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From: <par...@us...> - 2012-08-14 20:50:49
|
Revision: 10873
http://octave.svn.sourceforge.net/octave/?rev=10873&view=rev
Author: paramaniac
Date: 2012-08-14 20:50:42 +0000 (Tue, 14 Aug 2012)
Log Message:
-----------
control: fix oct-filename
Modified Paths:
--------------
trunk/octave-forge/main/control/src/slib01ad.cc
trunk/octave-forge/main/control/src/slib01cd.cc
trunk/octave-forge/main/control/src/slident.cc
Modified: trunk/octave-forge/main/control/src/slib01ad.cc
===================================================================
--- trunk/octave-forge/main/control/src/slib01ad.cc 2012-08-14 20:33:19 UTC (rev 10872)
+++ trunk/octave-forge/main/control/src/slib01ad.cc 2012-08-14 20:50:42 UTC (rev 10873)
@@ -50,7 +50,7 @@
int& IWARN, int& INFO);
}
-// PKG_ADD: autoload ("slib01ad", "devel_slicot_functions.oct");
+// PKG_ADD: autoload ("slib01ad", "control_slicot_functions.oct");
DEFUN_DLD (slib01ad, args, nargout,
"-*- texinfo -*-\n\
Slicot IB01AD Release 5.0\n\
Modified: trunk/octave-forge/main/control/src/slib01cd.cc
===================================================================
--- trunk/octave-forge/main/control/src/slib01cd.cc 2012-08-14 20:33:19 UTC (rev 10872)
+++ trunk/octave-forge/main/control/src/slib01cd.cc 2012-08-14 20:50:42 UTC (rev 10873)
@@ -52,7 +52,7 @@
int& IWARN, int& INFO);
}
-// PKG_ADD: autoload ("slib01cd", "devel_slicot_functions.oct");
+// PKG_ADD: autoload ("slib01cd", "control_slicot_functions.oct");
DEFUN_DLD (slib01cd, args, nargout,
"-*- texinfo -*-\n\
Slicot IB01CD Release 5.0\n\
Modified: trunk/octave-forge/main/control/src/slident.cc
===================================================================
--- trunk/octave-forge/main/control/src/slident.cc 2012-08-14 20:33:19 UTC (rev 10872)
+++ trunk/octave-forge/main/control/src/slident.cc 2012-08-14 20:50:42 UTC (rev 10873)
@@ -86,7 +86,7 @@
int& IWARN, int& INFO);
}
-// PKG_ADD: autoload ("slident", "devel_slicot_functions.oct");
+// PKG_ADD: autoload ("slident", "control_slicot_functions.oct");
DEFUN_DLD (slident, args, nargout,
"-*- texinfo -*-\n\
Slicot IB01AD Release 5.0\n\
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|
|
From: <par...@us...> - 2012-08-14 20:33:25
|
Revision: 10872
http://octave.svn.sourceforge.net/octave/?rev=10872&view=rev
Author: paramaniac
Date: 2012-08-14 20:33:19 +0000 (Tue, 14 Aug 2012)
Log Message:
-----------
control: fix makefile
Modified Paths:
--------------
trunk/octave-forge/main/control/src/Makefile
Modified: trunk/octave-forge/main/control/src/Makefile
===================================================================
--- trunk/octave-forge/main/control/src/Makefile 2012-08-14 20:33:09 UTC (rev 10871)
+++ trunk/octave-forge/main/control/src/Makefile 2012-08-14 20:33:19 UTC (rev 10872)
@@ -52,6 +52,9 @@
is_real_square_matrix.oct: is_real_square_matrix.cc
$(MKOCTFILE) is_real_square_matrix.cc
+is_matrix.oct: is_matrix.cc
+ $(MKOCTFILE) is_matrix.cc
+
clean:
rm -rf *.o core octave-core *.oct *~ *.f slicot
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|
|
From: <par...@us...> - 2012-08-14 20:33:15
|
Revision: 10871
http://octave.svn.sourceforge.net/octave/?rev=10871&view=rev
Author: paramaniac
Date: 2012-08-14 20:33:09 +0000 (Tue, 14 Aug 2012)
Log Message:
-----------
control-devel: remove system identification stuff (2)
Modified Paths:
--------------
trunk/octave-forge/extra/control-devel/src/Makefile
Modified: trunk/octave-forge/extra/control-devel/src/Makefile
===================================================================
--- trunk/octave-forge/extra/control-devel/src/Makefile 2012-08-14 20:28:07 UTC (rev 10870)
+++ trunk/octave-forge/extra/control-devel/src/Makefile 2012-08-14 20:33:09 UTC (rev 10871)
@@ -27,10 +27,6 @@
LFLAGS="$(LFLAGS)" \
$(MKOCTFILE) devel_slicot_functions.cc common.cc slicotlibrary.a
-# helpers
-is_matrix.oct: is_matrix.cc
- $(MKOCTFILE) is_matrix.cc
-
clean:
rm -rf *.o core octave-core *.oct *~ *.f slicot
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|
|
From: <par...@us...> - 2012-08-14 20:28:13
|
Revision: 10870
http://octave.svn.sourceforge.net/octave/?rev=10870&view=rev
Author: paramaniac
Date: 2012-08-14 20:28:07 +0000 (Tue, 14 Aug 2012)
Log Message:
-----------
control: fix version string (+ not supported)
Modified Paths:
--------------
trunk/octave-forge/main/control/DESCRIPTION
Modified: trunk/octave-forge/main/control/DESCRIPTION
===================================================================
--- trunk/octave-forge/main/control/DESCRIPTION 2012-08-14 20:23:42 UTC (rev 10869)
+++ trunk/octave-forge/main/control/DESCRIPTION 2012-08-14 20:28:07 UTC (rev 10870)
@@ -1,5 +1,5 @@
Name: Control
-Version: 2.3.52+
+Version: 2.3.53
Date: 2012-08-14
Author: Lukas Reichlin <luk...@gm...>
Maintainer: Lukas Reichlin <luk...@gm...>
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|
|
From: <par...@us...> - 2012-08-14 20:23:48
|
Revision: 10869
http://octave.svn.sourceforge.net/octave/?rev=10869&view=rev
Author: paramaniac
Date: 2012-08-14 20:23:42 +0000 (Tue, 14 Aug 2012)
Log Message:
-----------
control-devel: remove system identification stuff
Modified Paths:
--------------
trunk/octave-forge/extra/control-devel/DESCRIPTION
trunk/octave-forge/extra/control-devel/src/Makefile
trunk/octave-forge/extra/control-devel/src/devel_slicot_functions.cc
Modified: trunk/octave-forge/extra/control-devel/DESCRIPTION
===================================================================
--- trunk/octave-forge/extra/control-devel/DESCRIPTION 2012-08-14 20:18:25 UTC (rev 10868)
+++ trunk/octave-forge/extra/control-devel/DESCRIPTION 2012-08-14 20:23:42 UTC (rev 10869)
@@ -1,6 +1,6 @@
Name: Control-Devel
-Version: 0.2.0
-Date: 2012-05-21
+Version: 0.3.0
+Date: 2012-08-14
Author: Lukas Reichlin <luk...@gm...>
Maintainer: Lukas Reichlin <luk...@gm...>
Title: Control Systems Developer's Playground
Modified: trunk/octave-forge/extra/control-devel/src/Makefile
===================================================================
--- trunk/octave-forge/extra/control-devel/src/Makefile 2012-08-14 20:18:25 UTC (rev 10868)
+++ trunk/octave-forge/extra/control-devel/src/Makefile 2012-08-14 20:23:42 UTC (rev 10869)
@@ -11,8 +11,7 @@
endif
LFLAGS := $(shell $(MKOCTFILE) -p LFLAGS) $(LAPACK_LIBS) $(BLAS_LIBS) $(FLIBS)
-all: devel_slicot_functions.oct \
- is_matrix.oct
+all: devel_slicot_functions.oct
# unpack and compile SLICOT library
slicotlibrary.a: slicot.tar.gz
Modified: trunk/octave-forge/extra/control-devel/src/devel_slicot_functions.cc
===================================================================
--- trunk/octave-forge/extra/control-devel/src/devel_slicot_functions.cc 2012-08-14 20:18:25 UTC (rev 10868)
+++ trunk/octave-forge/extra/control-devel/src/devel_slicot_functions.cc 2012-08-14 20:23:42 UTC (rev 10869)
@@ -1,7 +1,3 @@
-#include "slident.cc" // system identification
-#include "slib01cd.cc" // compute initial state vector
-#include "slib01ad.cc" // compute singular values
-
#include "slident_a.cc"
#include "slident_b.cc"
#include "slident_c.cc"
\ No newline at end of file
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|
|
From: <par...@us...> - 2012-08-14 20:18:31
|
Revision: 10868
http://octave.svn.sourceforge.net/octave/?rev=10868&view=rev
Author: paramaniac
Date: 2012-08-14 20:18:25 +0000 (Tue, 14 Aug 2012)
Log Message:
-----------
control: update news and description
Modified Paths:
--------------
trunk/octave-forge/main/control/DESCRIPTION
trunk/octave-forge/main/control/NEWS
Modified: trunk/octave-forge/main/control/DESCRIPTION
===================================================================
--- trunk/octave-forge/main/control/DESCRIPTION 2012-08-14 20:11:22 UTC (rev 10867)
+++ trunk/octave-forge/main/control/DESCRIPTION 2012-08-14 20:18:25 UTC (rev 10868)
@@ -1,6 +1,6 @@
Name: Control
-Version: 2.3.52
-Date: 2012-06-25
+Version: 2.3.52+
+Date: 2012-08-14
Author: Lukas Reichlin <luk...@gm...>
Maintainer: Lukas Reichlin <luk...@gm...>
Title: Control Systems
Modified: trunk/octave-forge/main/control/NEWS
===================================================================
--- trunk/octave-forge/main/control/NEWS 2012-08-14 20:11:22 UTC (rev 10867)
+++ trunk/octave-forge/main/control/NEWS 2012-08-14 20:18:25 UTC (rev 10868)
@@ -4,6 +4,13 @@
control-2.3.53 Release Date: 2012-xx-yy Release Manager: Lukas Reichlin
===============================================================================
+** Added new functions for system identification, including:
+
+ arx iddata ifft
+ moen4 detrend nkshift
+ moesp fft plot
+ n4sid filter resample
+
** feedback
Fixed an argument check which caused false positive error messages.
It was a copy-paste mistake affecting non-square systems.
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|
|
From: <par...@us...> - 2012-08-14 20:11:28
|
Revision: 10867
http://octave.svn.sourceforge.net/octave/?rev=10867&view=rev
Author: paramaniac
Date: 2012-08-14 20:11:22 +0000 (Tue, 14 Aug 2012)
Log Message:
-----------
control: include system identification functions
Modified Paths:
--------------
trunk/octave-forge/main/control/INDEX
trunk/octave-forge/main/control/inst/test_control.m
trunk/octave-forge/main/control/src/Makefile
trunk/octave-forge/main/control/src/control_slicot_functions.cc
Modified: trunk/octave-forge/main/control/INDEX
===================================================================
--- trunk/octave-forge/main/control/INDEX 2012-08-14 20:01:58 UTC (rev 10866)
+++ trunk/octave-forge/main/control/INDEX 2012-08-14 20:11:22 UTC (rev 10867)
@@ -108,7 +108,27 @@
cfconred
fwcfconred
spaconred
-Overloaded Operators
+Experimental Data Handling
+ iddata
+ @iddata/cat
+ @iddata/detrend
+ @iddata/diff
+ @iddata/fft
+ @iddata/filter
+ @iddata/get
+ @iddata/ifft
+ @iddata/merge
+ @iddata/nkshift
+ @iddata/plot
+ @iddata/resample
+ @iddata/set
+ @iddata/size
+System Identification
+ arx
+ moen4
+ moesp
+ n4sid
+Overloaded LTI Operators
@lti/ctranspose
@lti/horzcat
@lti/inv
@@ -124,6 +144,11 @@
@lti/uminus
@lti/uplus
@lti/vertcat
+Overloaded IDDATA Operators
+ @iddata/horzcat
+ @iddata/subsasgn
+ @iddata/subsref
+ @iddata/vertcat
Miscellaneous
options
strseq
Modified: trunk/octave-forge/main/control/inst/test_control.m
===================================================================
--- trunk/octave-forge/main/control/inst/test_control.m 2012-08-14 20:01:58 UTC (rev 10866)
+++ trunk/octave-forge/main/control/inst/test_control.m 2012-08-14 20:11:22 UTC (rev 10867)
@@ -103,3 +103,10 @@
test margin
test obsv
test sigma
+
+## identification
+test @iddata/iddata
+test @iddata/cat
+test @iddata/detrend
+test @iddata/fft
+test moen4
Modified: trunk/octave-forge/main/control/src/Makefile
===================================================================
--- trunk/octave-forge/main/control/src/Makefile 2012-08-14 20:01:58 UTC (rev 10866)
+++ trunk/octave-forge/main/control/src/Makefile 2012-08-14 20:11:22 UTC (rev 10867)
@@ -15,7 +15,8 @@
is_real_scalar.oct \
is_real_vector.oct \
is_real_matrix.oct \
- is_real_square_matrix.oct
+ is_real_square_matrix.oct \
+ is_matrix.oct
# TODO: Private oct-files for control package.
Modified: trunk/octave-forge/main/control/src/control_slicot_functions.cc
===================================================================
--- trunk/octave-forge/main/control/src/control_slicot_functions.cc 2012-08-14 20:01:58 UTC (rev 10866)
+++ trunk/octave-forge/main/control/src/control_slicot_functions.cc 2012-08-14 20:11:22 UTC (rev 10867)
@@ -39,6 +39,9 @@
#include "slsb16bd.cc" // coprime factorization state-feedback controller reduction
#include "slsb16cd.cc" // frequency-weighted coprime factorization state-feedback controller reduction
#include "slsb10yd.cc" // fit state-space model to frequency response data
+#include "slident.cc" // system identification
+#include "slib01cd.cc" // compute initial state vector
+#include "slib01ad.cc" // compute singular values
// stub function to avoid gen_doc_cache warning upon package installation
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|
|
From: <par...@us...> - 2012-08-14 20:02:06
|
Revision: 10866
http://octave.svn.sourceforge.net/octave/?rev=10866&view=rev
Author: paramaniac
Date: 2012-08-14 20:01:58 +0000 (Tue, 14 Aug 2012)
Log Message:
-----------
extra/control-devel ---> main/control (2)
Added Paths:
-----------
trunk/octave-forge/main/control/src/is_matrix.cc
trunk/octave-forge/main/control/src/slib01ad.cc
trunk/octave-forge/main/control/src/slib01cd.cc
trunk/octave-forge/main/control/src/slident.cc
Removed Paths:
-------------
trunk/octave-forge/extra/control-devel/src/is_matrix.cc
trunk/octave-forge/extra/control-devel/src/slib01ad.cc
trunk/octave-forge/extra/control-devel/src/slib01cd.cc
trunk/octave-forge/extra/control-devel/src/slident.cc
Deleted: trunk/octave-forge/extra/control-devel/src/is_matrix.cc
===================================================================
--- trunk/octave-forge/extra/control-devel/src/is_matrix.cc 2012-08-14 19:59:40 UTC (rev 10865)
+++ trunk/octave-forge/extra/control-devel/src/is_matrix.cc 2012-08-14 20:01:58 UTC (rev 10866)
@@ -1,60 +0,0 @@
-/*
-
-Copyright (C) 2012 Lukas F. Reichlin
-
-This file is part of LTI Syncope.
-
-LTI Syncope is free software: you can redistribute it and/or modify
-it under the terms of the GNU General Public License as published by
-the Free Software Foundation, either version 3 of the License, or
-(at your option) any later version.
-
-LTI Syncope is distributed in the hope that it will be useful,
-but WITHOUT ANY WARRANTY; without even the implied warranty of
-MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-GNU General Public License for more details.
-
-You should have received a copy of the GNU General Public License
-along with LTI Syncope. If not, see <http://www.gnu.org/licenses/>.
-
-Return true if argument is a real matrix.
-
-Author: Lukas Reichlin <luk...@gm...>
-Created: June 2012
-Version: 0.1
-
-*/
-
-#include <octave/oct.h>
-
-DEFUN_DLD (is_matrix, args, nargout,
- "-*- texinfo -*-\n\
-@deftypefn {Loadable Function} {} is_matrix (@var{a}, @dots{})\n\
-Return true if argument is a matrix.\n\
-@var{[]} is a valid matrix.\n\
-Avoid nasty stuff like @code{true = isreal (\"a\")}\n\
-@seealso{is_real_matrix, is_real_square_matrix, is_real_vector, is_real_scalar}\n\
-@end deftypefn")
-{
- octave_value retval = true;
- int nargin = args.length ();
-
- if (nargin == 0)
- {
- print_usage ();
- }
- else
- {
- for (int i = 0; i < nargin; i++)
- {
- if (args(i).ndims () != 2 || ! args(i).is_numeric_type ()
- || ! (args(i).is_complex_type () || args(i).is_real_type ()))
- {
- retval = false;
- break;
- }
- }
- }
-
- return retval;
-}
Deleted: trunk/octave-forge/extra/control-devel/src/slib01ad.cc
===================================================================
--- trunk/octave-forge/extra/control-devel/src/slib01ad.cc 2012-08-14 19:59:40 UTC (rev 10865)
+++ trunk/octave-forge/extra/control-devel/src/slib01ad.cc 2012-08-14 20:01:58 UTC (rev 10866)
@@ -1,383 +0,0 @@
-/*
-
-Copyright (C) 2012 Lukas F. Reichlin
-
-This file is part of LTI Syncope.
-
-LTI Syncope is free software: you can redistribute it and/or modify
-it under the terms of the GNU General Public License as published by
-the Free Software Foundation, either version 3 of the License, or
-(at your option) any later version.
-
-LTI Syncope is distributed in the hope that it will be useful,
-but WITHOUT ANY WARRANTY; without even the implied warranty of
-MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-GNU General Public License for more details.
-
-You should have received a copy of the GNU General Public License
-along with LTI Syncope. If not, see <http://www.gnu.org/licenses/>.
-
-SLICOT system identification
-Uses SLICOT IB01AD, IB01BD and IB01CD by courtesy of NICONET e.V.
