alglib4 0.0.0
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- checksums.yaml +7 -0
- data/README.md +47 -0
- data/ext/alglib/alglib.cpp +537 -0
- data/ext/alglib/alglib_array_converters.cpp +86 -0
- data/ext/alglib/alglib_array_converters.h +15 -0
- data/ext/alglib/alglib_utils.cpp +10 -0
- data/ext/alglib/alglib_utils.h +6 -0
- data/ext/alglib/alglibinternal.cpp +21749 -0
- data/ext/alglib/alglibinternal.h +2168 -0
- data/ext/alglib/alglibmisc.cpp +9106 -0
- data/ext/alglib/alglibmisc.h +2114 -0
- data/ext/alglib/ap.cpp +20094 -0
- data/ext/alglib/ap.h +7244 -0
- data/ext/alglib/dataanalysis.cpp +52588 -0
- data/ext/alglib/dataanalysis.h +10601 -0
- data/ext/alglib/diffequations.cpp +1342 -0
- data/ext/alglib/diffequations.h +282 -0
- data/ext/alglib/extconf.rb +5 -0
- data/ext/alglib/fasttransforms.cpp +4696 -0
- data/ext/alglib/fasttransforms.h +1018 -0
- data/ext/alglib/integration.cpp +4249 -0
- data/ext/alglib/integration.h +869 -0
- data/ext/alglib/interpolation.cpp +74502 -0
- data/ext/alglib/interpolation.h +12264 -0
- data/ext/alglib/kernels_avx2.cpp +2171 -0
- data/ext/alglib/kernels_avx2.h +201 -0
- data/ext/alglib/kernels_fma.cpp +1065 -0
- data/ext/alglib/kernels_fma.h +137 -0
- data/ext/alglib/kernels_sse2.cpp +735 -0
- data/ext/alglib/kernels_sse2.h +100 -0
- data/ext/alglib/linalg.cpp +65182 -0
- data/ext/alglib/linalg.h +9927 -0
- data/ext/alglib/optimization.cpp +135331 -0
- data/ext/alglib/optimization.h +19235 -0
- data/ext/alglib/solvers.cpp +20488 -0
- data/ext/alglib/solvers.h +4781 -0
- data/ext/alglib/specialfunctions.cpp +10672 -0
- data/ext/alglib/specialfunctions.h +2305 -0
- data/ext/alglib/statistics.cpp +19791 -0
- data/ext/alglib/statistics.h +1359 -0
- data/ext/alglib/stdafx.h +2 -0
- data/gpl2.txt +339 -0
- data/gpl3.txt +674 -0
- data/lib/alglib/version.rb +3 -0
- data/lib/alglib.rb +4 -0
- metadata +101 -0
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/*************************************************************************
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ALGLIB 4.04.0 (source code generated 2024-12-21)
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Copyright (c) Sergey Bochkanov (ALGLIB project).
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>>> SOURCE LICENSE >>>
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This program is free software; you can redistribute it and/or modify
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it under the terms of the GNU General Public License as published by
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the Free Software Foundation (www.fsf.org); either version 2 of the
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License, or (at your option) any later version.
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This program is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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GNU General Public License for more details.
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A copy of the GNU General Public License is available at
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http://www.fsf.org/licensing/licenses
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>>> END OF LICENSE >>>
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*************************************************************************/
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#ifdef _MSC_VER
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#define _CRT_SECURE_NO_WARNINGS
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#endif
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#include "stdafx.h"
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#include "fasttransforms.h"
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// disable some irrelevant warnings
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#if (AE_COMPILER==AE_MSVC) && !defined(AE_ALL_WARNINGS)
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#pragma warning(disable:4100)
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#pragma warning(disable:4127)
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#pragma warning(disable:4611)
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#pragma warning(disable:4702)
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#pragma warning(disable:4996)
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#endif
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/////////////////////////////////////////////////////////////////////////
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//
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// THIS SECTION CONTAINS IMPLEMENTATION OF C++ INTERFACE
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//
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/////////////////////////////////////////////////////////////////////////
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namespace alglib
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{
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#if defined(AE_COMPILE_FFT) || !defined(AE_PARTIAL_BUILD)
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/*************************************************************************
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1-dimensional complex FFT.
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Array size N may be arbitrary number (composite or prime). Composite N's
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are handled with cache-oblivious variation of a Cooley-Tukey algorithm.
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Small prime-factors are transformed using hard coded codelets (similar to
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FFTW codelets, but without low-level optimization), large prime-factors
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are handled with Bluestein's algorithm.
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Fastests transforms are for smooth N's (prime factors are 2, 3, 5 only),
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most fast for powers of 2. When N have prime factors larger than these,
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but orders of magnitude smaller than N, computations will be about 4 times
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slower than for nearby highly composite N's. When N itself is prime, speed
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will be 6 times lower.
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Algorithm has O(N*logN) complexity for any N (composite or prime).
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INPUT PARAMETERS
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A - array[0..N-1] - complex function to be transformed
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N - problem size
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OUTPUT PARAMETERS
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A - DFT of a input array, array[0..N-1]
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A_out[j] = SUM(A_in[k]*exp(-2*pi*sqrt(-1)*j*k/N), k = 0..N-1)
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-- ALGLIB --
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Copyright 29.05.2009 by Bochkanov Sergey
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*************************************************************************/
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void fftc1d(complex_1d_array &a, const ae_int_t n, const xparams _xparams)
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{
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jmp_buf _break_jump;
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alglib_impl::ae_state _alglib_env_state;
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alglib_impl::ae_state_init(&_alglib_env_state);
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if( setjmp(_break_jump) )
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{
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#if !defined(AE_NO_EXCEPTIONS)
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_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
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#else
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_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
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return;
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#endif
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}
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ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
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if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
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ae_state_set_flags(&_alglib_env_state, _xparams.flags);
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alglib_impl::fftc1d(a.c_ptr(), n, &_alglib_env_state);
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alglib_impl::ae_state_clear(&_alglib_env_state);
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return;
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}
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/*************************************************************************
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1-dimensional complex FFT.
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Array size N may be arbitrary number (composite or prime). Composite N's
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are handled with cache-oblivious variation of a Cooley-Tukey algorithm.
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Small prime-factors are transformed using hard coded codelets (similar to
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FFTW codelets, but without low-level optimization), large prime-factors
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are handled with Bluestein's algorithm.
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Fastests transforms are for smooth N's (prime factors are 2, 3, 5 only),
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most fast for powers of 2. When N have prime factors larger than these,
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but orders of magnitude smaller than N, computations will be about 4 times
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slower than for nearby highly composite N's. When N itself is prime, speed
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will be 6 times lower.
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Algorithm has O(N*logN) complexity for any N (composite or prime).
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INPUT PARAMETERS
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A - array[0..N-1] - complex function to be transformed
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N - problem size
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OUTPUT PARAMETERS
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A - DFT of a input array, array[0..N-1]
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A_out[j] = SUM(A_in[k]*exp(-2*pi*sqrt(-1)*j*k/N), k = 0..N-1)
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-- ALGLIB --
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Copyright 29.05.2009 by Bochkanov Sergey
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*************************************************************************/
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#if !defined(AE_NO_EXCEPTIONS)
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void fftc1d(complex_1d_array &a, const xparams _xparams)
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{
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jmp_buf _break_jump;
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alglib_impl::ae_state _alglib_env_state;
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ae_int_t n;
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n = a.length();
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alglib_impl::ae_state_init(&_alglib_env_state);
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if( setjmp(_break_jump) )
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_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
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ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
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if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
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ae_state_set_flags(&_alglib_env_state, _xparams.flags);
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alglib_impl::fftc1d(a.c_ptr(), n, &_alglib_env_state);
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alglib_impl::ae_state_clear(&_alglib_env_state);
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return;
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}
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#endif
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/*************************************************************************
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1-dimensional complex inverse FFT.
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Array size N may be arbitrary number (composite or prime). Algorithm has
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O(N*logN) complexity for any N (composite or prime).
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See FFTC1D() description for more information about algorithm performance.
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INPUT PARAMETERS
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A - array[0..N-1] - complex array to be transformed
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N - problem size
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OUTPUT PARAMETERS
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A - inverse DFT of a input array, array[0..N-1]
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A_out[j] = SUM(A_in[k]/N*exp(+2*pi*sqrt(-1)*j*k/N), k = 0..N-1)
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-- ALGLIB --
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Copyright 29.05.2009 by Bochkanov Sergey
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*************************************************************************/
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void fftc1dinv(complex_1d_array &a, const ae_int_t n, const xparams _xparams)
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{
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jmp_buf _break_jump;
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alglib_impl::ae_state _alglib_env_state;
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alglib_impl::ae_state_init(&_alglib_env_state);
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if( setjmp(_break_jump) )
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{
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#if !defined(AE_NO_EXCEPTIONS)
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_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
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#else
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_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
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return;
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#endif
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}
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ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
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if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
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ae_state_set_flags(&_alglib_env_state, _xparams.flags);
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alglib_impl::fftc1dinv(a.c_ptr(), n, &_alglib_env_state);
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alglib_impl::ae_state_clear(&_alglib_env_state);
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return;
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}
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/*************************************************************************
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1-dimensional complex inverse FFT.
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Array size N may be arbitrary number (composite or prime). Algorithm has
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O(N*logN) complexity for any N (composite or prime).
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See FFTC1D() description for more information about algorithm performance.
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INPUT PARAMETERS
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A - array[0..N-1] - complex array to be transformed
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N - problem size
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OUTPUT PARAMETERS
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A - inverse DFT of a input array, array[0..N-1]
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A_out[j] = SUM(A_in[k]/N*exp(+2*pi*sqrt(-1)*j*k/N), k = 0..N-1)
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-- ALGLIB --
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Copyright 29.05.2009 by Bochkanov Sergey
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*************************************************************************/
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#if !defined(AE_NO_EXCEPTIONS)
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void fftc1dinv(complex_1d_array &a, const xparams _xparams)
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{
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jmp_buf _break_jump;
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alglib_impl::ae_state _alglib_env_state;
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ae_int_t n;
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n = a.length();
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alglib_impl::ae_state_init(&_alglib_env_state);
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if( setjmp(_break_jump) )
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_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
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ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
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if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
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ae_state_set_flags(&_alglib_env_state, _xparams.flags);
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alglib_impl::fftc1dinv(a.c_ptr(), n, &_alglib_env_state);
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alglib_impl::ae_state_clear(&_alglib_env_state);
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return;
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}
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#endif
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/*************************************************************************
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1-dimensional real FFT.
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Algorithm has O(N*logN) complexity for any N (composite or prime).
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INPUT PARAMETERS
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A - array[0..N-1] - real function to be transformed
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N - problem size
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OUTPUT PARAMETERS
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F - DFT of a input array, array[0..N-1]
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F[j] = SUM(A[k]*exp(-2*pi*sqrt(-1)*j*k/N), k = 0..N-1)
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NOTE: there is a buffered version of this function, FFTR1DBuf(), which
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reuses memory previously allocated for A as much as possible.
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NOTE:
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F[] satisfies symmetry property F[k] = conj(F[N-k]), so just one half
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of array is usually needed. But for convinience subroutine returns full
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complex array (with frequencies above N/2), so its result may be used by
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other FFT-related subroutines.
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-- ALGLIB --
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Copyright 01.06.2009 by Bochkanov Sergey
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*************************************************************************/
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void fftr1d(const real_1d_array &a, const ae_int_t n, complex_1d_array &f, const xparams _xparams)
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{
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jmp_buf _break_jump;
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alglib_impl::ae_state _alglib_env_state;
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alglib_impl::ae_state_init(&_alglib_env_state);
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if( setjmp(_break_jump) )
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{
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#if !defined(AE_NO_EXCEPTIONS)
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_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
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#else
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_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
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return;
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#endif
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}
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ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
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if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
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ae_state_set_flags(&_alglib_env_state, _xparams.flags);
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alglib_impl::fftr1d(a.c_ptr(), n, f.c_ptr(), &_alglib_env_state);
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alglib_impl::ae_state_clear(&_alglib_env_state);
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return;
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}
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/*************************************************************************
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1-dimensional real FFT.
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Algorithm has O(N*logN) complexity for any N (composite or prime).
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INPUT PARAMETERS
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A - array[0..N-1] - real function to be transformed
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N - problem size
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OUTPUT PARAMETERS
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F - DFT of a input array, array[0..N-1]
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F[j] = SUM(A[k]*exp(-2*pi*sqrt(-1)*j*k/N), k = 0..N-1)
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NOTE: there is a buffered version of this function, FFTR1DBuf(), which
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reuses memory previously allocated for A as much as possible.
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NOTE:
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F[] satisfies symmetry property F[k] = conj(F[N-k]), so just one half
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of array is usually needed. But for convinience subroutine returns full
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complex array (with frequencies above N/2), so its result may be used by
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other FFT-related subroutines.
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-- ALGLIB --
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Copyright 01.06.2009 by Bochkanov Sergey
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*************************************************************************/
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#if !defined(AE_NO_EXCEPTIONS)
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|
+
void fftr1d(const real_1d_array &a, complex_1d_array &f, const xparams _xparams)
|
305
|
+
{
|
306
|
+
jmp_buf _break_jump;
|
307
|
+
alglib_impl::ae_state _alglib_env_state;
|
308
|
+
ae_int_t n;
|
309
|
+
|
310
|
+
n = a.length();
|
311
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
312
|
+
if( setjmp(_break_jump) )
|
313
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
314
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
315
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
316
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
317
|
+
alglib_impl::fftr1d(a.c_ptr(), n, f.c_ptr(), &_alglib_env_state);
|
318
|
+
|
319
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
320
|
+
return;
|
321
|
+
}
|
322
|
+
#endif
|
323
|
+
|
324
|
+
/*************************************************************************
|
325
|
+
1-dimensional real FFT, a buffered function which does not reallocate F[]
|
326
|
+
if its length is enough to store the result (i.e. it reuses previously
|
327
|
+
allocated memory as much as possible).
|
328
|
+
|
329
|
+
-- ALGLIB --
|
330
|
+
Copyright 01.06.2009 by Bochkanov Sergey
|
331
|
+
*************************************************************************/
|
332
|
+
void fftr1dbuf(const real_1d_array &a, const ae_int_t n, complex_1d_array &f, const xparams _xparams)
|
333
|
+
{
|
334
|
+
jmp_buf _break_jump;
|
335
|
+
alglib_impl::ae_state _alglib_env_state;
|
336
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
337
|
+
if( setjmp(_break_jump) )
|
338
|
+
{
|
339
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
340
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
341
|
+
#else
|
342
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
343
|
+
return;
|
344
|
+
#endif
|
345
|
+
}
|
346
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
347
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
348
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
349
|
+
alglib_impl::fftr1dbuf(a.c_ptr(), n, f.c_ptr(), &_alglib_env_state);
|
350
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
351
|
+
return;
|
352
|
+
}
|
353
|
+
|
354
|
+
/*************************************************************************
|
355
|
+
1-dimensional real FFT, a buffered function which does not reallocate F[]
|
356
|
+
if its length is enough to store the result (i.e. it reuses previously
|
357
|
+
allocated memory as much as possible).
|
358
|
+
|
359
|
+
-- ALGLIB --
|
360
|
+
Copyright 01.06.2009 by Bochkanov Sergey
|
361
|
+
*************************************************************************/
|
362
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
363
|
+
void fftr1dbuf(const real_1d_array &a, complex_1d_array &f, const xparams _xparams)
|
364
|
+
{
|
365
|
+
jmp_buf _break_jump;
|
366
|
+
alglib_impl::ae_state _alglib_env_state;
|
367
|
+
ae_int_t n;
|
368
|
+
|
369
|
+
n = a.length();
|
370
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
371
|
+
if( setjmp(_break_jump) )
|
372
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
373
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
374
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
375
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
376
|
+
alglib_impl::fftr1dbuf(a.c_ptr(), n, f.c_ptr(), &_alglib_env_state);
|
377
|
+
|
378
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
379
|
+
return;
|
380
|
+
}
|
381
|
+
#endif
|
382
|
+
|
383
|
+
/*************************************************************************
|
384
|
+
1-dimensional real inverse FFT.
|
385
|
+
|
386
|
+
Algorithm has O(N*logN) complexity for any N (composite or prime).
|
387
|
+
|
388
|
+
INPUT PARAMETERS
|
389
|
+
F - array[0..floor(N/2)] - frequencies from forward real FFT
|
390
|
+
N - problem size
|
391
|
+
|
392
|
+
OUTPUT PARAMETERS
|
393
|
+
A - inverse DFT of a input array, array[0..N-1]
|
394
|
+
|
395
|
+
NOTE: there is a buffered version of this function, FFTR1DInvBuf(), which
|
396
|
+
reuses memory previously allocated for A as much as possible.
|
397
|
+
|
398
|
+
NOTE:
|
399
|
+
F[] should satisfy symmetry property F[k] = conj(F[N-k]), so just one
|
400
|
+
half of frequencies array is needed - elements from 0 to floor(N/2). F[0]
|
401
|
+
is ALWAYS real. If N is even F[floor(N/2)] is real too. If N is odd, then
|
402
|
+
F[floor(N/2)] has no special properties.
|
403
|
+
|
404
|
+
Relying on properties noted above, FFTR1DInv subroutine uses only elements
|
405
|
+
from 0th to floor(N/2)-th. It ignores imaginary part of F[0], and in case
|
406
|
+
N is even it ignores imaginary part of F[floor(N/2)] too.
|
407
|
+
|
408
|
+
When you call this function using full arguments list - "FFTR1DInv(F,N,A)"
|
409
|
+
- you can pass either either frequencies array with N elements or reduced
|
410
|
+
array with roughly N/2 elements - subroutine will successfully transform
|
411
|
+
both.
|
412
|
+
|
413
|
+
If you call this function using reduced arguments list - "FFTR1DInv(F,A)"
|
414
|
+
- you must pass FULL array with N elements (although higher N/2 are still
|
415
|
+
not used) because array size is used to automatically determine FFT length
|
416
|
+
|
417
|
+
-- ALGLIB --
|
418
|
+
Copyright 01.06.2009 by Bochkanov Sergey
|
419
|
+
*************************************************************************/
|
420
|
+
void fftr1dinv(const complex_1d_array &f, const ae_int_t n, real_1d_array &a, const xparams _xparams)
|
421
|
+
{
|
422
|
+
jmp_buf _break_jump;
|
423
|
+
alglib_impl::ae_state _alglib_env_state;
|
424
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
425
|
+
if( setjmp(_break_jump) )
|
426
|
+
{
|
427
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
428
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
429
|
+
#else
|
430
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
431
|
+
return;
|
432
|
+
#endif
|
433
|
+
}
|
434
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
435
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
436
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
437
|
+
alglib_impl::fftr1dinv(f.c_ptr(), n, a.c_ptr(), &_alglib_env_state);
|
438
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
439
|
+
return;
|
440
|
+
}
|
441
|
+
|
442
|
+
/*************************************************************************
|
443
|
+
1-dimensional real inverse FFT.
|
444
|
+
|
445
|
+
Algorithm has O(N*logN) complexity for any N (composite or prime).
|
446
|
+
|
447
|
+
INPUT PARAMETERS
|
448
|
+
F - array[0..floor(N/2)] - frequencies from forward real FFT
|
449
|
+
N - problem size
|
450
|
+
|
451
|
+
OUTPUT PARAMETERS
|
452
|
+
A - inverse DFT of a input array, array[0..N-1]
|
453
|
+
|
454
|
+
NOTE: there is a buffered version of this function, FFTR1DInvBuf(), which
|
455
|
+
reuses memory previously allocated for A as much as possible.
|
456
|
+
|
457
|
+
NOTE:
|
458
|
+
F[] should satisfy symmetry property F[k] = conj(F[N-k]), so just one
|
459
|
+
half of frequencies array is needed - elements from 0 to floor(N/2). F[0]
|
460
|
+
is ALWAYS real. If N is even F[floor(N/2)] is real too. If N is odd, then
|
461
|
+
F[floor(N/2)] has no special properties.
|
462
|
+
|
463
|
+
Relying on properties noted above, FFTR1DInv subroutine uses only elements
|
464
|
+
from 0th to floor(N/2)-th. It ignores imaginary part of F[0], and in case
|
465
|
+
N is even it ignores imaginary part of F[floor(N/2)] too.
|
466
|
+
|
467
|
+
When you call this function using full arguments list - "FFTR1DInv(F,N,A)"
|
468
|
+
- you can pass either either frequencies array with N elements or reduced
|
469
|
+
array with roughly N/2 elements - subroutine will successfully transform
|
470
|
+
both.
|
471
|
+
|
472
|
+
If you call this function using reduced arguments list - "FFTR1DInv(F,A)"
|
473
|
+
- you must pass FULL array with N elements (although higher N/2 are still
|
474
|
+
not used) because array size is used to automatically determine FFT length
|
475
|
+
|
476
|
+
-- ALGLIB --
|
477
|
+
Copyright 01.06.2009 by Bochkanov Sergey
|
478
|
+
*************************************************************************/
|
479
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
480
|
+
void fftr1dinv(const complex_1d_array &f, real_1d_array &a, const xparams _xparams)
|
481
|
+
{
|
482
|
+
jmp_buf _break_jump;
|
483
|
+
alglib_impl::ae_state _alglib_env_state;
|
484
|
+
ae_int_t n;
|
485
|
+
|
486
|
+
n = f.length();
|
487
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
488
|
+
if( setjmp(_break_jump) )
|
489
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
490
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
491
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
492
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
493
|
+
alglib_impl::fftr1dinv(f.c_ptr(), n, a.c_ptr(), &_alglib_env_state);
|
494
|
+
|
495
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
496
|
+
return;
|
497
|
+
}
|
498
|
+
#endif
|
499
|
+
|
500
|
+
/*************************************************************************
|
501
|
+
1-dimensional real inverse FFT, buffered version, which does not reallocate
|
502
|
+
A[] if its length is enough to store the result (i.e. it reuses previously
|
503
|
+
allocated memory as much as possible).
|
504
|
+
|
505
|
+
-- ALGLIB --
|
506
|
+
Copyright 01.06.2009 by Bochkanov Sergey
|
507
|
+
*************************************************************************/
|
508
|
+
void fftr1dinvbuf(const complex_1d_array &f, const ae_int_t n, real_1d_array &a, const xparams _xparams)
|
509
|
+
{
|
510
|
+
jmp_buf _break_jump;
|
511
|
+
alglib_impl::ae_state _alglib_env_state;
|
512
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
513
|
+
if( setjmp(_break_jump) )
|
514
|
+
{
|
515
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
516
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
517
|
+
#else
|
518
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
519
|
+
return;
|
520
|
+
#endif
|
521
|
+
}
|
522
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
523
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
524
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
525
|
+
alglib_impl::fftr1dinvbuf(f.c_ptr(), n, a.c_ptr(), &_alglib_env_state);
|
526
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
527
|
+
return;
|
528
|
+
}
|
529
|
+
|
530
|
+
/*************************************************************************
|
531
|
+
1-dimensional real inverse FFT, buffered version, which does not reallocate
|
532
|
+
A[] if its length is enough to store the result (i.e. it reuses previously
|
533
|
+
allocated memory as much as possible).
|
534
|
+
|
535
|
+
-- ALGLIB --
|
536
|
+
Copyright 01.06.2009 by Bochkanov Sergey
|
537
|
+
*************************************************************************/
|
538
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
539
|
+
void fftr1dinvbuf(const complex_1d_array &f, real_1d_array &a, const xparams _xparams)
|
540
|
+
{
|
541
|
+
jmp_buf _break_jump;
|
542
|
+
alglib_impl::ae_state _alglib_env_state;
|
543
|
+
ae_int_t n;
|
544
|
+
|
545
|
+
n = f.length();
|
546
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
547
|
+
if( setjmp(_break_jump) )
|
548
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
549
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
550
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
551
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
552
|
+
alglib_impl::fftr1dinvbuf(f.c_ptr(), n, a.c_ptr(), &_alglib_env_state);
|
553
|
+
|
554
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
555
|
+
return;
|
556
|
+
}
|
557
|
+
#endif
|
558
|
+
#endif
|
559
|
+
|
560
|
+
#if defined(AE_COMPILE_FHT) || !defined(AE_PARTIAL_BUILD)
|
561
|
+
/*************************************************************************
|
562
|
+
1-dimensional Fast Hartley Transform.
|
563
|
+
|
564
|
+
Algorithm has O(N*logN) complexity for any N (composite or prime).
|
565
|
+
|
566
|
+
INPUT PARAMETERS
|
567
|
+
A - array[0..N-1] - real function to be transformed
|
568
|
+
N - problem size
|
569
|
+
|
570
|
+
OUTPUT PARAMETERS
|
571
|
+
A - FHT of a input array, array[0..N-1],
|
572
|
+
A_out[k] = sum(A_in[j]*(cos(2*pi*j*k/N)+sin(2*pi*j*k/N)), j=0..N-1)
|
573
|
+
|
574
|
+
|
575
|
+
-- ALGLIB --
|
576
|
+
Copyright 04.06.2009 by Bochkanov Sergey
|
577
|
+
*************************************************************************/
|
578
|
+
void fhtr1d(real_1d_array &a, const ae_int_t n, const xparams _xparams)
|
579
|
+
{
|
580
|
+
jmp_buf _break_jump;
|
581
|
+
alglib_impl::ae_state _alglib_env_state;
|
582
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
583
|
+
if( setjmp(_break_jump) )
|
584
|
+
{
|
585
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
586
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
587
|
+
#else
|
588
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
589
|
+
return;
|
590
|
+
#endif
|
591
|
+
}
|
592
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
593
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
594
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
595
|
+
alglib_impl::fhtr1d(a.c_ptr(), n, &_alglib_env_state);
|
596
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
597
|
+
return;
|
598
|
+
}
|
599
|
+
|
600
|
+
/*************************************************************************
|
601
|
+
1-dimensional inverse FHT.
|
602
|
+
|
603
|
+
Algorithm has O(N*logN) complexity for any N (composite or prime).
|
604
|
+
|
605
|
+
INPUT PARAMETERS
|
606
|
+
A - array[0..N-1] - complex array to be transformed
|
607
|
+
N - problem size
|
608
|
+
|
609
|
+
OUTPUT PARAMETERS
|
610
|
+
A - inverse FHT of a input array, array[0..N-1]
|
611
|
+
|
612
|
+
|
613
|
+
-- ALGLIB --
|
614
|
+
Copyright 29.05.2009 by Bochkanov Sergey
|
615
|
+
*************************************************************************/
|
616
|
+
void fhtr1dinv(real_1d_array &a, const ae_int_t n, const xparams _xparams)
|
617
|
+
{
|
618
|
+
jmp_buf _break_jump;
|
619
|
+
alglib_impl::ae_state _alglib_env_state;
|
620
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
621
|
+
if( setjmp(_break_jump) )
|
622
|
+
{
|
623
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
624
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
625
|
+
#else
|
626
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
627
|
+
return;
|
628
|
+
#endif
|
629
|
+
}
|
630
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
631
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
632
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
633
|
+
alglib_impl::fhtr1dinv(a.c_ptr(), n, &_alglib_env_state);
|
634
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
635
|
+
return;
|
636
|
+
}
|
637
|
+
#endif
|
638
|
+
|
639
|
+
#if defined(AE_COMPILE_CONV) || !defined(AE_PARTIAL_BUILD)
|
640
|
+
/*************************************************************************
|
641
|
+
1-dimensional complex convolution.
|
642
|
+
|
643
|
+
For given A/B returns conv(A,B) (non-circular). Subroutine can automatically
|
644
|
+
choose between three implementations: straightforward O(M*N) formula for
|
645
|
+
very small N (or M), overlap-add algorithm for cases where max(M,N) is
|
646
|
+
significantly larger than min(M,N), but O(M*N) algorithm is too slow, and
|
647
|
+
general FFT-based formula for cases where two previous algorithms are too
|
648
|
+
slow.
|
649
|
+
|
650
|
+
Algorithm has max(M,N)*log(max(M,N)) complexity for any M/N.
|
651
|
+
|
652
|
+
INPUT PARAMETERS
|
653
|
+
A - array[M] - complex function to be transformed
|
654
|
+
M - problem size
|
655
|
+
B - array[N] - complex function to be transformed
|
656
|
+
N - problem size
|
657
|
+
|
658
|
+
OUTPUT PARAMETERS
|
659
|
+
R - convolution: A*B. array[N+M-1]
|
660
|
+
|
661
|
+
NOTE:
|
662
|
+
It is assumed that A is zero at T<0, B is zero too. If one or both
|
663
|
+
functions have non-zero values at negative T's, you can still use this
|
664
|
+
subroutine - just shift its result correspondingly.
|
665
|
+
|
666
|
+
NOTE: there is a buffered version of this function, ConvC1DBuf(), which
|
667
|
+
can reuse space previously allocated in its output parameter R.
|
668
|
+
|
669
|
+
-- ALGLIB --
|
670
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
671
|
+
*************************************************************************/
|
672
|
+
void convc1d(const complex_1d_array &a, const ae_int_t m, const complex_1d_array &b, const ae_int_t n, complex_1d_array &r, const xparams _xparams)
|
673
|
+
{
|
674
|
+
jmp_buf _break_jump;
|
675
|
+
alglib_impl::ae_state _alglib_env_state;
|
676
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
677
|
+
if( setjmp(_break_jump) )
|
678
|
+
{
|
679
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
680
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
681
|
+
#else
|
682
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
683
|
+
return;
|
684
|
+
#endif
|
685
|
+
}
|
686
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
687
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
688
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
689
|
+
alglib_impl::convc1d(a.c_ptr(), m, b.c_ptr(), n, r.c_ptr(), &_alglib_env_state);
|
690
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
691
|
+
return;
|
692
|
+
}
|
693
|
+
|
694
|
+
/*************************************************************************
|
695
|
+
1-dimensional complex convolution, buffered version of ConvC1DBuf(), which
|
696
|
+
does not reallocate R[] if its length is enough to store the result (i.e.
