unitvector.hh

#ifndef UNIT_VECTOR_HH
#define UNIT_VECTOR_HH

#include <dune/common/fvector.hh>
#include <dune/common/fmatrix.hh>

#include <dune/gfe/tensor3.hh>

/** \brief A unit vector in R^N

    \tparam N Dimension of the embedding space
*/
template <int N>
class UnitVector
{
    /** \brief Computes sin(x/2) / x without getting unstable for small x */
    static double sinc(const double& x) {
        return (x < 1e-4) ? 1 + (x*x/6) : std::sin(x)/x;
    }

    /** \brief Compute the derivative of arccos^2 without getting unstable for x close to 1 */
    static double derivativeOfArcCosSquared(const double& x) {
        const double eps = 1e-12;
        if (x > 1-eps) {  // regular expression is unstable, use the series expansion instead
            return -2 + 2*(x-1)/3 - 4/15*(x-1)*(x-1) + 4/35*(x-1)*(x-1)*(x-1);
        } else if (x < -1+eps) {  // The function is not differentiable
            DUNE_THROW(Dune::Exception, "arccos^2 is not differentiable at x==-1!");
        } else
            return -2*std::acos(x) / std::sqrt(1-x*x);
    }

    /** \brief Compute the second derivative of arccos^2 without getting unstable for x close to 1 */
    static double secondDerivativeOfArcCosSquared(const double& x) {
        const double eps = 1e-12;
        if (x > 1-eps) {  // regular expression is unstable, use the series expansion instead
            return 2.0/3 - 8*(x-1)/15;
        } else if (x < -1+eps) {  // The function is not differentiable
            DUNE_THROW(Dune::Exception, "arccos^2 is not differentiable at x==-1!");
        } else
            return 2/(1-x*x) - 2*x*std::acos(x) / std::pow(1-x*x,1.5);
    }

    /** \brief Compute the third derivative of arccos^2 without getting unstable for x close to 1 */
    static double thirdDerivativeOfArcCosSquared(const double& x) {
        const double eps = 1e-12;
        if (x > 1-eps) {  // regular expression is unstable, use the series expansion instead
            return -8.0/15 + 24*(x-1)/35;
        } else if (x < -1+eps) {  // The function is not differentiable
            DUNE_THROW(Dune::Exception, "arccos^2 is not differentiable at x==-1!");
        } else {
            double d = 1-x*x;
            return 6*x/(d*d) - 6*x*x*std::acos(x)/(d*d*std::sqrt(d)) - 2*std::acos(x)/(d*std::sqrt(d));
        }
    }

public:

    /** \brief The type used for coordinates */
    typedef double ctype;

    /** \brief Global coordinates wrt an isometric embedding function are available */
    static const bool globalIsometricCoordinates = true;
    
    /** \brief The type used for global coordinates */
    typedef Dune::FieldVector<double,N> CoordinateType;
    
    /** \brief Dimension of the manifold formed by unit vectors */
    static const int dim = N-1;

    typedef Dune::FieldVector<double,N-1> TangentVector;

    typedef Dune::FieldVector<double,N> EmbeddedTangentVector;
    
    /** \brief Default constructor */
    UnitVector()
    {}
    
    /** \brief Constructor from a vector.  The vector gets normalized */
    UnitVector(const Dune::FieldVector<double,N>& vector)
        : data_(vector)
    {
        data_ /= data_.two_norm();
    }
    
    /** \brief Constructor from an array.  The array gets normalized */
    UnitVector(const Dune::array<double,N>& vector)
    {
        for (int i=0; i<N; i++)
            data_[i] = vector[i];
        data_ /= data_.two_norm();
    }

    UnitVector<N>& operator=(const Dune::FieldVector<double,N>& vector)
    {
        data_ = vector;
        data_ /= data_.two_norm();
        return *this;
    }

     /** \brief The exponential map */
    static UnitVector exp(const UnitVector& p, const TangentVector& v) {

        Dune::FieldMatrix<double,N-1,N> frame = p.orthonormalFrame();

        EmbeddedTangentVector ev;
        frame.mtv(v,ev);
            
        return exp(p,ev);
    }

     /** \brief The exponential map */
    static UnitVector exp(const UnitVector& p, const EmbeddedTangentVector& v) {

        assert( std::abs(p.data_*v) < 1e-5 );

        const double norm = v.two_norm();
        UnitVector result = p;
        result.data_ *= std::cos(norm);
        result.data_.axpy(sinc(norm), v);
        return result;
    }