-<http://www.slicot.org>
-
-Author: Lukas Reichlin <luk...@gm...>
-Created: March 2012
-Version: 0.1
-
-*/
-
-#include <octave/oct.h>
-#include <octave/f77-fcn.h>
-#include <octave/Cell.h>
-#include "common.h"
-
-extern "C"
-{
- int F77_FUNC (ib01ad, IB01AD)
- (char& METH, char& ALG, char& JOBD,
- char& BATCH, char& CONCT, char& CTRL,
- int& NOBR, int& M, int& L,
- int& NSMP,
- double* U, int& LDU,
- double* Y, int& LDY,
- int& N,
- double* R, int& LDR,
- double* SV,
- double& RCOND, double& TOL,
- int* IWORK,
- double* DWORK, int& LDWORK,
- int& IWARN, int& INFO);
-}
-
-// PKG_ADD: autoload ("slib01ad", "devel_slicot_functions.oct");
-DEFUN_DLD (slib01ad, args, nargout,
- "-*- texinfo -*-\n\
-Slicot IB01AD Release 5.0\n\
-No argument checking.\n\
-For internal use only.")
-{
- int nargin = args.length ();
- octave_value_list retval;
-
- if (nargin != 10)
- {
- print_usage ();
- }
- else
- {
-////////////////////////////////////////////////////////////////////////////////////
-// SLICOT IB01AD - preprocess the input-output data //
-////////////////////////////////////////////////////////////////////////////////////
-
- // arguments in
- char meth_a;
- char meth_b;
- char alg;
- char jobd;
- char batch;
- char conct;
- char ctrl = 'N';
-
- const Cell y_cell = args(0).cell_value ();
- const Cell u_cell = args(1).cell_value ();
- int nobr = args(2).int_value ();
- int nuser = args(3).int_value ();
-
- const int imeth = args(4).int_value ();
- const int ialg = args(5).int_value ();
- const int iconct = args(6).int_value ();
- const int ictrl = args(7).int_value (); // ignored
-
- double rcond = args(8).double_value ();
- double tol_a = args(9).double_value ();
-
- double tol_b = rcond;
- double tol_c = rcond;
-
-
- switch (imeth)
- {
- case 0:
- meth_a = 'M';
- meth_b = 'M';
- break;
- case 1:
- meth_a = 'N';
- meth_b = 'N';
- break;
- case 2:
- meth_a = 'N'; // no typo here
- meth_b = 'C';
- break;
- default:
- error ("slib01ad: argument 'meth' invalid");
- }
-
- switch (ialg)
- {
- case 0:
- alg = 'C';
- break;
- case 1:
- alg = 'F';
- break;
- case 2:
- alg = 'Q';
- break;
- default:
- error ("slib01ad: argument 'alg' invalid");
- }
-
- if (meth_a == 'M')
- jobd = 'M';
- else // meth_a == 'N'
- jobd = 'N'; // IB01AD.f says: This parameter is not relevant for METH = 'N'
-
- if (iconct == 0)
- conct = 'C';
- else
- conct = 'N';
-/*
- if (ictrl == 0)
- ctrl = 'C';
- else
- ctrl = 'N';
-*/
- // m and l are equal for all experiments, checked by iddata class
- int n_exp = y_cell.nelem (); // number of experiments
- int m = u_cell.elem(0).columns (); // m: number of inputs
- int l = y_cell.elem(0).columns (); // l: number of outputs
- int nsmpl = 0; // total number of samples
-
- // arguments out
- int n;
- int ldr;
-
- if (meth_a == 'M' && jobd == 'M')
- ldr = max (2*(m+l)*nobr, 3*m*nobr);
- else if (meth_a == 'N' || (meth_a == 'M' && jobd == 'N'))
- ldr = 2*(m+l)*nobr;
- else
- error ("slib01ad: could not handle 'ldr' case");
-
- Matrix r (ldr, 2*(m+l)*nobr);
- ColumnVector sv (l*nobr);
-
-
- // repeat for every experiment in the dataset
- for (int i = 0; i < n_exp; i++)
- {
- if (n_exp == 1)
- batch = 'O'; // one block only
- else if (i == 0)
- batch = 'F'; // first block
- else if (i == n_exp-1)
- batch = 'L'; // last block
- else
- batch = 'I'; // intermediate block
-
- Matrix y = y_cell.elem(i).matrix_value ();
- Matrix u = u_cell.elem(i).matrix_value ();
-
- // y.rows == u.rows is checked by iddata class
- // int m = u.columns (); // m: number of inputs
- // int l = y.columns (); // l: number of outputs
- int nsmp = y.rows (); // nsmp: number of samples in the current experiment
- nsmpl += nsmp; // nsmpl: total number of samples of all experiments
-
- // minimal nsmp size checked by __slicot_identification__.m
- if (batch == 'O')
- {
- if (nsmp < 2*(m+l+1)*nobr - 1)
- error ("slident: require NSMP >= 2*(M+L+1)*NOBR - 1");
- }
- else
- {
- if (nsmp < 2*nobr)
- error ("slident: require NSMP >= 2*NOBR");
- }
-
- int ldu;
-
- if (m == 0)
- ldu = 1;
- else // m > 0
- ldu = nsmp;
-
- int ldy = nsmp;
-
- // workspace
- int liwork_a;
-
- if (meth_a == 'N') // if METH = 'N'
- liwork_a = (m+l)*nobr;
- else if (alg == 'F') // if METH = 'M' and ALG = 'F'
- liwork_a = m+l;
- else // if METH = 'M' and ALG = 'C' or 'Q'
- liwork_a = 0;
-
- // TODO: Handle 'k' for DWORK
-
- int ldwork_a;
- int ns = nsmp - 2*nobr + 1;
-
- if (alg == 'C')
- {
- if (batch == 'F' || batch == 'I')
- {
- if (conct == 'C')
- ldwork_a = (4*nobr-2)*(m+l);
- else // (conct == 'N')
- ldwork_a = 1;
- }
- else if (meth_a == 'M') // && (batch == 'L' || batch == 'O')
- {
- if (conct == 'C' && batch == 'L')
- ldwork_a = max ((4*nobr-2)*(m+l), 5*l*nobr);
- else if (jobd == 'M')
- ldwork_a = max ((2*m-1)*nobr, (m+l)*nobr, 5*l*nobr);
- else // (jobd == 'N')
- ldwork_a = 5*l*nobr;
- }
- else // meth_b == 'N' && (batch == 'L' || batch == 'O')
- {
- ldwork_a = 5*(m+l)*nobr + 1;
- }
- }
- else if (alg == 'F')
- {
- if (batch != 'O' && conct == 'C')
- ldwork_a = (m+l)*2*nobr*(m+l+3);
- else if (batch == 'F' || batch == 'I') // && conct == 'N'
- ldwork_a = (m+l)*2*nobr*(m+l+1);
- else // (batch == 'L' || '0' && conct == 'N')
- ldwork_a = (m+l)*4*nobr*(m+l+1)+(m+l)*2*nobr;
- }
- else // (alg == 'Q')
- {
- // int ns = nsmp - 2*nobr + 1;
-
- if (ldr >= ns && batch == 'F')
- {
- ldwork_a = 4*(m+l)*nobr;
- }
- else if (ldr >= ns && batch == 'O')
- {
- if (meth_a == 'M')
- ldwork_a = max (4*(m+l)*nobr, 5*l*nobr);
- else // (meth == 'N')
- ldwork_a = 5*(m+l)*nobr + 1;
- }
- else if (conct == 'C' && (batch == 'I' || batch == 'L'))
- {
- ldwork_a = 4*(nobr+1)*(m+l)*nobr;
- }
- else // if ALG = 'Q', (BATCH = 'F' or 'O', and LDR < NS), or (BATCH = 'I' or 'L' and CONCT = 'N')
- {
- ldwork_a = 6*(m+l)*nobr;
- }
- }
-
- /*
- IB01AD.f Lines 438-445
- C FURTHER COMMENTS
- C
- C For ALG = 'Q', BATCH = 'O' and LDR < NS, or BATCH <> 'O', the
- C calculations could be rather inefficient if only minimal workspace
- C (see argument LDWORK) is provided. It is advisable to provide as
- C much workspace as possible. Almost optimal efficiency can be
- C obtained for LDWORK = (NS+2)*(2*(M+L)*NOBR), assuming that the
- C cache size is large enough to accommodate R, U, Y, and DWORK.
- */
-
- ldwork_a = max (ldwork_a, (ns+2)*(2*(m+l)*nobr));
-
- /*
- IB01AD.f Lines 291-195:
- c the workspace used for alg = 'q' is
- c ldrwrk*2*(m+l)*nobr + 4*(m+l)*nobr,
- c where ldrwrk = ldwork/(2*(m+l)*nobr) - 2; recommended
- c value ldrwrk = ns, assuming a large enough cache size.
- c for good performance, ldwork should be larger.
-
- somehow ldrwrk and ldwork must have been mixed up here
-
- */
-
-
- OCTAVE_LOCAL_BUFFER (int, iwork_a, liwork_a);
- OCTAVE_LOCAL_BUFFER (double, dwork_a, ldwork_a);
-
- // error indicators
- int iwarn_a = 0;
- int info_a = 0;
-
-
- // SLICOT routine IB01AD
- F77_XFCN (ib01ad, IB01AD,
- (meth_a, alg, jobd,
- batch, conct, ctrl,
- nobr, m, l,
- nsmp,
- u.fortran_vec (), ldu,
- y.fortran_vec (), ldy,
- n,
- r.fortran_vec (), ldr,
- sv.fortran_vec (),
- rcond, tol_a,
- iwork_a,
- dwork_a, ldwork_a,
- iwarn_a, info_a));
-
-
- if (f77_exception_encountered)
- error ("ident: exception in SLICOT subroutine IB01AD");
-
- static const char* err_msg[] = {
- "0: OK",
- "1: a fast algorithm was requested (ALG = 'C', or 'F') "
- "in sequential data processing, but it failed; the "
- "routine can be repeatedly called again using the "
- "standard QR algorithm",
- "2: the singular value decomposition (SVD) algorithm did "
- "not converge"};
-
- static const char* warn_msg[] = {
- "0: OK",
- "1: the number of 100 cycles in sequential data "
- "processing has been exhausted without signaling "
- "that the last block of data was get; the cycle "
- "counter was reinitialized",
- "2: a fast algorithm was requested (ALG = 'C' or 'F'), "
- "but it failed, and the QR algorithm was then used "
- "(non-sequential data processing)",
- "3: all singular values were exactly zero, hence N = 0 "
- "(both input and output were identically zero)",
- "4: the least squares problems with coefficient matrix "
- "U_f, used for computing the weighted oblique "
- "projection (for METH = 'N'), have a rank-deficient "
- "coefficient matrix",
- "5: the least squares problem with coefficient matrix "
- "r_1 [6], used for computing the weighted oblique "
- "projection (for METH = 'N'), has a rank-deficient "
- "coefficient matrix"};
-
-
- error_msg ("ident: IB01AD", info_a, 2, err_msg);
- warning_msg ("ident: IB01AD", iwarn_a, 5, warn_msg);
- }
-
-
- // resize
- int rs = 2*(m+l)*nobr;
- r.resize (rs, rs);
-
-
- // return values
- retval(0) = sv;
- retval(1) = octave_value (n);
- }
-
- return retval;
-}
Deleted: trunk/octave-forge/extra/control-devel/src/slib01cd.cc
===================================================================
--- trunk/octave-forge/extra/control-devel/src/slib01cd.cc 2012-08-14 19:59:40 UTC (rev 10865)
+++ trunk/octave-forge/extra/control-devel/src/slib01cd.cc 2012-08-14 20:01:58 UTC (rev 10866)
@@ -1,200 +0,0 @@
-/*
-
-Copyright (C) 2012 Lukas F. Reichlin
-
-This file is part of LTI Syncope.
-
-LTI Syncope is free software: you can redistribute it and/or modify
-it under the terms of the GNU General Public License as published by
-the Free Software Foundation, either version 3 of the License, or
-(at your option) any later version.
-
-LTI Syncope is distributed in the hope that it will be useful,
-but WITHOUT ANY WARRANTY; without even the implied warranty of
-MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-GNU General Public License for more details.
-
-You should have received a copy of the GNU General Public License
-along with LTI Syncope. If not, see <http://www.gnu.org/licenses/>.
-
-Compute initial state vector x0
-Uses IB01CD by courtesy of NICONET e.V.
-<http://www.slicot.org>
-
-Author: Lukas Reichlin <luk...@gm...>
-Created: May 2012
-Version: 0.1
-
-*/
-
-#include <octave/oct.h>
-#include <octave/f77-fcn.h>
-#include <octave/Cell.h>
-#include "common.h"
-
-extern "C"
-{
- int F77_FUNC (ib01cd, IB01CD)
- (char& JOBX0, char& COMUSE, char& JOB,
- int& N, int& M, int& L,
- int& NSMP,
- double* A, int& LDA,
- double* B, int& LDB,
- double* C, int& LDC,
- double* D, int& LDD,
- double* U, int& LDU,
- double* Y, int& LDY,
- double* X0,
- double* V, int& LDV,
- double& TOL,
- int* IWORK,
- double* DWORK, int& LDWORK,
- int& IWARN, int& INFO);
-}
-
-// PKG_ADD: autoload ("slib01cd", "devel_slicot_functions.oct");
-DEFUN_DLD (slib01cd, args, nargout,
- "-*- texinfo -*-\n\
-Slicot IB01CD Release 5.0\n\
-No argument checking.\n\
-For internal use only.")
-{
- int nargin = args.length ();
- octave_value_list retval;
-
- if (nargin != 7)
- {
- print_usage ();
- }
- else
- {
- // arguments in
- char jobx0 = 'X';
- char comuse = 'U';
- char jobbd = 'D';
-
- const Cell y_cell = args(0).cell_value ();
- const Cell u_cell = args(1).cell_value ();
-
- Matrix a = args(2).matrix_value ();
- Matrix b = args(3).matrix_value ();
- Matrix c = args(4).matrix_value ();
- Matrix d = args(5).matrix_value ();
-
- double rcond = args(6).double_value ();
- double tol_c = rcond;
-
- int n = a.rows (); // n: number of states
- int m = b.columns (); // m: number of inputs
- int l = c.rows (); // l: number of outputs
-
- int lda = max (1, n);
- int ldb = max (1, n);
- int ldc = max (1, l);
- int ldd = max (1, l);
-
- // m and l are equal for all experiments, checked by iddata class
- int n_exp = y_cell.nelem (); // number of experiments
-
-
- // arguments out
- Cell x0_cell (n_exp, 1); // cell of initial state vectors x0
-
- // repeat for every experiment in the dataset
- // compute individual initial state vector x0 for every experiment
- for (int i = 0; i < n_exp; i++)
- {
- Matrix y = y_cell.elem(i).matrix_value ();
- Matrix u = u_cell.elem(i).matrix_value ();
-
- int nsmp = y.rows (); // nsmp: number of samples
- int ldv = max (1, n);
-
- int ldu;
-
- if (m == 0)
- ldu = 1;
- else // m > 0
- ldu = nsmp;
-
- int ldy = nsmp;
-
- // arguments out
- ColumnVector x0 (n);
- Matrix v (ldv, n);
-
- // workspace
- int liwork_c = n; // if JOBX0 = 'X' and COMUSE <> 'C'
- int ldwork_c;
- int t = nsmp;
-
- int ldw1_c = 2;
- int ldw2_c = t*l*(n + 1) + 2*n + max (2*n*n, 4*n);
- int ldw3_c = n*(n + 1) + 2*n + max (n*l*(n + 1) + 2*n*n + l*n, 4*n);
-
- ldwork_c = ldw1_c + n*( n + m + l ) + max (5*n, ldw1_c, min (ldw2_c, ldw3_c));
-
- OCTAVE_LOCAL_BUFFER (int, iwork_c, liwork_c);
- OCTAVE_LOCAL_BUFFER (double, dwork_c, ldwork_c);
-
- // error indicators
- int iwarn_c = 0;
- int info_c = 0;
-
- // SLICOT routine IB01CD
- F77_XFCN (ib01cd, IB01CD,
- (jobx0, comuse, jobbd,
- n, m, l,
- nsmp,
- a.fortran_vec (), lda,
- b.fortran_vec (), ldb,
- c.fortran_vec (), ldc,
- d.fortran_vec (), ldd,
- u.fortran_vec (), ldu,
- y.fortran_vec (), ldy,
- x0.fortran_vec (),
- v.fortran_vec (), ldv,
- tol_c,
- iwork_c,
- dwork_c, ldwork_c,
- iwarn_c, info_c));
-
-
- if (f77_exception_encountered)
- error ("slib01cd: exception in SLICOT subroutine IB01CD");
-
- static const char* err_msg_c[] = {
- "0: OK",
- "1: the QR algorithm failed to compute all the "
- "eigenvalues of the matrix A (see LAPACK Library "
- "routine DGEES); the locations DWORK(i), for "
- "i = g+1:g+N*N, contain the partially converged "
- "Schur form",
- "2: the singular value decomposition (SVD) algorithm did "
- "not converge"};
-
- static const char* warn_msg_c[] = {
- "0: OK",
- "1: warning message not specified",
- "2: warning message not specified",
- "3: warning message not specified",
- "4: the least squares problem to be solved has a "
- "rank-deficient coefficient matrix",
- "5: warning message not specified",
- "6: the matrix A is unstable; the estimated x(0) "
- "and/or B and D could be inaccurate"};
-
-
- error_msg ("slib01cd", info_c, 2, err_msg_c);
- warning_msg ("slib01cd", iwarn_c, 6, warn_msg_c);
-
- x0_cell.elem(i) = x0; // add x0 from the current experiment to cell of initial state vectors
- }
-
-
- // return values
- retval(0) = x0_cell;
- }
-
- return retval;
-}
Deleted: trunk/octave-forge/extra/control-devel/src/slident.cc
===================================================================
--- trunk/octave-forge/extra/control-devel/src/slident.cc 2012-08-14 19:59:40 UTC (rev 10865)
+++ trunk/octave-forge/extra/control-devel/src/slident.cc 2012-08-14 20:01:58 UTC (rev 10866)
@@ -1,718 +0,0 @@
-/*
-
-Copyright (C) 2012 Lukas F. Reichlin
-
-This file is part of LTI Syncope.
-
-LTI Syncope is free software: you can redistribute it and/or modify
-it under the terms of the GNU General Public License as published by
-the Free Software Foundation, either version 3 of the License, or
-(at your option) any later version.
-
-LTI Syncope is distributed in the hope that it will be useful,
-but WITHOUT ANY WARRANTY; without even the implied warranty of
-MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-GNU General Public License for more details.
-
-You should have received a copy of the GNU General Public License
-along with LTI Syncope. If not, see <http://www.gnu.org/licenses/>.
