(exp(i*a))) mean(a)]
% Bsum=B1+B2+B3; BmeanF=Bsum/sqrt(det(Bsum));
% % this expression for BmeanR should be correct for ordering of a above
% BmeanR=B1*(B1'*B2*(B2'*B3)^(1/2))^(2/3);
% mamtrx=real([[0 1]*logm(BmeanF)*[1 0]' [0 1]*logm(BmeanR)*[1 0]'])
% manorm=[meanangleoct(a,[],[],'F') meanangleoct(a,[],[],'R')]
% polar(a,1+0*a,'b*'), axis square, hold on
% polar(manorm(1),1,'rs'), polar(manorm(2),1,'gd'), hold off
% Meanangleoct Version 1.0
% Copyright (C) 2011 Alphawave Research, robjohnson#alphawaveresearch.com
% Released under GNU GPLv3 -- see file COPYING for more info.
%
% Meanangle 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, either version 3 of the License, or (at
% your option) any later version.
%
% Meanangle 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.
%
% You should have received a copy of the GNU General Public License
% along with this program. If not, see `http://www.gnu.org/licenses/'.
In python, with angles between [-180, 180)
def add_angles(a, b):
return (a + b + 180) % 360 - 180
def average_angles(a, b):
return add_angles(a, add_angles(-a, b)/2)
Details:
For the average of two angles there are two averages 180° apart, but we may want the closer average.
Visually, the average of the blue (b) and green (a) the yields the teal point:
Angles 'wrap around' (e.g. 355 + 10 = 5), but standard arithmetic will ignore this branch point.
However if angle b is opposite to the branch point, then (b + g)/2 gives the closest average: the teal point.
For any two angles, we can rotate the problem so one of the angles is opposite to the branch point, perform standard averaging, then rotate back.
Here is the full solution:
(the input is an array of bearing in degrees (0-360)
public static int getAvarageBearing(int[] arr)
{
double sunSin = 0;
double sunCos = 0;
int counter = 0;
for (double bearing : arr)
{
bearing *= Math.PI/180;
sunSin += Math.sin(bearing);
sunCos += Math.cos(bearing);
counter++;
}
int avBearing = INVALID_ANGLE_VALUE;
if (counter > 0)
{
double bearingInRad = Math.atan2(sunSin/counter, sunCos/counter);
avBearing = (int) (bearingInRad*180f/Math.PI);
if (avBearing<0)
avBearing += 360;
}
return avBearing;
}
In english:
Make a second data set with all angles shifted by 180.
Take the variance of both data sets.
Take the average of the data set with the smallest variance.
If this average is from the shifted set then shift the answer again by 180.
In python:
A #numpy NX1 array of angles
if np.var(A) < np.var((A-180)%360):
average = np.average(A)
else:
average = (np.average((A-180)%360)+180)%360
If anyone is looking for a JavaScript solution to this, I've translated the example given in the wikipedia page Mean of circular quantities (which was also referred to in Nick's answer) into JavaScript/NodeJS code, with help from the mathjs library.
If your angles are in degrees:
const maths = require('mathjs');
getAverageDegrees = (array) => {
let arrayLength = array.length;
let sinTotal = 0;
let cosTotal = 0;
for (let i = 0; i < arrayLength; i++) {
sinTotal += maths.sin(array[i] * (maths.pi / 180));
cosTotal += maths.cos(array[i] * (maths.pi / 180));
}
let averageDirection = maths.atan(sinTotal / cosTotal) * (180 / maths.pi);
if (cosTotal < 0) {
averageDirection += 180;
} else if (sinTotal < 0) {
averageDirection += 360;
}
return averageDirection;
}
This solution worked really well for me in order to find the average direction from a set of compass directions. I've tested this on a large range of directional data (0-360 degrees) and it seems very robust.