    /** \brief Length of the great arc connecting the two points */
     static double distance(const UnitVector& a, const UnitVector& b) {

         // Not nice: we are in a class for unit vectors, but the class is actually
         // supposed to handle perturbations of unit vectors as well.  Therefore
         // we normalize here.
         double x = a.data_ * b.data_/a.data_.two_norm()/b.data_.two_norm();
         
         // paranoia:  if the argument is just eps larger than 1 acos returns NaN
         x = std::min(x,1.0);
         
         return std::acos(x);
    }

    /** \brief Compute the gradient of the squared distance function keeping the first argument fixed

    Unlike the distance itself the squared distance is differentiable at zero
     */
    static EmbeddedTangentVector derivativeOfDistanceSquaredWRTSecondArgument(const UnitVector& a, const UnitVector& b) {
        double x = a.data_ * b.data_;

        EmbeddedTangentVector result = a.data_;

        result *= derivativeOfArcCosSquared(x);

        // Project gradient onto the tangent plane at b in order to obtain the surface gradient
        result = b.projectOntoTangentSpace(result);

        // Gradient must be a tangent vector at b, in other words, orthogonal to it
        assert( std::abs(b.data_ * result) < 1e-5);

        return result;
    }

    /** \brief Compute the Hessian of the squared distance function keeping the first argument fixed

    Unlike the distance itself the squared distance is differentiable at zero
     */
    static Dune::FieldMatrix<double,N,N> secondDerivativeOfDistanceSquaredWRTSecondArgument(const UnitVector& p, const UnitVector& q) {

        double sp = p.data_ * q.data_;
        
        Dune::FieldVector<double,N> pProjected = q.projectOntoTangentSpace(p.globalCoordinates());

        Dune::FieldMatrix<double,N,N> A;
        for (int i=0; i<N; i++)
            for (int j=0; j<N; j++)
                A[i][j] = pProjected[i]*pProjected[j];
        
        A *= secondDerivativeOfArcCosSquared(sp);

        // Compute matrix B (see notes)
        Dune::FieldMatrix<double,N,N> Pq;
        for (int i=0; i<N; i++)
            for (int j=0; j<N; j++)
                Pq[i][j] = (i==j) - q.data_[i]*q.data_[j];

        // Bring it all together
        A.axpy(-1*derivativeOfArcCosSquared(sp)*sp, Pq);

        return A;
    }

    /** \brief Compute the mixed second derivate \partial d^2 / \partial da db

    Unlike the distance itself the squared distance is differentiable at zero
     */
    static Dune::FieldMatrix<double,N,N> secondDerivativeOfDistanceSquaredWRTFirstAndSecondArgument(const UnitVector& a, const UnitVector& b) {

        double sp = a.data_ * b.data_;

        // Compute vector A (see notes)
        Dune::FieldMatrix<double,1,N> row;
        row[0] = b.projectOntoTangentSpace(a.globalCoordinates());

        Dune::FieldVector<double,N> tmp = a.projectOntoTangentSpace(b.globalCoordinates());
        Dune::FieldMatrix<double,N,1> column;
        for (int i=0; i<N; i++)  // turn row vector into column vector
            column[i] = tmp[i];

        Dune::FieldMatrix<double,N,N> A;
        // A = row * column
        Dune::FMatrixHelp::multMatrix(column,row,A);
        A *= secondDerivativeOfArcCosSquared(sp);

        // Compute matrix B (see notes)
        Dune::FieldMatrix<double,N,N> Pp, Pq;
        for (int i=0; i<N; i++)
            for (int j=0; j<N; j++) {
                Pp[i][j] = (i==j) - a.data_[i]*a.data_[j];
                Pq[i][j] = (i==j) - b.data_[i]*b.data_[j];
            }
            
        Dune::FieldMatrix<double,N,N> B;
        Dune::FMatrixHelp::multMatrix(Pp,Pq,B);