-
-SLICOT system identification
-Uses SLICOT IB01AD, IB01BD and IB01CD by courtesy of NICONET e.V.
-<http://www.slicot.org>
-
-Author: Lukas Reichlin <luk...@gm...>
-Created: March 2012
-Version: 0.1
-
-*/
-
-#include <octave/oct.h>
-#include <octave/f77-fcn.h>
-#include <octave/Cell.h>
-#include "common.h"
-
-extern "C"
-{
- int F77_FUNC (ib01ad, IB01AD)
- (char& METH, char& ALG, char& JOBD,
- char& BATCH, char& CONCT, char& CTRL,
- int& NOBR, int& M, int& L,
- int& NSMP,
- double* U, int& LDU,
- double* Y, int& LDY,
- int& N,
- double* R, int& LDR,
- double* SV,
- double& RCOND, double& TOL,
- int* IWORK,
- double* DWORK, int& LDWORK,
- int& IWARN, int& INFO);
-
- int F77_FUNC (ib01bd, IB01BD)
- (char& METH, char& JOB, char& JOBCK,
- int& NOBR, int& N, int& M, int& L,
- int& NSMPL,
- double* R, int& LDR,
- double* A, int& LDA,
- double* C, int& LDC,
- double* B, int& LDB,
- double* D, int& LDD,
- double* Q, int& LDQ,
- double* RY, int& LDRY,
- double* S, int& LDS,
- double* K, int& LDK,
- double& TOL,
- int* IWORK,
- double* DWORK, int& LDWORK,
- bool* BWORK,
- int& IWARN, int& INFO);
-
- int F77_FUNC (ib01cd, IB01CD)
- (char& JOBX0, char& COMUSE, char& JOB,
- int& N, int& M, int& L,
- int& NSMP,
- double* A, int& LDA,
- double* B, int& LDB,
- double* C, int& LDC,
- double* D, int& LDD,
- double* U, int& LDU,
- double* Y, int& LDY,
- double* X0,
- double* V, int& LDV,
- double& TOL,
- int* IWORK,
- double* DWORK, int& LDWORK,
- int& IWARN, int& INFO);
-}
-
-// PKG_ADD: autoload ("slident", "devel_slicot_functions.oct");
-DEFUN_DLD (slident, args, nargout,
- "-*- texinfo -*-\n\
-Slicot IB01AD Release 5.0\n\
-No argument checking.\n\
-For internal use only.")
-{
- int nargin = args.length ();
- octave_value_list retval;
-
- if (nargin != 10)
- {
- print_usage ();
- }
- else
- {
-////////////////////////////////////////////////////////////////////////////////////
-// SLICOT IB01AD - preprocess the input-output data //
-////////////////////////////////////////////////////////////////////////////////////
-
- // arguments in
- char meth_a;
- char meth_b;
- char alg;
- char jobd;
- char batch;
- char conct;
- char ctrl;
-
- const Cell y_cell = args(0).cell_value ();
- const Cell u_cell = args(1).cell_value ();
- int nobr = args(2).int_value ();
- int nuser = args(3).int_value ();
-
- const int imeth = args(4).int_value ();
- const int ialg = args(5).int_value ();
- const int iconct = args(6).int_value ();
- const int ictrl = args(7).int_value ();
-
- double rcond = args(8).double_value ();
- double tol_a = args(9).double_value ();
-
- double tol_b = rcond;
- double tol_c = rcond;
-
-
- switch (imeth)
- {
- case 0:
- meth_a = 'M';
- meth_b = 'M';
- break;
- case 1:
- meth_a = 'N';
- meth_b = 'N';
- break;
- case 2:
- meth_a = 'N'; // no typo here
- meth_b = 'C';
- break;
- default:
- error ("slib01ad: argument 'meth' invalid");
- }
-
- switch (ialg)
- {
- case 0:
- alg = 'C';
- break;
- case 1:
- alg = 'F';
- break;
- case 2:
- alg = 'Q';
- break;
- default:
- error ("slib01ad: argument 'alg' invalid");
- }
-
- if (meth_a == 'M')
- jobd = 'M';
- else // meth_a == 'N'
- jobd = 'N'; // IB01AD.f says: This parameter is not relevant for METH = 'N'
-
- if (iconct == 0)
- conct = 'C';
- else
- conct = 'N';
-
- if (ictrl == 0)
- ctrl = 'C';
- else
- ctrl = 'N';
-
- // m and l are equal for all experiments, checked by iddata class
- int n_exp = y_cell.nelem (); // number of experiments
- int m = u_cell.elem(0).columns (); // m: number of inputs
- int l = y_cell.elem(0).columns (); // l: number of outputs
- int nsmpl = 0; // total number of samples
-
- // arguments out
- int n;
- int ldr;
-
- if (meth_a == 'M' && jobd == 'M')
- ldr = max (2*(m+l)*nobr, 3*m*nobr);
- else if (meth_a == 'N' || (meth_a == 'M' && jobd == 'N'))
- ldr = 2*(m+l)*nobr;
- else
- error ("slib01ad: could not handle 'ldr' case");
-
- Matrix r (ldr, 2*(m+l)*nobr);
- ColumnVector sv (l*nobr);
-
-
- // repeat for every experiment in the dataset
- for (int i = 0; i < n_exp; i++)
- {
- if (n_exp == 1)
- batch = 'O'; // one block only
- else if (i == 0)
- batch = 'F'; // first block
- else if (i == n_exp-1)
- batch = 'L'; // last block
- else
- batch = 'I'; // intermediate block
-
- Matrix y = y_cell.elem(i).matrix_value ();
- Matrix u = u_cell.elem(i).matrix_value ();
-
- // y.rows == u.rows is checked by iddata class
- // int m = u.columns (); // m: number of inputs
- // int l = y.columns (); // l: number of outputs
- int nsmp = y.rows (); // nsmp: number of samples in the current experiment
- nsmpl += nsmp; // nsmpl: total number of samples of all experiments
-
- // minimal nsmp size checked by __slicot_identification__.m
- if (batch == 'O')
- {
- if (nsmp < 2*(m+l+1)*nobr - 1)
- error ("slident: require NSMP >= 2*(M+L+1)*NOBR - 1");
- }
- else
- {
- if (nsmp < 2*nobr)
- error ("slident: require NSMP >= 2*NOBR");
- }
-
- int ldu;
-
- if (m == 0)
- ldu = 1;
- else // m > 0
- ldu = nsmp;
-
- int ldy = nsmp;
-
- // workspace
- int liwork_a;
-
- if (meth_a == 'N') // if METH = 'N'
- liwork_a = (m+l)*nobr;
- else if (alg == 'F') // if METH = 'M' and ALG = 'F'
- liwork_a = m+l;
- else // if METH = 'M' and ALG = 'C' or 'Q'
- liwork_a = 0;
-
- // TODO: Handle 'k' for DWORK
-
- int ldwork_a;
- int ns = nsmp - 2*nobr + 1;
-
- if (alg == 'C')
- {
- if (batch == 'F' || batch == 'I')
- {
- if (conct == 'C')
- ldwork_a = (4*nobr-2)*(m+l);
- else // (conct == 'N')
- ldwork_a = 1;
- }
- else if (meth_a == 'M') // && (batch == 'L' || batch == 'O')
- {
- if (conct == 'C' && batch == 'L')
- ldwork_a = max ((4*nobr-2)*(m+l), 5*l*nobr);
- else if (jobd == 'M')
- ldwork_a = max ((2*m-1)*nobr, (m+l)*nobr, 5*l*nobr);
- else // (jobd == 'N')
- ldwork_a = 5*l*nobr;
- }
- else // meth_b == 'N' && (batch == 'L' || batch == 'O')
- {
- ldwork_a = 5*(m+l)*nobr + 1;
- }
- }
- else if (alg == 'F')
- {
- if (batch != 'O' && conct == 'C')
- ldwork_a = (m+l)*2*nobr*(m+l+3);
- else if (batch == 'F' || batch == 'I') // && conct == 'N'
- ldwork_a = (m+l)*2*nobr*(m+l+1);
- else // (batch == 'L' || '0' && conct == 'N')
- ldwork_a = (m+l)*4*nobr*(m+l+1)+(m+l)*2*nobr;
- }
- else // (alg == 'Q')
- {
- // int ns = nsmp - 2*nobr + 1;
-
- if (ldr >= ns && batch == 'F')
- {
- ldwork_a = 4*(m+l)*nobr;
- }
- else if (ldr >= ns && batch == 'O')
- {
- if (meth_a == 'M')
- ldwork_a = max (4*(m+l)*nobr, 5*l*nobr);
- else // (meth == 'N')
- ldwork_a = 5*(m+l)*nobr + 1;
- }
- else if (conct == 'C' && (batch == 'I' || batch == 'L'))
- {
- ldwork_a = 4*(nobr+1)*(m+l)*nobr;
- }
- else // if ALG = 'Q', (BATCH = 'F' or 'O', and LDR < NS), or (BATCH = 'I' or 'L' and CONCT = 'N')
- {
- ldwork_a = 6*(m+l)*nobr;
- }
- }
-
- /*
- IB01AD.f Lines 438-445
- C FURTHER COMMENTS
- C
- C For ALG = 'Q', BATCH = 'O' and LDR < NS, or BATCH <> 'O', the
- C calculations could be rather inefficient if only minimal workspace
- C (see argument LDWORK) is provided. It is advisable to provide as
- C much workspace as possible. Almost optimal efficiency can be
- C obtained for LDWORK = (NS+2)*(2*(M+L)*NOBR), assuming that the
- C cache size is large enough to accommodate R, U, Y, and DWORK.
- */
-
- ldwork_a = max (ldwork_a, (ns+2)*(2*(m+l)*nobr));
-
- /*
- IB01AD.f Lines 291-195:
- c the workspace used for alg = 'q' is
- c ldrwrk*2*(m+l)*nobr + 4*(m+l)*nobr,
- c where ldrwrk = ldwork/(2*(m+l)*nobr) - 2; recommended
- c value ldrwrk = ns, assuming a large enough cache size.
- c for good performance, ldwork should be larger.
-
- somehow ldrwrk and ldwork must have been mixed up here
-
- */
-
-
- OCTAVE_LOCAL_BUFFER (int, iwork_a, liwork_a);
- OCTAVE_LOCAL_BUFFER (double, dwork_a, ldwork_a);
-
- // error indicators
- int iwarn_a = 0;
- int info_a = 0;
-
-
- // SLICOT routine IB01AD
- F77_XFCN (ib01ad, IB01AD,
- (meth_a, alg, jobd,
- batch, conct, ctrl,
- nobr, m, l,
- nsmp,
- u.fortran_vec (), ldu,
- y.fortran_vec (), ldy,
- n,
- r.fortran_vec (), ldr,
- sv.fortran_vec (),
- rcond, tol_a,
- iwork_a,
- dwork_a, ldwork_a,
- iwarn_a, info_a));
-
-
- if (f77_exception_encountered)
- error ("ident: exception in SLICOT subroutine IB01AD");
-
- static const char* err_msg[] = {
- "0: OK",
- "1: a fast algorithm was requested (ALG = 'C', or 'F') "
- "in sequential data processing, but it failed; the "
- "routine can be repeatedly called again using the "
- "standard QR algorithm",
- "2: the singular value decomposition (SVD) algorithm did "
- "not converge"};
-
- static const char* warn_msg[] = {
- "0: OK",
- "1: the number of 100 cycles in sequential data "
- "processing has been exhausted without signaling "
- "that the last block of data was get; the cycle "
- "counter was reinitialized",
- "2: a fast algorithm was requested (ALG = 'C' or 'F'), "
- "but it failed, and the QR algorithm was then used "
- "(non-sequential data processing)",
- "3: all singular values were exactly zero, hence N = 0 "
- "(both input and output were identically zero)",
- "4: the least squares problems with coefficient matrix "
- "U_f, used for computing the weighted oblique "
- "projection (for METH = 'N'), have a rank-deficient "
- "coefficient matrix",
- "5: the least squares problem with coefficient matrix "
- "r_1 [6], used for computing the weighted oblique "
- "projection (for METH = 'N'), has a rank-deficient "
- "coefficient matrix"};
-
-
- error_msg ("ident: IB01AD", info_a, 2, err_msg);
- warning_msg ("ident: IB01AD", iwarn_a, 5, warn_msg);
- }
-
-
- // resize
- int rs = 2*(m+l)*nobr;
- r.resize (rs, rs);
-
- if (nuser > 0)
- {
- if (nuser < nobr)
- {
- n = nuser;
- // warning ("ident: nuser (%d) < nobr (%d), n = nuser", nuser, nobr);
- }
- else
- error ("ident: 'nuser' invalid");
- }
-
-////////////////////////////////////////////////////////////////////////////////////
-// SLICOT IB01BD - estimating system matrices, Kalman gain, and covariances //
-////////////////////////////////////////////////////////////////////////////////////
-
- // arguments in
- char job = 'A';
- char jobck = 'K';
-
- //int nsmpl = nsmp;
-
- if (nsmpl < 2*(m+l)*nobr)
- error ("slident: nsmpl (%d) < 2*(m+l)*nobr (%d)", nsmpl, nobr);
-
- // arguments out
- int lda = max (1, n);
- int ldc = max (1, l);
- int ldb = max (1, n);
- int ldd = max (1, l);
- int ldq = n; // if JOBCK = 'C' or 'K'
- int ldry = l; // if JOBCK = 'C' or 'K'
- int lds = n; // if JOBCK = 'C' or 'K'
- int ldk = n; // if JOBCK = 'K'
-
- Matrix a (lda, n);
- Matrix c (ldc, n);
- Matrix b (ldb, m);
- Matrix d (ldd, m);
-
- Matrix q (ldq, n);
- Matrix ry (ldry, l);
- Matrix s (lds, l);
- Matrix k (ldk, l);
-
- // workspace
- int liwork_b;
- int liw1;
- int liw2;
-
- liw1 = max (n, m*nobr+n, l*nobr, m*(n+l));
- liw2 = n*n; // if JOBCK = 'K'
- liwork_b = max (liw1, liw2);
-
- int ldwork_b;
- int ldw1;
- int ldw2;
- int ldw3;
-
- if (meth_b == 'M')
- {
- int ldw1a = max (2*(l*nobr-l)*n+2*n, (l*nobr-l)*n+n*n+7*n);
- int ldw1b = max (2*(l*nobr-l)*n+n*n+7*n,
- (l*nobr-l)*n+n+6*m*nobr,
- (l*nobr-l)*n+n+max (l+m*nobr, l*nobr + max (3*l*nobr+1, m)));
- ldw1 = max (ldw1a, ldw1b);
-
- int aw;
-
- if (m == 0 || job == 'C')
- aw = n + n*n;
- else
- aw = 0;
-
- ldw2 = l*nobr*n + max ((l*nobr-l)*n+aw+2*n+max(5*n,(2*m+l)*nobr+l), 4*(m*nobr+n)+1, m*nobr+2*n+l );
- }
- else if (meth_b == 'N')
- {
- ldw1 = l*nobr*n + max ((l*nobr-l)*n+2*n+(2*m+l)*nobr+l,
- 2*(l*nobr-l)*n+n*n+8*n,
- n+4*(m*nobr+n)+1,
- m*nobr+3*n+l);
-
- if (m == 0 || job == 'C')
- ldw2 = 0;
- else
- ldw2 = l*nobr*n+m*nobr*(n+l)*(m*(n+l)+1)+ max ((n+l)*(n+l), 4*m*(n+l)+1);
-
- }
- else // (meth_b == 'C')
- {
- int ldw1a = max (2*(l*nobr-l)*n+2*n, (l*nobr-l)*n+n*n+7*n);
- int ldw1b = l*nobr*n + max ((l*nobr-l)*n+2*n+(2*m+l)*nobr+l,
- 2*(l*nobr-l)*n+n*n+8*n,
- n+4*(m*nobr+n)+1,
- m*nobr+3*n+l);
-
- ldw1 = max (ldw1a, ldw1b);
-
- ldw2 = l*nobr*n+m*nobr*(n+l)*(m*(n+l)+1)+ max ((n+l)*(n+l), 4*m*(n+l)+1);
-
- }
-
- ldw3 = max(4*n*n + 2*n*l + l*l + max (3*l, n*l), 14*n*n + 12*n + 5);
- ldwork_b = max (ldw1, ldw2, ldw3);
-
-
- OCTAVE_LOCAL_BUFFER (int, iwork_b, liwork_b);
- OCTAVE_LOCAL_BUFFER (double, dwork_b, ldwork_b);
- OCTAVE_LOCAL_BUFFER (bool, bwork, 2*n);
-
-
- // error indicators
- int iwarn_b = 0;
- int info_b = 0;
-
-
- // SLICOT routine IB01BD
- F77_XFCN (ib01bd, IB01BD,
- (meth_b, job, jobck,
- nobr, n, m, l,
- nsmpl,
- r.fortran_vec (), ldr,
- a.fortran_vec (), lda,
- c.fortran_vec (), ldc,
- b.fortran_vec (), ldb,
- d.fortran_vec (), ldd,
- q.fortran_vec (), ldq,
- ry.fortran_vec (), ldry,
- s.fortran_vec (), lds,
- k.fortran_vec (), ldk,
- tol_b,
- iwork_b,
- dwork_b, ldwork_b,
- bwork,
- iwarn_b, info_b));
-
-
- if (f77_exception_encountered)
- error ("ident: exception in SLICOT subroutine IB01BD");
-
- static const char* err_msg_b[] = {
- "0: OK",
- "1: error message not specified",
- "2: the singular value decomposition (SVD) algorithm did "
- "not converge",
- "3: a singular upper triangular matrix was found",
- "4: matrix A is (numerically) singular in discrete-"
- "time case",
- "5: the Hamiltonian or symplectic matrix H cannot be "
- "reduced to real Schur form",
- "6: the real Schur form of the Hamiltonian or "
- "symplectic matrix H cannot be appropriately ordered",
- "7: the Hamiltonian or symplectic matrix H has less "
- "than N stable eigenvalues",
- "8: the N-th order system of linear algebraic "
- "equations, from which the solution matrix X would "
- "be obtained, is singular to working precision",
- "9: the QR algorithm failed to complete the reduction "
- "of the matrix Ac to Schur canonical form, T",
- "10: the QR algorithm did not converge"};
-
- static const char* warn_msg_b[] = {
- "0: OK",
- "1: warning message not specified",
- "2: warning message not specified",
- "3: warning message not specified",
- "4: a least squares problem to be solved has a "
- "rank-deficient coefficient matrix",
- "5: the computed covariance matrices are too small. "
- "The problem seems to be a deterministic one; the "
- "gain matrix is set to zero"};
-
-
- error_msg ("ident: IB01BD", info_b, 10, err_msg_b);
- warning_msg ("ident: IB01BD", iwarn_b, 5, warn_msg_b);
-
- // resize
- a.resize (n, n);
- c.resize (l, n);
- b.resize (n, m);
- d.resize (l, m);
-
- q.resize (n, n);
- ry.resize (l, l);
- s.resize (n, l);
- k.resize (n, l);
-
-////////////////////////////////////////////////////////////////////////////////////
-// SLICOT IB01CD - estimating the initial state //
-////////////////////////////////////////////////////////////////////////////////////
-
- // arguments in
- char jobx0 = 'X';
- char comuse = 'U';
- char jobbd = 'D';
-
- // arguments out
- Cell x0_cell (n_exp, 1); // cell of initial state vectors x0
-
- // repeat for every experiment in the dataset
- // compute individual initial state vector x0 for every experiment
- for (int i = 0; i < n_exp; i++)
- {
- Matrix y = y_cell.elem(i).matrix_value ();
- Matrix u = u_cell.elem(i).matrix_value ();
-
- int nsmp = y.rows (); // nsmp: number of samples
- int ldv = max (1, n);
-
- int ldu;
-
- if (m == 0)
- ldu = 1;
- else // m > 0
- ldu = nsmp;
-
- int ldy = nsmp;
-
- // arguments out
- ColumnVector x0 (n);
- Matrix v (ldv, n);
-
- // workspace
- int liwork_c = n; // if JOBX0 = 'X' and COMUSE <> 'C'
- int ldwork_c;
- int t = nsmp;
-
- int ldw1_c = 2;
- int ldw2_c = t*l*(n + 1) + 2*n + max (2*n*n, 4*n);
- int ldw3_c = n*(n + 1) + 2*n + max (n*l*(n + 1) + 2*n*n + l*n, 4*n);
-
- ldwork_c = ldw1_c + n*( n + m + l ) + max (5*n, ldw1_c, min (ldw2_c, ldw3_c));
-
- OCTAVE_LOCAL_BUFFER (int, iwork_c, liwork_c);
- OCTAVE_LOCAL_BUFFER (double, dwork_c, ldwork_c);
-
- // error indicators
- int iwarn_c = 0;
- int info_c = 0;
-
- // SLICOT routine IB01CD
- F77_XFCN (ib01cd, IB01CD,
- (jobx0, comuse, jobbd,
- n, m, l,
- nsmp,
- a.fortran_vec (), lda,
- b.fortran_vec (), ldb,
- c.fortran_vec (), ldc,
- d.fortran_vec (), ldd,
- u.fortran_vec (), ldu,
- y.fortran_vec (), ldy,
- x0.fortran_vec (),
- v.fortran_vec (), ldv,
- tol_c,
- iwork_c,
- dwork_c, ldwork_c,
- iwarn_c, info_c));
-
-
- if (f77_exception_encountered)
- error ("ident: exception in SLICOT subroutine IB01CD");
-
- static const char* err_msg_c[] = {
- "0: OK",
- "1: the QR algorithm failed to compute all the "
- "eigenvalues of the matrix A (see LAPACK Library "
- "routine DGEES); the locations DWORK(i), for "
- "i = g+1:g+N*N, contain the partially converged "
- "Schur form",
- "2: the singular value decomposition (SVD) algorithm did "
- "not converge"};
-
- static const char* warn_msg_c[] = {
- "0: OK",
- "1: warning message not specified",
- "2: warning message not specified",
- "3: warning message not specified",
- "4: the least squares problem to be solved has a "
- "rank-deficient coefficient matrix",
- "5: warning message not specified",
- "6: the matrix A is unstable; the estimated x(0) "
- "and/or B and D could be inaccurate"};
-
-
- error_msg ("ident: IB01CD", info_c, 2, err_msg_c);
- warning_msg ("ident: IB01CD", iwarn_c, 6, warn_msg_c);
-
- x0_cell.elem(i) = x0; // add x0 from the current experiment to cell of initial state vectors
- }
-
-
- // return values
- retval(0) = a;
- retval(1) = b;
- retval(2) = c;
- retval(3) = d;
-
- retval(4) = q;
- retval(5) = ry;
- retval(6) = s;
- retval(7) = k;
-
- retval(8) = x0_cell;
- }
-
- return retval;
-}
Copied: trunk/octave-forge/main/control/src/is_matrix.cc (from rev 10864, trunk/octave-forge/extra/control-devel/src/is_matrix.cc)
===================================================================
--- trunk/octave-forge/main/control/src/is_matrix.cc (rev 0)
+++ trunk/octave-forge/main/control/src/is_matrix.cc 2012-08-14 20:01:58 UTC (rev 10866)
@@ -0,0 +1,60 @@
+/*
+
+Copyright (C) 2012 Lukas F. Reichlin
+
+This file is part of LTI Syncope.