Alternatively, if your angles are in radians:
const maths = require('mathjs');
getAverageRadians = (array) => {
let arrayLength = array.length;
let sinTotal = 0;
let cosTotal = 0;
for (let i = 0; i < arrayLength; i++) {
sinTotal += maths.sin(array[i]);
cosTotal += maths.cos(array[i]);
}
let averageDirection = maths.atan(sinTotal / cosTotal);
if (cosTotal < 0) {
averageDirection += 180;
} else if (sinTotal < 0) {
averageDirection += 360;
}
return averageDirection;
}
Hopefully these solutions are helpful to someone facing a similar programming challenge to me.
I would go the vector way using complex numbers. My example is in Python, which has built-in complex numbers:
import cmath # complex math
def average_angle(list_of_angles):
# make a new list of vectors
vectors= [cmath.rect(1, angle) # length 1 for each vector
for angle in list_of_angles]
vector_sum= sum(vectors)
# no need to average, we don't care for the modulus
return cmath.phase(vector_sum)
Note that Python does not need to build a temporary new list of vectors, all of the above can be done in one step; I just chose this way to approximate pseudo-code applicable to other languages too.
Here's a complete C++ solution:
#include <vector>
#include <cmath>
double dAngleAvg(const vector<double>& angles) {
auto avgSin = double{ 0.0 };
auto avgCos = double{ 0.0 };
static const auto conv = double{ 0.01745329251994 }; // PI / 180
static const auto i_conv = double{ 57.2957795130823 }; // 180 / PI
for (const auto& theta : angles) {
avgSin += sin(theta*conv);
avgCos += cos(theta*conv);
}
avgSin /= (double)angles.size();
avgCos /= (double)angles.size();
auto ret = double{ 90.0 - atan2(avgCos, avgSin) * i_conv };
if (ret<0.0) ret += 360.0;
return fmod(ret, 360.0);
}
It takes the angles in the form of a vector of doubles, and returns the average simply as a double. The angles must be in degrees, and of course the average is in degrees as well.
Based on Alnitak's answer, I've written a Java method for calculating the average of multiple angles:
If your angles are in radians:
public static double averageAngleRadians(double... angles) {
double x = 0;
double y = 0;
for (double a : angles) {
x += Math.cos(a);
y += Math.sin(a);
}
return Math.atan2(y, x);
}
If your angles are in degrees:
public static double averageAngleDegrees(double... angles) {
double x = 0;
double y = 0;
for (double a : angles) {
x += Math.cos(Math.toRadians(a));
y += Math.sin(Math.toRadians(a));
}
return Math.toDegrees(Math.atan2(y, x));
}
Here's an idea: build the average iteratively by always calculating the average of the angles that are closest together, keeping a weight.
Another idea: find the largest gap between the given angles. Find the point that bisects it, and then pick the opposite point on the circle as the reference zero to calculate the average from.
Let's represent these angles with points on the circumference of the circle.
Can we assume that all these points fall on the same half of the circle? (Otherwise, there is no obvious way to define the "average angle". Think of two points on the diameter, e.g. 0 deg and 180 deg --- is the average 90 deg or 270 deg? What happens when we have 3 or more evenly spread out points?)
With this assumption, we pick an arbitrary point on that semicircle as the "origin", and measure the given set of angles with respect to this origin (call this the "relative angle"). Note that the relative angle has an absolute value strictly less than 180 deg. Finally, take the mean of these relative angles to get the desired average angle (relative to our origin of course).
There's no single "right answer". I recommend reading the book,
K. V. Mardia and P. E. Jupp, "Directional Statistics", (Wiley, 1999),
for a thorough analysis.
(Just want to share my viewpoint from Estimation Theory or Statistical Inference)
Nimble's trial is to get the MMSE^ estimate of a set of angles, but it's one of choices to find an "averaged" direction; one can also find an MMAE^ estimate, or some other estimate to be the "averaged" direction, and it depends on your metric quantifying error of direction; or more generally in estimation theory, the definition of cost function.
