[PROJ] Geodetic to Authalic latitude conversions

Jérôme St-Louis jerome at ecere.com
Wed Sep 11 19:45:41 PDT 2024


Dear Even, Charles, Thomas, All,

Please find below a couple revised implementations of the authalic ==> 
geodetic conversion using Horner's method and Clenshaw summation 
algorithm, both sharing this table of coefficients from A20:

> #define AUTH_ORDER 6
>
> static const double Cphimu[21] = // Cφξ (A20) - coefficients to 
> convert authalic latitude to geodetic latitude
> {
>    4 / 3.0,  4 / 45.0,   -16/35.0,  -2582 /14175.0,  60136 
> /467775.0,    28112932/ 212837625.0,
>             46 / 45.0,  152/945.0, -11966 /14175.0, -21016 / 
> 51975.0,   251310128/ 638512875.0,
>                       3044/2835.0,   3802 /14175.0, -94388 / 
> 66825.0,    -8797648/  10945935.0,
>                                      6059 / 4725.0,  41072 / 93555.0, 
> -1472637812/ 638512875.0,
>                                                     768272 /467775.0,  
> -455935736/ 638512875.0,
> 4210684958/1915538625.0
> };

This first one is using the existing functions from /mlfn.cpp/ 
(untouched other than possibly different formatting here):

> // Evaluate sum(p[i] * x^i, i, 0, N) via Horner's method (p is of 
> length N+1)
> static inline double polyval(double x, const double p[], int N)
> {
>    double y = N < 0 ? 0 : p[N];
>    while(N > 0)
>       y = y * x + p[--N];
>    return y;
> }
>
> // Evaluate y = sum(c[k] * sin((2*k+2) * zeta), k, 0, K-1)
> static inline double clenshaw(double szeta, double czeta, const double 
> c[], int K)
> {
>    // Approx operation count = (K + 5) mult and (2 * K + 2) add
>    double u0 = 0, u1 = 0; // accumulators for sum
>    double X = 2 * (czeta - szeta) * (czeta + szeta); // 2 * cos(2*zeta)
>    while(K > 0)
>    {
>       double t = X * u0 - u1 + c[--K];
>       u1 = u0;
>       u0 = t;
>    }
>    return 2 * szeta * czeta * u0; // sin(2*zeta) * u0
> }
>
> // https://arxiv.org/pdf/2212.05818
> // ∆η(ζ) = S^(L)(ζ) · Cηζ · P^(M) (n) + O(n^L+1)    -- (20)
> void pj_authset(double a, double b, double cp[AUTH_ORDER])
> {
>    double n = (a - b) / (a + b);  // Third flattening
>    double d = n;
>    int l, o;
>
>    for(l = 0, o = 0; l < AUTH_ORDER; l++)
>    {
>       int m = AUTH_ORDER - l - 1;
>
>       cp[l] = d * polyval(n, Cphimu + o, m);
>       d *= n;
>       o += m + 1;
>    }
> }
>
> double pj_auth2geodlat(const double * cp, double phi)
> {
>    return phi + clenshaw(sin(phi), cos(phi), cp, AUTH_ORDER);
> }

For this second implementation, I unrolled the loops to get rid of the 
iterations (and associated counter incrementations) and conditionals, 
which if the compiler is not optimizing out, could potentially introduce 
some branching costs 
<https://en.algorithmica.org/hpc/pipelining/branching/>.
This unrolled version remains quite compact (at least in this particular 
formatting which the pre-commit hook will certainly massacre). The 
sequence of operations is exactly the same, and I've tested that the two 
are equivalent, and also equivalent with the two earlier implementations 
that I shared which were not using Horner and Clenshaw, and also 
equivalent to 8 decimals to the existing /pj_authlat()/ function in PROJ.

> // https://arxiv.org/pdf/2212.05818
> // ∆η(ζ) = S^(L)(ζ) · Cηζ · P^(M) (n) + O(n^L+1)    -- (20)
> void pj_authset(double a, double b, double cp[AUTH_ORDER])
> {
>    // Precomputing coefficient based on Horner's method
>    double n = (a - b) / (a + b);  // Third flattening
>    const double * C = Cphimu;
>    double d = n;
>
>    cp[0] = (((((C[ 5] * n + C[ 4]) * n + C[ 3]) * n + C[ 2]) * n + C[ 
> 1]) * n + C[ 0]) * d, d *= n;
>    cp[1] = ((((             C[10]  * n + C[ 9]) * n + C[ 8]) * n + C[ 
> 7]) * n + C[ 6]) * d, d *= n;
>    cp[2] = (((                           C[14]  * n + C[13]) * n + 
> C[12]) * n + C[11]) * d, d *= n;
>    cp[3] = ((                                         C[17]  * n + 
> C[16]) * n + C[15]) * d, d *= n;
>    cp[4] = (                                                       
> C[19] * n + C[18]) * d, d *= n;
>    cp[5] = C[20]  * d;
> }
>
> double pj_auth2geodlat(const double * cp, double phi)
> {
>    // Using Clenshaw summation algorithm (order 6)
>    double szeta = sin(phi), czeta = cos(phi);
>    // Approx operation count = (K + 5) mult and (2 * K + 2) add
>    double X = 2 * (czeta - szeta) * (czeta + szeta); // 2 * cos(2*zeta)
>    double u0 = 0, u1 = 0; // accumulators for sum
>    double t;
>    t = X * u0 - u1 + cp[5], u1 = u0, u0 = t;
>    t = X * u0 - u1 + cp[4], u1 = u0, u0 = t;
>    t = X * u0 - u1 + cp[3], u1 = u0, u0 = t;
>    t = X * u0 - u1 + cp[2], u1 = u0, u0 = t;
>    t = X * u0 - u1 + cp[1], u1 = u0, u0 = t;
>    t = X * u0 - u1 + cp[0];
>    return phi + /* sin(2*zeta) * u0 */ 2 * szeta * czeta * t;
> }
Note that the output of these two versions of /pj_authset()/ (the 6 
constants precomputed from the authalic ==> geodetic A20 conversion 
matrix and the ellipsoid's third flattening) is exactly the same as the 
previous version not using Horner's method, and I believe also the same 
as the current output of /pj_autset() /except that it currently uses 
only 3 constants for order 3 rather than 6 for order 6.