+
+LTI Syncope is free software: you can redistribute it and/or modify
+it under the terms of the GNU General Public License as published by
+the Free Software Foundation, either version 3 of the License, or
+(at your option) any later version.
+
+LTI Syncope is distributed in the hope that it will be useful,
+but WITHOUT ANY WARRANTY; without even the implied warranty of
+MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+GNU General Public License for more details.
+
+You should have received a copy of the GNU General Public License
+along with LTI Syncope. If not, see <http://www.gnu.org/licenses/>.
+
+Return true if argument is a real matrix.
+
+Author: Lukas Reichlin <luk...@gm...>
+Created: June 2012
+Version: 0.1
+
+*/
+
+#include <octave/oct.h>
+
+DEFUN_DLD (is_matrix, args, nargout,
+ "-*- texinfo -*-\n\
+@deftypefn {Loadable Function} {} is_matrix (@var{a}, @dots{})\n\
+Return true if argument is a matrix.\n\
+@var{[]} is a valid matrix.\n\
+Avoid nasty stuff like @code{true = isreal (\"a\")}\n\
+@seealso{is_real_matrix, is_real_square_matrix, is_real_vector, is_real_scalar}\n\
+@end deftypefn")
+{
+ octave_value retval = true;
+ int nargin = args.length ();
+
+ if (nargin == 0)
+ {
+ print_usage ();
+ }
+ else
+ {
+ for (int i = 0; i < nargin; i++)
+ {
+ if (args(i).ndims () != 2 || ! args(i).is_numeric_type ()
+ || ! (args(i).is_complex_type () || args(i).is_real_type ()))
+ {
+ retval = false;
+ break;
+ }
+ }
+ }
+
+ return retval;
+}
Copied: trunk/octave-forge/main/control/src/slib01ad.cc (from rev 10864, trunk/octave-forge/extra/control-devel/src/slib01ad.cc)
===================================================================
--- trunk/octave-forge/main/control/src/slib01ad.cc (rev 0)
+++ trunk/octave-forge/main/control/src/slib01ad.cc 2012-08-14 20:01:58 UTC (rev 10866)
@@ -0,0 +1,383 @@
+/*
+
+Copyright (C) 2012 Lukas F. Reichlin
+
+This file is part of LTI Syncope.
+
+LTI Syncope is free software: you can redistribute it and/or modify
+it under the terms of the GNU General Public License as published by
+the Free Software Foundation, either version 3 of the License, or
+(at your option) any later version.
+
+LTI Syncope is distributed in the hope that it will be useful,
+but WITHOUT ANY WARRANTY; without even the implied warranty of
+MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+GNU General Public License for more details.
+
+You should have received a copy of the GNU General Public License
+along with LTI Syncope. If not, see <http://www.gnu.org/licenses/>.
+
+SLICOT system identification
+Uses SLICOT IB01AD, IB01BD and IB01CD by courtesy of NICONET e.V.
+<http://www.slicot.org>
+
+Author: Lukas Reichlin <luk...@gm...>
+Created: March 2012
+Version: 0.1
+
+*/
+
+#include <octave/oct.h>
+#include <octave/f77-fcn.h>
+#include <octave/Cell.h>
+#include "common.h"
+
+extern "C"
+{
+ int F77_FUNC (ib01ad, IB01AD)
+ (char& METH, char& ALG, char& JOBD,
+ char& BATCH, char& CONCT, char& CTRL,
+ int& NOBR, int& M, int& L,
+ int& NSMP,
+ double* U, int& LDU,
+ double* Y, int& LDY,
+ int& N,
+ double* R, int& LDR,
+ double* SV,
+ double& RCOND, double& TOL,
+ int* IWORK,
+ double* DWORK, int& LDWORK,
+ int& IWARN, int& INFO);
+}
+
+// PKG_ADD: autoload ("slib01ad", "devel_slicot_functions.oct");
+DEFUN_DLD (slib01ad, args, nargout,
+ "-*- texinfo -*-\n\
+Slicot IB01AD Release 5.0\n\
+No argument checking.\n\
+For internal use only.")
+{
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 10)
+ {
+ print_usage ();
+ }
+ else
+ {
+////////////////////////////////////////////////////////////////////////////////////
+// SLICOT IB01AD - preprocess the input-output data //
+////////////////////////////////////////////////////////////////////////////////////
+
+ // arguments in
+ char meth_a;
+ char meth_b;
+ char alg;
+ char jobd;
+ char batch;
+ char conct;
+ char ctrl = 'N';
+
+ const Cell y_cell = args(0).cell_value ();
+ const Cell u_cell = args(1).cell_value ();
+ int nobr = args(2).int_value ();
+ int nuser = args(3).int_value ();
+
+ const int imeth = args(4).int_value ();
+ const int ialg = args(5).int_value ();
+ const int iconct = args(6).int_value ();
+ const int ictrl = args(7).int_value (); // ignored
+
+ double rcond = args(8).double_value ();
+ double tol_a = args(9).double_value ();
+
+ double tol_b = rcond;
+ double tol_c = rcond;
+
+
+ switch (imeth)
+ {
+ case 0:
+ meth_a = 'M';
+ meth_b = 'M';
+ break;
+ case 1:
+ meth_a = 'N';
+ meth_b = 'N';
+ break;
+ case 2:
+ meth_a = 'N'; // no typo here
+ meth_b = 'C';
+ break;
+ default:
+ error ("slib01ad: argument 'meth' invalid");
+ }
+
+ switch (ialg)
+ {
+ case 0:
+ alg = 'C';
+ break;
+ case 1:
+ alg = 'F';
+ break;
+ case 2:
+ alg = 'Q';
+ break;
+ default:
+ error ("slib01ad: argument 'alg' invalid");
+ }
+
+ if (meth_a == 'M')
+ jobd = 'M';
+ else // meth_a == 'N'
+ jobd = 'N'; // IB01AD.f says: This parameter is not relevant for METH = 'N'
+
+ if (iconct == 0)
+ conct = 'C';
+ else
+ conct = 'N';
+/*
+ if (ictrl == 0)
+ ctrl = 'C';
+ else
+ ctrl = 'N';
+*/
+ // m and l are equal for all experiments, checked by iddata class
+ int n_exp = y_cell.nelem (); // number of experiments
+ int m = u_cell.elem(0).columns (); // m: number of inputs
+ int l = y_cell.elem(0).columns (); // l: number of outputs
+ int nsmpl = 0; // total number of samples
+
+ // arguments out
+ int n;
+ int ldr;
+
+ if (meth_a == 'M' && jobd == 'M')
+ ldr = max (2*(m+l)*nobr, 3*m*nobr);
+ else if (meth_a == 'N' || (meth_a == 'M' && jobd == 'N'))
+ ldr = 2*(m+l)*nobr;
+ else
+ error ("slib01ad: could not handle 'ldr' case");
+
+ Matrix r (ldr, 2*(m+l)*nobr);
+ ColumnVector sv (l*nobr);
+
+
+ // repeat for every experiment in the dataset
+ for (int i = 0; i < n_exp; i++)
+ {
+ if (n_exp == 1)
+ batch = 'O'; // one block only
+ else if (i == 0)
+ batch = 'F'; // first block
+ else if (i == n_exp-1)
+ batch = 'L'; // last block
+ else
+ batch = 'I'; // intermediate block
+
+ Matrix y = y_cell.elem(i).matrix_value ();
+ Matrix u = u_cell.elem(i).matrix_value ();
+
+ // y.rows == u.rows is checked by iddata class
+ // int m = u.columns (); // m: number of inputs
+ // int l = y.columns (); // l: number of outputs
+ int nsmp = y.rows (); // nsmp: number of samples in the current experiment
+ nsmpl += nsmp; // nsmpl: total number of samples of all experiments
+
+ // minimal nsmp size checked by __slicot_identification__.m
+ if (batch == 'O')
+ {
+ if (nsmp < 2*(m+l+1)*nobr - 1)
+ error ("slident: require NSMP >= 2*(M+L+1)*NOBR - 1");
+ }
+ else
+ {
+ if (nsmp < 2*nobr)
+ error ("slident: require NSMP >= 2*NOBR");
+ }
+
+ int ldu;
+
+ if (m == 0)
+ ldu = 1;
+ else // m > 0
+ ldu = nsmp;
+
+ int ldy = nsmp;
+
+ // workspace
+ int liwork_a;
+
+ if (meth_a == 'N') // if METH = 'N'
+ liwork_a = (m+l)*nobr;
+ else if (alg == 'F') // if METH = 'M' and ALG = 'F'
+ liwork_a = m+l;
+ else // if METH = 'M' and ALG = 'C' or 'Q'
+ liwork_a = 0;
+
+ // TODO: Handle 'k' for DWORK
+
+ int ldwork_a;
+ int ns = nsmp - 2*nobr + 1;
+
+ if (alg == 'C')
+ {
+ if (batch == 'F' || batch == 'I')
+ {
+ if (conct == 'C')
+ ldwork_a = (4*nobr-2)*(m+l);
+ else // (conct == 'N')
+ ldwork_a = 1;
+ }
+ else if (meth_a == 'M') // && (batch == 'L' || batch == 'O')
+ {
+ if (conct == 'C' && batch == 'L')
+ ldwork_a = max ((4*nobr-2)*(m+l), 5*l*nobr);
+ else if (jobd == 'M')
+ ldwork_a = max ((2*m-1)*nobr, (m+l)*nobr, 5*l*nobr);
+ else // (jobd == 'N')
+ ldwork_a = 5*l*nobr;
+ }
+ else // meth_b == 'N' && (batch == 'L' || batch == 'O')
+ {
+ ldwork_a = 5*(m+l)*nobr + 1;
+ }
+ }
+ else if (alg == 'F')
+ {
+ if (batch != 'O' && conct == 'C')
+ ldwork_a = (m+l)*2*nobr*(m+l+3);
+ else if (batch == 'F' || batch == 'I') // && conct == 'N'
+ ldwork_a = (m+l)*2*nobr*(m+l+1);
+ else // (batch == 'L' || '0' && conct == 'N')
+ l...
[truncated message content] |
|
From: <par...@us...> - 2012-08-14 19:59:49
|
Revision: 10865
http://octave.svn.sourceforge.net/octave/?rev=10865&view=rev
Author: paramaniac
Date: 2012-08-14 19:59:40 +0000 (Tue, 14 Aug 2012)
Log Message:
-----------
extra/control-devel ---> main/control
Added Paths:
-----------
trunk/octave-forge/main/control/inst/@iddata/
trunk/octave-forge/main/control/inst/__adjust_iddata__.m
trunk/octave-forge/main/control/inst/__adjust_iddata_tsam__.m
trunk/octave-forge/main/control/inst/__iddata_dim__.m
trunk/octave-forge/main/control/inst/__slicot_identification__.m
trunk/octave-forge/main/control/inst/arx.m
trunk/octave-forge/main/control/inst/moen4.m
trunk/octave-forge/main/control/inst/moesp.m
trunk/octave-forge/main/control/inst/n4sid.m
Removed Paths:
-------------
trunk/octave-forge/extra/control-devel/inst/@iddata/
trunk/octave-forge/extra/control-devel/inst/__adjust_iddata__.m
trunk/octave-forge/extra/control-devel/inst/__adjust_iddata_tsam__.m
trunk/octave-forge/extra/control-devel/inst/__iddata_dim__.m
trunk/octave-forge/extra/control-devel/inst/__slicot_identification__.m
trunk/octave-forge/extra/control-devel/inst/arx.m
trunk/octave-forge/extra/control-devel/inst/moen4.m
trunk/octave-forge/extra/control-devel/inst/moesp.m
trunk/octave-forge/extra/control-devel/inst/n4sid.m
Deleted: trunk/octave-forge/extra/control-devel/inst/__adjust_iddata__.m
===================================================================
--- trunk/octave-forge/extra/control-devel/inst/__adjust_iddata__.m 2012-08-14 19:32:00 UTC (rev 10864)
+++ trunk/octave-forge/extra/control-devel/inst/__adjust_iddata__.m 2012-08-14 19:59:40 UTC (rev 10865)
@@ -1,38 +0,0 @@
-## Copyright (C) 2012 Lukas F. Reichlin
-##
-## This file is part of LTI Syncope.
-##
-## LTI Syncope is free software: you can redistribute it and/or modify
-## it under the terms of the GNU General Public License as published by
-## the Free Software Foundation, either version 3 of the License, or
-## (at your option) any later version.
-##
-## LTI Syncope is distributed in the hope that it will be useful,
-## but WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-## GNU General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with LTI Syncope. If not, see <http://www.gnu.org/licenses/>.
-
-## Author: Lukas Reichlin <luk...@gm...>
-## Created: February 2012
-## Version: 0.1
-
-function [y, u] = __adjust_iddata__ (y, u)
-
- if (iscell (y))
- y = reshape (y, [], 1);
- else
- y = {y};
- endif
-
- if (isempty (u))
- u = {}; # avoid [](nx0) and the like
- elseif (iscell (u))
- u = reshape (u, [], 1);
- else
- u = {u};
- endif
-
-endfunction
Deleted: trunk/octave-forge/extra/control-devel/inst/__adjust_iddata_tsam__.m
===================================================================
--- trunk/octave-forge/extra/control-devel/inst/__adjust_iddata_tsam__.m 2012-08-14 19:32:00 UTC (rev 10864)
+++ trunk/octave-forge/extra/control-devel/inst/__adjust_iddata_tsam__.m 2012-08-14 19:59:40 UTC (rev 10865)
@@ -1,52 +0,0 @@
-## Copyright (C) 2012 Lukas F. Reichlin
-##
-## This file is part of LTI Syncope.