|
697
|
+
it reuses previously allocated memory as much as possible).
|
698
|
+
|
699
|
+
-- ALGLIB --
|
700
|
+
Copyright 30.11.2023 by Bochkanov Sergey
|
701
|
+
*************************************************************************/
|
702
|
+
void convc1dbuf(const complex_1d_array &a, const ae_int_t m, const complex_1d_array &b, const ae_int_t n, complex_1d_array &r, const xparams _xparams)
|
703
|
+
{
|
704
|
+
jmp_buf _break_jump;
|
705
|
+
alglib_impl::ae_state _alglib_env_state;
|
706
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
707
|
+
if( setjmp(_break_jump) )
|
708
|
+
{
|
709
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
710
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
711
|
+
#else
|
712
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
713
|
+
return;
|
714
|
+
#endif
|
715
|
+
}
|
716
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
717
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
718
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
719
|
+
alglib_impl::convc1dbuf(a.c_ptr(), m, b.c_ptr(), n, r.c_ptr(), &_alglib_env_state);
|
720
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
721
|
+
return;
|
722
|
+
}
|
723
|
+
|
724
|
+
/*************************************************************************
|
725
|
+
1-dimensional complex non-circular deconvolution (inverse of ConvC1D()).
|
726
|
+
|
727
|
+
Algorithm has M*log(M)) complexity for any M (composite or prime).
|
728
|
+
|
729
|
+
INPUT PARAMETERS
|
730
|
+
A - array[0..M-1] - convolved signal, A = conv(R, B)
|
731
|
+
M - convolved signal length
|
732
|
+
B - array[0..N-1] - response
|
733
|
+
N - response length, N<=M
|
734
|
+
|
735
|
+
OUTPUT PARAMETERS
|
736
|
+
R - deconvolved signal. array[0..M-N].
|
737
|
+
|
738
|
+
NOTE:
|
739
|
+
deconvolution is unstable process and may result in division by zero
|
740
|
+
(if your response function is degenerate, i.e. has zero Fourier coefficient).
|
741
|
+
|
742
|
+
NOTE:
|
743
|
+
It is assumed that A is zero at T<0, B is zero too. If one or both
|
744
|
+
functions have non-zero values at negative T's, you can still use this
|
745
|
+
subroutine - just shift its result correspondingly.
|
746
|
+
|
747
|
+
NOTE: there is a buffered version of this function, ConvC1DInvBuf(),
|
748
|
+
which can reuse space previously allocated in its output parameter R
|
749
|
+
|
750
|
+
-- ALGLIB --
|
751
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
752
|
+
*************************************************************************/
|
753
|
+
void convc1dinv(const complex_1d_array &a, const ae_int_t m, const complex_1d_array &b, const ae_int_t n, complex_1d_array &r, const xparams _xparams)
|
754
|
+
{
|
755
|
+
jmp_buf _break_jump;
|
756
|
+
alglib_impl::ae_state _alglib_env_state;
|
757
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
758
|
+
if( setjmp(_break_jump) )
|
759
|
+
{
|
760
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
761
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
762
|
+
#else
|
763
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
764
|
+
return;
|
765
|
+
#endif
|
766
|
+
}
|
767
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
768
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
769
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
770
|
+
alglib_impl::convc1dinv(a.c_ptr(), m, b.c_ptr(), n, r.c_ptr(), &_alglib_env_state);
|
771
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
772
|
+
return;
|
773
|
+
}
|
774
|
+
|
775
|
+
/*************************************************************************
|
776
|
+
1-dimensional complex non-circular deconvolution (inverse of ConvC1D()).
|
777
|
+
|
778
|
+
A buffered version, which does not reallocate R[] if its length is enough
|
779
|
+
to store the result (i.e. it reuses previously allocated memory as much as
|
780
|
+
possible).
|
781
|
+
|
782
|
+
-- ALGLIB --
|
783
|
+
Copyright 30.11.2023 by Bochkanov Sergey
|
784
|
+
*************************************************************************/
|
785
|
+
void convc1dinvbuf(const complex_1d_array &a, const ae_int_t m, const complex_1d_array &b, const ae_int_t n, complex_1d_array &r, const xparams _xparams)
|
786
|
+
{
|
787
|
+
jmp_buf _break_jump;
|
788
|
+
alglib_impl::ae_state _alglib_env_state;
|
789
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
790
|
+
if( setjmp(_break_jump) )
|
791
|
+
{
|
792
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
793
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
794
|
+
#else
|
795
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
796
|
+
return;
|
797
|
+
#endif
|
798
|
+
}
|
799
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
800
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
801
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
802
|
+
alglib_impl::convc1dinvbuf(a.c_ptr(), m, b.c_ptr(), n, r.c_ptr(), &_alglib_env_state);
|
803
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
804
|
+
return;
|
805
|
+
}
|
806
|
+
|
807
|
+
/*************************************************************************
|
808
|
+
1-dimensional circular complex convolution.
|
809
|
+
|
810
|
+
For given S/R returns conv(S,R) (circular). Algorithm has linearithmic
|
811
|
+
complexity for any M/N.
|
812
|
+
|
813
|
+
IMPORTANT: normal convolution is commutative, i.e. it is symmetric -
|
814
|
+
conv(A,B)=conv(B,A). Cyclic convolution IS NOT. One function - S - is a
|
815
|
+
signal, periodic function, and another - R - is a response, non-periodic
|
816
|
+
function with limited length.
|
817
|
+
|
818
|
+
INPUT PARAMETERS
|
819
|
+
S - array[M] - complex periodic signal
|
820
|
+
M - problem size
|
821
|
+
B - array[N] - complex non-periodic response
|
822
|
+
N - problem size
|
823
|
+
|
824
|
+
OUTPUT PARAMETERS
|
825
|
+
R - convolution: A*B. array[M].
|
826
|
+
|
827
|
+
NOTE:
|
828
|
+
It is assumed that B is zero at T<0. If it has non-zero values at
|
829
|
+
negative T's, you can still use this subroutine - just shift its result
|
830
|
+
correspondingly.
|
831
|
+
|
832
|
+
NOTE: there is a buffered version of this function, ConvC1DCircularBuf(),
|
833
|
+
which can reuse space previously allocated in its output parameter R.
|
834
|
+
|
835
|
+
-- ALGLIB --
|
836
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
837
|
+
*************************************************************************/
|
838
|
+
void convc1dcircular(const complex_1d_array &s, const ae_int_t m, const complex_1d_array &r, const ae_int_t n, complex_1d_array &c, const xparams _xparams)
|
839
|
+
{
|
840
|
+
jmp_buf _break_jump;
|
841
|
+
alglib_impl::ae_state _alglib_env_state;
|
842
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
843
|
+
if( setjmp(_break_jump) )
|
844
|
+
{
|
845
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
846
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
847
|
+
#else
|
848
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
849
|
+
return;
|
850
|
+
#endif
|
851
|
+
}
|
852
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
853
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
854
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
855
|
+
alglib_impl::convc1dcircular(s.c_ptr(), m, r.c_ptr(), n, c.c_ptr(), &_alglib_env_state);
|
856
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
857
|
+
return;
|
858
|
+
}
|
859
|
+
|
860
|
+
/*************************************************************************
|
861
|
+
1-dimensional circular complex convolution.
|
862
|
+
|
863
|
+
Buffered version of ConvC1DCircular(), which does not reallocate C[] if
|
864
|
+
its length is enough to store the result (i.e. it reuses previously
|
865
|
+
allocated memory as much as possible).
|
866
|
+
|
867
|
+
-- ALGLIB --
|
868
|
+
Copyright 30.11.2023 by Bochkanov Sergey
|
869
|
+
*************************************************************************/
|
870
|
+
void convc1dcircularbuf(const complex_1d_array &s, const ae_int_t m, const complex_1d_array &r, const ae_int_t n, complex_1d_array &c, const xparams _xparams)
|
871
|
+
{
|
872
|
+
jmp_buf _break_jump;
|
873
|
+
alglib_impl::ae_state _alglib_env_state;
|
874
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
875
|
+
if( setjmp(_break_jump) )
|
876
|
+
{
|
877
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
878
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
879
|
+
#else
|
880
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
881
|
+
return;
|
882
|
+
#endif
|
883
|
+
}
|
884
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
885
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
886
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
887
|
+
alglib_impl::convc1dcircularbuf(s.c_ptr(), m, r.c_ptr(), n, c.c_ptr(), &_alglib_env_state);
|
888
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
889
|
+
return;
|
890
|
+
}
|
891
|
+
|
892
|
+
/*************************************************************************
|
893
|
+
1-dimensional circular complex deconvolution (inverse of ConvC1DCircular()).
|
894
|
+
|
895
|
+
Algorithm has M*log(M)) complexity for any M (composite or prime).
|
896
|
+
|
897
|
+
INPUT PARAMETERS
|
898
|
+
A - array[0..M-1] - convolved periodic signal, A = conv(R, B)
|
899
|
+
M - convolved signal length
|
900
|
+
B - array[0..N-1] - non-periodic response
|
901
|
+
N - response length
|
902
|
+
|
903
|
+
OUTPUT PARAMETERS
|
904
|
+
R - deconvolved signal. array[0..M-1].
|
905
|
+
|
906
|
+
NOTE:
|
907
|
+
deconvolution is unstable process and may result in division by zero
|
908
|
+
(if your response function is degenerate, i.e. has zero Fourier coefficient).
|
909
|
+
|
910
|
+
NOTE:
|
911
|
+
It is assumed that B is zero at T<0. If it has non-zero values at
|
912
|
+
negative T's, you can still use this subroutine - just shift its result
|
913
|
+
correspondingly.
|
914
|
+
|
915
|
+
NOTE: there is a buffered version of this function, ConvC1DCircularInvBuf(),
|
916
|
+
which can reuse space previously allocated in its output parameter R.
|
917
|
+
|
918
|
+
-- ALGLIB --
|
919
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
920
|
+
*************************************************************************/
|
921
|
+
void convc1dcircularinv(const complex_1d_array &a, const ae_int_t m, const complex_1d_array &b, const ae_int_t n, complex_1d_array &r, const xparams _xparams)
|
922
|
+
{
|
923
|
+
jmp_buf _break_jump;
|
924
|
+
alglib_impl::ae_state _alglib_env_state;
|
925
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
926
|
+
if( setjmp(_break_jump) )
|
927
|
+
{
|
928
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
929
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
930
|
+
#else
|
931
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
932
|
+
return;
|
933
|
+
#endif
|
934
|
+
}
|
935
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
936
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
937
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
938
|
+
alglib_impl::convc1dcircularinv(a.c_ptr(), m, b.c_ptr(), n, r.c_ptr(), &_alglib_env_state);
|
939
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
940
|
+
return;
|
941
|
+
}
|
942
|
+
|
943
|
+
/*************************************************************************
|
944
|
+
1-dimensional circular complex deconvolution (inverse of ConvC1DCircular()).
|
945
|
+
|
946
|
+
Buffered version of ConvC1DCircularInv(), which does not reallocate R[] if
|
947
|
+
its length is enough to store the result (i.e. it reuses previously
|
948
|
+
allocated memory as much as possible).
|
949
|
+
|
950
|
+
-- ALGLIB --
|
951
|
+
Copyright 30.11.2023 by Bochkanov Sergey
|
952
|
+
*************************************************************************/
|
953
|
+
void convc1dcircularinvbuf(const complex_1d_array &a, const ae_int_t m, const complex_1d_array &b, const ae_int_t n, complex_1d_array &r, const xparams _xparams)
|
954
|
+
{
|
955
|
+
jmp_buf _break_jump;
|
956
|
+
alglib_impl::ae_state _alglib_env_state;
|
957
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
958
|
+
if( setjmp(_break_jump) )
|
959
|
+
{
|
960
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
961
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
962
|
+
#else
|
963
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
964
|
+
return;
|
965
|
+
#endif
|
966
|
+
}
|
967
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
968
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
969
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
970
|
+
alglib_impl::convc1dcircularinvbuf(a.c_ptr(), m, b.c_ptr(), n, r.c_ptr(), &_alglib_env_state);
|
971
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
972
|
+
return;
|
973
|
+
}
|
974
|
+
|
975
|
+
/*************************************************************************
|
976
|
+
1-dimensional real convolution.
|
977
|
+
|
978
|
+
Analogous to ConvC1D(), see ConvC1D() comments for more details.
|
979
|
+
|
980
|
+
INPUT PARAMETERS
|
981
|
+
A - array[0..M-1] - real function to be transformed
|
982
|
+
M - problem size
|
983
|
+
B - array[0..N-1] - real function to be transformed
|
984
|
+
N - problem size
|
985
|
+
|
986
|
+
OUTPUT PARAMETERS
|
987
|
+
R - convolution: A*B. array[0..N+M-2].
|
988
|
+
|
989
|
+
NOTE:
|
990
|
+
It is assumed that A is zero at T<0, B is zero too. If one or both
|
991
|
+
functions have non-zero values at negative T's, you can still use this
|
992
|
+
subroutine - just shift its result correspondingly.
|
993
|
+
|
994
|
+
NOTE: there is a buffered version of this function, ConvR1DBuf(),
|
995
|
+
which can reuse space previously allocated in its output parameter R.
|
996
|
+
|
997
|
+
|
998
|
+
-- ALGLIB --
|
999
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
1000
|
+
*************************************************************************/
|
1001
|
+
void convr1d(const real_1d_array &a, const ae_int_t m, const real_1d_array &b, const ae_int_t n, real_1d_array &r, const xparams _xparams)
|
1002
|
+
{
|
1003
|
+
jmp_buf _break_jump;
|
1004
|
+
alglib_impl::ae_state _alglib_env_state;
|
1005
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
1006
|
+
if( setjmp(_break_jump) )
|
1007
|
+
{
|
1008
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
1009
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
1010
|
+
#else
|
1011
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
1012
|
+
return;
|
1013
|
+
#endif
|
1014
|
+
}
|
1015
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
1016
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
1017
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
1018
|
+
alglib_impl::convr1d(a.c_ptr(), m, b.c_ptr(), n, r.c_ptr(), &_alglib_env_state);
|
1019
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
1020
|
+
return;
|
1021
|
+
}
|
1022
|
+
|
1023
|
+
/*************************************************************************
|
1024
|
+
1-dimensional real convolution.
|
1025
|
+
|
1026
|
+
Buffered version of ConvR1D(), which does not reallocate R[] if its length
|
1027
|
+
is enough to store the result (i.e. it reuses previously allocated memory
|
1028
|
+
as much as possible).
|
1029
|
+
|
1030
|
+
-- ALGLIB --
|
1031
|
+
Copyright 30.11.2023 by Bochkanov Sergey
|
1032
|
+
*************************************************************************/
|
1033
|
+
void convr1dbuf(const real_1d_array &a, const ae_int_t m, const real_1d_array &b, const ae_int_t n, real_1d_array &r, const xparams _xparams)
|
1034
|
+
{
|
1035
|
+
jmp_buf _break_jump;
|
1036
|
+
alglib_impl::ae_state _alglib_env_state;
|
1037
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
1038
|
+
if( setjmp(_break_jump) )
|
1039
|
+
{
|
1040
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
1041
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
1042
|
+
#else
|
1043
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
1044
|
+
return;
|
1045
|
+
#endif
|
1046
|
+
}
|
1047
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
1048
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
1049
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
1050
|
+
alglib_impl::convr1dbuf(a.c_ptr(), m, b.c_ptr(), n, r.c_ptr(), &_alglib_env_state);
|
1051
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
1052
|
+
return;
|
1053
|
+
}
|
1054
|
+
|
1055
|
+
/*************************************************************************
|
1056
|
+
1-dimensional real deconvolution (inverse of ConvC1D()).
|
1057
|
+
|
1058
|
+
Algorithm has M*log(M)) complexity for any M (composite or prime).
|
1059
|
+
|
1060
|
+
INPUT PARAMETERS
|
1061
|
+
A - array[0..M-1] - convolved signal, A = conv(R, B)
|
1062
|
+
M - convolved signal length
|
1063
|
+
B - array[0..N-1] - response
|
1064
|
+
N - response length, N<=M
|
1065
|
+
|
1066
|
+
OUTPUT PARAMETERS
|
1067
|
+
R - deconvolved signal. array[0..M-N].
|
1068
|
+
|
1069
|
+
NOTE:
|
1070
|
+
deconvolution is unstable process and may result in division by zero
|
1071
|
+
(if your response function is degenerate, i.e. has zero Fourier coefficient).
|
1072
|
+
|
1073
|
+
NOTE:
|
1074
|
+
It is assumed that A is zero at T<0, B is zero too. If one or both
|
1075
|
+
functions have non-zero values at negative T's, you can still use this
|
1076
|
+
subroutine - just shift its result correspondingly.
|
1077
|
+
|
1078
|
+
NOTE: there is a buffered version of this function, ConvR1DInvBuf(),
|
1079
|
+
which can reuse space previously allocated in its output parameter R.
|
1080
|
+
|
1081
|
+
-- ALGLIB --
|
1082
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
1083
|
+
*************************************************************************/
|
1084
|
+
void convr1dinv(const real_1d_array &a, const ae_int_t m, const real_1d_array &b, const ae_int_t n, real_1d_array &r, const xparams _xparams)
|
1085
|
+
{
|
1086
|
+
jmp_buf _break_jump;
|
1087
|
+
alglib_impl::ae_state _alglib_env_state;
|
1088
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
1089
|
+
if( setjmp(_break_jump) )
|
1090
|
+
{
|
1091
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
1092
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
1093
|
+
#else
|
1094
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
1095
|
+
return;
|
1096
|
+
#endif
|
1097
|
+
}
|
1098
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
1099
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
1100
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
1101
|
+
alglib_impl::convr1dinv(a.c_ptr(), m, b.c_ptr(), n, r.c_ptr(), &_alglib_env_state);
|
1102
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
1103
|
+
return;
|
1104
|
+
}
|
1105
|
+
|
1106
|
+
/*************************************************************************
|
1107
|
+
1-dimensional real deconvolution (inverse of ConvR1D()), buffered version,
|
1108
|
+
which does not reallocate R[] if its length is enough to store the result
|
1109
|
+
(i.e. it reuses previously allocated memory as much as possible).
|
1110
|
+
|
1111
|
+
|
1112
|
+
-- ALGLIB --
|
1113
|
+
Copyright 30.11.2023 by Bochkanov Sergey
|
1114
|
+
*************************************************************************/
|
1115
|
+
void convr1dinvbuf(const real_1d_array &a, const ae_int_t m, const real_1d_array &b, const ae_int_t n, real_1d_array &r, const xparams _xparams)
|
1116
|
+
{
|
1117
|
+
jmp_buf _break_jump;
|
1118
|
+
alglib_impl::ae_state _alglib_env_state;
|
1119
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
1120
|
+
if( setjmp(_break_jump) )
|
1121
|
+
{
|
1122
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
1123
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
1124
|
+
#else
|
1125
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
1126
|
+
return;
|
1127
|
+
#endif
|
1128
|
+
}
|
1129
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
1130
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
1131
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
1132
|
+
alglib_impl::convr1dinvbuf(a.c_ptr(), m, b.c_ptr(), n, r.c_ptr(), &_alglib_env_state);
|
1133
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
1134
|
+
return;
|
1135
|
+
}
|
1136
|
+
|
1137
|
+
/*************************************************************************
|
1138
|
+
1-dimensional circular real convolution.
|
1139
|
+
|
1140
|
+
Analogous to ConvC1DCircular(), see ConvC1DCircular() comments for more details.
|
1141
|
+
|
1142
|
+
INPUT PARAMETERS
|
1143
|
+
S - array[0..M-1] - real signal
|
1144
|
+
M - problem size
|
1145
|
+
B - array[0..N-1] - real response
|
1146
|
+
N - problem size
|
1147
|
+
|
1148
|
+
OUTPUT PARAMETERS
|
1149
|
+
R - convolution: A*B. array[0..M-1].
|
1150
|
+
|
1151
|
+
NOTE:
|
1152
|
+
It is assumed that B is zero at T<0. If it has non-zero values at
|
1153
|
+
negative T's, you can still use this subroutine - just shift its result
|
1154
|
+
correspondingly.
|
1155
|
+
|
1156
|
+
NOTE: there is a buffered version of this function, ConvR1DCurcularBuf(),
|
1157
|
+
which can reuse space previously allocated in its output parameter R.
|
1158
|
+
|
1159
|
+
-- ALGLIB --
|
1160
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
1161
|
+
*************************************************************************/
|
1162
|
+
void convr1dcircular(const real_1d_array &s, const ae_int_t m, const real_1d_array &r, const ae_int_t n, real_1d_array &c, const xparams _xparams)
|
1163
|
+
{
|
1164
|
+
jmp_buf _break_jump;
|
1165
|
+
alglib_impl::ae_state _alglib_env_state;
|
1166
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
1167
|
+
if( setjmp(_break_jump) )
|
1168
|
+
{
|
1169
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
1170
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
1171
|
+
#else
|
1172
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
1173
|
+
return;
|
1174
|
+
#endif
|
1175
|
+
}
|
1176
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
1177
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
1178
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
1179
|
+
alglib_impl::convr1dcircular(s.c_ptr(), m, r.c_ptr(), n, c.c_ptr(), &_alglib_env_state);
|
1180
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
1181
|
+
return;
|
1182
|
+
}
|
1183
|
+
|
1184
|
+
/*************************************************************************
|
1185
|
+
1-dimensional circular real convolution, buffered version, which does not
|
1186
|
+
reallocate C[] if its length is enough to store the result (i.e. it reuses
|
1187
|
+
previously allocated memory as much as possible).
|
1188
|
+
|
1189
|
+
-- ALGLIB --
|
1190
|
+
Copyright 30.11.2023 by Bochkanov Sergey
|
1191
|
+
*************************************************************************/
|
1192
|
+
void convr1dcircularbuf(const real_1d_array &s, const ae_int_t m, const real_1d_array &r, const ae_int_t n, real_1d_array &c, const xparams _xparams)
|
1193
|
+
{
|
1194
|
+
jmp_buf _break_jump;
|
1195
|
+
alglib_impl::ae_state _alglib_env_state;
|
1196
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
1197
|
+
if( setjmp(_break_jump) )
|
1198
|
+
{
|
1199
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
1200
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
1201
|
+
#else
|
1202
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
1203
|
+
return;
|
1204
|
+
#endif
|
1205
|
+
}
|
1206
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
1207
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
1208
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
1209
|
+
alglib_impl::convr1dcircularbuf(s.c_ptr(), m, r.c_ptr(), n, c.c_ptr(), &_alglib_env_state);
|
1210
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
1211
|
+
return;
|
1212
|
+
}
|
1213
|
+
|
1214
|
+
/*************************************************************************
|
1215
|
+
1-dimensional complex deconvolution (inverse of ConvC1D()).
|
1216
|
+
|
1217
|
+
Algorithm has M*log(M)) complexity for any M (composite or prime).
|
1218
|
+
|
1219
|
+
INPUT PARAMETERS
|
1220
|
+
A - array[0..M-1] - convolved signal, A = conv(R, B)
|
1221
|
+
M - convolved signal length
|
1222
|
+
B - array[0..N-1] - response
|
1223
|
+
N - response length
|
1224
|
+
|
1225
|
+
OUTPUT PARAMETERS
|
1226
|
+
R - deconvolved signal. array[0..M-N].
|
1227
|
+
|
1228
|
+
NOTE:
|
1229
|
+
deconvolution is unstable process and may result in division by zero
|
1230
|
+
(if your response function is degenerate, i.e. has zero Fourier coefficient).
|
1231
|
+
|
1232
|
+
NOTE:
|
1233
|
+
It is assumed that B is zero at T<0. If it has non-zero values at
|
1234
|
+
negative T's, you can still use this subroutine - just shift its result
|
1235
|
+
correspondingly.
|
1236
|
+
|
1237
|
+
-- ALGLIB --
|
1238
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
1239
|
+
*************************************************************************/
|
1240
|
+
void convr1dcircularinv(const real_1d_array &a, const ae_int_t m, const real_1d_array &b, const ae_int_t n, real_1d_array &r, const xparams _xparams)
|
1241
|
+
{
|
1242
|
+
jmp_buf _break_jump;
|
1243
|
+
alglib_impl::ae_state _alglib_env_state;
|
1244
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
1245
|
+
if( setjmp(_break_jump) )
|
1246
|
+
{
|
1247
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
1248
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
1249
|
+
#else
|
1250
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
1251
|
+
return;
|
1252
|
+
#endif
|
1253
|
+
}
|
1254
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
1255
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
1256
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
1257
|
+
alglib_impl::convr1dcircularinv(a.c_ptr(), m, b.c_ptr(), n, r.c_ptr(), &_alglib_env_state);
|
1258
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
1259
|
+
return;
|
1260
|
+
}
|
1261
|
+
|
1262
|
+
/*************************************************************************
|
1263
|
+
1-dimensional complex deconvolution, inverse of ConvR1DCircular().
|
1264
|
+
|
1265
|
+
Buffered version, which does not reallocate R[] if its length is enough to
|
1266
|
+
store the result (i.e. it reuses previously allocated memory as much as
|
1267
|
+
possible).
|
1268
|
+
|
1269
|
+
-- ALGLIB --
|
1270
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
1271
|
+
*************************************************************************/
|
1272
|
+
void convr1dcircularinvbuf(const real_1d_array &a, const ae_int_t m, const real_1d_array &b, const ae_int_t n, real_1d_array &r, const xparams _xparams)
|
1273
|
+
{
|
1274
|
+
jmp_buf _break_jump;
|
1275
|
+
alglib_impl::ae_state _alglib_env_state;
|
1276
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
1277
|
+
if( setjmp(_break_jump) )
|
1278
|
+
{
|
1279
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
1280
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
1281
|
+
#else
|
1282
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
1283
|
+
return;
|
1284
|
+
#endif
|
1285
|
+
}
|
1286
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
1287
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
1288
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
1289
|
+
alglib_impl::convr1dcircularinvbuf(a.c_ptr(), m, b.c_ptr(), n, r.c_ptr(), &_alglib_env_state);
|
1290
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
1291
|
+
return;
|
1292
|
+
}
|
1293
|
+
#endif
|
1294
|
+
|
1295
|
+
#if defined(AE_COMPILE_CORR) || !defined(AE_PARTIAL_BUILD)
|
1296
|
+
/*************************************************************************
|
1297
|
+
1-dimensional complex cross-correlation.
|
1298
|
+
|
1299
|
+
For given Pattern/Signal returns corr(Pattern,Signal) (non-circular).
|
1300
|
+
|
1301
|
+
Correlation is calculated using reduction to convolution. Algorithm with
|
1302
|
+
max(N,N)*log(max(N,N)) complexity is used (see ConvC1D() for more info
|
1303
|
+
about performance).
|
1304
|
+
|
1305
|
+
IMPORTANT:
|
1306
|
+
for historical reasons subroutine accepts its parameters in reversed
|
1307
|
+
order: CorrC1D(Signal, Pattern) = Pattern x Signal (using traditional
|
1308
|
+
definition of cross-correlation, denoting cross-correlation as "x").
|
1309
|
+
|
1310
|
+
INPUT PARAMETERS
|
1311
|
+
Signal - array[0..N-1] - complex function to be transformed,
|
1312
|
+
signal containing pattern
|
1313
|
+
N - problem size
|
1314
|
+
Pattern - array[0..M-1] - complex function to be transformed,
|
1315
|
+
pattern to 'search' within a signal
|
1316
|
+
M - problem size
|
1317
|
+
|
1318
|
+
OUTPUT PARAMETERS
|
1319
|
+
R - cross-correlation, array[0..N+M-2]:
|
1320
|
+
* positive lags are stored in R[0..N-1],
|
1321
|
+
R[i] = sum(conj(pattern[j])*signal[i+j]
|
1322
|
+
* negative lags are stored in R[N..N+M-2],
|
1323
|
+
R[N+M-1-i] = sum(conj(pattern[j])*signal[-i+j]
|
1324
|
+
|
1325
|
+
NOTE:
|
1326
|
+
It is assumed that pattern domain is [0..M-1]. If Pattern is non-zero
|
1327
|
+
on [-K..M-1], you can still use this subroutine, just shift result by K.
|
1328
|
+
|
1329
|
+
NOTE: there is a buffered version of this function, CorrC1DBuf(), which
|
1330
|
+
can reuse space previously allocated in its output parameter R.
|
1331
|
+
|
1332
|
+
-- ALGLIB --
|
1333
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
1334
|
+
*************************************************************************/
|
1335
|
+
void corrc1d(const complex_1d_array &signal, const ae_int_t n, const complex_1d_array &pattern, const ae_int_t m, complex_1d_array &r, const xparams _xparams)
|
1336
|
+
{
|
1337
|
+
jmp_buf _break_jump;
|
1338
|
+
alglib_impl::ae_state _alglib_env_state;
|
1339
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
1340
|
+
if( setjmp(_break_jump) )
|
1341
|
+
{
|
1342
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
1343
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
1344
|
+
#else
|
1345
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
1346
|
+
return;
|
1347
|
+
#endif
|
1348
|
+
}
|
1349
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
1350
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
1351
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
1352
|
+
alglib_impl::corrc1d(signal.c_ptr(), n, pattern.c_ptr(), m, r.c_ptr(), &_alglib_env_state);
|
1353
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
1354
|
+
return;
|
1355
|
+
}
|
1356
|
+
|
1357
|
+
/*************************************************************************
|
1358
|
+
1-dimensional complex cross-correlation, a buffered version of CorrC1D()
|
1359
|
+
which does not reallocate R[] if its length is enough to store the result
|
1360
|
+
(i.e. it reuses previously allocated memory as much as possible).