^ MMSE/MMAE corresponds to minimum mean squared/absolute error.
ackb said "The average angle phi_avg should have the property that sum_i|phi_avg-phi_i|^2 becomes minimal...they average something, but not angles"
---- you quantify errors in mean-squared sense and it's one of the mostly common way, however, not the only way. The answer favored by most people here (i.e., sum of the unit vectors and get the angle of the result) is actually one of the reasonable solutions. It is (can be proved) the ML estimator that serves as the "averaged" direction we want, if the directions of the vectors are modeled as von Mises distribution. This distribution is not fancy, and is just a periodically sampled distribution from a 2D Guassian. See Eqn. (2.179) in Bishop's book "Pattern Recognition and Machine Learning". Again, by no means it's the only best one to represent "average" direction, however, it is quite reasonable one that have both good theoretical justification and simple implementation.
Nimble said "ackb is right that these vector based solutions cannot be considered true averages of angles, they are only an average of the unit vector counterparts"
----this is not true. The "unit vector counterparts" reveals the information of the direction of a vector. The angle is a quantity without considering the length of the vector, and the unit vector is something with additional information that the length is 1. You can define your "unit" vector to be of length 2, it does not really matter.
You can see a solution and a little explanation in the following link, for ANY programming language:
https://rosettacode.org/wiki/Averages/Mean_angle
For instance, C++ solution:
#include<math.h>
#include<stdio.h>
double
meanAngle (double *angles, int size)
{
double y_part = 0, x_part = 0;
int i;
for (i = 0; i < size; i++)
{
x_part += cos (angles[i] * M_PI / 180);
y_part += sin (angles[i] * M_PI / 180);
}
return atan2 (y_part / size, x_part / size) * 180 / M_PI;
}
int
main ()
{
double angleSet1[] = { 350, 10 };
double angleSet2[] = { 90, 180, 270, 360};
double angleSet3[] = { 10, 20, 30};
printf ("\nMean Angle for 1st set : %lf degrees", meanAngle (angleSet1, 2));
printf ("\nMean Angle for 2nd set : %lf degrees", meanAngle (angleSet2, 4));
printf ("\nMean Angle for 3rd set : %lf degrees\n", meanAngle (angleSet3, 3));
return 0;
}
Output:
Mean Angle for 1st set : -0.000000 degrees
Mean Angle for 2nd set : -90.000000 degrees
Mean Angle for 3rd set : 20.000000 degrees
Or Matlab solution:
function u = mean_angle(phi)
u = angle(mean(exp(i*pi*phi/180)))*180/pi;
end
mean_angle([350, 10])
ans = -2.7452e-14
mean_angle([90, 180, 270, 360])
ans = -90
mean_angle([10, 20, 30])
ans = 20.000
Here is a completely arithmetic solution using moving averages and taking care to normalize values. It is fast and delivers correct answers if all angles are on one side of the circle (within 180° of each other).
It is mathimatically equivalent to adding the offset which shifts the values into the range (0, 180), calulating the mean and then subtracting the offset.
The comments describe what range a specific value can take on at any given time
// angles have to be in the range [0, 360) and within 180° of each other.
// n >= 1
// returns the circular average of the angles int the range [0, 360).
double meanAngle(double* angles, int n)
{
double average = angles[0];
for (int i = 1; i<n; i++)
{
// average: (0, 360)
double diff = angles[i]-average;
// diff: (-540, 540)
if (diff < -180)
diff += 360;
else if (diff >= 180)
diff -= 360;
// diff: (-180, 180)
average += diff/(i+1);
// average: (-180, 540)
if (average < 0)
average += 360;
else if (average >= 360)
average -= 360;
// average: (0, 360)
}
return average;
}
Well I'm hugely late to the party but thought I'd add my 2 cents worth as I couldn't really find any definitive answer. In the end I implemented the following Java version of the Mitsuta method which, I hope, provides a simple and robust solution. Particularly as the Standard Deviation provides both a measure dispersion and, if sd == 90, indicates that the input angles result in an ambiguous mean.
EDIT: Actually I realised that my original implementation can be even further simplified, in fact worryingly simple considering all the conversation and trigonometry going on in the other answers.