-##
-## LTI Syncope is free software: you can redistribute it and/or modify
-## it under the terms of the GNU General Public License as published by
-## the Free Software Foundation, either version 3 of the License, or
-## (at your option) any later version.
-##
-## LTI Syncope is distributed in the hope that it will be useful,
-## but WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-## GNU General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with LTI Syncope. If not, see <http://www.gnu.org/licenses/>.
-
-## -*- texinfo -*-
-## Check whether tsam is a e-by-1 cell array of valid sampling times.
-## If not, it tries to convert tsam accordingly.
-## Empty tsam are filled with default value -1.
-
-## Author: Lukas Reichlin <luk...@gm...>
-## Created: February 2012
-## Version: 0.1
-
-function tsam = __adjust_iddata_tsam__ (tsam, e)
-
- if (isempty (tsam))
- tsam = num2cell (-ones (e, 1));
- elseif (iscell (tsam))
- tsam = reshape (tsam, [], 1);
- else
- tsam = {tsam};
- endif
-
- tmp = cellfun (@(x) issample (x, -1), tsam);
-
- if (any (! tmp))
- error ("iddata: invalid sampling time");
- endif
-
- nt = numel (tsam);
-
- if (nt == 1 && e > 1)
- tsam = repmat (tsam, e, 1);
- elseif (nt != e)
- error ("iddata: there are %d experiments, but only %d sampling times", \
- e, nt);
- endif
-
-endfunction
Deleted: trunk/octave-forge/extra/control-devel/inst/__iddata_dim__.m
===================================================================
--- trunk/octave-forge/extra/control-devel/inst/__iddata_dim__.m 2012-08-14 19:32:00 UTC (rev 10864)
+++ trunk/octave-forge/extra/control-devel/inst/__iddata_dim__.m 2012-08-14 19:59:40 UTC (rev 10865)
@@ -1,53 +0,0 @@
-## Author: Lukas Reichlin <luk...@gm...>
-## Created: October 2011
-## Version: 0.1
-
-function [p, m, e] = __iddata_dim__ (y, u)
-
- e = numel (y); # number of experiments
-
- if (isempty (u)) # time series data, outputs only
- [p, m] = cellfun (@__experiment_dim__, y, "uniformoutput", false);
- elseif (e == numel (u)) # outputs and inputs present
- [p, m] = cellfun (@__experiment_dim__, y, u, "uniformoutput", false);
- else
- error ("iddata: require input and output data with matching number of experiments");
- endif
-
- if (e > 1 && ! isequal (p{:}))
- error ("iddata: require identical number of output channels for all experiments");
- endif
-
- if (e > 1 && ! isequal (m{:}))
- error ("iddata: require identical number of input channels for all experiments");
- endif
-
- p = p{1};
- m = m{1};
-
-endfunction
-
-
-function [p, m] = __experiment_dim__ (y, u = [])
-
- if (! is_matrix (y, u))
- error ("iddata: inputs and outputs must be real or complex matrices");
- endif
-
- [ly, p] = size (y);
- [lu, m] = size (u);
-
- if (! isempty (u) && ly != lu)
- error ("iddata: matrices 'y' (%dx%d) and 'u' (%dx%d) must have the same number of samples (rows)", \
- ly, p, lu, m);
- endif
-
- if (ly < p)
- warning ("iddata: more outputs than samples - matrice 'y' should probably be transposed");
- endif
-
- if (lu < m)
- warning ("iddata: more inputs than samples - matrice 'u' should probably be transposed");
- endif
-
-endfunction
Deleted: trunk/octave-forge/extra/control-devel/inst/__slicot_identification__.m
===================================================================
--- trunk/octave-forge/extra/control-devel/inst/__slicot_identification__.m 2012-08-14 19:32:00 UTC (rev 10864)
+++ trunk/octave-forge/extra/control-devel/inst/__slicot_identification__.m 2012-08-14 19:59:40 UTC (rev 10865)
@@ -1,231 +0,0 @@
-## Copyright (C) 2012 Lukas F. Reichlin
-##
-## This file is part of LTI Syncope.
-##
-## LTI Syncope is free software: you can redistribute it and/or modify
-## it under the terms of the GNU General Public License as published by
-## the Free Software Foundation, either version 3 of the License, or
-## (at your option) any later version.
-##
-## LTI Syncope is distributed in the hope that it will be useful,
-## but WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-## GNU General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with LTI Syncope. If not, see <http://www.gnu.org/licenses/>.
-
-## -*- texinfo -*-
-## @deftypefn{Function File} {[@var{sys}, @var{x0}], @var{info} =} __slicot_identification__ (@var{method}, @var{dat}, @dots{})
-## Backend for moesp, moen4 and n4sid.
-## @end deftypefn
-
-## Author: Lukas Reichlin <luk...@gm...>
-## Created: May 2012
-## Version: 0.1
-
-function [sys, x0, info] = __slicot_identification__ (method, nout, dat, varargin)
-
- ## determine identification method
- switch (method)
- case "moesp"
- meth = 0;
- case "n4sid"
- meth = 1;
- case "moen4"
- meth = 2;
- otherwise
- error ("ident: invalid method"); # should never happen
- endswitch
-
- if (! isa (dat, "iddata") || ! dat.timedomain)
- error ("%s: first argument must be a time-domain 'iddata' dataset", method);
- endif
-
- if (nargin > 3) # ident (dat, ...)
- if (is_real_scalar (varargin{1})) # ident (dat, n, ...)
- varargin = horzcat (varargin(2:end), {"order"}, varargin(1));
- endif
- if (isstruct (varargin{1})) # ident (dat, opt, ...), ident (dat, n, opt, ...)
- varargin = horzcat (__opt2cell__ (varargin{1}), varargin(2:end));
- endif
- endif
-
- nkv = numel (varargin); # number of keys and values
-
- if (rem (nkv, 2))
- error ("%s: keys and values must come in pairs", method);
- endif
-
- [ns, p, m, e] = size (dat); # dataset dimensions
- tsam = dat.tsam;
-
- ## multi-experiment data requires equal sampling times
- if (e > 1 && ! isequal (tsam{:}))
- error ("%s: require equally sampled experiments", method);
- else
- tsam = tsam{1};
- endif
-
- ## default arguments
- alg = 0;
- conct = 1; # no connection between experiments
- ctrl = 1; # don't confirm order n
- rcond = 0.0;
- tol = 0.0; # -1.0;
- s = [];
- n = [];
- conf = [];
- noise = "n";
-
- ## handle keys and values
- for k = 1 : 2 : nkv
- key = lower (varargin{k});
- val = varargin{k+1};
- switch (key)
- case {"n", "order"}
- if (! issample (val, 0) || val != round (val))
- error ("%s: 'n' must be a positive integer", method);
- endif
- n = val;
- case "s"
- if (! issample (val, 0) || val != round (val))
- error ("%s: 's' must be a positive integer", method);
- endif
- s = val;
- case {"alg", "algorithm"}
- if (strncmpi (val, "c", 1))
- alg = 0; # Cholesky algorithm applied to correlation matrix
- elseif (strncmpi (val, "f", 1))
- alg = 1; # fast QR algorithm
- elseif (strncmpi (val, "q", 1))
- alg = 2; # QR algorithm applied to block Hankel matrices
- else
- error ("%s: invalid algorithm", method);
- endif
- case "tol"
- if (! is_real_scalar (val))
- error ("%s: tolerance 'tol' must be a real scalar", method);
- endif
- tol = val;
- case "rcond"
- if (! is_real_scalar (val))
- error ("%s: 'rcond' must be a real scalar", method);
- endif
- rcond = val;
- case "confirm"
- conf = logical (val);
- case {"input", "inputs"}
- noise = val;
- otherwise
- warning ("%s: invalid property name '%s' ignored", method, key);
- endswitch
- endfor
-
-
- ## handle s/nobr and n
- nsmp = sum (ns); # total number of samples
- nobr = fix ((nsmp+1)/(2*(m+p+1)));
- if (e > 1)
- nobr = min (nobr, fix (min (ns) / 2));
- endif
-
- if (isempty (s) && isempty (n))
- ctrl = 0; # confirm system order estimate
- n = 0;
- elseif (isempty (s))
- s = min (2*n, n+10); # upper bound for n
- nobr = min (nobr, s);
- elseif (isempty (n))
- nobr = __check_s__ (s, nobr, method);
- ctrl = 0; # confirm system order estimate
- n = 0;
- else # s & n non-empty
- nobr = __check_s__ (s, nobr, method);
- if (n >= nobr)
- error ("%s: n=%d, but require n < %d (s)", method, n, nobr);
- endif
- endif
-
- if (! isempty (conf))
- ctrl = ! conf;
- endif
-
- if (nout == 0)
- ## compute singular values
- [sv, nrec] = slib01ad (dat.y, dat.u, nobr, n, meth, alg, conct, ctrl, rcond, tol);
-
- ## there is no 'logbar' function
- svl = log10 (sv);
- base = floor (min (svl));
-
- clf
- bar (svl, "basevalue", base)
- xlim ([0, length(sv)+1])
- yl = ylim;
- ylim ([base, yl(2)])
- title ("Singular Values")
- ylabel ("Logarithm of Singular Values")
- xlabel (sprintf ("Estimated System Order with current Tolerance: %d", nrec))
- grid on
- else
- ## perform system identification
- [a, b, c, d, q, ry, s, k, x0] = slident (dat.y, dat.u, nobr, n, meth, alg, conct, ctrl, rcond, tol);
-
- ## compute noise variance matrix factor L
- ## L L' = Ry, e = L v
- ## v becomes white noise with identity covariance matrix
- l = chol (ry, "lower");
-
- ## assemble model
- [inname, outname] = get (dat, "inname", "outname");
- if (strncmpi (noise, "e", 1)) # add error inputs e, not normalized
- sys = ss (a, [b, k], c, [d, eye(p)], tsam);
- in_u = __labels__ (inname, "u");
- in_e = __labels__ (outname, "y");
- in_e = cellfun (@(x) ["e@", x], in_e, "uniformoutput", false);
- inname = [in_u; in_e];
- elseif (strncmpi (noise, "v", 1)) # add error inputs v, normalized
- sys = ss (a, [b, k*l], c, [d, l], tsam);
- in_u = __labels__ (inname, "u");
- in_v = __labels__ (outname, "y");
- in_v = cellfun (@(x) ["v@", x], in_v, "uniformoutput", false);
- inname = [in_u; in_v];
- elseif (strncmpi (noise, "k", 1)) # Kalman predictor
- sys = ss ([a-k*c], [b-k*d, k], c, [d, zeros(p)], tsam);
- in_u = __labels__ (inname, "u");
- in_y = __labels__ (outname, "y");
- inname = [in_u; in_y];
- else # no error inputs, default
- sys = ss (a, b, c, d, tsam);
- endif
-
- sys = set (sys, "inname", inname, "outname", outname);
-
- ## return x0 as vector for single-experiment data
- ## instead of a cell containing one vector
- if (numel (x0) == 1)
- x0 = x0{1};
- endif
-
- ## assemble info struct
- ## Kalman gain matrix K
- ## state covariance matrix Q
- ## output covariance matrix Ry
- ## state-output cross-covariance matrix S
- ## noise variance matrix factor L
- info = struct ("K", k, "Q", q, "Ry", ry, "S", s, "L", l);
- endif
-
-endfunction
-
-
-function nobr = __check_s__ (s, nobr, method)
-
- if (s <= nobr)
- nobr = s;
- else
- error ("%s: require upper bound s <= %d, but the requested s is %d", method, nobr, s);
- endif
-
-endfunction
Deleted: trunk/octave-forge/extra/control-devel/inst/arx.m
===================================================================
--- trunk/octave-forge/extra/control-devel/inst/arx.m 2012-08-14 19:32:00 UTC (rev 10864)
+++ trunk/octave-forge/extra/control-devel/inst/arx.m 2012-08-14 19:59:40 UTC (rev 10865)
@@ -1,278 +0,0 @@
-## Copyright (C) 2012 Lukas F. Reichlin
-##
-## This file is part of LTI Syncope.
-##
-## LTI Syncope is free software: you can redistribute it and/or modify
-## it under the terms of the GNU General Public License as published by
-## the Free Software Foundation, either version 3 of the License, or
-## (at your option) any later version.
-##
-## LTI Syncope is distributed in the hope that it will be useful,
-## but WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-## GNU General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with LTI Syncope. If not, see <http://www.gnu.org/licenses/>.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {[@var{sys}, @var{x0}] =} arx (@var{dat}, @var{n}, @dots{})
-## @deftypefnx {Function File} {[@var{sys}, @var{x0}] =} arx (@var{dat}, @var{n}, @var{opt}, @dots{})
-## @deftypefnx {Function File} {[@var{sys}, @var{x0}] =} arx (@var{dat}, @var{opt}, @dots{})
-## @deftypefnx {Function File} {[@var{sys}, @var{x0}] =} arx (@var{dat}, @var{'na'}, @var{na}, @var{'nb'}, @var{nb})
-## Estimate ARX model using QR factorization.
-##
-## @strong{Inputs}
-## @table @var
-## @item dat
-## iddata set containing the measurements, i.e. time-domain signals.
-## @item n
-## The desired order of the resulting model @var{sys}.
-## @item @dots{}
-## Optional pairs of keys and values. @code{'key1', value1, 'key2', value2}.
-## @item opt
-## Optional struct with keys as field names.
-## Struct @var{opt} can be created directly or
-## by command @command{options}. @code{opt.key1 = value1, opt.key2 = value2}.
-## @end table
-##
-##
-## @strong{Outputs}
-## @table @var
-## @item sys
-## Discrete-time transfer function model.
-## If the second output argument @var{x0} is returned,
-## @var{sys} becomes a state-space model.
-## @item x0
-## Initial state vector. If @var{dat} is a multi-experiment dataset,
-## @var{x0} becomes a cell vector containing an initial state vector
-## for each experiment.
-## @end table
-##
-##
-## @strong{Option Keys and Values}
-## @table @var
-## @item 'na'
-## Order of the polynomial A(q) and number of poles.
-##
-## @item 'nb'
-## Order of the polynomial B(q)+1 and number of zeros+1.
-## @var{nb} <= @var{na}.
-## @end table
-##
-##
-## @strong{Algorithm}@*
-## Uses the formulae given in [1] on pages 318-319,
-## 'Solving for the LS Estimate by QR Factorization'.
-## For the initial conditions, SLICOT IB01CD is used by courtesy of
-## @uref{http://www.slicot.org, NICONET e.V.}
-##
-## @strong{References}@*
-## [1] Ljung, L. (1999)
-## System Identification - Theory for the User
-## Second Edition
-## Prentice Hall, New Jersey.
-##
-## @end deftypefn
-
-## Author: Lukas Reichlin <luk...@gm...>
-## Created: April 2012
-## Version: 0.1
-
-function [sys, varargout] = arx (dat, varargin)
-
- ## TODO: delays
-
- if (nargin < 2)
- print_usage ();
- endif
-
- if (! isa (dat, "iddata") || ! dat.timedomain)
- error ("arx: first argument must be a time-domain iddata dataset");
- endif
-
- if (is_real_scalar (varargin{1})) # arx (dat, n, ...)
- varargin = horzcat (varargin(2:end), {"na"}, varargin(1), {"nb"}, varargin(1));
- endif
-
- if (isstruct (varargin{1})) # arx (dat, opt, ...), arx (dat, n, opt, ...)
- varargin = horzcat (__opt2cell__ (varargin{1}), varargin(2:end));
- endif
-
- nkv = numel (varargin); # number of keys and values
-
- if (rem (nkv, 2))
- error ("arx: keys and values must come in pairs");
- endif
-
-
- ## p: outputs, m: inputs, ex: experiments
- [~, p, m, ex] = size (dat); # dataset dimensions
-
- ## extract data
- Y = dat.y;
- U = dat.u;
- tsam = dat.tsam;
-
- ## multi-experiment data requires equal sampling times
- if (ex > 1 && ! isequal (tsam{:}))
- error ("arx: require equally sampled experiments");
- else
- tsam = tsam{1};
- endif
-
-
- ## default arguments
- na = [];
- nb = []; % ???
- nk = [];
-
- ## handle keys and values
- for k = 1 : 2 : nkv
- key = lower (varargin{k});
- val = varargin{k+1};
- switch (key)
- ## TODO: proper argument checking
- case "na"
- na = val;
- case "nb"
- nb = val;
- case "nk"
- error ("nk");
- otherwise
- warning ("arx: invalid property name '%s' ignored", key);
- endswitch
- endfor
-
-
- if (is_real_scalar (na, nb))
- na = repmat (na, p, 1); # na(p-by-1)
- nb = repmat (nb, p, m); # nb(p-by-m)
- elseif (! (is_real_vector (na) && is_real_matrix (nb) \
- && rows (na) == p && rows (nb) == p && columns (nb) == m))
- error ("arx: require na(%dx1) instead of (%dx%d) and nb(%dx%d) instead of (%dx%d)", \
- p, rows (na), columns (na), p, m, rows (nb), columns (nb));
- endif
-
- max_nb = max (nb, [], 2); # one maximum for each row/output, max_nb(p-by-1)
- n = max (na, max_nb); # n(p-by-1)
-
- ## create empty cells for numerator and denominator polynomials
- num = cell (p, m+p);
- den = cell (p, m+p);
-
- ## MIMO (p-by-m) models are identified as p MISO (1-by-m) models
- ## For multi-experiment data, minimize the trace of the error
- for i = 1 : p # for every output
- Phi = cell (ex, 1); # one regression matrix per experiment
- for e = 1 : ex # for every experiment
- ## avoid warning: toeplitz: column wins anti-diagonal conflict
- ## therefore set first row element equal to y(1)
- PhiY = toeplitz (Y{e}(1:end-1, i), [Y{e}(1, i); zeros(na(i)-1, 1)]);
- ## create MISO Phi for every experiment
- PhiU = arrayfun (@(x) toeplitz (U{e}(1:end-1, x), [U{e}(1, x); zeros(nb(i,x)-1, 1)]), 1:m, "uniformoutput", false);
- Phi{e} = (horzcat (-PhiY, PhiU{:}))(n(i):end, :);
- endfor
-
- ## compute parameter vector Theta
- Theta = __theta__ (Phi, Y, i, n);
-
- ## extract polynomial matrices A and B from Theta
- ## A is a scalar polynomial for output i, i=1:p
- ## B is polynomial row vector (1-by-m) for output i
- A = [1; Theta(1:na(i))]; # a0 = 1, a1 = Theta(1), an = Theta(n)
- ThetaB = Theta(na(i)+1:end); # all polynomials from B are in one column vector
- B = mat2cell (ThetaB, nb(i,:)); # now separate the polynomials, one for each input
- B = reshape (B, 1, []); # make B a row cell (1-by-m)
- B = cellfun (@(x) [0; x], B, "uniformoutput", false); # b0 = 0 (leading zero required by filt)
-
- ## add error inputs
- Be = repmat ({0}, 1, p); # there are as many error inputs as system outputs (p)
- Be(i) = 1; # inputs m+1:m+p are zero, except m+i which is one
- num(i, :) = [B, Be]; # numerator polynomials for output i, individual for each input
- den(i, :) = repmat ({A}, 1, m+p); # in a row (output i), all inputs have the same denominator polynomial
- endfor
-
- ## A(q) y(t) = B(q) u(t) + e(t)
- ## there is only one A per row
- ## B(z) and A(z) are a Matrix Fraction Description (MFD)
- ## y = A^-1(q) B(q) u(t) + A^-1(q) e(t)
- ## since A(q) is a diagonal polynomial matrix, its inverse is trivial:
- ## the corresponding transfer function has common row denominators.