|
1361
|
+
|
1362
|
+
-- ALGLIB --
|
1363
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
1364
|
+
*************************************************************************/
|
1365
|
+
void corrc1dbuf(const complex_1d_array &signal, const ae_int_t n, const complex_1d_array &pattern, const ae_int_t m, complex_1d_array &r, const xparams _xparams)
|
1366
|
+
{
|
1367
|
+
jmp_buf _break_jump;
|
1368
|
+
alglib_impl::ae_state _alglib_env_state;
|
1369
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
1370
|
+
if( setjmp(_break_jump) )
|
1371
|
+
{
|
1372
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
1373
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
1374
|
+
#else
|
1375
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
1376
|
+
return;
|
1377
|
+
#endif
|
1378
|
+
}
|
1379
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
1380
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
1381
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
1382
|
+
alglib_impl::corrc1dbuf(signal.c_ptr(), n, pattern.c_ptr(), m, r.c_ptr(), &_alglib_env_state);
|
1383
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
1384
|
+
return;
|
1385
|
+
}
|
1386
|
+
|
1387
|
+
/*************************************************************************
|
1388
|
+
1-dimensional circular complex cross-correlation.
|
1389
|
+
|
1390
|
+
For given Pattern/Signal returns corr(Pattern,Signal) (circular).
|
1391
|
+
Algorithm has linearithmic complexity for any M/N.
|
1392
|
+
|
1393
|
+
IMPORTANT:
|
1394
|
+
for historical reasons subroutine accepts its parameters in reversed
|
1395
|
+
order: CorrC1DCircular(Signal, Pattern) = Pattern x Signal (using
|
1396
|
+
traditional definition of cross-correlation, denoting cross-correlation
|
1397
|
+
as "x").
|
1398
|
+
|
1399
|
+
INPUT PARAMETERS
|
1400
|
+
Signal - array[0..N-1] - complex function to be transformed,
|
1401
|
+
periodic signal containing pattern
|
1402
|
+
N - problem size
|
1403
|
+
Pattern - array[0..M-1] - complex function to be transformed,
|
1404
|
+
non-periodic pattern to 'search' within a signal
|
1405
|
+
M - problem size
|
1406
|
+
|
1407
|
+
OUTPUT PARAMETERS
|
1408
|
+
R - convolution: A*B. array[0..M-1].
|
1409
|
+
|
1410
|
+
NOTE: there is a buffered version of this function, CorrC1DCircular(),
|
1411
|
+
which can reuse space previously allocated in its output parameter R.
|
1412
|
+
|
1413
|
+
-- ALGLIB --
|
1414
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
1415
|
+
*************************************************************************/
|
1416
|
+
void corrc1dcircular(const complex_1d_array &signal, const ae_int_t m, const complex_1d_array &pattern, const ae_int_t n, complex_1d_array &c, const xparams _xparams)
|
1417
|
+
{
|
1418
|
+
jmp_buf _break_jump;
|
1419
|
+
alglib_impl::ae_state _alglib_env_state;
|
1420
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
1421
|
+
if( setjmp(_break_jump) )
|
1422
|
+
{
|
1423
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
1424
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
1425
|
+
#else
|
1426
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
1427
|
+
return;
|
1428
|
+
#endif
|
1429
|
+
}
|
1430
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
1431
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
1432
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
1433
|
+
alglib_impl::corrc1dcircular(signal.c_ptr(), m, pattern.c_ptr(), n, c.c_ptr(), &_alglib_env_state);
|
1434
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
1435
|
+
return;
|
1436
|
+
}
|
1437
|
+
|
1438
|
+
/*************************************************************************
|
1439
|
+
1-dimensional circular complex cross-correlation.
|
1440
|
+
|
1441
|
+
A buffered function which does not reallocate C[] if its length is enough
|
1442
|
+
to store the result (i.e. it reuses previously allocated memory as much as
|
1443
|
+
possible).
|
1444
|
+
|
1445
|
+
-- ALGLIB --
|
1446
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
1447
|
+
*************************************************************************/
|
1448
|
+
void corrc1dcircularbuf(const complex_1d_array &signal, const ae_int_t m, const complex_1d_array &pattern, const ae_int_t n, complex_1d_array &c, const xparams _xparams)
|
1449
|
+
{
|
1450
|
+
jmp_buf _break_jump;
|
1451
|
+
alglib_impl::ae_state _alglib_env_state;
|
1452
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
1453
|
+
if( setjmp(_break_jump) )
|
1454
|
+
{
|
1455
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
1456
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
1457
|
+
#else
|
1458
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
1459
|
+
return;
|
1460
|
+
#endif
|
1461
|
+
}
|
1462
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
1463
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
1464
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
1465
|
+
alglib_impl::corrc1dcircularbuf(signal.c_ptr(), m, pattern.c_ptr(), n, c.c_ptr(), &_alglib_env_state);
|
1466
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
1467
|
+
return;
|
1468
|
+
}
|
1469
|
+
|
1470
|
+
/*************************************************************************
|
1471
|
+
1-dimensional real cross-correlation.
|
1472
|
+
|
1473
|
+
For given Pattern/Signal returns corr(Pattern,Signal) (non-circular).
|
1474
|
+
|
1475
|
+
Correlation is calculated using reduction to convolution. Algorithm with
|
1476
|
+
max(N,N)*log(max(N,N)) complexity is used (see ConvC1D() for more info
|
1477
|
+
about performance).
|
1478
|
+
|
1479
|
+
IMPORTANT:
|
1480
|
+
for historical reasons subroutine accepts its parameters in reversed
|
1481
|
+
order: CorrR1D(Signal, Pattern) = Pattern x Signal (using traditional
|
1482
|
+
definition of cross-correlation, denoting cross-correlation as "x").
|
1483
|
+
|
1484
|
+
INPUT PARAMETERS
|
1485
|
+
Signal - array[0..N-1] - real function to be transformed,
|
1486
|
+
signal containing pattern
|
1487
|
+
N - problem size
|
1488
|
+
Pattern - array[0..M-1] - real function to be transformed,
|
1489
|
+
pattern to 'search' withing signal
|
1490
|
+
M - problem size
|
1491
|
+
|
1492
|
+
OUTPUT PARAMETERS
|
1493
|
+
R - cross-correlation, array[0..N+M-2]:
|
1494
|
+
* positive lags are stored in R[0..N-1],
|
1495
|
+
R[i] = sum(pattern[j]*signal[i+j]
|
1496
|
+
* negative lags are stored in R[N..N+M-2],
|
1497
|
+
R[N+M-1-i] = sum(pattern[j]*signal[-i+j]
|
1498
|
+
|
1499
|
+
NOTE:
|
1500
|
+
It is assumed that pattern domain is [0..M-1]. If Pattern is non-zero
|
1501
|
+
on [-K..M-1], you can still use this subroutine, just shift result by K.
|
1502
|
+
|
1503
|
+
NOTE: there is a buffered version of this function, CorrR1DBuf(), which
|
1504
|
+
can reuse space previously allocated in its output parameter R.
|
1505
|
+
|
1506
|
+
-- ALGLIB --
|
1507
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
1508
|
+
*************************************************************************/
|
1509
|
+
void corrr1d(const real_1d_array &signal, const ae_int_t n, const real_1d_array &pattern, const ae_int_t m, real_1d_array &r, const xparams _xparams)
|
1510
|
+
{
|
1511
|
+
jmp_buf _break_jump;
|
1512
|
+
alglib_impl::ae_state _alglib_env_state;
|
1513
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
1514
|
+
if( setjmp(_break_jump) )
|
1515
|
+
{
|
1516
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
1517
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
1518
|
+
#else
|
1519
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
1520
|
+
return;
|
1521
|
+
#endif
|
1522
|
+
}
|
1523
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
1524
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
1525
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
1526
|
+
alglib_impl::corrr1d(signal.c_ptr(), n, pattern.c_ptr(), m, r.c_ptr(), &_alglib_env_state);
|
1527
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
1528
|
+
return;
|
1529
|
+
}
|
1530
|
+
|
1531
|
+
/*************************************************************************
|
1532
|
+
1-dimensional real cross-correlation, buffered function, which does not
|
1533
|
+
reallocate R[] if its length is enough to store the result (i.e. it reuses
|
1534
|
+
previously allocated memory as much as possible).
|
1535
|
+
|
1536
|
+
-- ALGLIB --
|
1537
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
1538
|
+
*************************************************************************/
|
1539
|
+
void corrr1dbuf(const real_1d_array &signal, const ae_int_t n, const real_1d_array &pattern, const ae_int_t m, real_1d_array &r, const xparams _xparams)
|
1540
|
+
{
|
1541
|
+
jmp_buf _break_jump;
|
1542
|
+
alglib_impl::ae_state _alglib_env_state;
|
1543
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
1544
|
+
if( setjmp(_break_jump) )
|
1545
|
+
{
|
1546
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
1547
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
1548
|
+
#else
|
1549
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
1550
|
+
return;
|
1551
|
+
#endif
|
1552
|
+
}
|
1553
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
1554
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
1555
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
1556
|
+
alglib_impl::corrr1dbuf(signal.c_ptr(), n, pattern.c_ptr(), m, r.c_ptr(), &_alglib_env_state);
|
1557
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
1558
|
+
return;
|
1559
|
+
}
|
1560
|
+
|
1561
|
+
/*************************************************************************
|
1562
|
+
1-dimensional circular real cross-correlation.
|
1563
|
+
|
1564
|
+
For given Pattern/Signal returns corr(Pattern,Signal) (circular).
|
1565
|
+
Algorithm has linearithmic complexity for any M/N.
|
1566
|
+
|
1567
|
+
IMPORTANT:
|
1568
|
+
for historical reasons subroutine accepts its parameters in reversed
|
1569
|
+
order: CorrR1DCircular(Signal, Pattern) = Pattern x Signal (using
|
1570
|
+
traditional definition of cross-correlation, denoting cross-correlation
|
1571
|
+
as "x").
|
1572
|
+
|
1573
|
+
INPUT PARAMETERS
|
1574
|
+
Signal - array[0..N-1] - real function to be transformed,
|
1575
|
+
periodic signal containing pattern
|
1576
|
+
N - problem size
|
1577
|
+
Pattern - array[0..M-1] - real function to be transformed,
|
1578
|
+
non-periodic pattern to search withing signal
|
1579
|
+
M - problem size
|
1580
|
+
|
1581
|
+
OUTPUT PARAMETERS
|
1582
|
+
R - convolution: A*B. array[0..M-1].
|
1583
|
+
|
1584
|
+
NOTE: there is a buffered version of this function, CorrR1DCircularBuf(),
|
1585
|
+
which can reuse space previously allocated in its output parameter C.
|
1586
|
+
|
1587
|
+
-- ALGLIB --
|
1588
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
1589
|
+
*************************************************************************/
|
1590
|
+
void corrr1dcircular(const real_1d_array &signal, const ae_int_t m, const real_1d_array &pattern, const ae_int_t n, real_1d_array &c, const xparams _xparams)
|
1591
|
+
{
|
1592
|
+
jmp_buf _break_jump;
|
1593
|
+
alglib_impl::ae_state _alglib_env_state;
|
1594
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
1595
|
+
if( setjmp(_break_jump) )
|
1596
|
+
{
|
1597
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
1598
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
1599
|
+
#else
|
1600
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
1601
|
+
return;
|
1602
|
+
#endif
|
1603
|
+
}
|
1604
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
1605
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
1606
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
1607
|
+
alglib_impl::corrr1dcircular(signal.c_ptr(), m, pattern.c_ptr(), n, c.c_ptr(), &_alglib_env_state);
|
1608
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
1609
|
+
return;
|
1610
|
+
}
|
1611
|
+
|
1612
|
+
/*************************************************************************
|
1613
|
+
1-dimensional circular real cross-correlation, buffered version , which
|
1614
|
+
does not reallocate C[] if its length is enough to store the result (i.e.
|
1615
|
+
it reuses previously allocated memory as much as possible).
|
1616
|
+
|
1617
|
+
-- ALGLIB --
|
1618
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
1619
|
+
*************************************************************************/
|
1620
|
+
void corrr1dcircularbuf(const real_1d_array &signal, const ae_int_t m, const real_1d_array &pattern, const ae_int_t n, real_1d_array &c, const xparams _xparams)
|
1621
|
+
{
|
1622
|
+
jmp_buf _break_jump;
|
1623
|
+
alglib_impl::ae_state _alglib_env_state;
|
1624
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
1625
|
+
if( setjmp(_break_jump) )
|
1626
|
+
{
|
1627
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
1628
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
1629
|
+
#else
|
1630
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
1631
|
+
return;
|
1632
|
+
#endif
|
1633
|
+
}
|
1634
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
1635
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
1636
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
1637
|
+
alglib_impl::corrr1dcircularbuf(signal.c_ptr(), m, pattern.c_ptr(), n, c.c_ptr(), &_alglib_env_state);
|
1638
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
1639
|
+
return;
|
1640
|
+
}
|
1641
|
+
#endif
|
1642
|
+
}
|
1643
|
+
|
1644
|
+
/////////////////////////////////////////////////////////////////////////
|
1645
|
+
//
|
1646
|
+
// THIS SECTION CONTAINS IMPLEMENTATION OF COMPUTATIONAL CORE
|
1647
|
+
//
|
1648
|
+
/////////////////////////////////////////////////////////////////////////
|
1649
|
+
namespace alglib_impl
|
1650
|
+
{
|
1651
|
+
#if defined(AE_COMPILE_FFT) || !defined(AE_PARTIAL_BUILD)
|
1652
|
+
|
1653
|
+
|
1654
|
+
#endif
|
1655
|
+
#if defined(AE_COMPILE_FHT) || !defined(AE_PARTIAL_BUILD)
|
1656
|
+
|
1657
|
+
|
1658
|
+
#endif
|
1659
|
+
#if defined(AE_COMPILE_CONV) || !defined(AE_PARTIAL_BUILD)
|
1660
|
+
|
1661
|
+
|
1662
|
+
#endif
|
1663
|
+
#if defined(AE_COMPILE_CORR) || !defined(AE_PARTIAL_BUILD)
|
1664
|
+
|
1665
|
+
|
1666
|
+
#endif
|
1667
|
+
|
1668
|
+
#if defined(AE_COMPILE_FFT) || !defined(AE_PARTIAL_BUILD)
|
1669
|
+
|
1670
|
+
|
1671
|
+
/*************************************************************************
|
1672
|
+
1-dimensional complex FFT.
|
1673
|
+
|
1674
|
+
Array size N may be arbitrary number (composite or prime). Composite N's
|
1675
|
+
are handled with cache-oblivious variation of a Cooley-Tukey algorithm.
|
1676
|
+
Small prime-factors are transformed using hard coded codelets (similar to
|
1677
|
+
FFTW codelets, but without low-level optimization), large prime-factors
|
1678
|
+
are handled with Bluestein's algorithm.
|
1679
|
+
|
1680
|
+
Fastests transforms are for smooth N's (prime factors are 2, 3, 5 only),
|
1681
|
+
most fast for powers of 2. When N have prime factors larger than these,
|
1682
|
+
but orders of magnitude smaller than N, computations will be about 4 times
|
1683
|
+
slower than for nearby highly composite N's. When N itself is prime, speed
|
1684
|
+
will be 6 times lower.
|
1685
|
+
|
1686
|
+
Algorithm has O(N*logN) complexity for any N (composite or prime).
|
1687
|
+
|
1688
|
+
INPUT PARAMETERS
|
1689
|
+
A - array[0..N-1] - complex function to be transformed
|
1690
|
+
N - problem size
|
1691
|
+
|
1692
|
+
OUTPUT PARAMETERS
|
1693
|
+
A - DFT of a input array, array[0..N-1]
|
1694
|
+
A_out[j] = SUM(A_in[k]*exp(-2*pi*sqrt(-1)*j*k/N), k = 0..N-1)
|
1695
|
+
|
1696
|
+
|
1697
|
+
-- ALGLIB --
|
1698
|
+
Copyright 29.05.2009 by Bochkanov Sergey
|
1699
|
+
*************************************************************************/
|
1700
|
+
void fftc1d(/* Complex */ ae_vector* a, ae_int_t n, ae_state *_state)
|
1701
|
+
{
|
1702
|
+
ae_frame _frame_block;
|
1703
|
+
fasttransformplan plan;
|
1704
|
+
ae_int_t i;
|
1705
|
+
ae_vector buf;
|
1706
|
+
|
1707
|
+
ae_frame_make(_state, &_frame_block);
|
1708
|
+
memset(&plan, 0, sizeof(plan));
|
1709
|
+
memset(&buf, 0, sizeof(buf));
|
1710
|
+
_fasttransformplan_init(&plan, _state, ae_true);
|
1711
|
+
ae_vector_init(&buf, 0, DT_REAL, _state, ae_true);
|
1712
|
+
|
1713
|
+
ae_assert(n>0, "FFTC1D: incorrect N!", _state);
|
1714
|
+
ae_assert(a->cnt>=n, "FFTC1D: Length(A)<N!", _state);
|
1715
|
+
ae_assert(isfinitecvector(a, n, _state), "FFTC1D: A contains infinite or NAN values!", _state);
|
1716
|
+
|
1717
|
+
/*
|
1718
|
+
* Special case: N=1, FFT is just identity transform.
|
1719
|
+
* After this block we assume that N is strictly greater than 1.
|
1720
|
+
*/
|
1721
|
+
if( n==1 )
|
1722
|
+
{
|
1723
|
+
ae_frame_leave(_state);
|
1724
|
+
return;
|
1725
|
+
}
|
1726
|
+
|
1727
|
+
/*
|
1728
|
+
* convert input array to the more convenient format
|
1729
|
+
*/
|
1730
|
+
ae_vector_set_length(&buf, 2*n, _state);
|
1731
|
+
for(i=0; i<=n-1; i++)
|
1732
|
+
{
|
1733
|
+
buf.ptr.p_double[2*i+0] = a->ptr.p_complex[i].x;
|
1734
|
+
buf.ptr.p_double[2*i+1] = a->ptr.p_complex[i].y;
|
1735
|
+
}
|
1736
|
+
|
1737
|
+
/*
|
1738
|
+
* Generate plan and execute it.
|
1739
|
+
*
|
1740
|
+
* Plan is a combination of a successive factorizations of N and
|
1741
|
+
* precomputed data. It is much like a FFTW plan, but is not stored
|
1742
|
+
* between subroutine calls and is much simpler.
|
1743
|
+
*/
|
1744
|
+
ftcomplexfftplan(n, 1, &plan, _state);
|
1745
|
+
ftapplyplan(&plan, &buf, 0, 1, _state);
|
1746
|
+
|
1747
|
+
/*
|
1748
|
+
* result
|
1749
|
+
*/
|
1750
|
+
for(i=0; i<=n-1; i++)
|
1751
|
+
{
|
1752
|
+
a->ptr.p_complex[i].x = buf.ptr.p_double[2*i+0];
|
1753
|
+
a->ptr.p_complex[i].y = buf.ptr.p_double[2*i+1];
|
1754
|
+
}
|
1755
|
+
ae_frame_leave(_state);
|
1756
|
+
}
|
1757
|
+
|
1758
|
+
|
1759
|
+
/*************************************************************************
|
1760
|
+
1-dimensional complex inverse FFT.
|
1761
|
+
|
1762
|
+
Array size N may be arbitrary number (composite or prime). Algorithm has
|
1763
|
+
O(N*logN) complexity for any N (composite or prime).
|
1764
|
+
|
1765
|
+
See FFTC1D() description for more information about algorithm performance.
|
1766
|
+
|
1767
|
+
INPUT PARAMETERS
|
1768
|
+
A - array[0..N-1] - complex array to be transformed
|
1769
|
+
N - problem size
|
1770
|
+
|
1771
|
+
OUTPUT PARAMETERS
|
1772
|
+
A - inverse DFT of a input array, array[0..N-1]
|
1773
|
+
A_out[j] = SUM(A_in[k]/N*exp(+2*pi*sqrt(-1)*j*k/N), k = 0..N-1)
|
1774
|
+
|
1775
|
+
|
1776
|
+
-- ALGLIB --
|
1777
|
+
Copyright 29.05.2009 by Bochkanov Sergey
|
1778
|
+
*************************************************************************/
|
1779
|
+
void fftc1dinv(/* Complex */ ae_vector* a, ae_int_t n, ae_state *_state)
|
1780
|
+
{
|
1781
|
+
ae_int_t i;
|
1782
|
+
|
1783
|
+
|
1784
|
+
ae_assert(n>0, "FFTC1DInv: incorrect N!", _state);
|
1785
|
+
ae_assert(a->cnt>=n, "FFTC1DInv: Length(A)<N!", _state);
|
1786
|
+
ae_assert(isfinitecvector(a, n, _state), "FFTC1DInv: A contains infinite or NAN values!", _state);
|
1787
|
+
|
1788
|
+
/*
|
1789
|
+
* Inverse DFT can be expressed in terms of the DFT as
|
1790
|
+
*
|
1791
|
+
* invfft(x) = fft(x')'/N
|
1792
|
+
*
|
1793
|
+
* here x' means conj(x).
|
1794
|
+
*/
|
1795
|
+
for(i=0; i<=n-1; i++)
|
1796
|
+
{
|
1797
|
+
a->ptr.p_complex[i].y = -a->ptr.p_complex[i].y;
|
1798
|
+
}
|
1799
|
+
fftc1d(a, n, _state);
|
1800
|
+
for(i=0; i<=n-1; i++)
|
1801
|
+
{
|
1802
|
+
a->ptr.p_complex[i].x = a->ptr.p_complex[i].x/(double)n;
|
1803
|
+
a->ptr.p_complex[i].y = -a->ptr.p_complex[i].y/(double)n;
|
1804
|
+
}
|
1805
|
+
}
|
1806
|
+
|
1807
|
+
|
1808
|
+
/*************************************************************************
|
1809
|
+
1-dimensional real FFT.
|
1810
|
+
|
1811
|
+
Algorithm has O(N*logN) complexity for any N (composite or prime).
|
1812
|
+
|
1813
|
+
INPUT PARAMETERS
|
1814
|
+
A - array[0..N-1] - real function to be transformed
|
1815
|
+
N - problem size
|
1816
|
+
|
1817
|
+
OUTPUT PARAMETERS
|
1818
|
+
F - DFT of a input array, array[0..N-1]
|
1819
|
+
F[j] = SUM(A[k]*exp(-2*pi*sqrt(-1)*j*k/N), k = 0..N-1)
|
1820
|
+
|
1821
|
+
NOTE: there is a buffered version of this function, FFTR1DBuf(), which
|
1822
|
+
reuses memory previously allocated for A as much as possible.
|
1823
|
+
|
1824
|
+
NOTE:
|
1825
|
+
F[] satisfies symmetry property F[k] = conj(F[N-k]), so just one half
|
1826
|
+
of array is usually needed. But for convinience subroutine returns full
|
1827
|
+
complex array (with frequencies above N/2), so its result may be used by
|
1828
|
+
other FFT-related subroutines.
|
1829
|
+
|
1830
|
+
|
1831
|
+
-- ALGLIB --
|
1832
|
+
Copyright 01.06.2009 by Bochkanov Sergey
|
1833
|
+
*************************************************************************/
|
1834
|
+
void fftr1d(/* Real */ const ae_vector* a,
|
1835
|
+
ae_int_t n,
|
1836
|
+
/* Complex */ ae_vector* f,
|
1837
|
+
ae_state *_state)
|
1838
|
+
{
|
1839
|
+
|
1840
|
+
ae_vector_clear(f);
|
1841
|
+
|
1842
|
+
ae_assert(n>0, "FFTR1D: incorrect N!", _state);
|
1843
|
+
ae_assert(a->cnt>=n, "FFTR1D: Length(A)<N!", _state);
|
1844
|
+
ae_assert(isfinitevector(a, n, _state), "FFTR1D: A contains infinite or NAN values!", _state);
|
1845
|
+
fftr1dbuf(a, n, f, _state);
|
1846
|
+
}
|
1847
|
+
|
1848
|
+
|
1849
|
+
/*************************************************************************
|
1850
|
+
1-dimensional real FFT, a buffered function which does not reallocate F[]
|
1851
|
+
if its length is enough to store the result (i.e. it reuses previously
|
1852
|
+
allocated memory as much as possible).
|
1853
|
+
|
1854
|
+
-- ALGLIB --
|
1855
|
+
Copyright 01.06.2009 by Bochkanov Sergey
|
1856
|
+
*************************************************************************/
|
1857
|
+
void fftr1dbuf(/* Real */ const ae_vector* a,
|
1858
|
+
ae_int_t n,
|
1859
|
+
/* Complex */ ae_vector* f,
|
1860
|
+
ae_state *_state)
|
1861
|
+
{
|
1862
|
+
ae_frame _frame_block;
|
1863
|
+
ae_int_t i;
|
1864
|
+
ae_int_t n2;
|
1865
|
+
ae_int_t idx;
|
1866
|
+
ae_complex hn;
|
1867
|
+
ae_complex hmnc;
|
1868
|
+
ae_complex v;
|
1869
|
+
ae_vector buf;
|
1870
|
+
fasttransformplan plan;
|
1871
|
+
|
1872
|
+
ae_frame_make(_state, &_frame_block);
|
1873
|
+
memset(&buf, 0, sizeof(buf));
|
1874
|
+
memset(&plan, 0, sizeof(plan));
|
1875
|
+
ae_vector_init(&buf, 0, DT_REAL, _state, ae_true);
|
1876
|
+
_fasttransformplan_init(&plan, _state, ae_true);
|
1877
|
+
|
1878
|
+
ae_assert(n>0, "FFTR1DBuf: incorrect N!", _state);
|
1879
|
+
ae_assert(a->cnt>=n, "FFTR1DBuf: Length(A)<N!", _state);
|
1880
|
+
ae_assert(isfinitevector(a, n, _state), "FFTR1DBuf: A contains infinite or NAN values!", _state);
|
1881
|
+
|
1882
|
+
/*
|
1883
|
+
* Special cases:
|
1884
|
+
* * N=1, FFT is just identity transform.
|
1885
|
+
* * N=2, FFT is simple too
|
1886
|
+
*
|
1887
|
+
* After this block we assume that N is strictly greater than 2
|
1888
|
+
*/
|
1889
|
+
if( n==1 )
|
1890
|
+
{
|
1891
|
+
callocv(1, f, _state);
|
1892
|
+
f->ptr.p_complex[0] = ae_complex_from_d(a->ptr.p_double[0]);
|
1893
|
+
ae_frame_leave(_state);
|
1894
|
+
return;
|
1895
|
+
}
|
1896
|
+
if( n==2 )
|
1897
|
+
{
|
1898
|
+
callocv(2, f, _state);
|
1899
|
+
f->ptr.p_complex[0].x = a->ptr.p_double[0]+a->ptr.p_double[1];
|
1900
|
+
f->ptr.p_complex[0].y = (double)(0);
|
1901
|
+
f->ptr.p_complex[1].x = a->ptr.p_double[0]-a->ptr.p_double[1];
|
1902
|
+
f->ptr.p_complex[1].y = (double)(0);
|
1903
|
+
ae_frame_leave(_state);
|
1904
|
+
return;
|
1905
|
+
}
|
1906
|
+
|
1907
|
+
/*
|
1908
|
+
* Choose between odd-size and even-size FFTs
|
1909
|
+
*/
|
1910
|
+
if( n%2==0 )
|
1911
|
+
{
|
1912
|
+
|
1913
|
+
/*
|
1914
|
+
* even-size real FFT, use reduction to the complex task
|
1915
|
+
*/
|
1916
|
+
n2 = n/2;
|
1917
|
+
ae_vector_set_length(&buf, n, _state);
|
1918
|
+
ae_v_move(&buf.ptr.p_double[0], 1, &a->ptr.p_double[0], 1, ae_v_len(0,n-1));
|
1919
|
+
ftcomplexfftplan(n2, 1, &plan, _state);
|
1920
|
+
ftapplyplan(&plan, &buf, 0, 1, _state);
|
1921
|
+
callocv(n, f, _state);
|
1922
|
+
for(i=0; i<=n2; i++)
|
1923
|
+
{
|
1924
|
+
idx = 2*(i%n2);
|
1925
|
+
hn.x = buf.ptr.p_double[idx+0];
|
1926
|
+
hn.y = buf.ptr.p_double[idx+1];
|
1927
|
+
idx = 2*((n2-i)%n2);
|
1928
|
+
hmnc.x = buf.ptr.p_double[idx+0];
|
1929
|
+
hmnc.y = -buf.ptr.p_double[idx+1];
|
1930
|
+
v.x = -ae_sin(-(double)2*ae_pi*(double)i/(double)n, _state);
|
1931
|
+
v.y = ae_cos(-(double)2*ae_pi*(double)i/(double)n, _state);
|
1932
|
+
f->ptr.p_complex[i] = ae_c_sub(ae_c_add(hn,hmnc),ae_c_mul(v,ae_c_sub(hn,hmnc)));
|
1933
|
+
f->ptr.p_complex[i].x = 0.5*f->ptr.p_complex[i].x;
|
1934
|
+
f->ptr.p_complex[i].y = 0.5*f->ptr.p_complex[i].y;
|
1935
|
+
}
|
1936
|
+
for(i=n2+1; i<=n-1; i++)
|
1937
|
+
{
|
1938
|
+
f->ptr.p_complex[i] = ae_c_conj(f->ptr.p_complex[n-i], _state);
|
1939
|
+
}
|
1940
|
+
}
|
1941
|
+
else
|
1942
|
+
{
|
1943
|
+
|
1944
|
+
/*
|
1945
|
+
* use complex FFT
|
1946
|
+
*/
|
1947
|
+
callocv(n, f, _state);
|
1948
|
+
for(i=0; i<=n-1; i++)
|
1949
|
+
{
|
1950
|
+
f->ptr.p_complex[i] = ae_complex_from_d(a->ptr.p_double[i]);
|
1951
|
+
}
|
1952
|
+
fftc1d(f, n, _state);
|
1953
|
+
}
|
1954
|
+
ae_frame_leave(_state);
|
1955
|
+
}
|
1956
|
+
|
1957
|
+
|
1958
|
+
/*************************************************************************
|
1959
|
+
1-dimensional real inverse FFT.