/**
* The Mitsuta method
*
* #param angles Angles from 0 - 360
* #return double array containing
* 0 - mean
* 1 - sd: a measure of angular dispersion, in the range [0..360], similar to standard deviation.
* Note if sd == 90 then the mean can also be its inverse, i.e. 360 == 0, 300 == 60.
*/
public static double[] getAngleStatsMitsuta(double... angles) {
double sum = 0;
double sumsq = 0;
for (double angle : angles) {
if (angle >= 180) {
angle -= 360;
}
sum += angle;
sumsq += angle * angle;
}
double mean = sum / angles.length;
return new double[]{mean <= 0 ? 360 + mean: mean, Math.sqrt(sumsq / angles.length - (mean * mean))};
}
... and for all you (Java) geeks out there, you can use the above approach to get the mean angle in one line.
Arrays.stream(angles).map(angle -> angle<180 ? angle: (angle-360)).sum() / angles.length;
Alnitak has the right solution. Nick Fortescue's solution is functionally the same.
For the special case of where
( sum(x_component) = 0.0 && sum(y_component) = 0.0 ) // e.g. 2 angles of 10. and 190. degrees ea.
use 0.0 degrees as the sum
Computationally you have to test for this case since atan2(0. , 0.) is undefined and will generate an error.
The average angle phi_avg should have the property that sum_i|phi_avg-phi_i|^2 becomes minimal, where the difference has to be in [-Pi, Pi) (because it might be shorter to go the other way around!). This is easily achieved by normalizing all input values to [0, 2Pi), keeping a running average phi_run and choosing normalizing |phi_i-phi_run| to [-Pi,Pi)
(by adding or subtractin 2Pi). Most suggestions above do something else that does not
have that minimal property, i.e., they average something, but not angles.
I solved the problem with the help of the answer from #David_Hanak.
As he states:
The angle that points "between" the two others while staying in the same semicircle, e.g. for 355 and 5, this would be 0, not 180. To do this, you need to check if the difference between the two angles is larger than 180 or not. If so, increment the smaller angle by 360 before using the above formula.
So what I did was calculate the average of all the angles. And then all the angles that are less than this, increase them by 360. Then recalculate the average by adding them all and dividing them by their length.
float angleY = 0f;
int count = eulerAngles.Count;
for (byte i = 0; i < count; i++)
angleY += eulerAngles[i].y;
float averageAngle = angleY / count;
angleY = 0f;
for (byte i = 0; i < count; i++)
{
float angle = eulerAngles[i].y;
if (angle < averageAngle)
angle += 360f;
angleY += angle;
}
angleY = angleY / count;
Works perfectly.
Python function:
from math import sin,cos,atan2,pi
import numpy as np
def meanangle(angles,weights=0,setting='degrees'):
'''computes the mean angle'''
if weights==0:
weights=np.ones(len(angles))
sumsin=0
sumcos=0
if setting=='degrees':
angles=np.array(angles)*pi/180
for i in range(len(angles)):
sumsin+=weights[i]/sum(weights)*sin(angles[i])
sumcos+=weights[i]/sum(weights)*cos(angles[i])
average=atan2(sumsin,sumcos)
if setting=='degrees':
average=average*180/pi
return average
You can use this function in Matlab:
function retVal=DegreeAngleMean(x)
len=length(x);
sum1=0;
sum2=0;
count1=0;
count2=0;
for i=1:len
if x(i)<180
sum1=sum1+x(i);
count1=count1+1;
else
sum2=sum2+x(i);
count2=count2+1;
end
end
if (count1>0)
k1=sum1/count1;
end
if (count2>0)
k2=sum2/count2;
end
if count1>0 && count2>0
if(k2-k1 >= 180)
retVal = ((sum1+sum2)-count2*360)/len;
else
retVal = (sum1+sum2)/len;
end
elseif count1>0
retVal = k1;
else
retVal = k2;
end
While starblue's answer gives the angle of the average unit vector, it is possible to extend the concept of the arithmetic mean to angles if you accept that there may be more than one answer in the range of 0 to 2*pi (or 0° to 360°). For example, the average of 0° and 180° may be either 90° or 270°.