-
- sys = filt (num, den, tsam); # filt creates a transfer function in z^-1
-
- ## compute initial state vector x0 if requested
- ## this makes only sense for state-space models, therefore convert TF to SS
- if (nargout > 1)
- sys = prescale (ss (sys(:,1:m)));
- x0 = slib01cd (Y, U, sys.a, sys.b, sys.c, sys.d, 0.0);
- ## return x0 as vector for single-experiment data
- ## instead of a cell containing one vector
- if (numel (x0) == 1)
- x0 = x0{1};
- endif
- varargout{1} = x0;
- endif
-
-endfunction
-
-
-function theta = __theta__ (phi, y, i, n)
-
- if (numel (phi) == 1) # single-experiment dataset
- ## use "square-root algorithm"
- A = horzcat (phi{1}, y{1}(n(i)+1:end, i)); # [Phi, Y]
- R0 = triu (qr (A, 0)); # 0 for economy-size R (without zero rows)
- R1 = R0(1:end-1, 1:end-1); # R1 is triangular - can we exploit this in R1\R2?
- R2 = R0(1:end-1, end);
- theta = __ls_svd__ (R1, R2); # R1 \ R2
-
- ## Theta = Phi \ Y(n+1:end, :); # naive formula
- ## theta = __ls_svd__ (phi{1}, y{1}(n(i)+1:end, i));
- else # multi-experiment dataset
- ## TODO: find more sophisticated formula than
- ## Theta = (Phi1' Phi1 + Phi2' Phi2 + ...) \ (Phi1' Y1 + Phi2' Y2 + ...)
-
- ## covariance matrix C = (Phi1' Phi + Phi2' Phi2 + ...)
- tmp = cellfun (@(Phi) Phi.' * Phi, phi, "uniformoutput", false);
- rc = cellfun (@rcond, tmp); # C auch noch testen? QR oder SVD?
- C = plus (tmp{:});
-
- ## PhiTY = (Phi1' Y1 + Phi2' Y2 + ...)
- tmp = cellfun (@(Phi, Y) Phi.' * Y(n(i)+1:end, i), phi, y, "uniformoutput", false);
- PhiTY = plus (tmp{:});
-
- ## pseudoinverse Theta = C \ Phi'Y
- theta = __ls_svd__ (C, PhiTY);
- endif
-
-endfunction
-
-
-function x = __ls_svd__ (A, b)
-
- ## solve the problem Ax=b
- ## x = A\b would also work,
- ## but this way we have better control and warnings
-
- ## solve linear least squares problem by pseudoinverse
- ## the pseudoinverse is computed by singular value decomposition
- ## M = U S V* ---> M+ = V S+ U*
- ## Th = Ph \ Y = Ph+ Y
- ## Th = V S+ U* Y, S+ = 1 ./ diag (S)
-
- [U, S, V] = svd (A, 0); # 0 for "economy size" decomposition
- S = diag (S); # extract main diagonal
- r = sum (S > eps*S(1));
- if (r < length (S))
- warning ("arx: rank-deficient coefficient matrix");
- warning ("sampling time too small");
- warning ("persistence of excitation");
- endif
- V = V(:, 1:r);
- S = S(1:r);
- U = U(:, 1:r);
- x = V * (S .\ (U' * b)); # U' is the conjugate transpose
-
-endfunction
Deleted: trunk/octave-forge/extra/control-devel/inst/moen4.m
===================================================================
--- trunk/octave-forge/extra/control-devel/inst/moen4.m 2012-08-14 19:32:00 UTC (rev 10864)
+++ trunk/octave-forge/extra/control-devel/inst/moen4.m 2012-08-14 19:59:40 UTC (rev 10865)
@@ -1,3034 +0,0 @@
-## Copyright (C) 2012 Lukas F. Reichlin
-##
-## This file is part of LTI Syncope.
-##
-## LTI Syncope is free software: you can redistribute it and/or modify
-## it under the terms of the GNU General Public License as published by
-## the Free Software Foundation, either version 3 of the License, or
-## (at your option) any later version.
-##
-## LTI Syncope is distributed in the hope that it will be useful,
-## but WITHOUT ANY WARRANTY; without even the implied warranty of
-## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-## GNU General Public License for more details.
-##
-## You should have received a copy of the GNU General Public License
-## along with LTI Syncope. If not, see <http://www.gnu.org/licenses/>.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {[@var{sys}, @var{x0}, @var{info}] =} moen4 (@var{dat}, @dots{})
-## @deftypefnx {Function File} {[@var{sys}, @var{x0}, @var{info}] =} moen4 (@var{dat}, @var{n}, @dots{})
-## @deftypefnx {Function File} {[@var{sys}, @var{x0}, @var{info}] =} moen4 (@var{dat}, @var{opt}, @dots{})
-## @deftypefnx {Function File} {[@var{sys}, @var{x0}, @var{info}] =} moen4 (@var{dat}, @var{n}, @var{opt}, @dots{})
-## Estimate state-space model using combined subspace method:
-## @acronym{MOESP} algorithm for finding the matrices A and C,
-## and @acronym{N4SID} algorithm for finding the matrices B and D.
-## If no output arguments are given, the singular values are
-## plotted on the screen in order to estimate the system order.
-##
-## @strong{Inputs}
-## @table @var
-## @item dat
-## iddata set containing the measurements, i.e. time-domain signals.
-## @item n
-## The desired order of the resulting state-space system @var{sys}.
-## If not specified, @var{n} is chosen automatically according
-## to the singular values and tolerances.
-## @item @dots{}
-## Optional pairs of keys and values. @code{'key1', value1, 'key2', value2}.
-## @item opt
-## Optional struct with keys as field names.
-## Struct @var{opt} can be created directly or
-## by command @command{options}. @code{opt.key1 = value1, opt.key2 = value2}.
-## @end table
-##
-##
-## @strong{Outputs}
-## @table @var
-## @item sys
-## Discrete-time state-space model.
-## @item x0
-## Initial state vector. If @var{dat} is a multi-experiment dataset,
-## @var{x0} becomes a cell vector containing an initial state vector
-## for each experiment.
-## @item info
-## Struct containing additional information.
-## @table @var
-## @item info.K
-## Kalman gain matrix.
-## @item info.Q
-## State covariance matrix.
-## @item info.Ry
-## Output covariance matrix.
-## @item info.S
-## State-output cross-covariance matrix.
-## @item info.L
-## Noise variance matrix factor. LL'=Ry.
-## @end table
-## @end table
-##
-##
-##
-## @strong{Option Keys and Values}
-## @table @var
-## @item 'n'
-## The desired order of the resulting state-space system @var{sys}.
-## @var{s} > @var{n} > 0.
-##
-## @item 's'
-## The number of block rows @var{s} in the input and output
-## block Hankel matrices to be processed. @var{s} > 0.
-## In the MOESP theory, @var{s} should be larger than @var{n},
-## the estimated dimension of state vector.
-##
-## @item 'alg', 'algorithm'
-## Specifies the algorithm for computing the triangular
-## factor R, as follows:
-## @table @var
-## @item 'C'
-## Cholesky algorithm applied to the correlation
-## matrix of the input-output data. Default method.
-## @item 'F'
-## Fast QR algorithm.
-## @item 'Q'
-## QR algorithm applied to the concatenated block
-## Hankel matrices.
-## @end table
-##
-## @item 'tol'
-## Absolute tolerance used for determining an estimate of
-## the system order. If @var{tol} >= 0, the estimate is
-## indicated by the index of the last singular value greater
-## than or equal to @var{tol}. (Singular values less than @var{tol}
-## are considered as zero.) When @var{tol} = 0, an internally
-## computed default value, @var{tol} = @var{s}*@var{eps}*SV(1), is used,
-## where SV(1) is the maximal singular value, and @var{eps} is
-## the relative machine precision.
-## When @var{tol} < 0, the estimate is indicated by the
-## index of the singular value that has the largest
-## logarithmic gap to its successor. Default value is 0.
-##
-## @item 'rcond'
-## The tolerance to be used for estimating the rank of
-## matrices. If the user sets @var{rcond} > 0, the given value
-## of @var{rcond} is used as a lower bound for the reciprocal
-## condition number; an m-by-n matrix whose estimated
-## condition number is less than 1/@var{rcond} is considered to
-## be of full rank. If the user sets @var{rcond} <= 0, then an
-## implicitly computed, default tolerance, defined by
-## @var{rcond} = m*n*@var{eps}, is used instead, where @var{eps} is the
-## relative machine precision. Default value is 0.
-##
-## @item 'confirm'
-## Specifies whether or not the user's confirmation of the
-## system order estimate is desired, as follows:
-## @table @var
-## @item true
-## User's confirmation.
-## @item false
-## No confirmation. Default value.
-## @end table
-##
-## @item 'input'
-## The desired type of noise input channels.
-## @table @var
-## @item 'n'
-## No error inputs. Default value.
-## @iftex
-## @tex
-## $$ x_{k+1} = A x_k + B u_k $$
-## $$ y_k = C x_k + D u_k $$
-## @end tex
-## @end iftex
-## @ifnottex
-## @example
-## x[k+1] = A x[k] + B u[k]
-## y[k] = C x[k] + D u[k]
-## @end example
-## @end ifnottex
-##
-## @item 'e'
-## Return @var{sys} as a (p-by-m+p) state-space model with
-## both measured input channels u and noise channels e
-## with covariance matrix @var{Ry}.
-## @iftex
-## @tex
-## $$ x_{k+1} = A x_k + B u_k + K e_k $$
-## $$ y_k = C x_k + D u_k + e_k $$
-## @end tex
-## @end iftex
-## @ifnottex
-## @example
-## x[k+1] = A x[k] + B u[k] + K e[k]
-## y[k] = C x[k] + D u[k] + e[k]
-## @end example
-## @end ifnottex
-##
-## @item 'v'
-## Return @var{sys} as a (p-by-m+p) state-space model with
-## both measured input channels u and white noise channels v
-## with identity covariance matrix.
-## @iftex
-## @tex
-## $$ x_{k+1} = A x_k + B u_k + K L v_k $$
-## $$ y_k = C x_k + D u_k + L v_k $$
-## $$ e = L v, \\ L L^T = R_y $$
-## @end tex
-## @end iftex
-## @ifnottex
-## @example
-## x[k+1] = A x[k] + B u[k] + K L v[k]
-## y[k] = C x[k] + D u[k] + L v[k]
-## e = L v, L L' = Ry
-## @end example
-## @end ifnottex
-##
-## @item 'k'
-## Return @var{sys} as a Kalman predictor for simulation.
-## @iftex
-## @tex
-## $$ \\widehat{x}_{k+1} = A \\widehat{x}_k + B u_k + K (y_k - \\widehat{y}_k) $$
-## $$ \\widehat{y}_k = C \\widehat{x}_k + D u_k $$
-## @end tex
-## @end iftex
-## @ifnottex
-## @example
-## ^ ^ ^
-## x[k+1] = A x[k] + B u[k] + K(y[k] - y[k])
-## ^ ^
-## y[k] = C x[k] + D u[k]
-## @end example
-## @end ifnottex
-##
-## @iftex
-## @tex
-## $$ \\widehat{x}_{k+1} = (A-KC) \\widehat{x}_k + (B-KD) u_k + K y_k $$
-## $$ \\widehat{y}_k = C \\widehat{x}_k + D u_k + 0 y_k $$
-## @end tex
-## @end iftex
-## @ifnottex
-## @example
-## ^ ^
-## x[k+1] = (A-KC) x[k] + (B-KD) u[k] + K y[k]
-## ^ ^
-## y[k] = C x[k] + D u[k] + 0 y[k]
-## @end example
-## @end ifnottex
-## @end table
-## @end table
-##
-##
-## @strong{Algorithm}@*
-## Uses SLICOT IB01AD, IB01BD and IB01CD by courtesy of
-## @uref{http://www.slicot.org, NICONET e.V.}
-##
-## @end deftypefn
-
-## Author: Lukas Reichlin <luk...@gm...>
-## Created: May 2012
-## Version: 0.1
-
-function [sys, x0, info] = moen4 (varargin)
-
- if (nargin == 0)
- print_usage ();
- endif
-
- if (nargout == 0)
- __slicot_identification__ ("moen4", nargout, varargin{:});
- else
- [sys, x0, info] = __slicot_identification__ ("moen4", nargout, varargin{:});
- endif
-
-endfunction
-
-
-%!shared SYS, X0, INFO, Ae, Be, Ce, De, Ke, Qe, Rye, Se, X0e
-%!