|
1960
|
+
|
1961
|
+
Algorithm has O(N*logN) complexity for any N (composite or prime).
|
1962
|
+
|
1963
|
+
INPUT PARAMETERS
|
1964
|
+
F - array[0..floor(N/2)] - frequencies from forward real FFT
|
1965
|
+
N - problem size
|
1966
|
+
|
1967
|
+
OUTPUT PARAMETERS
|
1968
|
+
A - inverse DFT of a input array, array[0..N-1]
|
1969
|
+
|
1970
|
+
NOTE: there is a buffered version of this function, FFTR1DInvBuf(), which
|
1971
|
+
reuses memory previously allocated for A as much as possible.
|
1972
|
+
|
1973
|
+
NOTE:
|
1974
|
+
F[] should satisfy symmetry property F[k] = conj(F[N-k]), so just one
|
1975
|
+
half of frequencies array is needed - elements from 0 to floor(N/2). F[0]
|
1976
|
+
is ALWAYS real. If N is even F[floor(N/2)] is real too. If N is odd, then
|
1977
|
+
F[floor(N/2)] has no special properties.
|
1978
|
+
|
1979
|
+
Relying on properties noted above, FFTR1DInv subroutine uses only elements
|
1980
|
+
from 0th to floor(N/2)-th. It ignores imaginary part of F[0], and in case
|
1981
|
+
N is even it ignores imaginary part of F[floor(N/2)] too.
|
1982
|
+
|
1983
|
+
When you call this function using full arguments list - "FFTR1DInv(F,N,A)"
|
1984
|
+
- you can pass either either frequencies array with N elements or reduced
|
1985
|
+
array with roughly N/2 elements - subroutine will successfully transform
|
1986
|
+
both.
|
1987
|
+
|
1988
|
+
If you call this function using reduced arguments list - "FFTR1DInv(F,A)"
|
1989
|
+
- you must pass FULL array with N elements (although higher N/2 are still
|
1990
|
+
not used) because array size is used to automatically determine FFT length
|
1991
|
+
|
1992
|
+
-- ALGLIB --
|
1993
|
+
Copyright 01.06.2009 by Bochkanov Sergey
|
1994
|
+
*************************************************************************/
|
1995
|
+
void fftr1dinv(/* Complex */ const ae_vector* f,
|
1996
|
+
ae_int_t n,
|
1997
|
+
/* Real */ ae_vector* a,
|
1998
|
+
ae_state *_state)
|
1999
|
+
{
|
2000
|
+
ae_frame _frame_block;
|
2001
|
+
ae_int_t i;
|
2002
|
+
ae_vector h;
|
2003
|
+
ae_vector fh;
|
2004
|
+
|
2005
|
+
ae_frame_make(_state, &_frame_block);
|
2006
|
+
memset(&h, 0, sizeof(h));
|
2007
|
+
memset(&fh, 0, sizeof(fh));
|
2008
|
+
ae_vector_clear(a);
|
2009
|
+
ae_vector_init(&h, 0, DT_REAL, _state, ae_true);
|
2010
|
+
ae_vector_init(&fh, 0, DT_COMPLEX, _state, ae_true);
|
2011
|
+
|
2012
|
+
ae_assert(n>0, "FFTR1DInv: incorrect N!", _state);
|
2013
|
+
ae_assert(f->cnt>=ae_ifloor((double)n/(double)2, _state)+1, "FFTR1DInv: Length(F)<Floor(N/2)+1!", _state);
|
2014
|
+
ae_assert(ae_isfinite(f->ptr.p_complex[0].x, _state), "FFTR1DInv: F contains infinite or NAN values!", _state);
|
2015
|
+
for(i=1; i<=ae_ifloor((double)n/(double)2, _state)-1; i++)
|
2016
|
+
{
|
2017
|
+
ae_assert(ae_isfinite(f->ptr.p_complex[i].x, _state)&&ae_isfinite(f->ptr.p_complex[i].y, _state), "FFTR1DInv: F contains infinite or NAN values!", _state);
|
2018
|
+
}
|
2019
|
+
ae_assert(ae_isfinite(f->ptr.p_complex[ae_ifloor((double)n/(double)2, _state)].x, _state), "FFTR1DInv: F contains infinite or NAN values!", _state);
|
2020
|
+
if( n%2!=0 )
|
2021
|
+
{
|
2022
|
+
ae_assert(ae_isfinite(f->ptr.p_complex[ae_ifloor((double)n/(double)2, _state)].y, _state), "FFTR1DInv: F contains infinite or NAN values!", _state);
|
2023
|
+
}
|
2024
|
+
fftr1dinvbuf(f, n, a, _state);
|
2025
|
+
ae_frame_leave(_state);
|
2026
|
+
}
|
2027
|
+
|
2028
|
+
|
2029
|
+
/*************************************************************************
|
2030
|
+
1-dimensional real inverse FFT, buffered version, which does not reallocate
|
2031
|
+
A[] if its length is enough to store the result (i.e. it reuses previously
|
2032
|
+
allocated memory as much as possible).
|
2033
|
+
|
2034
|
+
-- ALGLIB --
|
2035
|
+
Copyright 01.06.2009 by Bochkanov Sergey
|
2036
|
+
*************************************************************************/
|
2037
|
+
void fftr1dinvbuf(/* Complex */ const ae_vector* f,
|
2038
|
+
ae_int_t n,
|
2039
|
+
/* Real */ ae_vector* a,
|
2040
|
+
ae_state *_state)
|
2041
|
+
{
|
2042
|
+
ae_frame _frame_block;
|
2043
|
+
ae_int_t i;
|
2044
|
+
ae_vector h;
|
2045
|
+
ae_vector fh;
|
2046
|
+
|
2047
|
+
ae_frame_make(_state, &_frame_block);
|
2048
|
+
memset(&h, 0, sizeof(h));
|
2049
|
+
memset(&fh, 0, sizeof(fh));
|
2050
|
+
ae_vector_init(&h, 0, DT_REAL, _state, ae_true);
|
2051
|
+
ae_vector_init(&fh, 0, DT_COMPLEX, _state, ae_true);
|
2052
|
+
|
2053
|
+
ae_assert(n>0, "FFTR1DInvBuf: incorrect N!", _state);
|
2054
|
+
ae_assert(f->cnt>=ae_ifloor((double)n/(double)2, _state)+1, "FFTR1DInvBuf: Length(F)<Floor(N/2)+1!", _state);
|
2055
|
+
ae_assert(ae_isfinite(f->ptr.p_complex[0].x, _state), "FFTR1DInvBuf: F contains infinite or NAN values!", _state);
|
2056
|
+
for(i=1; i<=ae_ifloor((double)n/(double)2, _state)-1; i++)
|
2057
|
+
{
|
2058
|
+
ae_assert(ae_isfinite(f->ptr.p_complex[i].x, _state)&&ae_isfinite(f->ptr.p_complex[i].y, _state), "FFTR1DInvBuf: F contains infinite or NAN values!", _state);
|
2059
|
+
}
|
2060
|
+
ae_assert(ae_isfinite(f->ptr.p_complex[ae_ifloor((double)n/(double)2, _state)].x, _state), "FFTR1DInvBuf: F contains infinite or NAN values!", _state);
|
2061
|
+
if( n%2!=0 )
|
2062
|
+
{
|
2063
|
+
ae_assert(ae_isfinite(f->ptr.p_complex[ae_ifloor((double)n/(double)2, _state)].y, _state), "FFTR1DInvBuf: F contains infinite or NAN values!", _state);
|
2064
|
+
}
|
2065
|
+
|
2066
|
+
/*
|
2067
|
+
* Special case: N=1, FFT is just identity transform.
|
2068
|
+
* After this block we assume that N is strictly greater than 1.
|
2069
|
+
*/
|
2070
|
+
if( n==1 )
|
2071
|
+
{
|
2072
|
+
rallocv(1, a, _state);
|
2073
|
+
a->ptr.p_double[0] = f->ptr.p_complex[0].x;
|
2074
|
+
ae_frame_leave(_state);
|
2075
|
+
return;
|
2076
|
+
}
|
2077
|
+
|
2078
|
+
/*
|
2079
|
+
* inverse real FFT is reduced to the inverse real FHT,
|
2080
|
+
* which is reduced to the forward real FHT,
|
2081
|
+
* which is reduced to the forward real FFT.
|
2082
|
+
*
|
2083
|
+
* Don't worry, it is really compact and efficient reduction :)
|
2084
|
+
*/
|
2085
|
+
ae_vector_set_length(&h, n, _state);
|
2086
|
+
rallocv(n, a, _state);
|
2087
|
+
h.ptr.p_double[0] = f->ptr.p_complex[0].x;
|
2088
|
+
for(i=1; i<=ae_ifloor((double)n/(double)2, _state)-1; i++)
|
2089
|
+
{
|
2090
|
+
h.ptr.p_double[i] = f->ptr.p_complex[i].x-f->ptr.p_complex[i].y;
|
2091
|
+
h.ptr.p_double[n-i] = f->ptr.p_complex[i].x+f->ptr.p_complex[i].y;
|
2092
|
+
}
|
2093
|
+
if( n%2==0 )
|
2094
|
+
{
|
2095
|
+
h.ptr.p_double[ae_ifloor((double)n/(double)2, _state)] = f->ptr.p_complex[ae_ifloor((double)n/(double)2, _state)].x;
|
2096
|
+
}
|
2097
|
+
else
|
2098
|
+
{
|
2099
|
+
h.ptr.p_double[ae_ifloor((double)n/(double)2, _state)] = f->ptr.p_complex[ae_ifloor((double)n/(double)2, _state)].x-f->ptr.p_complex[ae_ifloor((double)n/(double)2, _state)].y;
|
2100
|
+
h.ptr.p_double[ae_ifloor((double)n/(double)2, _state)+1] = f->ptr.p_complex[ae_ifloor((double)n/(double)2, _state)].x+f->ptr.p_complex[ae_ifloor((double)n/(double)2, _state)].y;
|
2101
|
+
}
|
2102
|
+
fftr1d(&h, n, &fh, _state);
|
2103
|
+
for(i=0; i<=n-1; i++)
|
2104
|
+
{
|
2105
|
+
a->ptr.p_double[i] = (fh.ptr.p_complex[i].x-fh.ptr.p_complex[i].y)/(double)n;
|
2106
|
+
}
|
2107
|
+
ae_frame_leave(_state);
|
2108
|
+
}
|
2109
|
+
|
2110
|
+
|
2111
|
+
/*************************************************************************
|
2112
|
+
Internal subroutine. Never call it directly!
|
2113
|
+
|
2114
|
+
|
2115
|
+
-- ALGLIB --
|
2116
|
+
Copyright 01.06.2009 by Bochkanov Sergey
|
2117
|
+
*************************************************************************/
|
2118
|
+
void fftr1dinternaleven(/* Real */ ae_vector* a,
|
2119
|
+
ae_int_t n,
|
2120
|
+
/* Real */ ae_vector* buf,
|
2121
|
+
fasttransformplan* plan,
|
2122
|
+
ae_state *_state)
|
2123
|
+
{
|
2124
|
+
double x;
|
2125
|
+
double y;
|
2126
|
+
ae_int_t i;
|
2127
|
+
ae_int_t n2;
|
2128
|
+
ae_int_t idx;
|
2129
|
+
ae_complex hn;
|
2130
|
+
ae_complex hmnc;
|
2131
|
+
ae_complex v;
|
2132
|
+
|
2133
|
+
|
2134
|
+
ae_assert(n>0&&n%2==0, "FFTR1DEvenInplace: incorrect N!", _state);
|
2135
|
+
|
2136
|
+
/*
|
2137
|
+
* Special cases:
|
2138
|
+
* * N=2
|
2139
|
+
*
|
2140
|
+
* After this block we assume that N is strictly greater than 2
|
2141
|
+
*/
|
2142
|
+
if( n==2 )
|
2143
|
+
{
|
2144
|
+
x = a->ptr.p_double[0]+a->ptr.p_double[1];
|
2145
|
+
y = a->ptr.p_double[0]-a->ptr.p_double[1];
|
2146
|
+
a->ptr.p_double[0] = x;
|
2147
|
+
a->ptr.p_double[1] = y;
|
2148
|
+
return;
|
2149
|
+
}
|
2150
|
+
|
2151
|
+
/*
|
2152
|
+
* even-size real FFT, use reduction to the complex task
|
2153
|
+
*/
|
2154
|
+
n2 = n/2;
|
2155
|
+
ae_v_move(&buf->ptr.p_double[0], 1, &a->ptr.p_double[0], 1, ae_v_len(0,n-1));
|
2156
|
+
ftapplyplan(plan, buf, 0, 1, _state);
|
2157
|
+
a->ptr.p_double[0] = buf->ptr.p_double[0]+buf->ptr.p_double[1];
|
2158
|
+
for(i=1; i<=n2-1; i++)
|
2159
|
+
{
|
2160
|
+
idx = 2*(i%n2);
|
2161
|
+
hn.x = buf->ptr.p_double[idx+0];
|
2162
|
+
hn.y = buf->ptr.p_double[idx+1];
|
2163
|
+
idx = 2*(n2-i);
|
2164
|
+
hmnc.x = buf->ptr.p_double[idx+0];
|
2165
|
+
hmnc.y = -buf->ptr.p_double[idx+1];
|
2166
|
+
v.x = -ae_sin(-(double)2*ae_pi*(double)i/(double)n, _state);
|
2167
|
+
v.y = ae_cos(-(double)2*ae_pi*(double)i/(double)n, _state);
|
2168
|
+
v = ae_c_sub(ae_c_add(hn,hmnc),ae_c_mul(v,ae_c_sub(hn,hmnc)));
|
2169
|
+
a->ptr.p_double[2*i+0] = 0.5*v.x;
|
2170
|
+
a->ptr.p_double[2*i+1] = 0.5*v.y;
|
2171
|
+
}
|
2172
|
+
a->ptr.p_double[1] = buf->ptr.p_double[0]-buf->ptr.p_double[1];
|
2173
|
+
}
|
2174
|
+
|
2175
|
+
|
2176
|
+
/*************************************************************************
|
2177
|
+
Internal subroutine. Never call it directly!
|
2178
|
+
|
2179
|
+
|
2180
|
+
-- ALGLIB --
|
2181
|
+
Copyright 01.06.2009 by Bochkanov Sergey
|
2182
|
+
*************************************************************************/
|
2183
|
+
void fftr1dinvinternaleven(/* Real */ ae_vector* a,
|
2184
|
+
ae_int_t n,
|
2185
|
+
/* Real */ ae_vector* buf,
|
2186
|
+
fasttransformplan* plan,
|
2187
|
+
ae_state *_state)
|
2188
|
+
{
|
2189
|
+
double x;
|
2190
|
+
double y;
|
2191
|
+
double t;
|
2192
|
+
ae_int_t i;
|
2193
|
+
ae_int_t n2;
|
2194
|
+
|
2195
|
+
|
2196
|
+
ae_assert(n>0&&n%2==0, "FFTR1DInvInternalEven: incorrect N!", _state);
|
2197
|
+
|
2198
|
+
/*
|
2199
|
+
* Special cases:
|
2200
|
+
* * N=2
|
2201
|
+
*
|
2202
|
+
* After this block we assume that N is strictly greater than 2
|
2203
|
+
*/
|
2204
|
+
if( n==2 )
|
2205
|
+
{
|
2206
|
+
x = 0.5*(a->ptr.p_double[0]+a->ptr.p_double[1]);
|
2207
|
+
y = 0.5*(a->ptr.p_double[0]-a->ptr.p_double[1]);
|
2208
|
+
a->ptr.p_double[0] = x;
|
2209
|
+
a->ptr.p_double[1] = y;
|
2210
|
+
return;
|
2211
|
+
}
|
2212
|
+
|
2213
|
+
/*
|
2214
|
+
* inverse real FFT is reduced to the inverse real FHT,
|
2215
|
+
* which is reduced to the forward real FHT,
|
2216
|
+
* which is reduced to the forward real FFT.
|
2217
|
+
*
|
2218
|
+
* Don't worry, it is really compact and efficient reduction :)
|
2219
|
+
*/
|
2220
|
+
n2 = n/2;
|
2221
|
+
buf->ptr.p_double[0] = a->ptr.p_double[0];
|
2222
|
+
for(i=1; i<=n2-1; i++)
|
2223
|
+
{
|
2224
|
+
x = a->ptr.p_double[2*i+0];
|
2225
|
+
y = a->ptr.p_double[2*i+1];
|
2226
|
+
buf->ptr.p_double[i] = x-y;
|
2227
|
+
buf->ptr.p_double[n-i] = x+y;
|
2228
|
+
}
|
2229
|
+
buf->ptr.p_double[n2] = a->ptr.p_double[1];
|
2230
|
+
fftr1dinternaleven(buf, n, a, plan, _state);
|
2231
|
+
a->ptr.p_double[0] = buf->ptr.p_double[0]/(double)n;
|
2232
|
+
t = (double)1/(double)n;
|
2233
|
+
for(i=1; i<=n2-1; i++)
|
2234
|
+
{
|
2235
|
+
x = buf->ptr.p_double[2*i+0];
|
2236
|
+
y = buf->ptr.p_double[2*i+1];
|
2237
|
+
a->ptr.p_double[i] = t*(x-y);
|
2238
|
+
a->ptr.p_double[n-i] = t*(x+y);
|
2239
|
+
}
|
2240
|
+
a->ptr.p_double[n2] = buf->ptr.p_double[1]/(double)n;
|
2241
|
+
}
|
2242
|
+
|
2243
|
+
|
2244
|
+
#endif
|
2245
|
+
#if defined(AE_COMPILE_FHT) || !defined(AE_PARTIAL_BUILD)
|
2246
|
+
|
2247
|
+
|
2248
|
+
/*************************************************************************
|
2249
|
+
1-dimensional Fast Hartley Transform.
|
2250
|
+
|
2251
|
+
Algorithm has O(N*logN) complexity for any N (composite or prime).
|
2252
|
+
|
2253
|
+
INPUT PARAMETERS
|
2254
|
+
A - array[0..N-1] - real function to be transformed
|
2255
|
+
N - problem size
|
2256
|
+
|
2257
|
+
OUTPUT PARAMETERS
|
2258
|
+
A - FHT of a input array, array[0..N-1],
|
2259
|
+
A_out[k] = sum(A_in[j]*(cos(2*pi*j*k/N)+sin(2*pi*j*k/N)), j=0..N-1)
|
2260
|
+
|
2261
|
+
|
2262
|
+
-- ALGLIB --
|
2263
|
+
Copyright 04.06.2009 by Bochkanov Sergey
|
2264
|
+
*************************************************************************/
|
2265
|
+
void fhtr1d(/* Real */ ae_vector* a, ae_int_t n, ae_state *_state)
|
2266
|
+
{
|
2267
|
+
ae_frame _frame_block;
|
2268
|
+
ae_int_t i;
|
2269
|
+
ae_vector fa;
|
2270
|
+
|
2271
|
+
ae_frame_make(_state, &_frame_block);
|
2272
|
+
memset(&fa, 0, sizeof(fa));
|
2273
|
+
ae_vector_init(&fa, 0, DT_COMPLEX, _state, ae_true);
|
2274
|
+
|
2275
|
+
ae_assert(n>0, "FHTR1D: incorrect N!", _state);
|
2276
|
+
|
2277
|
+
/*
|
2278
|
+
* Special case: N=1, FHT is just identity transform.
|
2279
|
+
* After this block we assume that N is strictly greater than 1.
|
2280
|
+
*/
|
2281
|
+
if( n==1 )
|
2282
|
+
{
|
2283
|
+
ae_frame_leave(_state);
|
2284
|
+
return;
|
2285
|
+
}
|
2286
|
+
|
2287
|
+
/*
|
2288
|
+
* Reduce FHt to real FFT
|
2289
|
+
*/
|
2290
|
+
fftr1d(a, n, &fa, _state);
|
2291
|
+
for(i=0; i<=n-1; i++)
|
2292
|
+
{
|
2293
|
+
a->ptr.p_double[i] = fa.ptr.p_complex[i].x-fa.ptr.p_complex[i].y;
|
2294
|
+
}
|
2295
|
+
ae_frame_leave(_state);
|
2296
|
+
}
|
2297
|
+
|
2298
|
+
|
2299
|
+
/*************************************************************************
|
2300
|
+
1-dimensional inverse FHT.
|
2301
|
+
|
2302
|
+
Algorithm has O(N*logN) complexity for any N (composite or prime).
|
2303
|
+
|
2304
|
+
INPUT PARAMETERS
|
2305
|
+
A - array[0..N-1] - complex array to be transformed
|
2306
|
+
N - problem size
|
2307
|
+
|
2308
|
+
OUTPUT PARAMETERS
|
2309
|
+
A - inverse FHT of a input array, array[0..N-1]
|
2310
|
+
|
2311
|
+
|
2312
|
+
-- ALGLIB --
|
2313
|
+
Copyright 29.05.2009 by Bochkanov Sergey
|
2314
|
+
*************************************************************************/
|
2315
|
+
void fhtr1dinv(/* Real */ ae_vector* a, ae_int_t n, ae_state *_state)
|
2316
|
+
{
|
2317
|
+
ae_int_t i;
|
2318
|
+
|
2319
|
+
|
2320
|
+
ae_assert(n>0, "FHTR1DInv: incorrect N!", _state);
|
2321
|
+
|
2322
|
+
/*
|
2323
|
+
* Special case: N=1, iFHT is just identity transform.
|
2324
|
+
* After this block we assume that N is strictly greater than 1.
|
2325
|
+
*/
|
2326
|
+
if( n==1 )
|
2327
|
+
{
|
2328
|
+
return;
|
2329
|
+
}
|
2330
|
+
|
2331
|
+
/*
|
2332
|
+
* Inverse FHT can be expressed in terms of the FHT as
|
2333
|
+
*
|
2334
|
+
* invfht(x) = fht(x)/N
|
2335
|
+
*/
|
2336
|
+
fhtr1d(a, n, _state);
|
2337
|
+
for(i=0; i<=n-1; i++)
|
2338
|
+
{
|
2339
|
+
a->ptr.p_double[i] = a->ptr.p_double[i]/(double)n;
|
2340
|
+
}
|
2341
|
+
}
|
2342
|
+
|
2343
|
+
|
2344
|
+
#endif
|
2345
|
+
#if defined(AE_COMPILE_CONV) || !defined(AE_PARTIAL_BUILD)
|
2346
|
+
|
2347
|
+
|
2348
|
+
/*************************************************************************
|
2349
|
+
1-dimensional complex convolution.
|
2350
|
+
|
2351
|
+
For given A/B returns conv(A,B) (non-circular). Subroutine can automatically
|
2352
|
+
choose between three implementations: straightforward O(M*N) formula for
|
2353
|
+
very small N (or M), overlap-add algorithm for cases where max(M,N) is
|
2354
|
+
significantly larger than min(M,N), but O(M*N) algorithm is too slow, and
|
2355
|
+
general FFT-based formula for cases where two previous algorithms are too
|
2356
|
+
slow.
|
2357
|
+
|
2358
|
+
Algorithm has max(M,N)*log(max(M,N)) complexity for any M/N.
|
2359
|
+
|
2360
|
+
INPUT PARAMETERS
|
2361
|
+
A - array[M] - complex function to be transformed
|
2362
|
+
M - problem size
|
2363
|
+
B - array[N] - complex function to be transformed
|
2364
|
+
N - problem size
|
2365
|
+
|
2366
|
+
OUTPUT PARAMETERS
|
2367
|
+
R - convolution: A*B. array[N+M-1]
|
2368
|
+
|
2369
|
+
NOTE:
|
2370
|
+
It is assumed that A is zero at T<0, B is zero too. If one or both
|
2371
|
+
functions have non-zero values at negative T's, you can still use this
|
2372
|
+
subroutine - just shift its result correspondingly.
|
2373
|
+
|
2374
|
+
NOTE: there is a buffered version of this function, ConvC1DBuf(), which
|
2375
|
+
can reuse space previously allocated in its output parameter R.
|
2376
|
+
|
2377
|
+
-- ALGLIB --
|
2378
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
2379
|
+
*************************************************************************/
|
2380
|
+
void convc1d(/* Complex */ const ae_vector* a,
|
2381
|
+
ae_int_t m,
|
2382
|
+
/* Complex */ const ae_vector* b,
|
2383
|
+
ae_int_t n,
|
2384
|
+
/* Complex */ ae_vector* r,
|
2385
|
+
ae_state *_state)
|
2386
|
+
{
|
2387
|
+
|
2388
|
+
ae_vector_clear(r);
|
2389
|
+
|
2390
|
+
ae_assert(n>0&&m>0, "ConvC1D: incorrect N or M!", _state);
|
2391
|
+
convc1dbuf(a, m, b, n, r, _state);
|
2392
|
+
}
|
2393
|
+
|
2394
|
+
|
2395
|
+
/*************************************************************************
|
2396
|
+
1-dimensional complex convolution, buffered version of ConvC1DBuf(), which
|
2397
|
+
does not reallocate R[] if its length is enough to store the result (i.e.
|
2398
|
+
it reuses previously allocated memory as much as possible).
|
2399
|
+
|
2400
|
+
-- ALGLIB --
|
2401
|
+
Copyright 30.11.2023 by Bochkanov Sergey
|
2402
|
+
*************************************************************************/
|
2403
|
+
void convc1dbuf(/* Complex */ const ae_vector* a,
|
2404
|
+
ae_int_t m,
|
2405
|
+
/* Complex */ const ae_vector* b,
|
2406
|
+
ae_int_t n,
|
2407
|
+
/* Complex */ ae_vector* r,
|
2408
|
+
ae_state *_state)
|
2409
|
+
{
|
2410
|
+
|
2411
|
+
|
2412
|
+
ae_assert(n>0&&m>0, "ConvC1DBuf: incorrect N or M!", _state);
|
2413
|
+
|
2414
|
+
/*
|
2415
|
+
* normalize task: make M>=N,
|
2416
|
+
* so A will be longer that B.
|
2417
|
+
*/
|
2418
|
+
if( m<n )
|
2419
|
+
{
|
2420
|
+
convc1dbuf(b, n, a, m, r, _state);
|
2421
|
+
return;
|
2422
|
+
}
|
2423
|
+
convc1dx(a, m, b, n, ae_false, -1, 0, r, _state);
|
2424
|
+
}
|
2425
|
+
|
2426
|
+
|
2427
|
+
/*************************************************************************
|
2428
|
+
1-dimensional complex non-circular deconvolution (inverse of ConvC1D()).
|
2429
|
+
|
2430
|
+
Algorithm has M*log(M)) complexity for any M (composite or prime).
|
2431
|
+
|
2432
|
+
INPUT PARAMETERS
|
2433
|
+
A - array[0..M-1] - convolved signal, A = conv(R, B)
|
2434
|
+
M - convolved signal length
|
2435
|
+
B - array[0..N-1] - response
|
2436
|
+
N - response length, N<=M
|
2437
|
+
|
2438
|
+
OUTPUT PARAMETERS
|
2439
|
+
R - deconvolved signal. array[0..M-N].
|
2440
|
+
|
2441
|
+
NOTE:
|
2442
|
+
deconvolution is unstable process and may result in division by zero
|
2443
|
+
(if your response function is degenerate, i.e. has zero Fourier coefficient).
|
2444
|
+
|
2445
|
+
NOTE:
|
2446
|
+
It is assumed that A is zero at T<0, B is zero too. If one or both
|
2447
|
+
functions have non-zero values at negative T's, you can still use this
|
2448
|
+
subroutine - just shift its result correspondingly.
|
2449
|
+
|
2450
|
+
NOTE: there is a buffered version of this function, ConvC1DInvBuf(),
|
2451
|
+
which can reuse space previously allocated in its output parameter R
|
2452
|
+
|
2453
|
+
-- ALGLIB --
|
2454
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
2455
|
+
*************************************************************************/
|
2456
|
+
void convc1dinv(/* Complex */ const ae_vector* a,
|
2457
|
+
ae_int_t m,
|
2458
|
+
/* Complex */ const ae_vector* b,
|
2459
|
+
ae_int_t n,
|
2460
|
+
/* Complex */ ae_vector* r,
|
2461
|
+
ae_state *_state)
|
2462
|
+
{
|
2463
|
+
|
2464
|
+
ae_vector_clear(r);
|
2465
|
+
|
2466
|
+
ae_assert((n>0&&m>0)&&n<=m, "ConvC1DInv: incorrect N or M!", _state);
|
2467
|
+
convc1dinvbuf(a, m, b, n, r, _state);
|
2468
|
+
}
|
2469
|
+
|
2470
|
+
|
2471
|
+
/*************************************************************************
|
2472
|
+
1-dimensional complex non-circular deconvolution (inverse of ConvC1D()).
|
2473
|
+
|
2474
|
+
A buffered version, which does not reallocate R[] if its length is enough
|
2475
|
+
to store the result (i.e. it reuses previously allocated memory as much as
|
2476
|
+
possible).