        // Bring it all together
        A.axpy(derivativeOfArcCosSquared(sp), B);

        return A;
    }
    
    
    /** \brief Compute the mixed third derivative \partial d^3 / \partial da db^2

    Unlike the distance itself the squared distance is differentiable at zero
     */
    static Tensor3<double,N,N,N> thirdDerivativeOfDistanceSquaredWRTFirst1AndSecond2Argument(const UnitVector& p, const UnitVector& q) {

        Tensor3<double,N,N,N> result;

        double sp = p.data_ * q.data_;
        
        // The projection matrix onto the tangent space at p and q
        Dune::FieldMatrix<double,N,N> Pp, Pq;
        for (int i=0; i<N; i++)
            for (int j=0; j<N; j++) {
                Pp[i][j] = (i==j) - p.globalCoordinates()[i]*p.globalCoordinates()[j];
                Pq[i][j] = (i==j) - q.globalCoordinates()[i]*q.globalCoordinates()[j];
            }
            
        Dune::FieldVector<double,N> pProjected = q.projectOntoTangentSpace(p.globalCoordinates());
        Dune::FieldVector<double,N> qProjected = p.projectOntoTangentSpace(q.globalCoordinates());
        
        Tensor3<double,N,N,N> derivativeOfPqOTimesPq;
        for (int i=0; i<N; i++)
            for (int j=0; j<N; j++)
                for (int k=0; k<N; k++) {
                    derivativeOfPqOTimesPq[i][j][k] = 0;
                    for (int l=0; l<N; l++)
                        derivativeOfPqOTimesPq[i][j][k] += Pp[i][l] * (Pq[j][l]*pProjected[k] + pProjected[j]*Pq[k][l]);
                }
                
        result = thirdDerivativeOfArcCosSquared(sp)         * Tensor3<double,N,N,N>::product(qProjected,pProjected,pProjected)
                 + secondDerivativeOfArcCosSquared(sp)      * derivativeOfPqOTimesPq
                 - secondDerivativeOfArcCosSquared(sp) * sp * Tensor3<double,N,N,N>::product(qProjected,Pq)
                 - derivativeOfArcCosSquared(sp)            * Tensor3<double,N,N,N>::product(qProjected,Pq);
               
        return result;
    }
    
    
    /** \brief Project tangent vector of R^n onto the tangent space */
    EmbeddedTangentVector projectOntoTangentSpace(const EmbeddedTangentVector& v) const {
        EmbeddedTangentVector result = v;
        result.axpy(-1*(data_*result), data_);
        return result;
    }

    /** \brief The global coordinates, if you really want them */
    const CoordinateType& globalCoordinates() const {
        return data_;
    }

    /** \brief Compute an orthonormal basis of the tangent space of S^n.

    This basis is of course not globally continuous.
    */
    Dune::FieldMatrix<double,N-1,N> orthonormalFrame() const {

        Dune::FieldMatrix<double,N-1,N> result;

        // Coordinates of the stereographic projection
        Dune::FieldVector<double,N-1> X;
        
        if (data_[N-1] <= 0) {
            
            // Stereographic projection from the north pole onto R^{N-1}
            for (size_t i=0; i<N-1; i++)
                X[i] = data_[i] / (1-data_[N-1]);
            
        } else {
            
            // Stereographic projection from the south pole onto R^{N-1}
            for (size_t i=0; i<N-1; i++)
                X[i] = data_[i] / (1+data_[N-1]);
            
        }
            
        double RSquared = X.two_norm2();
            
        for (size_t i=0; i<N-1; i++)
            for (size_t j=0; j<N-1; j++)
                // Note: the matrix is the transpose of the one in the paper
                result[j][i] = 2*(i==j)*(1+RSquared) - 4*X[i]*X[j];
                
        for (size_t j=0; j<N-1; j++)
            result[j][N-1] = 4*X[j];
            
        // Upper hemisphere: adapt formulas so it is the stereographic projection from the south pole
        if (data_[N-1] > 0) 
            for (size_t j=0; j<N-1; j++)
                result[j][N-1] *= -1;
            
        // normalize the rows to make the orthogonal basis orthonormal
        for (size_t i=0; i<N-1; i++)
            result[i] /= result[i].two_norm();
        
        return result;
    }

    /** \brief Write unit vector object to output stream */
    friend std::ostream& operator<< (std::ostream& s, const UnitVector& unitVector)
    {
        return s << unitVector.data_;
    }


private:

    Dune::FieldVector<double,N> data_;
};

#endif