-%! Y = [ 4.7661 5.5451 5.8503 5.3766 4.8833 5.4865 3.5378 5.3155 6.0530 4.3729
-%! 4.7637 5.1886 5.9236 5.6818 4.8858 5.1495 3.5549 5.5329 6.0799 4.7417
-%! 4.8394 4.8833 5.9212 5.8235 4.8931 4.8442 3.4938 5.4450 6.1287 5.0884
-%! 5.0030 4.6000 5.9773 5.9529 4.7148 4.5414 3.4474 5.3961 6.0799 5.1861
-%! 5.0176 4.2704 5.7405 6.0628 4.4511 4.2679 3.4401 5.2740 6.1678 5.0372
-%! 5.0567 4.0384 5.3888 6.0897 4.2337 4.0604 3.4083 5.0274 6.1947 4.7856
-%! 5.1544 3.8381 5.0005 6.0750 4.0433 3.9602 3.4108 4.7441 6.2362 4.5634
-%! 5.3619 3.7112 4.8491 6.0262 3.8650 3.7893 3.4523 4.6684 6.0530 4.5341
-%! 5.4254 3.5915 4.9444 5.9944 3.7576 3.6428 3.6818 4.6513 5.6525 4.7050
-%! 5.5695 3.5353 5.1739 6.0775 3.6696 3.5256 4.0604 4.5146 5.2740 4.7417
-%! 5.6818 3.4865 5.3693 5.8577 3.5939 3.4987 4.4413 4.2679 4.8589 4.6489
-%! 5.7429 3.4767 5.4474 5.7014 3.5475 3.4547 4.8540 4.2606 4.5341 4.4315
-%! 5.8039 3.4254 5.6037 5.7307 3.5060 3.4083 5.1544 4.2630 4.4560 4.2386
-%! 5.9187 3.3815 5.7307 5.7844 3.4547 3.3790 5.4254 4.1898 4.6196 4.0652
-%! 5.8210 3.3693 5.8503 5.8235 3.3986 3.3766 5.5964 4.2777 4.8662 3.9431
-%! 5.4474 3.3644 5.9798 5.8943 3.3619 3.3619 5.5866 4.6000 5.1177 3.8113
-%! 5.0616 3.3473 5.9920 5.7624 3.3400 3.3595 5.3546 4.9322 5.1666 3.6916
-%! 4.6293 3.3815 6.0848 5.4157 3.3742 3.3693 5.0274 5.2838 5.0567 3.6525
-%! 4.2679 3.4206 5.9407 4.9615 3.5207 3.3986 4.8638 5.5280 5.0030 3.8259
-%! 4.0115 3.4132 5.8039 4.5952 3.7136 3.5793 4.7612 5.7405 5.0982 4.2240
-%! 3.8503 3.4523 5.7917 4.3314 3.7576 3.9480 4.5707 5.8748 5.3253 4.4242
-%! 3.7112 3.6355 5.6037 4.2972 3.7795 4.4120 4.3681 5.9554 5.5671 4.4291
-%! 3.5695 4.0384 5.2643 4.5829 3.6965 4.5854 4.3974 5.9920 5.4670 4.3192
-%! 3.5182 4.3754 4.9468 4.8613 3.7771 4.5146 4.5732 5.8455 5.2521 4.1385
-%! 3.6525 4.7270 4.6196 5.1739 3.8870 4.3436 4.8418 5.5280 4.9468 3.9651
-%! 3.8186 5.0567 4.5146 5.1666 3.9041 4.1556 5.2032 5.0616 4.8809 3.8870
-%! 3.8626 5.2985 4.4340 4.9199 3.8503 3.9847 5.4523 4.7344 4.9810 3.8015
-%! 4.0115 5.5329 4.2850 4.6074 3.9651 4.0433 5.6525 4.5341 5.2252 3.7014
-%! 4.3534 5.4670 4.1214 4.3705 4.2826 4.3070 5.8552 4.5341 5.4596 3.6403
-%! 4.7050 5.1959 3.9456 4.1825 4.5219 4.4218 5.9065 4.6977 5.7234 3.7673
-%! 5.0836 4.8858 3.9847 4.0384 4.7148 4.3534 5.9529 4.7441 5.7917 4.1507
-%! 5.3449 4.7637 4.2191 4.1458 4.9712 4.2240 5.8284 4.6196 5.9065 4.6489
-%! 5.2740 4.8760 4.5463 4.4315 5.2203 4.0530 5.7917 4.6440 5.9920 4.9908
-%! 5.1275 5.0420 4.8735 4.5561 5.5329 3.9407 5.7991 4.8320 5.8357 5.0884
-%! 4.7612 5.2838 5.1544 4.4804 5.6525 3.8381 5.8137 5.1324 5.5280 5.0225
-%! 4.4511 5.4914 5.3888 4.3754 5.7820 3.7307 5.8772 5.4108 5.1422 4.7832
-%! 4.2215 5.5964 5.6135 4.3705 5.9554 3.6525 5.9554 5.6257 4.7759 4.6855
-%! 4.0457 5.6721 5.8357 4.5585 6.0359 3.6110 5.7820 5.6037 4.4902 4.6660
-%! 3.8748 5.7722 5.8845 4.8589 6.1190 3.5646 5.5182 5.3155 4.2362 4.7075
-%! 3.7307 5.8308 5.9554 4.8955 6.1336 3.4963 5.1275 4.9615 4.0237 4.9126
-%! 3.6623 5.9334 5.7624 4.7417 6.1532 3.4621 4.7637 4.6196 3.8870 5.1959
-%! 3.5768 5.8992 5.4596 4.7441 6.1922 3.4547 4.4926 4.3583 3.7527 5.4157
-%! 3.5427 5.9358 5.0616 4.8760 6.1434 3.4254 4.2337 4.1556 3.6818 5.6232
-%! 3.4792 5.8943 4.7075 5.1055 6.1678 3.3790 4.0115 4.0335 3.8064 5.7405
-%! 3.4547 5.9187 4.4584 5.2398 5.9920 3.4328 3.8552 3.8870 4.1458 5.8992
-%! 3.3595 5.9944 4.2679 5.5182 5.6525 3.6232 3.6916 3.7722 4.6000 5.9285
-%! 3.2985 5.9578 4.0530 5.6525 5.4596 3.9749 3.6355 3.6403 5.0030 6.0506
-%! 3.2252 6.0311 3.9431 5.7234 5.4376 4.3803 3.8186 3.5329 5.3033 6.1532
-%! 3.2008 6.0628 3.8259 5.8552 5.3400 4.7148 4.1556 3.4352 5.5524 5.9651
-%! 3.2252 6.0408 3.9676 5.9627 5.0982 5.0738 4.5903 3.4279 5.6159 5.5866
-%! 3.2276 6.0970 4.2801 5.9847 4.7856 5.3693 4.9883 3.4230 5.5231 5.3815
-%! 3.2740 6.1239 4.4804 5.9847 4.4926 5.6037 5.0762 3.3986 5.6110 5.3717
-%! 3.4572 6.1629 4.4926 6.0555 4.2362 5.7453 4.9077 3.6037 5.7136 5.4865
-%! 3.8674 6.0408 4.3900 6.0628 4.0677 5.6525 4.6489 4.0237 5.8455 5.5671
-%! 4.3217 5.8455 4.1971 6.0555 3.9334 5.4010 4.3778 4.4511 5.8992 5.8210
-%! 4.4926 5.7722 4.1116 6.0701 3.8235 5.0152 4.2166 4.7930 5.9944 5.9138
-%! 4.4315 5.7991 3.9822 5.7844 3.7307 4.7099 4.2875 4.9029 6.0921 5.9944
-%! 4.2435 5.9236 3.8674 5.4401 3.6110 4.4169 4.5903 4.7808 6.0921 6.0115
-%! 4.0506 5.9285 3.7673 5.0567 3.5646 4.2362 4.8467 4.5903 6.1434 5.9993
-%! 3.8577 6.0018 3.8723 4.9419 3.5500 4.2362 5.1397 4.3363 6.1532 6.0188
-%! 3.7307 6.0018 4.2362 5.0103 3.5573 4.2484 5.3888 4.1458 6.2337 5.8210
-%! 3.7917 6.0604 4.6635 5.1348 3.5134 4.2215 5.6892 4.2166 6.1873 5.7282
-%! 3.9212 5.8821 4.9712 5.3131 3.5158 4.2972 5.8845 4.4340 6.0140 5.7405
-%! 3.9554 5.5109 5.0665 5.4792 3.6941 4.5903 6.0433 4.7148 5.8357 5.7649
-%! 3.8479 5.3229 4.9029 5.6232 4.0726 4.8931 6.1703 5.0982 5.7746 5.8821
-%! 3.7258 5.3717 4.6757 5.5622 4.4804 5.1348 6.2118 5.3595 5.6867 5.9260
-%! 3.6110 5.4547 4.3925 5.3302 4.7050 5.4279 6.2508 5.5695 5.5378 5.7502
-%! 3.7160 5.4376 4.0994 5.0103 4.6123 5.3790 6.2093 5.7722 5.3278 5.4157
-%! 4.0921 5.1593 4.1141 4.6660 4.3851 5.3644 6.0140 5.9212 5.0543 4.9956
-%! 4.4804 4.9029 4.3265 4.4145 4.2020 5.4523 5.7014 6.0555 4.7002 4.8613
-%! 4.8149 4.5878 4.6440 4.2020 4.0262 5.5671 5.4694 5.9627 4.3949 4.9029
-%! 5.0543 4.5024 4.9712 4.0482 3.9041 5.6721 5.4792 5.6428 4.1800 5.1031
-%! 5.3033 4.5952 5.1593 4.0799 3.7746 5.7698 5.5573 5.4352 4.0433 5.3644
-%! 5.4865 4.8247 5.3888 4.1898 3.6916 5.8308 5.7282 5.3888 3.8772 5.5964
-%! 5.6721 5.0640 5.5768 4.1312 3.8455 5.9236 5.8821 5.5378 3.7527 5.7527
-%! 5.7795 5.2716 5.6525 4.0042 4.2020 5.9651 5.9847 5.6818 3.7282 5.8455
-%! 5.7991 5.4670 5.8039 3.9163 4.5854 6.0579 5.9016 5.7014 3.8699 5.9285
-%! 5.6648 5.6159 5.9138 3.9602 4.9029 6.0506 5.5817 5.6159 4.2069 6.0066
-%! 5.2911 5.5280 5.8870 4.1996 5.2569 6.0726 5.3717 5.6672 4.3558 5.8406
-%! 4.8809 5.2545 5.7991 4.6245 5.5109 6.1116 5.4181 5.7405 4.4267 5.5182
-%! 4.5585 4.8833 5.7307 4.8833 5.6403 6.0701 5.5109 5.8039 4.4535 5.1739
-%! 4.1849 4.5170 5.7624 5.1373 5.8430 5.8967 5.6672 5.8821 4.5219 4.7392
-%! 3.8894 4.1971 5.8137 5.3790 5.9749 5.7551 5.7917 5.9505 4.3925 4.4584
-%! 3.7087 4.0018 5.8210 5.6232 5.9358 5.7185 5.6989 6.0726 4.1556 4.4267
-%! 3.6232 3.8064 5.9285 5.7624 5.8210 5.8210 5.4840 6.1483 3.9651 4.6025
-%! 3.5695 3.9041 6.0140 5.8333 5.5280 6.0018 5.1544 6.1165 3.8772 4.8223
-%! 3.7185 3.9236 5.7649 5.6867 5.1715 6.0018 4.9810 6.1776 3.9700 5.1837
-%! 4.0335 3.8699 5.4132 5.3668 4.8101 5.9016 5.0616 6.2020 4.2582 5.4303
-%! 4.4120 3.8064 5.0982 5.2252 4.4535 5.5573 5.1959 6.2069 4.4218 5.6525
-%! 4.6293 3.7209 4.6782 5.2398 4.3803 5.1739 5.3595 5.9920 4.3363 5.8210
-%! 4.5585 3.8186 4.3729 5.3546 4.5659 4.8003 5.6159 5.5646 4.2997 5.7063
-%! 4.3949 4.1409 4.3925 5.5085 4.8052 4.4315 5.7624 5.1788 4.3925 5.3693
-%! 4.1800 4.5292 4.5903 5.5964 5.1251 4.1947 5.8577 4.9981 4.6757 5.0274
-%! 4.1971 4.8052 4.9199 5.7527 5.3546 4.0066 5.9480 5.0518 4.7612 4.7050
-%! 4.4315 5.0860 5.0176 5.8748 5.5891 3.8503 5.8357 5.2325 4.6587 4.4145
-%! 4.7148 5.3400 4.8589 5.9065 5.7649 3.7478 5.7063 5.4840 4.4902 4.1458
-%! 4.9615 5.5329 4.6757 5.8943 5.9236 3.6428 5.4987 5.6867 4.3070 3.9651
-%! 5.3009 5.5768 4.6196 5.7429 5.9407 3.5915 5.1886 5.8992 4.1263 4.0335
-%! 5.5671 5.6672 4.8345 5.4474 5.8577 3.5695 5.1177 5.8699 3.9724 4.3729
-%! 5.6818 5.7917 5.0909 5.0250 5.6941 3.5280 5.1910 5.9773 4.0775 4.6831 ](:);
-%!
-%!
-%!
-%! U = [ 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100 3.4100 6.4100 6.4100 3.4100
-%! 3.4100 3.4100 3.4100 6.4100 3.4100 3.4100 3.4100 3.4100 6.4100 3.4100
-%! 6.4100 3.4100 3.4100 6.4100 3.4100 3.4100 3.4100 3.4100 6.4100 3.4100
-%! 6.4100 3.4100 3.4100 6.4100 3.4100 3.4100 3.4100 3.4100 6.4100 3.4100
-%! 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100 3.4100 6.4100 3.4100 6.4100
-%! 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100 6.4100 3.4100 3.4100 6.4100
-%! 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100 6.4100 3.4100 3.4100 3.4100
-%! 6.4100 3.4100 6.4100 3.4100 3.4100 3.4100 6.4100 3.4100 3.4100 3.4100
-%! 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100 6.4100 6.4100 3.4100 3.4100
-%! 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100 6.4100 3.4100 6.4100 3.4100
-%! 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100 6.4100 3.4100 6.4100 3.4100
-%! 3.4100 3.4100 6.4100 6.4100 3.4100 3.4100 6.4100 6.4100 6.4100 3.4100
-%! 3.4100 3.4100 6.4100 6.4100 3.4100 3.4100 3.4100 6.4100 6.4100 3.4100
-%! 3.4100 3.4100 6.4100 3.4100 3.4100 3.4100 3.4100 6.4100 3.4100 3.4100
-%! 3.4100 3.4100 6.4100 3.4100 3.4100 3.4100 3.4100 6.4100 3.4100 3.4100
-%! 3.4100 3.4100 3.4100 3.4100 6.4100 3.4100 6.4100 6.4100 6.4100 6.4100
-%! 3.4100 3.4100 6.4100 3.4100 3.4100 6.4100 3.4100 6.4100 6.4100 6.4100
-%! 3.4100 3.4100 6.4100 3.4100 3.4100 6.4100 3.4100 6.4100 6.4100 3.4100
-%! 3.4100 6.4100 3.4100 6.4100 3.4100 6.4100 3.4100 6.4100 6.4100 3.4100
-%! 3.4100 6.4100 3.4100 6.4100 3.4100 3.4100 6.4100 6.4100 3.4100 3.4100
-%! 3.4100 6.4100 3.4100 6.4100 6.4100 3.4100 6.4100 3.4100 3.4100 3.4100
-%! 6.4100 6.4100 3.4100 6.4100 3.4100 3.4100 6.4100 3.4100 3.4100 3.4100
-%! 3.4100 6.4100 6.4100 3.4100 3.4100 3.4100 6.4100 3.4100 6.4100 3.4100
-%! 3.4100 6.4100 3.4100 3.4100 3.4100 3.4100 6.4100 3.4100 6.4100 3.4100
-%! 6.4100 6.4100 3.4100 3.4100 6.4100 6.4100 6.4100 3.4100 6.4100 3.4100
-%! 6.4100 3.4100 3.4100 3.4100 6.4100 6.4100 6.4100 6.4100 6.4100 3.4100
-%! 6.4100 3.4100 3.4100 3.4100 3.4100 3.4100 6.4100 6.4100 6.4100 6.4100
-%! 6.4100 3.4100 6.4100 3.4100 6.4100 3.4100 6.4100 3.4100 6.4100 6.4100
-%! 6.4100 6.4100 6.4100 6.4100 6.4100 3.4100 3.4100 3.4100 6.4100 6.4100
-%! 3.4100 6.4100 6.4100 6.4100 6.4100 3.4100 6.4100 6.4100 6.4100 6.4100
-%! 3.4100 6.4100 6.4100 3.4100 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100
-%! 3.4100 6.4100 6.4100 3.4100 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100
-%! 3.4100 6.4100 6.4100 3.4100 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100
-%! 3.4100 6.4100 6.4100 6.4100 6.4100 3.4100 6.4100 6.4100 3.4100 6.4100
-%! 3.4100 6.4100 6.4100 6.4100 6.4100 3.4100 3.4100 3.4100 3.4100 3.4100
-%! 3.4100 6.4100 6.4100 6.4100 6.4100 3.4100 3.4100 3.4100 3.4100 6.4100
-%! 3.4100 6.4100 6.4100 3.4100 6.4100 3.4100 3.4100 3.4100 3.4100 6.4100
-%! 3.4100 6.4100 3.4100 3.4100 6.4100 3.4100 3.4100 3.4100 3.4100 6.4100
-%! 3.4100 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100 3.4100 3.4100 6.4100
-%! 3.4100 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100 3.4100 3.4100 6.4100
-%! 3.4100 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100 3.4100 6.4100 6.4100
-%! 3.4100 6.4100 3.4100 6.4100 3.4100 3.4100 3.4100 3.4100 6.4100 6.4100
-%! 3.4100 6.4100 3.4100 6.4100 3.4100 6.4100 3.4100 3.4100 6.4100 6.4100
-%! 3.4100 6.4100 3.4100 6.4100 6.4100 6.4100 3.4100 3.4100 6.4100 6.4100
-%! 3.4100 6.4100 3.4100 6.4100 6.4100 6.4100 6.4100 3.4100 6.4100 6.4100
-%! 3.4100 6.4100 3.4100 6.4100 3.4100 6.4100 6.4100 3.4100 6.4100 3.4100
-%! 3.4100 6.4100 6.4100 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100 3.4100
-%! 3.4100 6.4100 6.4100 6.4100 3.4100 6.4100 6.4100 3.4100 6.4100 6.4100
-%! 3.4100 6.4100 3.4100 6.4100 3.4100 6.4100 3.4100 3.4100 6.4100 6.4100
-%! 6.4100 6.4100 3.4100 6.4100 3.4100 6.4100 3.4100 6.4100 6.4100 6.4100
-%! 6.4100 3.4100 3.4100 6.4100 3.4100 3.4100 3.4100 6.4100 6.4100 6.4100
-%! 6.4100 6.4100 3.4100 6.4100 3.4100 3.4100 3.4100 6.4100 6.4100 6.4100
-%! 3.4100 6.4100 3.4100 6.4100 3.4100 3.4100 3.4100 6.4100 6.4100 6.4100
-%! 3.4100 6.4100 3.4100 3.4100 3.4100 3.4100 6.4100 3.4100 6.4100 6.4100
-%! 3.4100 6.4100 3.4100 3.4100 3.4100 3.4100 6.4100 3.4100 6.4100 6.4100
-%! 3.4100 6.4100 3.4100 3.4100 3.4100 3.4100 6.4100 3.4100 6.4100 6.4100
-%! 3.4100 6.4100 6.4100 6.4100 3.4100 6.4100 6.4100 3.4100 6.4100 6.4100
-%! 3.4100 6.4100 6.4100 6.4100 3.4100 3.4100 6.4100 3.4100 6.4100 3.4100
-%! 6.4100 6.4100 6.4100 6.4100 3.4100 3.4100 6.4100 6.4100 6.4100 6.4100
-%! 3.4100 3.4100 6.4100 6.4100 3.4100 6.4100 6.4100 6.4100 3.4100 6.4100
-%! 3.4100 3.4100 3.4100 6.4100 6.4100 6.4100 6.4100 6.4100 6.4100 6.4100
-%! 3.4100 6.4100 3.4100 6.4100 6.4100 6.4100 6.4100 6.4100 6.4100 6.4100
-%! 3.4100 6.4100 3.4100 3.4100 6.4100 6.4100 6.4100 6.4100 3.4100 6.4100
-%! 3.4100 6.4100 3.4100 3.4100 3.4100 6.4100 6.4100 6.4100 6.4100 3.4100
-%! 6.4100 3.4100 3.4100 3.4100 3.4100 3.4100 6.4100 6.4100 3.4100 3.4100
-%! 6.4100 3.4100 6.4100 3.4100 3.4100 6.4100 3.4100 6.4100 3.4100 3.4100
-%! 6.4100 3.4100 6.4100 3.4100 3.4100 6.4100 3.4100 6.4100 3.4100 6.4100
-%! 6.4100 3.4100 6.4100 3.4100 3.4100 6.4100 6.4100 3.4100 3.4100 6.4100
-%! 6.4100 6.4100 6.4100 3.4100 3.4100 6.4100 6.4100 3.4100 3.4100 6.4100
-%! 6.4100 6.4100 6.4100 6.4100 3.4100 6.4100 6.4100 6.4100 3.4100 6.4100
-%! 6.4100 6.4100 6.4100 3.4100 3.4100 6.4100 6.4100 6.4100 3.4100 6.4100
-%! 6.4100 6.4100 6.4100 3.4100 6.4100 6.4100 6.4100 6.4100 3.4100 6.4100
-%! 6.4100 6.4100 6.4100 3.4100 6.4100 6.4100 6.4100 6.4100 3.4100 6.4100
-%! 6.4100 6.4100 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100 6.4100 6.4100
-%! 3.4100 6.4100 6.4100 6.4100 6.4100 6.4100 3.4100 6.4100 6.4100 6.4100
-%! 3.4100 3.4100 6.4100 6.4100 6.4100 6.4100 6.4100 6.4100 3.4100 3.4100
-%! 3.4100 3.4100 3.4100 6.4100 6.4100 6.4100 6.4100 6.4100 3.4100 3.4100
-%! 3.4100 3.4100 6.4100 6.4100 6.4100 6.4100 6.4100 6.4100 6.4100 3.4100
-%! 3.4100 3.4100 6.4100 6.4100 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100
-%! 3.4100 3.4100 6.4100 6.4100 6.4100 6.4100 6.4100 6.4100 3.4100 3.4100
-%! 3.4100 3.4100 6.4100 6.4100 6.4100 6.4100 3.4100 6.4100 3.4100 6.4100
-%! 3.4100 3.4100 6.4100 6.4100 3.4100 6.4100 3.4100 6.4100 3.4100 6.4100
-%! 3.4100 6.4100 6.4100 6.4100 3.4100 6.4100 3.4100 6.4100 3.4100 6.4100
-%! 6.4100 3.4100 3.4100 3.4100 3.4100 6.4100 6.4100 6.4100 6.4100 6.4100
-%! 6.4100 3.4100 3.4100 3.4100 3.4100 3.4100 6.4100 6.4100 6.4100 6.4100
-%! 6.4100 3.4100 3.4100 6.4100 3.4100 3.4100 6.4100 6.4100 3.4100 6.4100
-%! 3.4100 3.4100 3.4100 6.4100 6.4100 3.4100 6.4100 3.4100 3.4100 6.4100
-%! 3.4100 6.4100 3.4100 6.4100 6.4100 3.4100 6.4100 3.4100 3.4100 3.4100
-%! 3.4100 6.4100 6.4100 6.4100 6.4100 3.4100 6.4100 3.4100 6.4100 3.4100
-%! 3.4100 6.4100 6.4100 6.4100 6.4100 3.4100 6.4100 6.4100 6.4100 3.4100
-%! 6.4100 6.4100 6.4100 6.4100 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100
-%! 6.4100 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100 6.4100 3.4100 3.4100
-%! 6.4100 6.4100 3.4100 6.4100 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100
-%! 6.4100 6.4100 3.4100 6.4100 6.4100 3.4100 3.4100 6.4100 3.4100 3.4100
-%! 6.4100 6.4100 6.4100 3.4100 6.4100 3.4100 3.4100 6.4100 3.4100 6.4100
-%! 6.4100 6.4100 6.4100 3.4100 3.4100 3.4100 6.4100 6.4100 3.4100 6.4100
-%! 6.4100 6.4100 6.4100 3.4100 6.4100 3.4100 6.4100 6.4100 6.4100 6.4100
-%! 3.4100 6.4100 6.4100 6.4100 3.4100 3.4100 6.4100 6.4100 6.4100 6.4100
-%! 3.4100 6.4100 6.4100 6.4100 3.4100 3.4100 6.4100 6.4100 6.4100 6.4100
-%! 3.4100 6.4100 6.4100 3.4100 3.4100 3.4100 3.4100 6.4100 6.4100 6.4100 ](:);
-%!