|
2477
|
+
|
2478
|
+
-- ALGLIB --
|
2479
|
+
Copyright 30.11.2023 by Bochkanov Sergey
|
2480
|
+
*************************************************************************/
|
2481
|
+
void convc1dinvbuf(/* Complex */ const ae_vector* a,
|
2482
|
+
ae_int_t m,
|
2483
|
+
/* Complex */ const ae_vector* b,
|
2484
|
+
ae_int_t n,
|
2485
|
+
/* Complex */ ae_vector* r,
|
2486
|
+
ae_state *_state)
|
2487
|
+
{
|
2488
|
+
ae_frame _frame_block;
|
2489
|
+
ae_int_t i;
|
2490
|
+
ae_int_t p;
|
2491
|
+
ae_vector buf;
|
2492
|
+
ae_vector buf2;
|
2493
|
+
fasttransformplan plan;
|
2494
|
+
ae_complex c1;
|
2495
|
+
ae_complex c2;
|
2496
|
+
ae_complex c3;
|
2497
|
+
double t;
|
2498
|
+
|
2499
|
+
ae_frame_make(_state, &_frame_block);
|
2500
|
+
memset(&buf, 0, sizeof(buf));
|
2501
|
+
memset(&buf2, 0, sizeof(buf2));
|
2502
|
+
memset(&plan, 0, sizeof(plan));
|
2503
|
+
ae_vector_init(&buf, 0, DT_REAL, _state, ae_true);
|
2504
|
+
ae_vector_init(&buf2, 0, DT_REAL, _state, ae_true);
|
2505
|
+
_fasttransformplan_init(&plan, _state, ae_true);
|
2506
|
+
|
2507
|
+
ae_assert((n>0&&m>0)&&n<=m, "ConvC1DInvBuf: incorrect N or M!", _state);
|
2508
|
+
p = ftbasefindsmooth(m, _state);
|
2509
|
+
ftcomplexfftplan(p, 1, &plan, _state);
|
2510
|
+
ae_vector_set_length(&buf, 2*p, _state);
|
2511
|
+
for(i=0; i<=m-1; i++)
|
2512
|
+
{
|
2513
|
+
buf.ptr.p_double[2*i+0] = a->ptr.p_complex[i].x;
|
2514
|
+
buf.ptr.p_double[2*i+1] = a->ptr.p_complex[i].y;
|
2515
|
+
}
|
2516
|
+
for(i=m; i<=p-1; i++)
|
2517
|
+
{
|
2518
|
+
buf.ptr.p_double[2*i+0] = (double)(0);
|
2519
|
+
buf.ptr.p_double[2*i+1] = (double)(0);
|
2520
|
+
}
|
2521
|
+
ae_vector_set_length(&buf2, 2*p, _state);
|
2522
|
+
for(i=0; i<=n-1; i++)
|
2523
|
+
{
|
2524
|
+
buf2.ptr.p_double[2*i+0] = b->ptr.p_complex[i].x;
|
2525
|
+
buf2.ptr.p_double[2*i+1] = b->ptr.p_complex[i].y;
|
2526
|
+
}
|
2527
|
+
for(i=n; i<=p-1; i++)
|
2528
|
+
{
|
2529
|
+
buf2.ptr.p_double[2*i+0] = (double)(0);
|
2530
|
+
buf2.ptr.p_double[2*i+1] = (double)(0);
|
2531
|
+
}
|
2532
|
+
ftapplyplan(&plan, &buf, 0, 1, _state);
|
2533
|
+
ftapplyplan(&plan, &buf2, 0, 1, _state);
|
2534
|
+
for(i=0; i<=p-1; i++)
|
2535
|
+
{
|
2536
|
+
c1.x = buf.ptr.p_double[2*i+0];
|
2537
|
+
c1.y = buf.ptr.p_double[2*i+1];
|
2538
|
+
c2.x = buf2.ptr.p_double[2*i+0];
|
2539
|
+
c2.y = buf2.ptr.p_double[2*i+1];
|
2540
|
+
c3 = ae_c_div(c1,c2);
|
2541
|
+
buf.ptr.p_double[2*i+0] = c3.x;
|
2542
|
+
buf.ptr.p_double[2*i+1] = -c3.y;
|
2543
|
+
}
|
2544
|
+
ftapplyplan(&plan, &buf, 0, 1, _state);
|
2545
|
+
t = (double)1/(double)p;
|
2546
|
+
callocv(m-n+1, r, _state);
|
2547
|
+
for(i=0; i<=m-n; i++)
|
2548
|
+
{
|
2549
|
+
r->ptr.p_complex[i].x = t*buf.ptr.p_double[2*i+0];
|
2550
|
+
r->ptr.p_complex[i].y = -t*buf.ptr.p_double[2*i+1];
|
2551
|
+
}
|
2552
|
+
ae_frame_leave(_state);
|
2553
|
+
}
|
2554
|
+
|
2555
|
+
|
2556
|
+
/*************************************************************************
|
2557
|
+
1-dimensional circular complex convolution.
|
2558
|
+
|
2559
|
+
For given S/R returns conv(S,R) (circular). Algorithm has linearithmic
|
2560
|
+
complexity for any M/N.
|
2561
|
+
|
2562
|
+
IMPORTANT: normal convolution is commutative, i.e. it is symmetric -
|
2563
|
+
conv(A,B)=conv(B,A). Cyclic convolution IS NOT. One function - S - is a
|
2564
|
+
signal, periodic function, and another - R - is a response, non-periodic
|
2565
|
+
function with limited length.
|
2566
|
+
|
2567
|
+
INPUT PARAMETERS
|
2568
|
+
S - array[M] - complex periodic signal
|
2569
|
+
M - problem size
|
2570
|
+
B - array[N] - complex non-periodic response
|
2571
|
+
N - problem size
|
2572
|
+
|
2573
|
+
OUTPUT PARAMETERS
|
2574
|
+
R - convolution: A*B. array[M].
|
2575
|
+
|
2576
|
+
NOTE:
|
2577
|
+
It is assumed that B is zero at T<0. If it has non-zero values at
|
2578
|
+
negative T's, you can still use this subroutine - just shift its result
|
2579
|
+
correspondingly.
|
2580
|
+
|
2581
|
+
NOTE: there is a buffered version of this function, ConvC1DCircularBuf(),
|
2582
|
+
which can reuse space previously allocated in its output parameter R.
|
2583
|
+
|
2584
|
+
-- ALGLIB --
|
2585
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
2586
|
+
*************************************************************************/
|
2587
|
+
void convc1dcircular(/* Complex */ const ae_vector* s,
|
2588
|
+
ae_int_t m,
|
2589
|
+
/* Complex */ const ae_vector* r,
|
2590
|
+
ae_int_t n,
|
2591
|
+
/* Complex */ ae_vector* c,
|
2592
|
+
ae_state *_state)
|
2593
|
+
{
|
2594
|
+
|
2595
|
+
ae_vector_clear(c);
|
2596
|
+
|
2597
|
+
ae_assert(n>0&&m>0, "ConvC1DCircular: incorrect N or M!", _state);
|
2598
|
+
convc1dcircularbuf(s, m, r, n, c, _state);
|
2599
|
+
}
|
2600
|
+
|
2601
|
+
|
2602
|
+
/*************************************************************************
|
2603
|
+
1-dimensional circular complex convolution.
|
2604
|
+
|
2605
|
+
Buffered version of ConvC1DCircular(), which does not reallocate C[] if
|
2606
|
+
its length is enough to store the result (i.e. it reuses previously
|
2607
|
+
allocated memory as much as possible).
|
2608
|
+
|
2609
|
+
-- ALGLIB --
|
2610
|
+
Copyright 30.11.2023 by Bochkanov Sergey
|
2611
|
+
*************************************************************************/
|
2612
|
+
void convc1dcircularbuf(/* Complex */ const ae_vector* s,
|
2613
|
+
ae_int_t m,
|
2614
|
+
/* Complex */ const ae_vector* r,
|
2615
|
+
ae_int_t n,
|
2616
|
+
/* Complex */ ae_vector* c,
|
2617
|
+
ae_state *_state)
|
2618
|
+
{
|
2619
|
+
ae_frame _frame_block;
|
2620
|
+
ae_vector buf;
|
2621
|
+
ae_int_t i1;
|
2622
|
+
ae_int_t i2;
|
2623
|
+
ae_int_t j2;
|
2624
|
+
|
2625
|
+
ae_frame_make(_state, &_frame_block);
|
2626
|
+
memset(&buf, 0, sizeof(buf));
|
2627
|
+
ae_vector_init(&buf, 0, DT_COMPLEX, _state, ae_true);
|
2628
|
+
|
2629
|
+
ae_assert(n>0&&m>0, "ConvC1DCircular: incorrect N or M!", _state);
|
2630
|
+
|
2631
|
+
/*
|
2632
|
+
* normalize task: make M>=N,
|
2633
|
+
* so A will be longer (at least - not shorter) that B.
|
2634
|
+
*/
|
2635
|
+
if( m<n )
|
2636
|
+
{
|
2637
|
+
ae_vector_set_length(&buf, m, _state);
|
2638
|
+
for(i1=0; i1<=m-1; i1++)
|
2639
|
+
{
|
2640
|
+
buf.ptr.p_complex[i1] = ae_complex_from_i(0);
|
2641
|
+
}
|
2642
|
+
i1 = 0;
|
2643
|
+
while(i1<n)
|
2644
|
+
{
|
2645
|
+
i2 = ae_minint(i1+m-1, n-1, _state);
|
2646
|
+
j2 = i2-i1;
|
2647
|
+
ae_v_cadd(&buf.ptr.p_complex[0], 1, &r->ptr.p_complex[i1], 1, "N", ae_v_len(0,j2));
|
2648
|
+
i1 = i1+m;
|
2649
|
+
}
|
2650
|
+
convc1dcircularbuf(s, m, &buf, m, c, _state);
|
2651
|
+
ae_frame_leave(_state);
|
2652
|
+
return;
|
2653
|
+
}
|
2654
|
+
convc1dx(s, m, r, n, ae_true, -1, 0, c, _state);
|
2655
|
+
ae_frame_leave(_state);
|
2656
|
+
}
|
2657
|
+
|
2658
|
+
|
2659
|
+
/*************************************************************************
|
2660
|
+
1-dimensional circular complex deconvolution (inverse of ConvC1DCircular()).
|
2661
|
+
|
2662
|
+
Algorithm has M*log(M)) complexity for any M (composite or prime).
|
2663
|
+
|
2664
|
+
INPUT PARAMETERS
|
2665
|
+
A - array[0..M-1] - convolved periodic signal, A = conv(R, B)
|
2666
|
+
M - convolved signal length
|
2667
|
+
B - array[0..N-1] - non-periodic response
|
2668
|
+
N - response length
|
2669
|
+
|
2670
|
+
OUTPUT PARAMETERS
|
2671
|
+
R - deconvolved signal. array[0..M-1].
|
2672
|
+
|
2673
|
+
NOTE:
|
2674
|
+
deconvolution is unstable process and may result in division by zero
|
2675
|
+
(if your response function is degenerate, i.e. has zero Fourier coefficient).
|
2676
|
+
|
2677
|
+
NOTE:
|
2678
|
+
It is assumed that B is zero at T<0. If it has non-zero values at
|
2679
|
+
negative T's, you can still use this subroutine - just shift its result
|
2680
|
+
correspondingly.
|
2681
|
+
|
2682
|
+
NOTE: there is a buffered version of this function, ConvC1DCircularInvBuf(),
|
2683
|
+
which can reuse space previously allocated in its output parameter R.
|
2684
|
+
|
2685
|
+
-- ALGLIB --
|
2686
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
2687
|
+
*************************************************************************/
|
2688
|
+
void convc1dcircularinv(/* Complex */ const ae_vector* a,
|
2689
|
+
ae_int_t m,
|
2690
|
+
/* Complex */ const ae_vector* b,
|
2691
|
+
ae_int_t n,
|
2692
|
+
/* Complex */ ae_vector* r,
|
2693
|
+
ae_state *_state)
|
2694
|
+
{
|
2695
|
+
|
2696
|
+
ae_vector_clear(r);
|
2697
|
+
|
2698
|
+
ae_assert(n>0&&m>0, "ConvC1DCircularInv: incorrect N or M!", _state);
|
2699
|
+
convc1dcircularinvbuf(a, m, b, n, r, _state);
|
2700
|
+
}
|
2701
|
+
|
2702
|
+
|
2703
|
+
/*************************************************************************
|
2704
|
+
1-dimensional circular complex deconvolution (inverse of ConvC1DCircular()).
|
2705
|
+
|
2706
|
+
Buffered version of ConvC1DCircularInv(), which does not reallocate R[] if
|
2707
|
+
its length is enough to store the result (i.e. it reuses previously
|
2708
|
+
allocated memory as much as possible).
|
2709
|
+
|
2710
|
+
-- ALGLIB --
|
2711
|
+
Copyright 30.11.2023 by Bochkanov Sergey
|
2712
|
+
*************************************************************************/
|
2713
|
+
void convc1dcircularinvbuf(/* Complex */ const ae_vector* a,
|
2714
|
+
ae_int_t m,
|
2715
|
+
/* Complex */ const ae_vector* b,
|
2716
|
+
ae_int_t n,
|
2717
|
+
/* Complex */ ae_vector* r,
|
2718
|
+
ae_state *_state)
|
2719
|
+
{
|
2720
|
+
ae_frame _frame_block;
|
2721
|
+
ae_int_t i;
|
2722
|
+
ae_int_t i1;
|
2723
|
+
ae_int_t i2;
|
2724
|
+
ae_int_t j2;
|
2725
|
+
ae_vector buf;
|
2726
|
+
ae_vector buf2;
|
2727
|
+
ae_vector cbuf;
|
2728
|
+
fasttransformplan plan;
|
2729
|
+
ae_complex c1;
|
2730
|
+
ae_complex c2;
|
2731
|
+
ae_complex c3;
|
2732
|
+
double t;
|
2733
|
+
|
2734
|
+
ae_frame_make(_state, &_frame_block);
|
2735
|
+
memset(&buf, 0, sizeof(buf));
|
2736
|
+
memset(&buf2, 0, sizeof(buf2));
|
2737
|
+
memset(&cbuf, 0, sizeof(cbuf));
|
2738
|
+
memset(&plan, 0, sizeof(plan));
|
2739
|
+
ae_vector_init(&buf, 0, DT_REAL, _state, ae_true);
|
2740
|
+
ae_vector_init(&buf2, 0, DT_REAL, _state, ae_true);
|
2741
|
+
ae_vector_init(&cbuf, 0, DT_COMPLEX, _state, ae_true);
|
2742
|
+
_fasttransformplan_init(&plan, _state, ae_true);
|
2743
|
+
|
2744
|
+
ae_assert(n>0&&m>0, "ConvC1DCircularInv: incorrect N or M!", _state);
|
2745
|
+
|
2746
|
+
/*
|
2747
|
+
* normalize task: make M>=N,
|
2748
|
+
* so A will be longer (at least - not shorter) that B.
|
2749
|
+
*/
|
2750
|
+
if( m<n )
|
2751
|
+
{
|
2752
|
+
ae_vector_set_length(&cbuf, m, _state);
|
2753
|
+
for(i=0; i<=m-1; i++)
|
2754
|
+
{
|
2755
|
+
cbuf.ptr.p_complex[i] = ae_complex_from_i(0);
|
2756
|
+
}
|
2757
|
+
i1 = 0;
|
2758
|
+
while(i1<n)
|
2759
|
+
{
|
2760
|
+
i2 = ae_minint(i1+m-1, n-1, _state);
|
2761
|
+
j2 = i2-i1;
|
2762
|
+
ae_v_cadd(&cbuf.ptr.p_complex[0], 1, &b->ptr.p_complex[i1], 1, "N", ae_v_len(0,j2));
|
2763
|
+
i1 = i1+m;
|
2764
|
+
}
|
2765
|
+
convc1dcircularinvbuf(a, m, &cbuf, m, r, _state);
|
2766
|
+
ae_frame_leave(_state);
|
2767
|
+
return;
|
2768
|
+
}
|
2769
|
+
|
2770
|
+
/*
|
2771
|
+
* Task is normalized
|
2772
|
+
*/
|
2773
|
+
ftcomplexfftplan(m, 1, &plan, _state);
|
2774
|
+
ae_vector_set_length(&buf, 2*m, _state);
|
2775
|
+
for(i=0; i<=m-1; i++)
|
2776
|
+
{
|
2777
|
+
buf.ptr.p_double[2*i+0] = a->ptr.p_complex[i].x;
|
2778
|
+
buf.ptr.p_double[2*i+1] = a->ptr.p_complex[i].y;
|
2779
|
+
}
|
2780
|
+
ae_vector_set_length(&buf2, 2*m, _state);
|
2781
|
+
for(i=0; i<=n-1; i++)
|
2782
|
+
{
|
2783
|
+
buf2.ptr.p_double[2*i+0] = b->ptr.p_complex[i].x;
|
2784
|
+
buf2.ptr.p_double[2*i+1] = b->ptr.p_complex[i].y;
|
2785
|
+
}
|
2786
|
+
for(i=n; i<=m-1; i++)
|
2787
|
+
{
|
2788
|
+
buf2.ptr.p_double[2*i+0] = (double)(0);
|
2789
|
+
buf2.ptr.p_double[2*i+1] = (double)(0);
|
2790
|
+
}
|
2791
|
+
ftapplyplan(&plan, &buf, 0, 1, _state);
|
2792
|
+
ftapplyplan(&plan, &buf2, 0, 1, _state);
|
2793
|
+
for(i=0; i<=m-1; i++)
|
2794
|
+
{
|
2795
|
+
c1.x = buf.ptr.p_double[2*i+0];
|
2796
|
+
c1.y = buf.ptr.p_double[2*i+1];
|
2797
|
+
c2.x = buf2.ptr.p_double[2*i+0];
|
2798
|
+
c2.y = buf2.ptr.p_double[2*i+1];
|
2799
|
+
c3 = ae_c_div(c1,c2);
|
2800
|
+
buf.ptr.p_double[2*i+0] = c3.x;
|
2801
|
+
buf.ptr.p_double[2*i+1] = -c3.y;
|
2802
|
+
}
|
2803
|
+
ftapplyplan(&plan, &buf, 0, 1, _state);
|
2804
|
+
t = (double)1/(double)m;
|
2805
|
+
callocv(m, r, _state);
|
2806
|
+
for(i=0; i<=m-1; i++)
|
2807
|
+
{
|
2808
|
+
r->ptr.p_complex[i].x = t*buf.ptr.p_double[2*i+0];
|
2809
|
+
r->ptr.p_complex[i].y = -t*buf.ptr.p_double[2*i+1];
|
2810
|
+
}
|
2811
|
+
ae_frame_leave(_state);
|
2812
|
+
}
|
2813
|
+
|
2814
|
+
|
2815
|
+
/*************************************************************************
|
2816
|
+
1-dimensional real convolution.
|
2817
|
+
|
2818
|
+
Analogous to ConvC1D(), see ConvC1D() comments for more details.
|
2819
|
+
|
2820
|
+
INPUT PARAMETERS
|
2821
|
+
A - array[0..M-1] - real function to be transformed
|
2822
|
+
M - problem size
|
2823
|
+
B - array[0..N-1] - real function to be transformed
|
2824
|
+
N - problem size
|
2825
|
+
|
2826
|
+
OUTPUT PARAMETERS
|
2827
|
+
R - convolution: A*B. array[0..N+M-2].
|
2828
|
+
|
2829
|
+
NOTE:
|
2830
|
+
It is assumed that A is zero at T<0, B is zero too. If one or both
|
2831
|
+
functions have non-zero values at negative T's, you can still use this
|
2832
|
+
subroutine - just shift its result correspondingly.
|
2833
|
+
|
2834
|
+
NOTE: there is a buffered version of this function, ConvR1DBuf(),
|
2835
|
+
which can reuse space previously allocated in its output parameter R.
|
2836
|
+
|
2837
|
+
|
2838
|
+
-- ALGLIB --
|
2839
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
2840
|
+
*************************************************************************/
|
2841
|
+
void convr1d(/* Real */ const ae_vector* a,
|
2842
|
+
ae_int_t m,
|
2843
|
+
/* Real */ const ae_vector* b,
|
2844
|
+
ae_int_t n,
|
2845
|
+
/* Real */ ae_vector* r,
|
2846
|
+
ae_state *_state)
|
2847
|
+
{
|
2848
|
+
|
2849
|
+
ae_vector_clear(r);
|
2850
|
+
|
2851
|
+
ae_assert(n>0&&m>0, "ConvR1D: incorrect N or M!", _state);
|
2852
|
+
convr1dbuf(a, m, b, n, r, _state);
|
2853
|
+
}
|
2854
|
+
|
2855
|
+
|
2856
|
+
/*************************************************************************
|
2857
|
+
1-dimensional real convolution.
|
2858
|
+
|
2859
|
+
Buffered version of ConvR1D(), which does not reallocate R[] if its length
|
2860
|
+
is enough to store the result (i.e. it reuses previously allocated memory
|
2861
|
+
as much as possible).
|
2862
|
+
|
2863
|
+
-- ALGLIB --
|
2864
|
+
Copyright 30.11.2023 by Bochkanov Sergey
|
2865
|
+
*************************************************************************/
|
2866
|
+
void convr1dbuf(/* Real */ const ae_vector* a,
|
2867
|
+
ae_int_t m,
|
2868
|
+
/* Real */ const ae_vector* b,
|
2869
|
+
ae_int_t n,
|
2870
|
+
/* Real */ ae_vector* r,
|
2871
|
+
ae_state *_state)
|
2872
|
+
{
|
2873
|
+
|
2874
|
+
|
2875
|
+
ae_assert(n>0&&m>0, "ConvR1DBuf: incorrect N or M!", _state);
|
2876
|
+
|
2877
|
+
/*
|
2878
|
+
* normalize task: make M>=N,
|
2879
|
+
* so A will be longer that B.
|
2880
|
+
*/
|
2881
|
+
if( m<n )
|
2882
|
+
{
|
2883
|
+
convr1dbuf(b, n, a, m, r, _state);
|
2884
|
+
return;
|
2885
|
+
}
|
2886
|
+
convr1dx(a, m, b, n, ae_false, -1, 0, r, _state);
|
2887
|
+
}
|
2888
|
+
|
2889
|
+
|
2890
|
+
/*************************************************************************
|
2891
|
+
1-dimensional real deconvolution (inverse of ConvC1D()).
|
2892
|
+
|
2893
|
+
Algorithm has M*log(M)) complexity for any M (composite or prime).
|
2894
|
+
|
2895
|
+
INPUT PARAMETERS
|
2896
|
+
A - array[0..M-1] - convolved signal, A = conv(R, B)
|
2897
|
+
M - convolved signal length
|
2898
|
+
B - array[0..N-1] - response
|
2899
|
+
N - response length, N<=M
|
2900
|
+
|
2901
|
+
OUTPUT PARAMETERS
|
2902
|
+
R - deconvolved signal. array[0..M-N].
|
2903
|
+
|
2904
|
+
NOTE:
|
2905
|
+
deconvolution is unstable process and may result in division by zero
|
2906
|
+
(if your response function is degenerate, i.e. has zero Fourier coefficient).
|
2907
|
+
|
2908
|
+
NOTE:
|
2909
|
+
It is assumed that A is zero at T<0, B is zero too. If one or both
|
2910
|
+
functions have non-zero values at negative T's, you can still use this
|
2911
|
+
subroutine - just shift its result correspondingly.
|
2912
|
+
|
2913
|
+
NOTE: there is a buffered version of this function, ConvR1DInvBuf(),
|
2914
|
+
which can reuse space previously allocated in its output parameter R.
|
2915
|
+
|
2916
|
+
-- ALGLIB --
|
2917
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
2918
|
+
*************************************************************************/
|
2919
|
+
void convr1dinv(/* Real */ const ae_vector* a,
|
2920
|
+
ae_int_t m,
|
2921
|
+
/* Real */ const ae_vector* b,
|
2922
|
+
ae_int_t n,
|
2923
|
+
/* Real */ ae_vector* r,
|
2924
|
+
ae_state *_state)
|
2925
|
+
{
|
2926
|
+
|
2927
|
+
ae_vector_clear(r);
|
2928
|
+
|
2929
|
+
ae_assert((n>0&&m>0)&&n<=m, "ConvR1DInv: incorrect N or M!", _state);
|
2930
|
+
convr1dinvbuf(a, m, b, n, r, _state);
|
2931
|
+
}
|
2932
|
+
|
2933
|
+
|
2934
|
+
/*************************************************************************
|
2935
|
+
1-dimensional real deconvolution (inverse of ConvR1D()), buffered version,
|
2936
|
+
which does not reallocate R[] if its length is enough to store the result
|
2937
|
+
(i.e. it reuses previously allocated memory as much as possible).
|
2938
|
+
|
2939
|
+
|
2940
|
+
-- ALGLIB --
|
2941
|
+
Copyright 30.11.2023 by Bochkanov Sergey
|
2942
|
+
*************************************************************************/
|
2943
|
+
void convr1dinvbuf(/* Real */ const ae_vector* a,
|
2944
|
+
ae_int_t m,
|
2945
|
+
/* Real */ const ae_vector* b,
|
2946
|
+
ae_int_t n,
|
2947
|
+
/* Real */ ae_vector* r,
|
2948
|
+
ae_state *_state)
|
2949
|
+
{
|
2950
|
+
ae_frame _frame_block;
|
2951
|
+
ae_int_t i;
|
2952
|
+
ae_int_t p;
|
2953
|
+
ae_vector buf;
|
2954
|
+
ae_vector buf2;
|
2955
|
+
ae_vector buf3;
|
2956
|
+
fasttransformplan plan;
|
2957
|
+
ae_complex c1;
|
2958
|
+
ae_complex c2;
|
2959
|
+
ae_complex c3;
|
2960
|
+
|
2961
|
+
ae_frame_make(_state, &_frame_block);
|
2962
|
+
memset(&buf, 0, sizeof(buf));
|
2963
|
+
memset(&buf2, 0, sizeof(buf2));
|
2964
|
+
memset(&buf3, 0, sizeof(buf3));
|
2965
|
+
memset(&plan, 0, sizeof(plan));
|
2966
|
+
ae_vector_init(&buf, 0, DT_REAL, _state, ae_true);
|
2967
|
+
ae_vector_init(&buf2, 0, DT_REAL, _state, ae_true);
|
2968
|
+
ae_vector_init(&buf3, 0, DT_REAL, _state, ae_true);
|
2969
|
+
_fasttransformplan_init(&plan, _state, ae_true);
|
2970
|
+
|
2971
|
+
ae_assert((n>0&&m>0)&&n<=m, "ConvR1DInvBuf: incorrect N or M!", _state);
|
2972
|
+
p = ftbasefindsmootheven(m, _state);
|
2973
|
+
ae_vector_set_length(&buf, p, _state);
|
2974
|
+
ae_v_move(&buf.ptr.p_double[0], 1, &a->ptr.p_double[0], 1, ae_v_len(0,m-1));
|
2975
|
+
for(i=m; i<=p-1; i++)
|
2976
|
+
{
|
2977
|
+
buf.ptr.p_double[i] = (double)(0);
|
2978
|
+
}
|
2979
|
+
ae_vector_set_length(&buf2, p, _state);
|
2980
|
+
ae_v_move(&buf2.ptr.p_double[0], 1, &b->ptr.p_double[0], 1, ae_v_len(0,n-1));
|
2981
|
+
for(i=n; i<=p-1; i++)
|
2982
|
+
{
|
2983
|
+
buf2.ptr.p_double[i] = (double)(0);
|
2984
|
+
}
|
2985
|
+
ae_vector_set_length(&buf3, p, _state);
|
2986
|
+
ftcomplexfftplan(p/2, 1, &plan, _state);
|
2987
|
+
fftr1dinternaleven(&buf, p, &buf3, &plan, _state);
|
2988
|
+
fftr1dinternaleven(&buf2, p, &buf3, &plan, _state);
|
2989
|
+
buf.ptr.p_double[0] = buf.ptr.p_double[0]/buf2.ptr.p_double[0];
|
2990
|
+
buf.ptr.p_double[1] = buf.ptr.p_double[1]/buf2.ptr.p_double[1];
|
2991
|
+
for(i=1; i<=p/2-1; i++)
|
2992
|
+
{
|
2993
|
+
c1.x = buf.ptr.p_double[2*i+0];
|
2994
|
+
c1.y = buf.ptr.p_double[2*i+1];
|
2995
|
+
c2.x = buf2.ptr.p_double[2*i+0];
|
2996
|
+
c2.y = buf2.ptr.p_double[2*i+1];
|
2997
|
+
c3 = ae_c_div(c1,c2);
|
2998
|
+
buf.ptr.p_double[2*i+0] = c3.x;
|
2999
|
+
buf.ptr.p_double[2*i+1] = c3.y;
|
3000
|
+
}
|
3001
|
+
fftr1dinvinternaleven(&buf, p, &buf3, &plan, _state);
|
3002
|
+
rallocv(m-n+1, r, _state);
|
3003
|
+
ae_v_move(&r->ptr.p_double[0], 1, &buf.ptr.p_double[0], 1, ae_v_len(0,m-n));
|
3004
|
+
ae_frame_leave(_state);
|
3005
|
+
}
|
3006
|
+
|
3007
|
+
|
3008
|
+
/*************************************************************************
|
3009
|
+
1-dimensional circular real convolution.
|
3010
|
+
|
3011
|
+
Analogous to ConvC1DCircular(), see ConvC1DCircular() comments for more details.
|
3012
|
+
|
3013
|
+
INPUT PARAMETERS
|
3014
|
+
S - array[0..M-1] - real signal
|
3015
|
+
M - problem size
|
3016
|
+
B - array[0..N-1] - real response
|
3017
|
+
N - problem size
|
3018
|
+
|
3019
|
+
OUTPUT PARAMETERS
|
3020
|
+
R - convolution: A*B. array[0..M-1].