The arithmetic mean has the property of being the single value with the minimum sum of squared distances to the input values. The distance along the unit circle between two unit vectors can be easily calculated as the inverse cosine of their dot product. If we choose a unit vector by minimizing the sum of the squared inverse cosine of the dot product of our vector and each input unit vector then we have an equivalent average. Again, keep in mind that there may be two or more minimums in exceptional cases.
This concept could be extended to any number of dimensions, since the distance along the unit sphere can be calculated in the exact same way as the distance along the unit circle--the inverse cosine of the dot product of two unit vectors.
For circles we could solve for this average in a number of ways, but I propose the following O(n^2) algorithm (angles are in radians, and I avoid calculating the unit vectors):
var bestAverage = -1
double minimumSquareDistance
for each a1 in input
var sumA = 0;
for each a2 in input
var a = (a2 - a1) mod (2*pi) + a1
sumA += a
end for
var averageHere = sumA / input.count
var sumSqDistHere = 0
for each a2 in input
var dist = (a2 - averageHere + pi) mod (2*pi) - pi // keep within range of -pi to pi
sumSqDistHere += dist * dist
end for
if (bestAverage < 0 OR sumSqDistHere < minimumSquareDistance) // for exceptional cases, sumSqDistHere may be equal to minimumSquareDistance at least once. In these cases we will only find one of the averages
minimumSquareDistance = sumSqDistHere
bestAverage = averageHere
end if
end for
return bestAverage
If all the angles are within 180° of each other, then we could use a simpler O(n)+O(sort) algorithm (again using radians and avoiding use of unit vectors):
sort(input)
var largestGapEnd = input[0]
var largestGapSize = (input[0] - input[input.count-1]) mod (2*pi)
for (int i = 1; i < input.count; ++i)
var gapSize = (input[i] - input[i - 1]) mod (2*pi)
if (largestGapEnd < 0 OR gapSize > largestGapSize)
largestGapSize = gapSize
largestGapEnd = input[i]
end if
end for
double sum = 0
for each angle in input
var a2 = (angle - largestGapEnd) mod (2*pi) + largestGapEnd
sum += a2
end for
return sum / input.count
To use degrees, simply replace pi with 180. If you plan to use more dimensions then you will most likely have to use an iterative method to solve for the average.
The problem is extremely simple.
1. Make sure all angles are between -180 and 180 degrees.
2. a Add all non-negative angles, take their average, and COUNT how many
2. b.Add all negative angles, take their average and COUNT how many.
3. Take the difference of pos_average minus neg_average
If difference is greater than 180 then change difference to 360 minus difference. Otherwise just change the sign of difference. Note that difference is always non-negative.
The Average_Angle equals the pos_average plus difference times the "weight", negative count divided by the sum of negative and positive count
Here is some java code to average angles, I think it's reasonably robust.
public static double getAverageAngle(List<Double> angles)
{
// r = right (0 to 180 degrees)
// l = left (180 to 360 degrees)
double rTotal = 0;
double lTotal = 0;
double rCtr = 0;
double lCtr = 0;
for (Double angle : angles)
{
double norm = normalize(angle);
if (norm >= 180)
{
lTotal += norm;
lCtr++;
} else
{
rTotal += norm;
rCtr++;
}
}
double rAvg = rTotal / Math.max(rCtr, 1.0);
double lAvg = lTotal / Math.max(lCtr, 1.0);
if (rAvg > lAvg + 180)
{
lAvg += 360;
}
if (lAvg > rAvg + 180)
{
rAvg += 360;
}
double rPortion = rAvg * (rCtr / (rCtr + lCtr));
double lPortion = lAvg * (lCtr / (lCtr + rCtr));
return normalize(rPortion + lPortion);
}
public static double normalize(double angle)
{
double result = angle;
if (angle >= 360)
{
result = angle % 360;
}
if (angle < 0)
{
result = 360 + (angle % 360);
}
return result;
}

Resources