With both of these versions, we're down to only one /sin()/ and one 
/cos()/ call, as per Even's suggestion, so I imagine that the Clenshaw 
algorithm does take advantage of that trigonometric identity trick.

If we go with the separate /polyval()/ and /clenshaw()/ functions, then 
I suggest we move these functions to a header file so that we can share 
them between /mlfn.cpp/ and /auth.cpp/ while allowing the compiler to 
hopefully efficiently inline them, and also hopefully optimize the code 
close to or equivalent to the unrolled version (we could always compare 
the disassembly to verify whether this is the case or not, but I would 
leave that to others).

My own preference would be for the unrolled version.

We could also make /C / Cphim/u a parameter to /pj_authset()/ (which 
could be named something else), since this could be used for other 
conversions between auxiliary latitudes.
Similarly, /pj_auth2geodlat() /could actually be used for different 
conversions if passing it pre-computed coefficients for other 
conversions, so perhaps it could have a more generic names.
The rectifying latitude for /pj_enfn() /is a bit special because it uses 
n^2 rather than n, which tripped me up for a little while.

Thoughts / suggestions on how to move forward with this?

As a next step I would prepare a Pull Request based on your feedback, if 
you have a preference for the shared functions or the unrolled loops 
approach.

Thank you very much for your help and guidance!

Kind regards,

-Jerome

On 9/11/24 4:21 PM, Jérôme St-Louis wrote:
>
> So it seems like we already have an implementation of Horner and 
> Clenshaw in:
>
> https://github.com/OSGeo/PROJ/blob/master/src/mlfn.cpp
>
> called /polyval()/ and /clenshaw()/ just like in GeographicLib ( 
> polyval() 
> <https://github.com/geographiclib/geographiclib/blob/main/include/GeographicLib/Math.hpp#L280> 
> , Clenshaw() 
> <https://github.com/geographiclib/geographiclib/blob/main/src/AuxLatitude.cpp#L1319>).
>
> It seems like Charles wrote or at least updated that :)
>
> That is using the Cµφ (C[mu phi]) (A5) and Cφµ (C[phi mu]) (A6) from 
> page  12 of the paper, where µ is called the "rectifying latitude".
> I imagine that this is directly related to the "meridional distance" ?
>
> Perhaps we could re-organize this a bit to share this /polyval()/ and 
> /clenshaw()/ (they are currently static functions local to this 
> /mlfn.cpp/) for use in /auth.cpp/ ?
>
> Thanks!
>
> Kind regards,
>
> -Jerome
>
> On 9/11/24 3:33 PM, Jérôme St-Louis wrote:
>>
>> Thanks a lot for the input Charles and Thomas,
>>
>> I am not familiar with either Horner 
>> <https://en.wikipedia.org/wiki/Horner%27s_method> or Clenshaw 
>> <https://en.wikipedia.org/wiki/Clenshaw_algorithm>, but I do see the 
>> mentions now on /Section 6 - Evaluating the series/ pages 6 and 7 of 
>> the papers.
>> I implemented the simpler basic approach from section 3 / page 3, 
>> which also happened to more easily correspond to the existing PROJ 
>> implementation.
>>
>> I can definitely try to understand all this, with the help of this 
>> Rust Geodesy code and the GeographicLib code, and have a go at 
>> updating my proposed implementation for improved accuracy and 
>> performance.
>>
>> Kind regards,
>>
>> -Jerome
>>
>> On 9/11/24 12:18 PM, Thomas Knudsen wrote:
>>> I totally agree with Charles regarding using Horner for polynomial
>>> evaluation and Clenshaw for the trig series - for accuracy and speed.
>>>
>>> I implemented all the material from Charles' preprint
>>> https://arxiv.org/pdf/2212.05818  for Rust Geodesy, when the preprint
>>> appeared about 1½ years ago.
>>>
>>> And although (being an experiment) my handling of the raw coefficients
>>> is rather clumsy, at least it gave me a reason to revise my PROJ horner
>>> and clenshaw implementations (which in turn were based on material from
>>> Poder & Engsager: "Some Conformal Mappings...").
>>>
>>> So Jérôme, perhaps take a look at the functions "taylor" and "fourier"
>>> over athttps://github.com/busstoptaktik/geodesy/blob/main/src/math/series.rs
>>>
>>> While written in Rust, translating to C++ should be rather trivial,
>>> and they may be easier to follow than my decade-old versions already
>>> in the PROJ code base.
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