|
3021
|
+
|
3022
|
+
NOTE:
|
3023
|
+
It is assumed that B is zero at T<0. If it has non-zero values at
|
3024
|
+
negative T's, you can still use this subroutine - just shift its result
|
3025
|
+
correspondingly.
|
3026
|
+
|
3027
|
+
NOTE: there is a buffered version of this function, ConvR1DCurcularBuf(),
|
3028
|
+
which can reuse space previously allocated in its output parameter R.
|
3029
|
+
|
3030
|
+
-- ALGLIB --
|
3031
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
3032
|
+
*************************************************************************/
|
3033
|
+
void convr1dcircular(/* Real */ const ae_vector* s,
|
3034
|
+
ae_int_t m,
|
3035
|
+
/* Real */ const ae_vector* r,
|
3036
|
+
ae_int_t n,
|
3037
|
+
/* Real */ ae_vector* c,
|
3038
|
+
ae_state *_state)
|
3039
|
+
{
|
3040
|
+
|
3041
|
+
ae_vector_clear(c);
|
3042
|
+
|
3043
|
+
ae_assert(n>0&&m>0, "ConvC1DCircular: incorrect N or M!", _state);
|
3044
|
+
convr1dcircularbuf(s, m, r, n, c, _state);
|
3045
|
+
}
|
3046
|
+
|
3047
|
+
|
3048
|
+
/*************************************************************************
|
3049
|
+
1-dimensional circular real convolution, buffered version, which does not
|
3050
|
+
reallocate C[] if its length is enough to store the result (i.e. it reuses
|
3051
|
+
previously allocated memory as much as possible).
|
3052
|
+
|
3053
|
+
-- ALGLIB --
|
3054
|
+
Copyright 30.11.2023 by Bochkanov Sergey
|
3055
|
+
*************************************************************************/
|
3056
|
+
void convr1dcircularbuf(/* Real */ const ae_vector* s,
|
3057
|
+
ae_int_t m,
|
3058
|
+
/* Real */ const ae_vector* r,
|
3059
|
+
ae_int_t n,
|
3060
|
+
/* Real */ ae_vector* c,
|
3061
|
+
ae_state *_state)
|
3062
|
+
{
|
3063
|
+
ae_frame _frame_block;
|
3064
|
+
ae_vector buf;
|
3065
|
+
ae_int_t i1;
|
3066
|
+
ae_int_t i2;
|
3067
|
+
ae_int_t j2;
|
3068
|
+
|
3069
|
+
ae_frame_make(_state, &_frame_block);
|
3070
|
+
memset(&buf, 0, sizeof(buf));
|
3071
|
+
ae_vector_init(&buf, 0, DT_REAL, _state, ae_true);
|
3072
|
+
|
3073
|
+
ae_assert(n>0&&m>0, "ConvC1DCircularBuf: incorrect N or M!", _state);
|
3074
|
+
|
3075
|
+
/*
|
3076
|
+
* normalize task: make M>=N,
|
3077
|
+
* so A will be longer (at least - not shorter) that B.
|
3078
|
+
*/
|
3079
|
+
if( m<n )
|
3080
|
+
{
|
3081
|
+
ae_vector_set_length(&buf, m, _state);
|
3082
|
+
for(i1=0; i1<=m-1; i1++)
|
3083
|
+
{
|
3084
|
+
buf.ptr.p_double[i1] = (double)(0);
|
3085
|
+
}
|
3086
|
+
i1 = 0;
|
3087
|
+
while(i1<n)
|
3088
|
+
{
|
3089
|
+
i2 = ae_minint(i1+m-1, n-1, _state);
|
3090
|
+
j2 = i2-i1;
|
3091
|
+
ae_v_add(&buf.ptr.p_double[0], 1, &r->ptr.p_double[i1], 1, ae_v_len(0,j2));
|
3092
|
+
i1 = i1+m;
|
3093
|
+
}
|
3094
|
+
convr1dcircularbuf(s, m, &buf, m, c, _state);
|
3095
|
+
ae_frame_leave(_state);
|
3096
|
+
return;
|
3097
|
+
}
|
3098
|
+
|
3099
|
+
/*
|
3100
|
+
* reduce to usual convolution
|
3101
|
+
*/
|
3102
|
+
convr1dx(s, m, r, n, ae_true, -1, 0, c, _state);
|
3103
|
+
ae_frame_leave(_state);
|
3104
|
+
}
|
3105
|
+
|
3106
|
+
|
3107
|
+
/*************************************************************************
|
3108
|
+
1-dimensional complex deconvolution (inverse of ConvC1D()).
|
3109
|
+
|
3110
|
+
Algorithm has M*log(M)) complexity for any M (composite or prime).
|
3111
|
+
|
3112
|
+
INPUT PARAMETERS
|
3113
|
+
A - array[0..M-1] - convolved signal, A = conv(R, B)
|
3114
|
+
M - convolved signal length
|
3115
|
+
B - array[0..N-1] - response
|
3116
|
+
N - response length
|
3117
|
+
|
3118
|
+
OUTPUT PARAMETERS
|
3119
|
+
R - deconvolved signal. array[0..M-N].
|
3120
|
+
|
3121
|
+
NOTE:
|
3122
|
+
deconvolution is unstable process and may result in division by zero
|
3123
|
+
(if your response function is degenerate, i.e. has zero Fourier coefficient).
|
3124
|
+
|
3125
|
+
NOTE:
|
3126
|
+
It is assumed that B is zero at T<0. If it has non-zero values at
|
3127
|
+
negative T's, you can still use this subroutine - just shift its result
|
3128
|
+
correspondingly.
|
3129
|
+
|
3130
|
+
-- ALGLIB --
|
3131
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
3132
|
+
*************************************************************************/
|
3133
|
+
void convr1dcircularinv(/* Real */ const ae_vector* a,
|
3134
|
+
ae_int_t m,
|
3135
|
+
/* Real */ const ae_vector* b,
|
3136
|
+
ae_int_t n,
|
3137
|
+
/* Real */ ae_vector* r,
|
3138
|
+
ae_state *_state)
|
3139
|
+
{
|
3140
|
+
|
3141
|
+
ae_vector_clear(r);
|
3142
|
+
|
3143
|
+
ae_assert(n>0&&m>0, "ConvR1DCircularInv: incorrect N or M!", _state);
|
3144
|
+
convr1dcircularinvbuf(a, m, b, n, r, _state);
|
3145
|
+
}
|
3146
|
+
|
3147
|
+
|
3148
|
+
/*************************************************************************
|
3149
|
+
1-dimensional complex deconvolution, inverse of ConvR1DCircular().
|
3150
|
+
|
3151
|
+
Buffered version, which does not reallocate R[] if its length is enough to
|
3152
|
+
store the result (i.e. it reuses previously allocated memory as much as
|
3153
|
+
possible).
|
3154
|
+
|
3155
|
+
-- ALGLIB --
|
3156
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
3157
|
+
*************************************************************************/
|
3158
|
+
void convr1dcircularinvbuf(/* Real */ const ae_vector* a,
|
3159
|
+
ae_int_t m,
|
3160
|
+
/* Real */ const ae_vector* b,
|
3161
|
+
ae_int_t n,
|
3162
|
+
/* Real */ ae_vector* r,
|
3163
|
+
ae_state *_state)
|
3164
|
+
{
|
3165
|
+
ae_frame _frame_block;
|
3166
|
+
ae_int_t i;
|
3167
|
+
ae_int_t i1;
|
3168
|
+
ae_int_t i2;
|
3169
|
+
ae_int_t j2;
|
3170
|
+
ae_vector buf;
|
3171
|
+
ae_vector buf2;
|
3172
|
+
ae_vector buf3;
|
3173
|
+
ae_vector cbuf;
|
3174
|
+
ae_vector cbuf2;
|
3175
|
+
fasttransformplan plan;
|
3176
|
+
ae_complex c1;
|
3177
|
+
ae_complex c2;
|
3178
|
+
ae_complex c3;
|
3179
|
+
|
3180
|
+
ae_frame_make(_state, &_frame_block);
|
3181
|
+
memset(&buf, 0, sizeof(buf));
|
3182
|
+
memset(&buf2, 0, sizeof(buf2));
|
3183
|
+
memset(&buf3, 0, sizeof(buf3));
|
3184
|
+
memset(&cbuf, 0, sizeof(cbuf));
|
3185
|
+
memset(&cbuf2, 0, sizeof(cbuf2));
|
3186
|
+
memset(&plan, 0, sizeof(plan));
|
3187
|
+
ae_vector_init(&buf, 0, DT_REAL, _state, ae_true);
|
3188
|
+
ae_vector_init(&buf2, 0, DT_REAL, _state, ae_true);
|
3189
|
+
ae_vector_init(&buf3, 0, DT_REAL, _state, ae_true);
|
3190
|
+
ae_vector_init(&cbuf, 0, DT_COMPLEX, _state, ae_true);
|
3191
|
+
ae_vector_init(&cbuf2, 0, DT_COMPLEX, _state, ae_true);
|
3192
|
+
_fasttransformplan_init(&plan, _state, ae_true);
|
3193
|
+
|
3194
|
+
ae_assert(n>0&&m>0, "ConvR1DCircularInv: incorrect N or M!", _state);
|
3195
|
+
|
3196
|
+
/*
|
3197
|
+
* normalize task: make M>=N,
|
3198
|
+
* so A will be longer (at least - not shorter) that B.
|
3199
|
+
*/
|
3200
|
+
if( m<n )
|
3201
|
+
{
|
3202
|
+
ae_vector_set_length(&buf, m, _state);
|
3203
|
+
for(i=0; i<=m-1; i++)
|
3204
|
+
{
|
3205
|
+
buf.ptr.p_double[i] = (double)(0);
|
3206
|
+
}
|
3207
|
+
i1 = 0;
|
3208
|
+
while(i1<n)
|
3209
|
+
{
|
3210
|
+
i2 = ae_minint(i1+m-1, n-1, _state);
|
3211
|
+
j2 = i2-i1;
|
3212
|
+
ae_v_add(&buf.ptr.p_double[0], 1, &b->ptr.p_double[i1], 1, ae_v_len(0,j2));
|
3213
|
+
i1 = i1+m;
|
3214
|
+
}
|
3215
|
+
convr1dcircularinvbuf(a, m, &buf, m, r, _state);
|
3216
|
+
ae_frame_leave(_state);
|
3217
|
+
return;
|
3218
|
+
}
|
3219
|
+
|
3220
|
+
/*
|
3221
|
+
* Task is normalized
|
3222
|
+
*/
|
3223
|
+
if( m%2==0 )
|
3224
|
+
{
|
3225
|
+
|
3226
|
+
/*
|
3227
|
+
* size is even, use fast even-size FFT
|
3228
|
+
*/
|
3229
|
+
ae_vector_set_length(&buf, m, _state);
|
3230
|
+
ae_v_move(&buf.ptr.p_double[0], 1, &a->ptr.p_double[0], 1, ae_v_len(0,m-1));
|
3231
|
+
ae_vector_set_length(&buf2, m, _state);
|
3232
|
+
ae_v_move(&buf2.ptr.p_double[0], 1, &b->ptr.p_double[0], 1, ae_v_len(0,n-1));
|
3233
|
+
for(i=n; i<=m-1; i++)
|
3234
|
+
{
|
3235
|
+
buf2.ptr.p_double[i] = (double)(0);
|
3236
|
+
}
|
3237
|
+
ae_vector_set_length(&buf3, m, _state);
|
3238
|
+
ftcomplexfftplan(m/2, 1, &plan, _state);
|
3239
|
+
fftr1dinternaleven(&buf, m, &buf3, &plan, _state);
|
3240
|
+
fftr1dinternaleven(&buf2, m, &buf3, &plan, _state);
|
3241
|
+
buf.ptr.p_double[0] = buf.ptr.p_double[0]/buf2.ptr.p_double[0];
|
3242
|
+
buf.ptr.p_double[1] = buf.ptr.p_double[1]/buf2.ptr.p_double[1];
|
3243
|
+
for(i=1; i<=m/2-1; i++)
|
3244
|
+
{
|
3245
|
+
c1.x = buf.ptr.p_double[2*i+0];
|
3246
|
+
c1.y = buf.ptr.p_double[2*i+1];
|
3247
|
+
c2.x = buf2.ptr.p_double[2*i+0];
|
3248
|
+
c2.y = buf2.ptr.p_double[2*i+1];
|
3249
|
+
c3 = ae_c_div(c1,c2);
|
3250
|
+
buf.ptr.p_double[2*i+0] = c3.x;
|
3251
|
+
buf.ptr.p_double[2*i+1] = c3.y;
|
3252
|
+
}
|
3253
|
+
fftr1dinvinternaleven(&buf, m, &buf3, &plan, _state);
|
3254
|
+
rallocv(m, r, _state);
|
3255
|
+
ae_v_move(&r->ptr.p_double[0], 1, &buf.ptr.p_double[0], 1, ae_v_len(0,m-1));
|
3256
|
+
}
|
3257
|
+
else
|
3258
|
+
{
|
3259
|
+
|
3260
|
+
/*
|
3261
|
+
* odd-size, use general real FFT
|
3262
|
+
*/
|
3263
|
+
fftr1d(a, m, &cbuf, _state);
|
3264
|
+
ae_vector_set_length(&buf2, m, _state);
|
3265
|
+
ae_v_move(&buf2.ptr.p_double[0], 1, &b->ptr.p_double[0], 1, ae_v_len(0,n-1));
|
3266
|
+
for(i=n; i<=m-1; i++)
|
3267
|
+
{
|
3268
|
+
buf2.ptr.p_double[i] = (double)(0);
|
3269
|
+
}
|
3270
|
+
fftr1d(&buf2, m, &cbuf2, _state);
|
3271
|
+
for(i=0; i<=ae_ifloor((double)m/(double)2, _state); i++)
|
3272
|
+
{
|
3273
|
+
cbuf.ptr.p_complex[i] = ae_c_div(cbuf.ptr.p_complex[i],cbuf2.ptr.p_complex[i]);
|
3274
|
+
}
|
3275
|
+
fftr1dinvbuf(&cbuf, m, r, _state);
|
3276
|
+
}
|
3277
|
+
ae_frame_leave(_state);
|
3278
|
+
}
|
3279
|
+
|
3280
|
+
|
3281
|
+
/*************************************************************************
|
3282
|
+
1-dimensional complex convolution.
|
3283
|
+
|
3284
|
+
Extended subroutine which allows to choose convolution algorithm.
|
3285
|
+
Intended for internal use, ALGLIB users should call ConvC1D()/ConvC1DCircular().
|
3286
|
+
|
3287
|
+
INPUT PARAMETERS
|
3288
|
+
A - array[0..M-1] - complex function to be transformed
|
3289
|
+
M - problem size
|
3290
|
+
B - array[0..N-1] - complex function to be transformed
|
3291
|
+
N - problem size, N<=M
|
3292
|
+
Alg - algorithm type:
|
3293
|
+
*-2 auto-select Q for overlap-add
|
3294
|
+
*-1 auto-select algorithm and parameters
|
3295
|
+
* 0 straightforward formula for small N's
|
3296
|
+
* 1 general FFT-based code
|
3297
|
+
* 2 overlap-add with length Q
|
3298
|
+
Q - length for overlap-add
|
3299
|
+
|
3300
|
+
OUTPUT PARAMETERS
|
3301
|
+
R - convolution: A*B. array[0..N+M-1].
|
3302
|
+
|
3303
|
+
-- ALGLIB --
|
3304
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
3305
|
+
*************************************************************************/
|
3306
|
+
void convc1dx(/* Complex */ const ae_vector* a,
|
3307
|
+
ae_int_t m,
|
3308
|
+
/* Complex */ const ae_vector* b,
|
3309
|
+
ae_int_t n,
|
3310
|
+
ae_bool circular,
|
3311
|
+
ae_int_t alg,
|
3312
|
+
ae_int_t q,
|
3313
|
+
/* Complex */ ae_vector* r,
|
3314
|
+
ae_state *_state)
|
3315
|
+
{
|
3316
|
+
ae_frame _frame_block;
|
3317
|
+
ae_int_t i;
|
3318
|
+
ae_int_t j;
|
3319
|
+
ae_int_t p;
|
3320
|
+
ae_int_t ptotal;
|
3321
|
+
ae_int_t i1;
|
3322
|
+
ae_int_t i2;
|
3323
|
+
ae_int_t j1;
|
3324
|
+
ae_int_t j2;
|
3325
|
+
ae_vector bbuf;
|
3326
|
+
ae_complex v;
|
3327
|
+
double ax;
|
3328
|
+
double ay;
|
3329
|
+
double bx;
|
3330
|
+
double by;
|
3331
|
+
double t;
|
3332
|
+
double tx;
|
3333
|
+
double ty;
|
3334
|
+
double flopcand;
|
3335
|
+
double flopbest;
|
3336
|
+
ae_int_t algbest;
|
3337
|
+
fasttransformplan plan;
|
3338
|
+
ae_vector buf;
|
3339
|
+
ae_vector buf2;
|
3340
|
+
|
3341
|
+
ae_frame_make(_state, &_frame_block);
|
3342
|
+
memset(&bbuf, 0, sizeof(bbuf));
|
3343
|
+
memset(&plan, 0, sizeof(plan));
|
3344
|
+
memset(&buf, 0, sizeof(buf));
|
3345
|
+
memset(&buf2, 0, sizeof(buf2));
|
3346
|
+
ae_vector_init(&bbuf, 0, DT_COMPLEX, _state, ae_true);
|
3347
|
+
_fasttransformplan_init(&plan, _state, ae_true);
|
3348
|
+
ae_vector_init(&buf, 0, DT_REAL, _state, ae_true);
|
3349
|
+
ae_vector_init(&buf2, 0, DT_REAL, _state, ae_true);
|
3350
|
+
|
3351
|
+
ae_assert(n>0&&m>0, "ConvC1DX: incorrect N or M!", _state);
|
3352
|
+
ae_assert(n<=m, "ConvC1DX: N<M assumption is false!", _state);
|
3353
|
+
|
3354
|
+
/*
|
3355
|
+
* Auto-select
|
3356
|
+
*/
|
3357
|
+
if( alg==-1||alg==-2 )
|
3358
|
+
{
|
3359
|
+
|
3360
|
+
/*
|
3361
|
+
* Initial candidate: straightforward implementation.
|
3362
|
+
*
|
3363
|
+
* If we want to use auto-fitted overlap-add,
|
3364
|
+
* flop count is initialized by large real number - to force
|
3365
|
+
* another algorithm selection
|
3366
|
+
*/
|
3367
|
+
algbest = 0;
|
3368
|
+
if( alg==-1 )
|
3369
|
+
{
|
3370
|
+
flopbest = (double)(2*m*n);
|
3371
|
+
}
|
3372
|
+
else
|
3373
|
+
{
|
3374
|
+
flopbest = ae_maxrealnumber;
|
3375
|
+
}
|
3376
|
+
|
3377
|
+
/*
|
3378
|
+
* Another candidate - generic FFT code
|
3379
|
+
*/
|
3380
|
+
if( alg==-1 )
|
3381
|
+
{
|
3382
|
+
if( circular&&ftbaseissmooth(m, _state) )
|
3383
|
+
{
|
3384
|
+
|
3385
|
+
/*
|
3386
|
+
* special code for circular convolution of a sequence with a smooth length
|
3387
|
+
*/
|
3388
|
+
flopcand = (double)3*ftbasegetflopestimate(m, _state)+(double)(6*m);
|
3389
|
+
if( ae_fp_less(flopcand,flopbest) )
|
3390
|
+
{
|
3391
|
+
algbest = 1;
|
3392
|
+
flopbest = flopcand;
|
3393
|
+
}
|
3394
|
+
}
|
3395
|
+
else
|
3396
|
+
{
|
3397
|
+
|
3398
|
+
/*
|
3399
|
+
* general cyclic/non-cyclic convolution
|
3400
|
+
*/
|
3401
|
+
p = ftbasefindsmooth(m+n-1, _state);
|
3402
|
+
flopcand = (double)3*ftbasegetflopestimate(p, _state)+(double)(6*p);
|
3403
|
+
if( ae_fp_less(flopcand,flopbest) )
|
3404
|
+
{
|
3405
|
+
algbest = 1;
|
3406
|
+
flopbest = flopcand;
|
3407
|
+
}
|
3408
|
+
}
|
3409
|
+
}
|
3410
|
+
|
3411
|
+
/*
|
3412
|
+
* Another candidate - overlap-add
|
3413
|
+
*/
|
3414
|
+
q = 1;
|
3415
|
+
ptotal = 1;
|
3416
|
+
while(ptotal<n)
|
3417
|
+
{
|
3418
|
+
ptotal = ptotal*2;
|
3419
|
+
}
|
3420
|
+
while(ptotal<=m+n-1)
|
3421
|
+
{
|
3422
|
+
p = ptotal-n+1;
|
3423
|
+
flopcand = (double)ae_iceil((double)m/(double)p, _state)*((double)2*ftbasegetflopestimate(ptotal, _state)+(double)(8*ptotal));
|
3424
|
+
if( ae_fp_less(flopcand,flopbest) )
|
3425
|
+
{
|
3426
|
+
flopbest = flopcand;
|
3427
|
+
algbest = 2;
|
3428
|
+
q = p;
|
3429
|
+
}
|
3430
|
+
ptotal = ptotal*2;
|
3431
|
+
}
|
3432
|
+
alg = algbest;
|
3433
|
+
convc1dx(a, m, b, n, circular, alg, q, r, _state);
|
3434
|
+
ae_frame_leave(_state);
|
3435
|
+
return;
|
3436
|
+
}
|
3437
|
+
|
3438
|
+
/*
|
3439
|
+
* straightforward formula for
|
3440
|
+
* circular and non-circular convolutions.
|
3441
|
+
*
|
3442
|
+
* Very simple code, no further comments needed.
|
3443
|
+
*/
|
3444
|
+
if( alg==0 )
|
3445
|
+
{
|
3446
|
+
|
3447
|
+
/*
|
3448
|
+
* Special case: N=1
|
3449
|
+
*/
|
3450
|
+
if( n==1 )
|
3451
|
+
{
|
3452
|
+
callocv(m, r, _state);
|
3453
|
+
v = b->ptr.p_complex[0];
|
3454
|
+
ae_v_cmovec(&r->ptr.p_complex[0], 1, &a->ptr.p_complex[0], 1, "N", ae_v_len(0,m-1), v);
|
3455
|
+
ae_frame_leave(_state);
|
3456
|
+
return;
|
3457
|
+
}
|
3458
|
+
|
3459
|
+
/*
|
3460
|
+
* use straightforward formula
|
3461
|
+
*/
|
3462
|
+
if( circular )
|
3463
|
+
{
|
3464
|
+
|
3465
|
+
/*
|
3466
|
+
* circular convolution
|
3467
|
+
*/
|
3468
|
+
callocv(m, r, _state);
|
3469
|
+
v = b->ptr.p_complex[0];
|
3470
|
+
ae_v_cmovec(&r->ptr.p_complex[0], 1, &a->ptr.p_complex[0], 1, "N", ae_v_len(0,m-1), v);
|
3471
|
+
for(i=1; i<=n-1; i++)
|
3472
|
+
{
|
3473
|
+
v = b->ptr.p_complex[i];
|
3474
|
+
i1 = 0;
|
3475
|
+
i2 = i-1;
|
3476
|
+
j1 = m-i;
|
3477
|
+
j2 = m-1;
|
3478
|
+
ae_v_caddc(&r->ptr.p_complex[i1], 1, &a->ptr.p_complex[j1], 1, "N", ae_v_len(i1,i2), v);
|
3479
|
+
i1 = i;
|
3480
|
+
i2 = m-1;
|
3481
|
+
j1 = 0;
|
3482
|
+
j2 = m-i-1;
|
3483
|
+
ae_v_caddc(&r->ptr.p_complex[i1], 1, &a->ptr.p_complex[j1], 1, "N", ae_v_len(i1,i2), v);
|
3484
|
+
}
|
3485
|
+
}
|
3486
|
+
else
|
3487
|
+
{
|
3488
|
+
|
3489
|
+
/*
|
3490
|
+
* non-circular convolution
|
3491
|
+
*/
|
3492
|
+
callocv(m+n-1, r, _state);
|
3493
|
+
for(i=0; i<=m+n-2; i++)
|
3494
|
+
{
|
3495
|
+
r->ptr.p_complex[i] = ae_complex_from_i(0);
|
3496
|
+
}
|
3497
|
+
for(i=0; i<=n-1; i++)
|
3498
|
+
{
|
3499
|
+
v = b->ptr.p_complex[i];
|
3500
|
+
ae_v_caddc(&r->ptr.p_complex[i], 1, &a->ptr.p_complex[0], 1, "N", ae_v_len(i,i+m-1), v);
|
3501
|
+
}
|
3502
|
+
}
|
3503
|
+
ae_frame_leave(_state);
|
3504
|
+
return;
|
3505
|
+
}
|
3506
|
+
|
3507
|
+
/*
|
3508
|
+
* general FFT-based code for
|
3509
|
+
* circular and non-circular convolutions.
|
3510
|
+
*
|
3511
|
+
* First, if convolution is circular, we test whether M is smooth or not.
|
3512
|
+
* If it is smooth, we just use M-length FFT to calculate convolution.
|
3513
|
+
* If it is not, we calculate non-circular convolution and wrap it arount.
|
3514
|
+
*
|
3515
|
+
* IF convolution is non-circular, we use zero-padding + FFT.
|
3516
|
+
*/
|
3517
|
+
if( alg==1 )
|
3518
|
+
{
|
3519
|
+
if( circular&&ftbaseissmooth(m, _state) )
|
3520
|
+
{
|
3521
|
+
|
3522
|
+
/*
|
3523
|
+
* special code for circular convolution with smooth M
|
3524
|
+
*/
|
3525
|
+
ftcomplexfftplan(m, 1, &plan, _state);
|
3526
|
+
ae_vector_set_length(&buf, 2*m, _state);
|
3527
|
+
for(i=0; i<=m-1; i++)
|
3528
|
+
{
|
3529
|
+
buf.ptr.p_double[2*i+0] = a->ptr.p_complex[i].x;
|
3530
|
+
buf.ptr.p_double[2*i+1] = a->ptr.p_complex[i].y;
|
3531
|
+
}
|
3532
|
+
ae_vector_set_length(&buf2, 2*m, _state);
|
3533
|
+
for(i=0; i<=n-1; i++)
|
3534
|
+
{
|
3535
|
+
buf2.ptr.p_double[2*i+0] = b->ptr.p_complex[i].x;
|
3536
|
+
buf2.ptr.p_double[2*i+1] = b->ptr.p_complex[i].y;
|
3537
|
+
}
|
3538
|
+
for(i=n; i<=m-1; i++)
|
3539
|
+
{
|
3540
|
+
buf2.ptr.p_double[2*i+0] = (double)(0);
|
3541
|
+
buf2.ptr.p_double[2*i+1] = (double)(0);
|
3542
|
+
}
|
3543
|
+
ftapplyplan(&plan, &buf, 0, 1, _state);
|
3544
|
+
ftapplyplan(&plan, &buf2, 0, 1, _state);
|
3545
|
+
for(i=0; i<=m-1; i++)
|
3546
|
+
{
|
3547
|
+
ax = buf.ptr.p_double[2*i+0];
|
3548
|
+
ay = buf.ptr.p_double[2*i+1];
|
3549
|
+
bx = buf2.ptr.p_double[2*i+0];
|
3550
|
+
by = buf2.ptr.p_double[2*i+1];
|
3551
|
+
tx = ax*bx-ay*by;
|
3552
|
+
ty = ax*by+ay*bx;
|
3553
|
+
buf.ptr.p_double[2*i+0] = tx;
|
3554
|
+
buf.ptr.p_double[2*i+1] = -ty;
|
3555
|
+
}
|
3556
|
+
ftapplyplan(&plan, &buf, 0, 1, _state);
|
3557
|
+
t = (double)1/(double)m;
|
3558
|
+
callocv(m, r, _state);
|
3559
|
+
for(i=0; i<=m-1; i++)
|
3560
|
+
{
|
3561
|
+
r->ptr.p_complex[i].x = t*buf.ptr.p_double[2*i+0];
|
3562
|
+
r->ptr.p_complex[i].y = -t*buf.ptr.p_double[2*i+1];
|
3563
|
+
}
|
3564
|
+
}
|
3565
|
+
else
|
3566
|
+
{
|
3567
|
+
|
3568
|
+
/*
|
3569
|
+
* M is non-smooth, general code (circular/non-circular):
|
3570
|
+
* * first part is the same for circular and non-circular
|
3571
|
+
* convolutions. zero padding, FFTs, inverse FFTs
|
3572
|
+
* * second part differs:
|
3573
|
+
* * for non-circular convolution we just copy array
|
3574
|
+
* * for circular convolution we add array tail to its head
|
3575
|
+
*/
|
3576
|
+
p = ftbasefindsmooth(m+n-1, _state);
|
3577
|
+
ftcomplexfftplan(p, 1, &plan, _state);
|
3578
|
+
ae_vector_set_length(&buf, 2*p, _state);
|
3579
|
+
for(i=0; i<=m-1; i++)
|
3580
|
+
{
|
3581
|
+
buf.ptr.p_double[2*i+0] = a->ptr.p_complex[i].x;
|
3582
|
+
buf.ptr.p_double[2*i+1] = a->ptr.p_complex[i].y;
|
3583
|
+
}
|
3584
|
+
for(i=m; i<=p-1; i++)
|
3585
|
+
{
|
3586
|
+
buf.ptr.p_double[2*i+0] = (double)(0);
|
3587
|
+
buf.ptr.p_double[2*i+1] = (double)(0);
|
3588
|
+
}
|
3589
|
+
ae_vector_set_length(&buf2, 2*p, _state);
|
3590
|
+
for(i=0; i<=n-1; i++)
|
3591
|
+
{
|
3592
|
+
buf2.ptr.p_double[2*i+0] = b->ptr.p_complex[i].x;
|
3593
|
+
buf2.ptr.p_double[2*i+1] = b->ptr.p_complex[i].y;
|
3594
|
+
}
|
3595
|
+
for(i=n; i<=p-1; i++)
|
3596
|
+
{
|
3597
|
+
buf2.ptr.p_double[2*i+0] = (double)(0);
|
3598
|
+
buf2.ptr.p_double[2*i+1] = (double)(0);
|
3599
|
+
}
|
3600
|
+
ftapplyplan(&plan, &buf, 0, 1, _state);
|
3601
|
+
ftapplyplan(&plan, &buf2, 0, 1, _state);
|
3602
|
+
for(i=0; i<=p-1; i++)
|
3603
|
+
{
|
3604
|
+
ax = buf.ptr.p_double[2*i+0];
|
3605
|
+
ay = buf.ptr.p_double[2*i+1];
|
3606
|
+
bx = buf2.ptr.p_double[2*i+0];
|
3607
|
+
by = buf2.ptr.p_double[2*i+1];
|
3608
|
+
tx = ax*bx-ay*by;
|
3609
|
+
ty = ax*by+ay*bx;
|
3610
|
+
buf.ptr.p_double[2*i+0] = tx;
|
3611
|
+
buf.ptr.p_double[2*i+1] = -ty;
|
3612
|
+
}
|
3613
|
+
ftapplyplan(&plan, &buf, 0, 1, _state);
|
3614
|
+
t = (double)1/(double)p;
|
3615
|
+
if( circular )
|
3616
|
+
{
|
3617
|
+
|
3618
|
+
/*
|
3619
|
+
* circular, add tail to head
|
3620
|
+
*/
|
3621
|
+
callocv(m, r, _state);
|
3622
|
+
for(i=0; i<=m-1; i++)
|
3623
|
+
{
|
3624
|
+
r->ptr.p_complex[i].x = t*buf.ptr.p_double[2*i+0];
|
3625
|
+
r->ptr.p_complex[i].y = -t*buf.ptr.p_double[2*i+1];
|
3626
|
+
}
|
3627
|
+
for(i=m; i<=m+n-2; i++)
|
3628
|
+
{
|
3629
|
+
r->ptr.p_complex[i-m].x = r->ptr.p_complex[i-m].x+t*buf.ptr.p_double[2*i+0];
|
3630
|
+
r->ptr.p_complex[i-m].y = r->ptr.p_complex[i-m].y-t*buf.ptr.p_double[2*i+1];
|
3631
|
+
}
|
3632
|
+
}
|
3633
|
+
else
|
3634
|
+
{
|
3635
|
+
|
3636
|
+
/*
|
3637
|
+
* non-circular, just copy
|
3638
|
+
*/
|
3639
|
+
callocv(m+n-1, r, _state);
|
3640
|
+
for(i=0; i<=m+n-2; i++)
|
3641
|
+
{
|
3642
|
+
r->ptr.p_complex[i].x = t*buf.ptr.p_double[2*i+0];
|
3643
|
+
r->ptr.p_complex[i].y = -t*buf.ptr.p_double[2*i+1];
|
3644
|
+
}
|
3645
|
+
}
|
3646
|
+
}
|
3647
|
+
ae_frame_leave(_state);
|
3648
|
+
return;
|
3649
|
+
}
|
3650
|
+
|
3651
|
+
/*
|
3652
|
+
* overlap-add method for
|
3653
|
+
* circular and non-circular convolutions.
|
3654
|
+
*
|
3655
|
+
* First part of code (separate FFTs of input blocks) is the same
|
3656
|
+
* for all types of convolution. Second part (overlapping outputs)
|
3657
|
+
* differs for different types of convolution. We just copy output
|
3658
|
+
* when convolution is non-circular. We wrap it around, if it is
|
3659
|
+
* circular.
|
3660
|
+
*/
|
3661
|
+
if( alg==2 )
|
3662
|
+
{
|
3663
|
+
ae_vector_set_length(&buf, 2*(q+n-1), _state);
|
3664
|
+
|
3665
|
+
/*
|
3666
|
+
* prepare R
|
3667
|
+
*/
|
3668
|
+
if( circular )
|
3669
|
+
{
|
3670
|
+
callocv(m, r, _state);
|
3671
|
+
for(i=0; i<=m-1; i++)
|
3672
|
+
{
|
3673
|
+
r->ptr.p_complex[i] = ae_complex_from_i(0);
|
3674
|
+
}
|
3675
|
+
}
|
3676
|
+
else
|
3677
|
+
{
|
3678
|
+
callocv(m+n-1, r, _state);
|
3679
|
+
for(i=0; i<=m+n-2; i++)
|
3680
|
+
{
|
3681
|
+
r->ptr.p_complex[i] = ae_complex_from_i(0);
|
3682
|
+
}
|
3683
|
+
}
|
3684
|
+
|
3685
|
+
/*
|
3686
|
+
* pre-calculated FFT(B)
|
3687
|
+
*/
|
3688
|
+
ae_vector_set_length(&bbuf, q+n-1, _state);
|
3689
|
+
ae_v_cmove(&bbuf.ptr.p_complex[0], 1, &b->ptr.p_complex[0], 1, "N", ae_v_len(0,n-1));
|
3690
|
+
for(j=n; j<=q+n-2; j++)
|
3691
|
+
{
|
3692
|
+
bbuf.ptr.p_complex[j] = ae_complex_from_i(0);
|
3693
|
+
}
|
3694
|
+
fftc1d(&bbuf, q+n-1, _state);
|
3695
|
+
|
3696
|
+
/*
|
3697
|
+
* prepare FFT plan for chunks of A
|
3698
|
+
*/
|
3699
|
+
ftcomplexfftplan(q+n-1, 1, &plan, _state);
|
3700
|
+
|
3701
|
+
/*
|
3702
|
+
* main overlap-add cycle
|
3703
|
+
*/
|
3704
|
+
i = 0;
|
3705
|
+
while(i<=m-1)
|
3706
|
+
{
|
3707
|
+
p = ae_minint(q, m-i, _state);
|
3708
|
+
for(j=0; j<=p-1; j++)
|
3709
|
+
{
|
3710
|
+
buf.ptr.p_double[2*j+0] = a->ptr.p_complex[i+j].x;
|
3711
|
+
buf.ptr.p_double[2*j+1] = a->ptr.p_complex[i+j].y;
|
3712
|
+
}
|
3713
|
+
for(j=p; j<=q+n-2; j++)
|
3714
|
+
{
|
3715
|
+
buf.ptr.p_double[2*j+0] = (double)(0);
|
3716
|
+
buf.ptr.p_double[2*j+1] = (double)(0);
|
3717
|
+
}
|
3718
|
+
ftapplyplan(&plan, &buf, 0, 1, _state);
|
3719
|
+
for(j=0; j<=q+n-2; j++)
|
3720
|
+
{
|
3721
|
+
ax = buf.ptr.p_double[2*j+0];
|
3722
|
+
ay = buf.ptr.p_double[2*j+1];
|
3723
|
+
bx = bbuf.ptr.p_complex[j].x;
|
3724
|
+
by = bbuf.ptr.p_complex[j].y;
|
3725
|
+
tx = ax*bx-ay*by;
|
3726
|
+
ty = ax*by+ay*bx;
|
3727
|
+
buf.ptr.p_double[2*j+0] = tx;
|
3728
|
+
buf.ptr.p_double[2*j+1] = -ty;
|
3729
|
+
}
|
3730
|
+
ftapplyplan(&plan, &buf, 0, 1, _state);
|
3731
|
+
t = (double)1/(double)(q+n-1);
|
3732
|
+
if( circular )
|
3733
|
+
{
|
3734
|
+
j1 = ae_minint(i+p+n-2, m-1, _state)-i;
|
3735
|
+
j2 = j1+1;
|
3736
|
+
}
|
3737
|
+
else
|
3738
|
+
{
|
3739
|
+
j1 = p+n-2;
|
3740
|
+
j2 = j1+1;
|
3741
|
+
}
|
3742
|
+
for(j=0; j<=j1; j++)
|
3743
|
+
{
|
3744
|
+
r->ptr.p_complex[i+j].x = r->ptr.p_complex[i+j].x+buf.ptr.p_double[2*j+0]*t;
|
3745
|
+
r->ptr.p_complex[i+j].y = r->ptr.p_complex[i+j].y-buf.ptr.p_double[2*j+1]*t;
|
3746
|
+
}
|
3747
|
+
for(j=j2; j<=p+n-2; j++)
|
3748
|
+
{
|
3749
|
+
r->ptr.p_complex[j-j2].x = r->ptr.p_complex[j-j2].x+buf.ptr.p_double[2*j+0]*t;
|
3750
|
+
r->ptr.p_complex[j-j2].y = r->ptr.p_complex[j-j2].y-buf.ptr.p_double[2*j+1]*t;
|
3751
|
+
}
|
3752
|
+
i = i+p;
|
3753
|
+
}
|
3754
|
+
ae_frame_leave(_state);
|
3755
|
+
return;
|
3756
|
+
}
|
3757
|
+
ae_frame_leave(_state);
|
3758
|
+
}
|
3759
|
+
|
3760
|
+
|
3761
|
+
/*************************************************************************
|
3762
|
+
1-dimensional real convolution.
|
3763
|
+
|
3764
|
+
Extended subroutine which allows to choose convolution algorithm.
|
3765
|
+
Intended for internal use, ALGLIB users should call ConvR1D().
|
3766
|
+
|
3767
|
+
INPUT PARAMETERS
|
3768
|
+
A - array[0..M-1] - complex function to be transformed
|
3769
|
+
M - problem size
|
3770
|
+
B - array[0..N-1] - complex function to be transformed
|
3771
|
+
N - problem size, N<=M
|
3772
|
+
Alg - algorithm type:
|
3773
|
+
*-2 auto-select Q for overlap-add
|
3774
|
+
*-1 auto-select algorithm and parameters
|
3775
|
+
* 0 straightforward formula for small N's
|
3776
|
+
* 1 general FFT-based code
|
3777
|
+
* 2 overlap-add with length Q
|
3778
|
+
Q - length for overlap-add
|
3779
|
+
|
3780
|
+
OUTPUT PARAMETERS
|
3781
|
+
R - convolution: A*B. array[0..N+M-1].
|
3782
|
+
|
3783
|
+
-- ALGLIB --
|
3784
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
3785
|
+
*************************************************************************/
|
3786
|
+
void convr1dx(/* Real */ const ae_vector* a,
|
3787
|
+
ae_int_t m,
|
3788
|
+
/* Real */ const ae_vector* b,
|
3789
|
+
ae_int_t n,
|
3790
|
+
ae_bool circular,
|
3791
|
+
ae_int_t alg,
|
3792
|
+
ae_int_t q,
|
3793
|
+
/* Real */ ae_vector* r,
|
3794
|
+
ae_state *_state)
|
3795
|
+
{
|
3796
|
+
ae_frame _frame_block;
|
3797
|
+
double v;
|
3798
|
+
ae_int_t i;
|
3799
|
+
ae_int_t j;
|
3800
|
+
ae_int_t p;
|
3801
|
+
ae_int_t ptotal;
|
3802
|
+
ae_int_t i1;
|
3803
|
+
ae_int_t i2;
|
3804
|
+
ae_int_t j1;
|
3805
|
+
ae_int_t j2;
|
3806
|
+
double ax;
|
3807
|
+
double ay;
|
3808
|
+
double bx;
|
3809
|
+
double by;
|
3810
|
+
double tx;
|
3811
|
+
double ty;
|
3812
|
+
double flopcand;
|
3813
|
+
double flopbest;
|
3814
|
+
ae_int_t algbest;
|
3815
|
+
fasttransformplan plan;
|
3816
|
+
ae_vector buf;
|
3817
|
+
ae_vector buf2;
|
3818
|
+
ae_vector buf3;
|
3819
|
+
|
3820
|
+
ae_frame_make(_state, &_frame_block);
|
3821
|
+
memset(&plan, 0, sizeof(plan));
|
3822
|
+
memset(&buf, 0, sizeof(buf));
|
3823
|
+
memset(&buf2, 0, sizeof(buf2));
|
3824
|
+
memset(&buf3, 0, sizeof(buf3));
|
3825
|
+
_fasttransformplan_init(&plan, _state, ae_true);
|
3826
|
+
ae_vector_init(&buf, 0, DT_REAL, _state, ae_true);
|
3827
|
+
ae_vector_init(&buf2, 0, DT_REAL, _state, ae_true);
|
3828
|
+
ae_vector_init(&buf3, 0, DT_REAL, _state, ae_true);
|
3829
|
+
|
3830
|
+
ae_assert(n>0&&m>0, "ConvR1DX: incorrect N or M!", _state);
|
3831
|
+
ae_assert(n<=m, "ConvR1DX: N<M assumption is false!", _state);
|
3832
|
+
|
3833
|
+
/*
|
3834
|
+
* handle special cases
|
3835
|
+
*/
|
3836
|
+
if( ae_minint(m, n, _state)<=2 )
|
3837
|
+
{
|
3838
|
+
alg = 0;
|
3839
|
+
}
|
3840
|
+
|
3841
|
+
/*
|
3842
|
+
* Auto-select
|
3843
|
+
*/
|
3844
|
+
if( alg<0 )
|
3845
|
+
{
|
3846
|
+
|
3847
|
+
/*
|
3848
|
+
* Initial candidate: straightforward implementation.
|
3849
|
+
*
|
3850
|
+
* If we want to use auto-fitted overlap-add,
|
3851
|
+
* flop count is initialized by large real number - to force
|
3852
|
+
* another algorithm selection
|
3853
|
+
*/
|
3854
|
+
algbest = 0;
|
3855
|
+
if( alg==-1 )
|
3856
|
+
{
|
3857
|
+
flopbest = 0.15*(double)m*(double)n;
|
3858
|
+
}
|
3859
|
+
else
|
3860
|
+
{
|
3861
|
+
flopbest = ae_maxrealnumber;
|
3862
|
+
}
|
3863
|
+
|
3864
|
+
/*
|
3865
|
+
* Another candidate - generic FFT code
|
3866
|
+
*/
|
3867
|
+
if( alg==-1 )
|
3868
|
+
{
|
3869
|
+
if( (circular&&ftbaseissmooth(m, _state))&&m%2==0 )
|
3870
|
+
{
|
3871
|
+
|
3872
|
+
/*
|
3873
|
+
* special code for circular convolution of a sequence with a smooth length
|
3874
|
+
*/
|
3875
|
+
flopcand = (double)3*ftbasegetflopestimate(m/2, _state)+(double)(6*m)/(double)2;
|
3876
|
+
if( ae_fp_less(flopcand,flopbest) )
|
3877
|
+
{
|
3878
|
+
algbest = 1;
|
3879
|
+
flopbest = flopcand;
|
3880
|
+
}
|
3881
|
+
}
|
3882
|
+
else
|
3883
|
+
{
|
3884
|
+
|
3885
|
+
/*
|
3886
|
+
* general cyclic/non-cyclic convolution
|
3887
|
+
*/
|
3888
|
+
p = ftbasefindsmootheven(m+n-1, _state);
|
3889
|
+
flopcand = (double)3*ftbasegetflopestimate(p/2, _state)+(double)(6*p)/(double)2;
|
3890
|
+
if( ae_fp_less(flopcand,flopbest) )
|
3891
|
+
{
|
3892
|
+
algbest = 1;
|
3893
|
+
flopbest = flopcand;
|
3894
|
+
}
|
3895
|
+
}
|
3896
|
+
}
|
3897
|
+
|
3898
|
+
/*
|
3899
|
+
* Another candidate - overlap-add
|
3900
|
+
*/
|
3901
|
+
q = 1;
|
3902
|
+
ptotal = 1;
|
3903
|
+
while(ptotal<n)
|
3904
|
+
{
|
3905
|
+
ptotal = ptotal*2;
|
3906
|
+
}
|
3907
|
+
while(ptotal<=m+n-1)
|
3908
|
+
{
|
3909
|
+
p = ptotal-n+1;
|
3910
|
+
flopcand = (double)ae_iceil((double)m/(double)p, _state)*((double)2*ftbasegetflopestimate(ptotal/2, _state)+(double)(1*(ptotal/2)));
|
3911
|
+
if( ae_fp_less(flopcand,flopbest) )
|
3912
|
+
{
|
3913
|
+
flopbest = flopcand;
|
3914
|
+
algbest = 2;
|
3915
|
+
q = p;
|
3916
|
+
}
|
3917
|
+
ptotal = ptotal*2;
|
3918
|
+
}
|
3919
|
+
alg = algbest;
|
3920
|
+
convr1dx(a, m, b, n, circular, alg, q, r, _state);
|
3921
|
+
ae_frame_leave(_state);
|
3922
|
+
return;
|
3923
|
+
}
|
3924
|
+
|
3925
|
+
/*
|
3926
|
+
* straightforward formula for
|
3927
|
+
* circular and non-circular convolutions.
|
3928
|
+
*
|
3929
|
+
* Very simple code, no further comments needed.
|
3930
|
+
*/
|
3931
|
+
if( alg==0 )
|
3932
|
+
{
|
3933
|
+
|
3934
|
+
/*
|
3935
|
+
* Special case: N=1
|
3936
|
+
*/
|
3937
|
+
if( n==1 )
|
3938
|
+
{
|
3939
|
+
rallocv(m, r, _state);
|
3940
|
+
v = b->ptr.p_double[0];
|
3941
|
+
ae_v_moved(&r->ptr.p_double[0], 1, &a->ptr.p_double[0], 1, ae_v_len(0,m-1), v);
|
3942
|
+
ae_frame_leave(_state);
|
3943
|
+
return;
|
3944
|
+
}
|
3945
|
+
|
3946
|
+
/*
|
3947
|
+
* use straightforward formula
|
3948
|
+
*/
|
3949
|
+
if( circular )
|
3950
|
+
{
|
3951
|
+
|
3952
|
+
/*
|
3953
|
+
* circular convolution
|
3954
|
+
*/
|
3955
|
+
rallocv(m, r, _state);
|
3956
|
+
v = b->ptr.p_double[0];
|
3957
|
+
ae_v_moved(&r->ptr.p_double[0], 1, &a->ptr.p_double[0], 1, ae_v_len(0,m-1), v);
|
3958
|
+
for(i=1; i<=n-1; i++)
|
3959
|
+
{
|
3960
|
+
v = b->ptr.p_double[i];
|
3961
|
+
i1 = 0;
|
3962
|
+
i2 = i-1;
|
3963
|
+
j1 = m-i;
|
3964
|
+
j2 = m-1;
|
3965
|
+
ae_v_addd(&r->ptr.p_double[i1], 1, &a->ptr.p_double[j1], 1, ae_v_len(i1,i2), v);
|
3966
|
+
i1 = i;
|
3967
|
+
i2 = m-1;
|
3968
|
+
j1 = 0;
|
3969
|
+
j2 = m-i-1;
|
3970
|
+
ae_v_addd(&r->ptr.p_double[i1], 1, &a->ptr.p_double[j1], 1, ae_v_len(i1,i2), v);
|
3971
|
+
}
|
3972
|
+
}
|
3973
|
+
else
|
3974
|
+
{
|
3975
|
+
|
3976
|
+
/*
|
3977
|
+
* non-circular convolution
|
3978
|
+
*/
|
3979
|
+
rallocv(m+n-1, r, _state);
|
3980
|
+
for(i=0; i<=m+n-2; i++)
|
3981
|
+
{
|
3982
|
+
r->ptr.p_double[i] = (double)(0);
|
3983
|
+
}
|
3984
|
+
for(i=0; i<=n-1; i++)
|
3985
|
+
{
|
3986
|
+
v = b->ptr.p_double[i];
|
3987
|
+
ae_v_addd(&r->ptr.p_double[i], 1, &a->ptr.p_double[0], 1, ae_v_len(i,i+m-1), v);
|
3988
|
+
}
|
3989
|
+
}
|
3990
|
+
ae_frame_leave(_state);
|
3991
|
+
return;
|
3992
|
+
}
|
3993
|
+
|
3994
|
+
/*
|
3995
|
+
* general FFT-based code for
|
3996
|
+
* circular and non-circular convolutions.
|
3997
|
+
*
|
3998
|
+
* First, if convolution is circular, we test whether M is smooth or not.
|
3999
|
+
* If it is smooth, we just use M-length FFT to calculate convolution.
|
4000
|
+
* If it is not, we calculate non-circular convolution and wrap it arount.
|
4001
|
+
*
|
4002
|
+
* If convolution is non-circular, we use zero-padding + FFT.
|
4003
|
+
*
|
4004
|
+
* We assume that M+N-1>2 - we should call small case code otherwise
|
4005
|
+
*/
|
4006
|
+
if( alg==1 )
|
4007
|
+
{
|
4008
|
+
ae_assert(m+n-1>2, "ConvR1DX: internal error!", _state);
|
4009
|
+
if( (circular&&ftbaseissmooth(m, _state))&&m%2==0 )
|
4010
|
+
{
|
4011
|
+
|
4012
|
+
/*
|
4013
|
+
* special code for circular convolution with smooth even M
|
4014
|
+
*/
|
4015
|
+
ae_vector_set_length(&buf, m, _state);
|
4016
|
+
ae_v_move(&buf.ptr.p_double[0], 1, &a->ptr.p_double[0], 1, ae_v_len(0,m-1));
|
4017
|
+
ae_vector_set_length(&buf2, m, _state);
|
4018
|
+
ae_v_move(&buf2.ptr.p_double[0], 1, &b->ptr.p_double[0], 1, ae_v_len(0,n-1));
|
4019
|
+
for(i=n; i<=m-1; i++)
|
4020
|
+
{
|
4021
|
+
buf2.ptr.p_double[i] = (double)(0);
|
4022
|
+
}
|
4023
|
+
ae_vector_set_length(&buf3, m, _state);
|
4024
|
+
ftcomplexfftplan(m/2, 1, &plan, _state);
|
4025
|
+
fftr1dinternaleven(&buf, m, &buf3, &plan, _state);
|
4026
|
+
fftr1dinternaleven(&buf2, m, &buf3, &plan, _state);
|
4027
|
+
buf.ptr.p_double[0] = buf.ptr.p_double[0]*buf2.ptr.p_double[0];
|
4028
|
+
buf.ptr.p_double[1] = buf.ptr.p_double[1]*buf2.ptr.p_double[1];
|
4029
|
+
for(i=1; i<=m/2-1; i++)
|
4030
|
+
{
|
4031
|
+
ax = buf.ptr.p_double[2*i+0];
|
4032
|
+
ay = buf.ptr.p_double[2*i+1];
|
4033
|
+
bx = buf2.ptr.p_double[2*i+0];
|
4034
|
+
by = buf2.ptr.p_double[2*i+1];
|
4035
|
+
tx = ax*bx-ay*by;
|
4036
|
+
ty = ax*by+ay*bx;
|
4037
|
+
buf.ptr.p_double[2*i+0] = tx;
|
4038
|
+
buf.ptr.p_double[2*i+1] = ty;
|
4039
|
+
}
|
4040
|
+
fftr1dinvinternaleven(&buf, m, &buf3, &plan, _state);
|
4041
|
+
rallocv(m, r, _state);
|
4042
|
+
ae_v_move(&r->ptr.p_double[0], 1, &buf.ptr.p_double[0], 1, ae_v_len(0,m-1));
|
4043
|
+
}
|
4044
|
+
else
|
4045
|
+
{
|
4046
|
+
|
4047
|
+
/*
|
4048
|
+
* M is non-smooth or non-even, general code (circular/non-circular):
|
4049
|
+
* * first part is the same for circular and non-circular
|
4050
|
+
* convolutions. zero padding, FFTs, inverse FFTs
|
4051
|
+
* * second part differs:
|
4052
|
+
* * for non-circular convolution we just copy array
|
4053
|
+
* * for circular convolution we add array tail to its head
|
4054
|
+
*/
|
4055
|
+
p = ftbasefindsmootheven(m+n-1, _state);
|
4056
|
+
ae_vector_set_length(&buf, p, _state);
|
4057
|
+
ae_v_move(&buf.ptr.p_double[0], 1, &a->ptr.p_double[0], 1, ae_v_len(0,m-1));
|
4058
|
+
for(i=m; i<=p-1; i++)
|
4059
|
+
{
|
4060
|
+
buf.ptr.p_double[i] = (double)(0);
|
4061
|
+
}
|
4062
|
+
ae_vector_set_length(&buf2, p, _state);
|
4063
|
+
ae_v_move(&buf2.ptr.p_double[0], 1, &b->ptr.p_double[0], 1, ae_v_len(0,n-1));
|
4064
|
+
for(i=n; i<=p-1; i++)
|
4065
|
+
{
|
4066
|
+
buf2.ptr.p_double[i] = (double)(0);
|
4067
|
+
}
|
4068
|
+
ae_vector_set_length(&buf3, p, _state);
|
4069
|
+
ftcomplexfftplan(p/2, 1, &plan, _state);
|
4070
|
+
fftr1dinternaleven(&buf, p, &buf3, &plan, _state);
|
4071
|
+
fftr1dinternaleven(&buf2, p, &buf3, &plan, _state);
|
4072
|
+
buf.ptr.p_double[0] = buf.ptr.p_double[0]*buf2.ptr.p_double[0];
|
4073
|
+
buf.ptr.p_double[1] = buf.ptr.p_double[1]*buf2.ptr.p_double[1];
|
4074
|
+
for(i=1; i<=p/2-1; i++)
|
4075
|
+
{
|
4076
|
+
ax = buf.ptr.p_double[2*i+0];
|
4077
|
+
ay = buf.ptr.p_double[2*i+1];
|
4078
|
+
bx = buf2.ptr.p_double[2*i+0];
|
4079
|
+
by = buf2.ptr.p_double[2*i+1];
|
4080
|
+
tx = ax*bx-ay*by;
|
4081
|
+
ty = ax*by+ay*bx;
|
4082
|
+
buf.ptr.p_double[2*i+0] = tx;
|
4083
|
+
buf.ptr.p_double[2*i+1] = ty;
|
4084
|
+
}
|
4085
|
+
fftr1dinvinternaleven(&buf, p, &buf3, &plan, _state);
|
4086
|
+
if( circular )
|
4087
|
+
{
|
4088
|
+
|
4089
|
+
/*
|
4090
|
+
* circular, add tail to head
|
4091
|
+
*/
|
4092
|
+
rallocv(m, r, _state);
|
4093
|
+
ae_v_move(&r->ptr.p_double[0], 1, &buf.ptr.p_double[0], 1, ae_v_len(0,m-1));
|
4094
|
+
if( n>=2 )
|
4095
|
+
{
|
4096
|
+
ae_v_add(&r->ptr.p_double[0], 1, &buf.ptr.p_double[m], 1, ae_v_len(0,n-2));
|
4097
|
+
}
|
4098
|
+
}
|
4099
|
+
else
|
4100
|
+
{
|
4101
|
+
|
4102
|
+
/*
|
4103
|
+
* non-circular, just copy
|
4104
|
+
*/
|
4105
|
+
rallocv(m+n-1, r, _state);
|
4106
|
+
ae_v_move(&r->ptr.p_double[0], 1, &buf.ptr.p_double[0], 1, ae_v_len(0,m+n-2));
|
4107
|
+
}
|
4108
|
+
}
|
4109
|
+
ae_frame_leave(_state);
|
4110
|
+
return;
|
4111
|
+
}
|
4112
|
+
|
4113
|
+
/*
|
4114
|
+
* overlap-add method
|
4115
|
+
*/
|
4116
|
+
if( alg==2 )
|
4117
|
+
{
|
4118
|
+
ae_assert((q+n-1)%2==0, "ConvR1DX: internal error!", _state);
|
4119
|
+
ae_vector_set_length(&buf, q+n-1, _state);
|
4120
|
+
ae_vector_set_length(&buf2, q+n-1, _state);
|
4121
|
+
ae_vector_set_length(&buf3, q+n-1, _state);
|
4122
|
+
ftcomplexfftplan((q+n-1)/2, 1, &plan, _state);
|
4123
|
+
|
4124
|
+
/*
|
4125
|
+
* prepare R
|
4126
|
+
*/
|
4127
|
+
if( circular )
|
4128
|
+
{
|
4129
|
+
rallocv(m, r, _state);
|
4130
|
+
for(i=0; i<=m-1; i++)
|
4131
|
+
{
|
4132
|
+
r->ptr.p_double[i] = (double)(0);
|
4133
|
+
}
|
4134
|
+
}
|
4135
|
+
else
|
4136
|
+
{
|
4137
|
+
rallocv(m+n-1, r, _state);
|
4138
|
+
for(i=0; i<=m+n-2; i++)
|
4139
|
+
{
|
4140
|
+
r->ptr.p_double[i] = (double)(0);
|
4141
|
+
}
|
4142
|
+
}
|
4143
|
+
|
4144
|
+
/*
|
4145
|
+
* pre-calculated FFT(B)
|
4146
|
+
*/
|
4147
|
+
ae_v_move(&buf2.ptr.p_double[0], 1, &b->ptr.p_double[0], 1, ae_v_len(0,n-1));
|
4148
|
+
for(j=n; j<=q+n-2; j++)
|
4149
|
+
{
|
4150
|
+
buf2.ptr.p_double[j] = (double)(0);
|
4151
|
+
}
|
4152
|
+
fftr1dinternaleven(&buf2, q+n-1, &buf3, &plan, _state);
|
4153
|
+
|
4154
|
+
/*
|
4155
|
+
* main overlap-add cycle
|
4156
|
+
*/
|
4157
|
+
i = 0;
|
4158
|
+
while(i<=m-1)
|
4159
|
+
{
|
4160
|
+
p = ae_minint(q, m-i, _state);
|
4161
|
+
ae_v_move(&buf.ptr.p_double[0], 1, &a->ptr.p_double[i], 1, ae_v_len(0,p-1));
|
4162
|
+
for(j=p; j<=q+n-2; j++)
|
4163
|
+
{
|
4164
|
+
buf.ptr.p_double[j] = (double)(0);
|
4165
|
+
}
|
4166
|
+
fftr1dinternaleven(&buf, q+n-1, &buf3, &plan, _state);
|
4167
|
+
buf.ptr.p_double[0] = buf.ptr.p_double[0]*buf2.ptr.p_double[0];
|
4168
|
+
buf.ptr.p_double[1] = buf.ptr.p_double[1]*buf2.ptr.p_double[1];
|
4169
|
+
for(j=1; j<=(q+n-1)/2-1; j++)
|
4170
|
+
{
|
4171
|
+
ax = buf.ptr.p_double[2*j+0];
|
4172
|
+
ay = buf.ptr.p_double[2*j+1];
|
4173
|
+
bx = buf2.ptr.p_double[2*j+0];
|
4174
|
+
by = buf2.ptr.p_double[2*j+1];
|
4175
|
+
tx = ax*bx-ay*by;
|
4176
|
+
ty = ax*by+ay*bx;
|
4177
|
+
buf.ptr.p_double[2*j+0] = tx;
|
4178
|
+
buf.ptr.p_double[2*j+1] = ty;
|
4179
|
+
}
|
4180
|
+
fftr1dinvinternaleven(&buf, q+n-1, &buf3, &plan, _state);
|
4181
|
+
if( circular )
|
4182
|
+
{
|
4183
|
+
j1 = ae_minint(i+p+n-2, m-1, _state)-i;
|
4184
|
+
j2 = j1+1;
|
4185
|
+
}
|
4186
|
+
else
|
4187
|
+
{
|
4188
|
+
j1 = p+n-2;
|
4189
|
+
j2 = j1+1;
|
4190
|
+
}
|
4191
|
+
ae_v_add(&r->ptr.p_double[i], 1, &buf.ptr.p_double[0], 1, ae_v_len(i,i+j1));
|
4192
|
+
if( p+n-2>=j2 )
|
4193
|
+
{
|
4194
|
+
ae_v_add(&r->ptr.p_double[0], 1, &buf.ptr.p_double[j2], 1, ae_v_len(0,p+n-2-j2));
|
4195
|
+
}
|
4196
|
+
i = i+p;
|
4197
|
+
}
|
4198
|
+
ae_frame_leave(_state);
|
4199
|
+
return;
|
4200
|
+
}
|
4201
|
+
ae_frame_leave(_state);
|
4202
|
+
}
|
4203
|
+
|
4204
|
+
|
4205
|
+
#endif
|
4206
|
+
#if defined(AE_COMPILE_CORR) || !defined(AE_PARTIAL_BUILD)
|
4207
|
+
|
4208
|
+
|
4209
|
+
/*************************************************************************
|
4210
|
+
1-dimensional complex cross-correlation.
|
4211
|
+
|
4212
|
+
For given Pattern/Signal returns corr(Pattern,Signal) (non-circular).
|
4213
|
+
|
4214
|
+
Correlation is calculated using reduction to convolution. Algorithm with
|
4215
|
+
max(N,N)*log(max(N,N)) complexity is used (see ConvC1D() for more info
|
4216
|
+
about performance).
|
4217
|
+
|
4218
|
+
IMPORTANT:
|
4219
|
+
for historical reasons subroutine accepts its parameters in reversed
|
4220
|
+
order: CorrC1D(Signal, Pattern) = Pattern x Signal (using traditional
|
4221
|
+
definition of cross-correlation, denoting cross-correlation as "x").
|
4222
|
+
|
4223
|
+
INPUT PARAMETERS
|
4224
|
+
Signal - array[0..N-1] - complex function to be transformed,
|
4225
|
+
signal containing pattern
|
4226
|
+
N - problem size
|
4227
|
+
Pattern - array[0..M-1] - complex function to be transformed,
|
4228
|
+
pattern to 'search' within a signal
|
4229
|
+
M - problem size
|
4230
|
+
|
4231
|
+
OUTPUT PARAMETERS
|
4232
|
+
R - cross-correlation, array[0..N+M-2]:
|
4233
|
+
* positive lags are stored in R[0..N-1],
|
4234
|
+
R[i] = sum(conj(pattern[j])*signal[i+j]
|
4235
|
+
* negative lags are stored in R[N..N+M-2],
|
4236
|
+
R[N+M-1-i] = sum(conj(pattern[j])*signal[-i+j]
|
4237
|
+
|
4238
|
+
NOTE:
|
4239
|
+
It is assumed that pattern domain is [0..M-1]. If Pattern is non-zero
|
4240
|
+
on [-K..M-1], you can still use this subroutine, just shift result by K.
|
4241
|
+
|
4242
|
+
NOTE: there is a buffered version of this function, CorrC1DBuf(), which
|
4243
|
+
can reuse space previously allocated in its output parameter R.
|
4244
|
+
|
4245
|
+
-- ALGLIB --
|
4246
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
4247
|
+
*************************************************************************/
|
4248
|
+
void corrc1d(/* Complex */ const ae_vector* signal,
|
4249
|
+
ae_int_t n,
|
4250
|
+
/* Complex */ const ae_vector* pattern,
|
4251
|
+
ae_int_t m,
|
4252
|
+
/* Complex */ ae_vector* r,
|
4253
|
+
ae_state *_state)
|
4254
|
+
{
|
4255
|
+
|
4256
|
+
ae_vector_clear(r);
|
4257
|
+
|
4258
|
+
ae_assert(n>0&&m>0, "CorrC1D: incorrect N or M!", _state);
|
4259
|
+
corrc1dbuf(signal, n, pattern, m, r, _state);
|
4260
|
+
}
|
4261
|
+
|
4262
|
+
|
4263
|
+
/*************************************************************************
|
4264
|
+
1-dimensional complex cross-correlation, a buffered version of CorrC1D()
|
4265
|
+
which does not reallocate R[] if its length is enough to store the result
|
4266
|
+
(i.e. it reuses previously allocated memory as much as possible).
|
4267
|
+
|
4268
|
+
-- ALGLIB --
|
4269
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
4270
|
+
*************************************************************************/
|
4271
|
+
void corrc1dbuf(/* Complex */ const ae_vector* signal,
|
4272
|
+
ae_int_t n,
|
4273
|
+
/* Complex */ const ae_vector* pattern,
|
4274
|
+
ae_int_t m,
|
4275
|
+
/* Complex */ ae_vector* r,
|
4276
|
+
ae_state *_state)
|
4277
|
+
{
|
4278
|
+
ae_frame _frame_block;
|
4279
|
+
ae_vector p;
|
4280
|
+
ae_vector b;
|
4281
|
+
ae_int_t i;
|
4282
|
+
|
4283
|
+
ae_frame_make(_state, &_frame_block);
|
4284
|
+
memset(&p, 0, sizeof(p));
|
4285
|
+
memset(&b, 0, sizeof(b));
|
4286
|
+
ae_vector_init(&p, 0, DT_COMPLEX, _state, ae_true);
|
4287
|
+
ae_vector_init(&b, 0, DT_COMPLEX, _state, ae_true);
|
4288
|
+
|
4289
|
+
ae_assert(n>0&&m>0, "CorrC1DBuf: incorrect N or M!", _state);
|
4290
|
+
ae_vector_set_length(&p, m, _state);
|
4291
|
+
for(i=0; i<=m-1; i++)
|
4292
|
+
{
|
4293
|
+
p.ptr.p_complex[m-1-i] = ae_c_conj(pattern->ptr.p_complex[i], _state);
|
4294
|
+
}
|
4295
|
+
convc1d(&p, m, signal, n, &b, _state);
|
4296
|
+
callocv(m+n-1, r, _state);
|
4297
|
+
ae_v_cmove(&r->ptr.p_complex[0], 1, &b.ptr.p_complex[m-1], 1, "N", ae_v_len(0,n-1));
|
4298
|
+
if( m+n-2>=n )
|
4299
|
+
{
|
4300
|
+
ae_v_cmove(&r->ptr.p_complex[n], 1, &b.ptr.p_complex[0], 1, "N", ae_v_len(n,m+n-2));
|
4301
|
+
}
|
4302
|
+
ae_frame_leave(_state);
|
4303
|
+
}
|
4304
|
+
|
4305
|
+
|
4306
|
+
/*************************************************************************
|
4307
|
+
1-dimensional circular complex cross-correlation.
|
4308
|
+
|
4309
|
+
For given Pattern/Signal returns corr(Pattern,Signal) (circular).
|
4310
|
+
Algorithm has linearithmic complexity for any M/N.
|
4311
|
+
|
4312
|
+
IMPORTANT:
|
4313
|
+
for historical reasons subroutine accepts its parameters in reversed
|
4314
|
+
order: CorrC1DCircular(Signal, Pattern) = Pattern x Signal (using
|
4315
|
+
traditional definition of cross-correlation, denoting cross-correlation
|
4316
|
+
as "x").
|
4317
|
+
|
4318
|
+
INPUT PARAMETERS
|
4319
|
+
Signal - array[0..N-1] - complex function to be transformed,
|
4320
|
+
periodic signal containing pattern
|
4321
|
+
N - problem size
|
4322
|
+
Pattern - array[0..M-1] - complex function to be transformed,
|
4323
|
+
non-periodic pattern to 'search' within a signal
|
4324
|
+
M - problem size
|
4325
|
+
|
4326
|
+
OUTPUT PARAMETERS
|
4327
|
+
R - convolution: A*B. array[0..M-1].
|
4328
|
+
|
4329
|
+
NOTE: there is a buffered version of this function, CorrC1DCircular(),
|
4330
|
+
which can reuse space previously allocated in its output parameter R.
|
4331
|
+
|
4332
|
+
-- ALGLIB --
|
4333
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
4334
|
+
*************************************************************************/
|
4335
|
+
void corrc1dcircular(/* Complex */ const ae_vector* signal,
|
4336
|
+
ae_int_t m,
|
4337
|
+
/* Complex */ const ae_vector* pattern,
|
4338
|
+
ae_int_t n,
|
4339
|
+
/* Complex */ ae_vector* c,
|
4340
|
+
ae_state *_state)
|
4341
|
+
{
|
4342
|
+
ae_frame _frame_block;
|
4343
|
+
ae_vector p;
|
4344
|
+
ae_vector b;
|
4345
|
+
ae_int_t i1;
|
4346
|
+
ae_int_t i2;
|
4347
|
+
ae_int_t i;
|
4348
|
+
ae_int_t j2;
|
4349
|
+
|
4350
|
+
ae_frame_make(_state, &_frame_block);
|
4351
|
+
memset(&p, 0, sizeof(p));
|
4352
|
+
memset(&b, 0, sizeof(b));
|
4353
|
+
ae_vector_clear(c);
|
4354
|
+
ae_vector_init(&p, 0, DT_COMPLEX, _state, ae_true);
|
4355
|
+
ae_vector_init(&b, 0, DT_COMPLEX, _state, ae_true);
|
4356
|
+
|
4357
|
+
ae_assert(n>0&&m>0, "ConvC1DCircular: incorrect N or M!", _state);
|
4358
|
+
|
4359
|
+
/*
|
4360
|
+
* normalize task: make M>=N,
|
4361
|
+
* so A will be longer (at least - not shorter) that B.
|
4362
|
+
*/
|
4363
|
+
if( m<n )
|
4364
|
+
{
|
4365
|
+
ae_vector_set_length(&b, m, _state);
|
4366
|
+
for(i1=0; i1<=m-1; i1++)
|
4367
|
+
{
|
4368
|
+
b.ptr.p_complex[i1] = ae_complex_from_i(0);
|
4369
|
+
}
|
4370
|
+
i1 = 0;
|
4371
|
+
while(i1<n)
|
4372
|
+
{
|
4373
|
+
i2 = ae_minint(i1+m-1, n-1, _state);
|
4374
|
+
j2 = i2-i1;
|
4375
|
+
ae_v_cadd(&b.ptr.p_complex[0], 1, &pattern->ptr.p_complex[i1], 1, "N", ae_v_len(0,j2));
|
4376
|
+
i1 = i1+m;
|
4377
|
+
}
|
4378
|
+
corrc1dcircular(signal, m, &b, m, c, _state);
|
4379
|
+
ae_frame_leave(_state);
|
4380
|
+
return;
|
4381
|
+
}
|
4382
|
+
|
4383
|
+
/*
|
4384
|
+
* Task is normalized
|
4385
|
+
*/
|
4386
|
+
ae_vector_set_length(&p, n, _state);
|
4387
|
+
for(i=0; i<=n-1; i++)
|
4388
|
+
{
|
4389
|
+
p.ptr.p_complex[n-1-i] = ae_c_conj(pattern->ptr.p_complex[i], _state);
|
4390
|
+
}
|
4391
|
+
convc1dcircular(signal, m, &p, n, &b, _state);
|
4392
|
+
ae_vector_set_length(c, m, _state);
|
4393
|
+
ae_v_cmove(&c->ptr.p_complex[0], 1, &b.ptr.p_complex[n-1], 1, "N", ae_v_len(0,m-n));
|
4394
|
+
if( m-n+1<=m-1 )
|
4395
|
+
{
|
4396
|
+
ae_v_cmove(&c->ptr.p_complex[m-n+1], 1, &b.ptr.p_complex[0], 1, "N", ae_v_len(m-n+1,m-1));
|
4397
|
+
}
|
4398
|
+
ae_frame_leave(_state);
|
4399
|
+
}
|
4400
|
+
|
4401
|
+
|
4402
|
+
/*************************************************************************
|
4403
|
+
1-dimensional circular complex cross-correlation.
|
4404
|
+
|
4405
|
+
A buffered function which does not reallocate C[] if its length is enough
|
4406
|
+
to store the result (i.e. it reuses previously allocated memory as much as
|
4407
|
+
possible).
|
4408
|
+
|
4409
|
+
-- ALGLIB --
|
4410
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
4411
|
+
*************************************************************************/
|
4412
|
+
void corrc1dcircularbuf(/* Complex */ const ae_vector* signal,
|
4413
|
+
ae_int_t m,
|
4414
|
+
/* Complex */ const ae_vector* pattern,
|
4415
|
+
ae_int_t n,
|
4416
|
+
/* Complex */ ae_vector* c,
|
4417
|
+
ae_state *_state)
|
4418
|
+
{
|
4419
|
+
ae_frame _frame_block;
|
4420
|
+
ae_vector p;
|
4421
|
+
ae_vector b;
|
4422
|
+
ae_int_t i1;
|
4423
|
+
ae_int_t i2;
|
4424
|
+
ae_int_t i;
|
4425
|
+
ae_int_t j2;
|
4426
|
+
|
4427
|
+
ae_frame_make(_state, &_frame_block);
|
4428
|
+
memset(&p, 0, sizeof(p));
|
4429
|
+
memset(&b, 0, sizeof(b));
|
4430
|
+
ae_vector_init(&p, 0, DT_COMPLEX, _state, ae_true);
|
4431
|
+
ae_vector_init(&b, 0, DT_COMPLEX, _state, ae_true);
|
4432
|
+
|
4433
|
+
ae_assert(n>0&&m>0, "ConvC1DCircular: incorrect N or M!", _state);
|
4434
|
+
|
4435
|
+
/*
|
4436
|
+
* normalize task: make M>=N,
|
4437
|
+
* so A will be longer (at least - not shorter) that B.
|
4438
|
+
*/
|
4439
|
+
if( m<n )
|
4440
|
+
{
|
4441
|
+
ae_vector_set_length(&b, m, _state);
|
4442
|
+
for(i1=0; i1<=m-1; i1++)
|
4443
|
+
{
|
4444
|
+
b.ptr.p_complex[i1] = ae_complex_from_i(0);
|
4445
|
+
}
|
4446
|
+
i1 = 0;
|
4447
|
+
while(i1<n)
|
4448
|
+
{
|
4449
|
+
i2 = ae_minint(i1+m-1, n-1, _state);
|
4450
|
+
j2 = i2-i1;
|
4451
|
+
ae_v_cadd(&b.ptr.p_complex[0], 1, &pattern->ptr.p_complex[i1], 1, "N", ae_v_len(0,j2));
|
4452
|
+
i1 = i1+m;
|
4453
|
+
}
|
4454
|
+
corrc1dcircularbuf(signal, m, &b, m, c, _state);
|
4455
|
+
ae_frame_leave(_state);
|
4456
|
+
return;
|
4457
|
+
}
|
4458
|
+
|
4459
|
+
/*
|
4460
|
+
* Task is normalized
|
4461
|
+
*/
|
4462
|
+
ae_vector_set_length(&p, n, _state);
|
4463
|
+
for(i=0; i<=n-1; i++)
|
4464
|
+
{
|
4465
|
+
p.ptr.p_complex[n-1-i] = ae_c_conj(pattern->ptr.p_complex[i], _state);
|
4466
|
+
}
|
4467
|
+
convc1dcircular(signal, m, &p, n, &b, _state);
|
4468
|
+
callocv(m, c, _state);
|
4469
|
+
ae_v_cmove(&c->ptr.p_complex[0], 1, &b.ptr.p_complex[n-1], 1, "N", ae_v_len(0,m-n));
|
4470
|
+
if( m-n+1<=m-1 )
|
4471
|
+
{
|
4472
|
+
ae_v_cmove(&c->ptr.p_complex[m-n+1], 1, &b.ptr.p_complex[0], 1, "N", ae_v_len(m-n+1,m-1));
|
4473
|
+
}
|
4474
|
+
ae_frame_leave(_state);
|
4475
|
+
}
|
4476
|
+
|
4477
|
+
|
4478
|
+
/*************************************************************************
|
4479
|
+
1-dimensional real cross-correlation.
|
4480
|
+
|
4481
|
+
For given Pattern/Signal returns corr(Pattern,Signal) (non-circular).
|
4482
|
+
|
4483
|
+
Correlation is calculated using reduction to convolution. Algorithm with
|
4484
|
+
max(N,N)*log(max(N,N)) complexity is used (see ConvC1D() for more info
|
4485
|
+
about performance).
|
4486
|
+
|
4487
|
+
IMPORTANT:
|
4488
|
+
for historical reasons subroutine accepts its parameters in reversed
|
4489
|
+
order: CorrR1D(Signal, Pattern) = Pattern x Signal (using traditional
|
4490
|
+
definition of cross-correlation, denoting cross-correlation as "x").
|
4491
|
+
|
4492
|
+
INPUT PARAMETERS
|
4493
|
+
Signal - array[0..N-1] - real function to be transformed,
|
4494
|
+
signal containing pattern
|
4495
|
+
N - problem size
|
4496
|
+
Pattern - array[0..M-1] - real function to be transformed,
|
4497
|
+
pattern to 'search' withing signal
|
4498
|
+
M - problem size
|
4499
|
+
|
4500
|
+
OUTPUT PARAMETERS
|
4501
|
+
R - cross-correlation, array[0..N+M-2]:
|
4502
|
+
* positive lags are stored in R[0..N-1],
|
4503
|
+
R[i] = sum(pattern[j]*signal[i+j]
|
4504
|
+
* negative lags are stored in R[N..N+M-2],
|
4505
|
+
R[N+M-1-i] = sum(pattern[j]*signal[-i+j]
|
4506
|
+
|
4507
|
+
NOTE:
|
4508
|
+
It is assumed that pattern domain is [0..M-1]. If Pattern is non-zero
|
4509
|
+
on [-K..M-1], you can still use this subroutine, just shift result by K.
|
4510
|
+
|
4511
|
+
NOTE: there is a buffered version of this function, CorrR1DBuf(), which
|
4512
|
+
can reuse space previously allocated in its output parameter R.
|
4513
|
+
|
4514
|
+
-- ALGLIB --
|
4515
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
4516
|
+
*************************************************************************/
|
4517
|
+
void corrr1d(/* Real */ const ae_vector* signal,
|
4518
|
+
ae_int_t n,
|
4519
|
+
/* Real */ const ae_vector* pattern,
|
4520
|
+
ae_int_t m,
|
4521
|
+
/* Real */ ae_vector* r,
|
4522
|
+
ae_state *_state)
|
4523
|
+
{
|
4524
|
+
|
4525
|
+
ae_vector_clear(r);
|
4526
|
+
|
4527
|
+
ae_assert(n>0&&m>0, "CorrR1D: incorrect N or M!", _state);
|
4528
|
+
corrr1dbuf(signal, n, pattern, m, r, _state);
|
4529
|
+
}
|
4530
|
+
|
4531
|
+
|
4532
|
+
/*************************************************************************
|
4533
|
+
1-dimensional real cross-correlation, buffered function, which does not
|
4534
|
+
reallocate R[] if its length is enough to store the result (i.e. it reuses
|
4535
|
+
previously allocated memory as much as possible).
|
4536
|
+
|
4537
|
+
-- ALGLIB --
|
4538
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
4539
|
+
*************************************************************************/
|
4540
|
+
void corrr1dbuf(/* Real */ const ae_vector* signal,
|
4541
|
+
ae_int_t n,
|
4542
|
+
/* Real */ const ae_vector* pattern,
|
4543
|
+
ae_int_t m,
|
4544
|
+
/* Real */ ae_vector* r,
|
4545
|
+
ae_state *_state)
|
4546
|
+
{
|
4547
|
+
ae_frame _frame_block;
|
4548
|
+
ae_vector p;
|
4549
|
+
ae_vector b;
|
4550
|
+
ae_int_t i;
|
4551
|
+
|
4552
|
+
ae_frame_make(_state, &_frame_block);
|
4553
|
+
memset(&p, 0, sizeof(p));
|
4554
|
+
memset(&b, 0, sizeof(b));
|
4555
|
+
ae_vector_init(&p, 0, DT_REAL, _state, ae_true);
|
4556
|
+
ae_vector_init(&b, 0, DT_REAL, _state, ae_true);
|
4557
|
+
|
4558
|
+
ae_assert(n>0&&m>0, "CorrR1DBuf: incorrect N or M!", _state);
|
4559
|
+
ae_vector_set_length(&p, m, _state);
|
4560
|
+
for(i=0; i<=m-1; i++)
|
4561
|
+
{
|
4562
|
+
p.ptr.p_double[m-1-i] = pattern->ptr.p_double[i];
|
4563
|
+
}
|
4564
|
+
convr1d(&p, m, signal, n, &b, _state);
|
4565
|
+
rallocv(m+n-1, r, _state);
|
4566
|
+
ae_v_move(&r->ptr.p_double[0], 1, &b.ptr.p_double[m-1], 1, ae_v_len(0,n-1));
|
4567
|
+
if( m+n-2>=n )
|
4568
|
+
{
|
4569
|
+
ae_v_move(&r->ptr.p_double[n], 1, &b.ptr.p_double[0], 1, ae_v_len(n,m+n-2));
|
4570
|
+
}
|
4571
|
+
ae_frame_leave(_state);
|
4572
|
+
}
|
4573
|
+
|
4574
|
+
|
4575
|
+
/*************************************************************************
|
4576
|
+
1-dimensional circular real cross-correlation.
|
4577
|
+
|
4578
|
+
For given Pattern/Signal returns corr(Pattern,Signal) (circular).
|
4579
|
+
Algorithm has linearithmic complexity for any M/N.
|
4580
|
+
|
4581
|
+
IMPORTANT:
|
4582
|
+
for historical reasons subroutine accepts its parameters in reversed
|
4583
|
+
order: CorrR1DCircular(Signal, Pattern) = Pattern x Signal (using
|
4584
|
+
traditional definition of cross-correlation, denoting cross-correlation
|
4585
|
+
as "x").
|
4586
|
+
|
4587
|
+
INPUT PARAMETERS
|
4588
|
+
Signal - array[0..N-1] - real function to be transformed,
|
4589
|
+
periodic signal containing pattern
|
4590
|
+
N - problem size
|
4591
|
+
Pattern - array[0..M-1] - real function to be transformed,
|
4592
|
+
non-periodic pattern to search withing signal
|
4593
|
+
M - problem size
|
4594
|
+
|
4595
|
+
OUTPUT PARAMETERS
|
4596
|
+
R - convolution: A*B. array[0..M-1].
|
4597
|
+
|
4598
|
+
NOTE: there is a buffered version of this function, CorrR1DCircularBuf(),
|
4599
|
+
which can reuse space previously allocated in its output parameter C.
|
4600
|
+
|
4601
|
+
-- ALGLIB --
|
4602
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
4603
|
+
*************************************************************************/
|
4604
|
+
void corrr1dcircular(/* Real */ const ae_vector* signal,
|
4605
|
+
ae_int_t m,
|
4606
|
+
/* Real */ const ae_vector* pattern,
|
4607
|
+
ae_int_t n,
|
4608
|
+
/* Real */ ae_vector* c,
|
4609
|
+
ae_state *_state)
|
4610
|
+
{
|
4611
|
+
|
4612
|
+
ae_vector_clear(c);
|
4613
|
+
|
4614
|
+
ae_assert(n>0&&m>0, "ConvC1DCircular: incorrect N or M!", _state);
|
4615
|
+
corrr1dcircularbuf(signal, m, pattern, n, c, _state);
|
4616
|
+
}
|
4617
|
+
|
4618
|
+
|
4619
|
+
/*************************************************************************
|
4620
|
+
1-dimensional circular real cross-correlation, buffered version , which
|
4621
|
+
does not reallocate C[] if its length is enough to store the result (i.e.
|
4622
|
+
it reuses previously allocated memory as much as possible).
|
4623
|
+
|
4624
|
+
-- ALGLIB --
|
4625
|
+
Copyright 21.07.2009 by Bochkanov Sergey
|
4626
|
+
*************************************************************************/
|
4627
|
+
void corrr1dcircularbuf(/* Real */ const ae_vector* signal,
|
4628
|
+
ae_int_t m,
|
4629
|
+
/* Real */ const ae_vector* pattern,
|
4630
|
+
ae_int_t n,
|
4631
|
+
/* Real */ ae_vector* c,
|
4632
|
+
ae_state *_state)
|
4633
|
+
{
|
4634
|
+
ae_frame _frame_block;
|
4635
|
+
ae_vector p;
|
4636
|
+
ae_vector b;
|
4637
|
+
ae_int_t i1;
|
4638
|
+
ae_int_t i2;
|
4639
|
+
ae_int_t i;
|
4640
|
+
ae_int_t j2;
|
4641
|
+
|
4642
|
+
ae_frame_make(_state, &_frame_block);
|
4643
|
+
memset(&p, 0, sizeof(p));
|
4644
|
+
memset(&b, 0, sizeof(b));
|
4645
|
+
ae_vector_init(&p, 0, DT_REAL, _state, ae_true);
|
4646
|
+
ae_vector_init(&b, 0, DT_REAL, _state, ae_true);
|
4647
|
+
|
4648
|
+
ae_assert(n>0&&m>0, "ConvC1DCircular: incorrect N or M!", _state);
|
4649
|
+
|
4650
|
+
/*
|
4651
|
+
* normalize task: make M>=N,
|
4652
|
+
* so A will be longer (at least - not shorter) that B.
|
4653
|
+
*/
|
4654
|
+
if( m<n )
|
4655
|
+
{
|
4656
|
+
ae_vector_set_length(&b, m, _state);
|
4657
|
+
for(i1=0; i1<=m-1; i1++)
|
4658
|
+
{
|
4659
|
+
b.ptr.p_double[i1] = (double)(0);
|
4660
|
+
}
|
4661
|
+
i1 = 0;
|
4662
|
+
while(i1<n)
|
4663
|
+
{
|
4664
|
+
i2 = ae_minint(i1+m-1, n-1, _state);
|
4665
|
+
j2 = i2-i1;
|
4666
|
+
ae_v_add(&b.ptr.p_double[0], 1, &pattern->ptr.p_double[i1], 1, ae_v_len(0,j2));
|
4667
|
+
i1 = i1+m;
|
4668
|
+
}
|
4669
|
+
corrr1dcircularbuf(signal, m, &b, m, c, _state);
|
4670
|
+
ae_frame_leave(_state);
|
4671
|
+
return;
|
4672
|
+
}
|
4673
|
+
|
4674
|
+
/*
|
4675
|
+
* Task is normalized
|
4676
|
+
*/
|
4677
|
+
ae_vector_set_length(&p, n, _state);
|
4678
|
+
for(i=0; i<=n-1; i++)
|
4679
|
+
{
|
4680
|
+
p.ptr.p_double[n-1-i] = pattern->ptr.p_double[i];
|
4681
|
+
}
|
4682
|
+
convr1dcircularbuf(signal, m, &p, n, &b, _state);
|
4683
|
+
rallocv(m, c, _state);
|
4684
|
+
ae_v_move(&c->ptr.p_double[0], 1, &b.ptr.p_double[n-1], 1, ae_v_len(0,m-n));
|
4685
|
+
if( m-n+1<=m-1 )
|
4686
|
+
{
|
4687
|
+
ae_v_move(&c->ptr.p_double[m-n+1], 1, &b.ptr.p_double[0], 1, ae_v_len(m-n+1,m-1));
|
4688
|
+
}
|
4689
|
+
ae_frame_leave(_state);
|
4690
|
+
}
|
4691
|
+
|
4692
|
+
|
4693
|
+
#endif
|
4694
|
+
|
4695
|
+
}
|
4696
|
+
|