-%!
-%! DAT = iddata (Y, U);
-%!
-%! [SYS, X0, INFO] = moen4 (DAT, "s", 15, "rcond", 0.0, "tol", -1.0, "confirm", false);
-%!
-%! Ae = [ 0.8924 0.3887 0.1285 0.1716
-%! -0.0837 0.6186 -0.6273 -0.4582
-%! 0.0052 0.1307 0.6685 -0.6755
-%! 0.0055 0.0734 -0.2148 0.4788 ];
-%!
-%! Ce = [ -0.4442 0.6663 0.3961 0.4102 ];
-%!
-%! Be = [ -0.2142
-%! -0.1968
-%! 0.0525
-%! 0.0361 ];
-%!
-%! De = [ -0.0041 ];
-%!
-%! Ke = [ -1.9513
-%! -0.1867
-%! 0.6348
-%! -0.3486 ];
-%!
-%! Qe = [ 0.0052 0.0005 -0.0017 0.0009
-%! 0.0005 0.0000 -0.0002 0.0001
-%! -0.0017 -0.0002 0.0006 -0.0003
-%! 0.0009 0.0001 -0.0003 0.0002 ];
-%!
-%! Rye = [ 0.0012 ];
-%!
-%! Se = [ -0.0025
-%! -0.0002
-%! 0.0008
-%! -0.0005 ];
-%!
-%! X0e = [ -11.496422
-%! -0.718576
-%! -0.014211
-%! 0.500073 ]; # X0e is not from SLICOT
-%!
-%! ## The SLICOT test for IB01CD uses COMUSE=C, not COMUSE=U.
-%! ## This means that they don't use the matrices B and D
-%! ## computed by IB01BD. They use only A and C from IB01BD,
-%! ## while B and D are from SLICOT routine IB01CD.
-%! ## Therefore they get slightly different matrices B and D
-%! ## and finally a different initial state vector X0.
-%!
-%!assert (SYS.A, Ae, 1e-4);
-%!assert (SYS.B, Be, 1e-4);
-%!assert (SYS.C, Ce, 1e-4);
-%!assert (SYS.D, De, 1e-4);
-%!assert (INFO.K, Ke, 1e-4);
-%!assert (INFO.Q, Qe, 1e-4);
-%!assert (INFO.Ry, Rye, 1e-4);
-%!assert (INFO.S, Se, 1e-4);
-%!assert (X0, X0e, 1e-4);
-
-
-## [96-003] Data of a 120 MW power plant (Pont-sur-Sambre, France)
-%!shared SYS, Ae, Be, Ce, De
-%! U = [ -811 -592 421 -680 -681
-%! -812 -619 477 -685 -651
-%! -817 -565 538 -678 -677
-%! -695 -725 536 -674 -702
-%! -697 -571 531 -676 -685
-%! -697 -618 533 -681 -721
-%! -702 -579 549 -677 -699
-%! -703 -487 575 -677 -694
-%! -705 -449 561 -679 -678
-%! -705 -431 563 -680 -692
-%! -707 -502 561 -679 -686
-%! -707 -583 530 -676 -751
-%! -710 -458 540 -677 -700
-%! -713 -469 543 -679 -731
-%! -715 -506 549 -684 -635
-%! -713 -590 532 -681 -715
-%! -714 -582 528 -676 -696
-%! -713 -575 538 -679 -690
-%! -716 -382 557 -682 -701
-%! -716 -476 558 -679 -690
-%! -718 -425 565 -678 -686
-%! -719 -409 562 -679 -615
-%! -719 -508 523 -677 -737
-%! -721 -569 523 -679 -722
-%! -723 -434 542 -681 -735
-%! -723 -395 544 -676 -704
-%! -723 -428 542 -677 -729
-%! -722 -402 537 -677 -706
-%! -725 -380 534 -681 -696
-%! -726 -324 549 -676 -701
-%! -726 -211 578 -675 -614
-%! -727 -113 569 -677 -738
-%! -727 -208 554 -676 -737
-%! -727 -320 523 -684 -697
-%! -727 944 605 -680 -587
-%! -729 396 654 -681 -708
-%! -729 754 637 -682 -685
-%! -727 419 522 -677 -715
-%! -729 378 494 -668 -703
-%! -728 363 493 -669 -682
-%! -729 390 496 -665 -713
-%! -729 106 483 -664 -711
-%! -729 32 495 -661 -718
-%! -729 517 585 -661 -641
-%! -729 455 625 -659 -703
-%! -730 521 649 -687 -669
-%! -730 540 627 -689 -705
-%! -731 514 605 -694 -682
-%! -585 525 558 -685 -611
-%! -586 534 520 -680 -668
-%! -586 539 531 -681 -679
-%! -585 519 507 -682 -663
-%! -588 513 505 -667 -668
-%! -587 509 539 -680 -616
-%! -587 512 535 -668 -628
-%! -588 514 557 -667 -648
-%! -588 553 563 -676 -613
-%! -589 519 559 -684 -638
-%! -589 521 563 -682 -652
-%! -588 518 547 -678 -597
-%! -589 552 549 -688 -630
-%! -589 520 535 -685 -623
-%! -589 547 542 -678 -619
-%! -589 549 531 -684 -524
-%! -588 544 522 -1540 -580
-%! -588 564 555 -1538 -584
-%! -588 684 545 -1541 -564
-%! -590 558 546 -1541 -609
-%! -589 552 537 -1550 -601
-%! -591 532 526 -1548 -580
-%! -590 544 524 -1542 -565
-%! -591 559 535 -1538 -604
-%! -592 555 542 -1548 -629
-%! -591 577 532 -1549 -587
-%! -593 581 530 -1543 -585
-%! -592 562 540 -1548 -583
-%! -591 568 546 -1536 -587
-%! -593 550 557 -1533 -569
-%! -592 550 537 -1518 -527
-%! -593 568 551 -1533 -582
-%! -590 528 540 -1529 -492
-%! -590 542 532 -1525 -585
-%! -590 556 535 -1522 -606
-%! -591 637 535 -1516 -571
-%! -591 608 539 -1512 -582
-%! -591 545 527 -1510 -577
-%! ...
[truncated message content] |
|
From: <par...@us...> - 2012-08-14 19:32:06
|
Revision: 10864
http://octave.svn.sourceforge.net/octave/?rev=10864&view=rev
Author: paramaniac
Date: 2012-08-14 19:32:00 +0000 (Tue, 14 Aug 2012)
Log Message:
-----------
control-devel: rename key
Modified Paths:
--------------
trunk/octave-forge/extra/control-devel/inst/__slicot_identification__.m
trunk/octave-forge/extra/control-devel/inst/moen4.m
trunk/octave-forge/extra/control-devel/inst/moesp.m
trunk/octave-forge/extra/control-devel/inst/n4sid.m
Modified: trunk/octave-forge/extra/control-devel/inst/__slicot_identification__.m
===================================================================
--- trunk/octave-forge/extra/control-devel/inst/__slicot_identification__.m 2012-08-14 18:55:38 UTC (rev 10863)
+++ trunk/octave-forge/extra/control-devel/inst/__slicot_identification__.m 2012-08-14 19:32:00 UTC (rev 10864)
@@ -115,8 +115,7 @@
rcond = val;
case "confirm"
conf = logical (val);
- case "noise"
- ## FIXME: find a more speaking name than 'noise' for this option
+ case {"input", "inputs"}
noise = val;
otherwise
warning ("%s: invalid property name '%s' ignored", method, key);
Modified: trunk/octave-forge/extra/control-devel/inst/moen4.m
===================================================================
--- trunk/octave-forge/extra/control-devel/inst/moen4.m 2012-08-14 18:55:38 UTC (rev 10863)
+++ trunk/octave-forge/extra/control-devel/inst/moen4.m 2012-08-14 19:32:00 UTC (rev 10864)
@@ -129,7 +129,7 @@
## No confirmation. Default value.
## @end table
##
-## @item 'noise'
+## @item 'input'
## The desired type of noise input channels.
## @table @var
## @item 'n'
Modified: trunk/octave-forge/extra/control-devel/inst/moesp.m
===================================================================
--- trunk/octave-forge/extra/control-devel/inst/moesp.m 2012-08-14 18:55:38 UTC (rev 10863)
+++ trunk/octave-forge/extra/control-devel/inst/moesp.m 2012-08-14 19:32:00 UTC (rev 10864)
@@ -128,7 +128,7 @@
## No confirmation. Default value.
## @end table
##
-## @item 'noise'
+## @item 'input'
## The desired type of noise input channels.
## @table @var
## @item 'n'
Modified: trunk/octave-forge/extra/control-devel/inst/n4sid.m
===================================================================
--- trunk/octave-forge/extra/control-devel/inst/n4sid.m 2012-08-14 18:55:38 UTC (rev 10863)
+++ trunk/octave-forge/extra/control-devel/inst/n4sid.m 2012-08-14 19:32:00 UTC (rev 10864)
@@ -128,7 +128,7 @@
## No confirmation. Default value.
## @end table
##
-## @item 'noise'
+## @item 'input'
## The desired type of noise input channels.
## @table @var
## @item 'n'
This was sent by the SourceForge.net collaborative development platform, the world's largest Open Source development site.
|
|
From: <be...@us...> - 2012-08-14 18:55:45
|
Revision: 10863
http://octave.svn.sourceforge.net/octave/?rev=10863&view=rev
Author: benjf5
Date: 2012-08-14 18:55:38 +0000 (Tue, 14 Aug 2012)
Log Message:
-----------
Removed looped lsreal, lscomplex; detabified fastlsreal.cc, cleaned up spaces in fastlscomplex.
Modified Paths:
--------------
trunk/octave-forge/extra/lssa/src/fastlscomplex.cc
trunk/octave-forge/extra/lssa/src/fastlsreal.cc
Removed Paths:
-------------
trunk/octave-forge/extra/lssa/inst/lscomplex.m.old
trunk/octave-forge/extra/lssa/inst/lsreal.m.old
Deleted: trunk/octave-forge/extra/lssa/inst/lscomplex.m.old
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lscomplex.m.old 2012-08-14 16:51:37 UTC (rev 10862)
+++ trunk/octave-forge/extra/lssa/inst/lscomplex.m.old 2012-08-14 18:55:38 UTC (rev 10863)
@@ -1,68 +0,0 @@
-## Copyright (C) 2012 Benjamin Lewis <be...@gm...>
-##
-## This program is free software; you can redistribute it and/or modify it under
-## the terms of the GNU General Public License as published by the Free Software
-## Foundation; either version 3 of the License, or (at your option) any later
-## version.
-##
-## This program is distributed in the hope that it will be useful, but WITHOUT
-## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
-## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
-## details.
-##
-## You should have received a copy of the GNU General Public License along with
-## this program; if not, see <http://www.gnu.org/licenses/>.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {@var{t} =} lscomplex (@var{time}, @var{mag}, @var{maxfreq}, @var{numcoeff}, @var{numoctaves})
-##
-## Return the complex least-squares transform of the (@var{time},@var{mag})
-## series, considering frequencies up to @var{maxfreq}, over @var{numoctaves}
-## octaves and @var{numcoeff} coefficients.
-##
-## @seealso{lsreal}
-## @end deftypefn
-
-
-function transform = lscomplex (t, x, omegamax, ncoeff, noctave)
-
- ## VECTOR ONLY, and since t and x have the same number of
- ## entries, there's no problem.
- n = length (t);
-
-
- transform = zeros (1, ncoeff * noctave);
-
- o = omegamax;
-
- omul = 2 ^ (- 1 / ncoeff);
-
- for iter = 1:ncoeff * noctave
-
- ot = o .* t;
-
- ## See the paper for the expression below
- transform(iter) = sum ((cos (ot) - (sin (ot) .* i)) .* x) / n;
-
-
- ## Advance the transform to the next coefficient in the octave
- o *= omul;
-
- endfor
-
-endfunction
-
-%!test
-%! maxfreq = 4 / ( 2 * pi );
-%! t = [0:0.008:8];
-%! x = ( 2 .* sin (maxfreq .* t) +
-%! 3 .* sin ( (3 / 4) * maxfreq .* t)-
-%! 0.5 .* sin ((1/4) * maxfreq .* t) -
-%! 0.2 .* cos (maxfreq .* t) +
-%! cos ((1/4) * maxfreq .* t));
-%! o = [ maxfreq , 3 / 4 * maxfreq , 1 / 4 * maxfreq ];
-%! assert (lscomplex (t, x, maxfreq, 2, 2),
-%! [(-0.400924546169395 - 2.371555305867469i), ...
-%! (1.218065147708429 - 2.256125004156890i), ...
-%! (1.935428592212907 - 1.539488163739336i), ...
-%! (2.136692292751917 - 0.980532175174563i)], 5e-10);
Deleted: trunk/octave-forge/extra/lssa/inst/lsreal.m.old
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lsreal.m.old 2012-08-14 16:51:37 UTC (rev 10862)
+++ trunk/octave-forge/extra/lssa/inst/lsreal.m.old 2012-08-14 18:55:38 UTC (rev 10863)
@@ -1,79 +0,0 @@
-## Copyright (C) 2012 Benjamin Lewis
-##
-## This program is free software; you can redistribute it and/or modify it under
-## the terms of the GNU General Public License as published by the Free Software
-## Foundation; either version 3 of the License, or (at your option) any later
-## version.
-##
-## This program is distributed in the hope that it will be useful, but WITHOUT
-## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
-## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
-## details.
-##
-## You should have received a copy of the GNU General Public License along with
-## this program; if not, see <http://www.gnu.org/licenses/>.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {@var{transform} =} lsreal (@var{time}, @var{mag}, @var{maxfreq}, @var{numcoeff}, @var{numoctaves})
-##
-## Return the real least-squares transform of the time series
-## defined, based on the maximal frequency @var{maxfreq}, the
-## number of coefficients @var{numcoeff}, and the number of
-## octaves @var{numoctaves}. Each complex-valued result is the
-## pair (c_o, s_o) defining the coefficients which best fit the
-## function y = c_o * cos(ot) + s_o * sin(ot) to the (@var{time}, @var{mag}) data.
-##
-## @seealso{lscomplex}
-## @end deftypefn
-
-function transform = lsreal (t, x, omegamax, ncoeff, noctave)
-
- ## FIXME : THIS IS VECTOR-ONLY. I'd need to add another bit of code to
- ## make it array-safe, and that's not knowing right now what else
- ## will be necessary.
- k = n = length (t);
-
- transform = zeros (1, (noctave * ncoeff));
-
- od = 2 ^ (- 1 / ncoeff);
- o = omegamax;
- n1 = 1 / n;
-
- ncoeffp = ncoeff * noctave;
-
- for iter = 1:ncoeffp
- ## This method is an application of Eq. 8 on
- ## page 6 of the text, as well as Eq. 7
- ot = o .* t;
-
- zeta = n1 * sum ((cos (ot) - i * sin (ot)) .* x);
-
- ot *= 2;
-
- iota = n1 * sum (cos (ot) - i * sin (ot));
-
-
- transform(iter) = (2 * (conj (zeta) - (conj (iota) * zeta)) /
- (1 - (real (iota) ^ 2) - (imag (iota) ^ 2)));
-
- o *= od;
- endfor
-
-endfunction
-
-%!test
-%! maxfreq = 4 / ( 2 * pi );
-%! t = linspace(0,8);
-%! x = ( 2 .* sin ( maxfreq .* t ) +
-%! 3 .* sin ( (3/4) * maxfreq .* t ) -
-%! 0.5 .* sin ( (1/4) * maxfreq .* t ) -
-%! 0.2 .* cos ( maxfreq .* t ) +
-%! cos ( (1/4) * maxfreq .* t ) );
-%! # In the assert here, I've got an error bound large enough to catch
-%! # individual system errors which would present no real issue.
-%! assert (lsreal (t,x,maxfreq,2,2),
-%! [(-1.68275915310663 + 4.70126183846743i), ...
-%! (1.93821553170889 + 4.95660209883437i), ...
-%! (4.38145452686697 + 2.14403733658600i), ...
-%! (5.27425332281147 - 0.73933440226597i)],
-%! 5e-10)
Modified: trunk/octave-forge/extra/lssa/src/fastlscomplex.cc
===================================================================
--- trunk/octave-forge/extra/lssa/src/fastlscomplex.cc 2012-08-14 16:51:37 UTC (rev 10862)
+++ trunk/octave-forge/extra/lssa/src/fastlscomplex.cc 2012-08-14 18:55:38 UTC (rev 10863)
@@ -43,12 +43,12 @@
\n\
@seealso{lscomplex, fastlsreal}\n\
\n\
-@end deftypefn")
+@end deftypefn")
{
- octave_value_list retval;
+ octave_value_list retval;
- if (args.length() != 5)
+ if (args.length() != 5)
print_usage();
else
{
@@ -60,38 +60,37 @@
int ncoeff = args(4).int_value ();
if (tvals.numel () != xvals.numel ())
- if (tvals.numel () > xvals.numel ())
+ if (tvals.numel () > xvals.numel ())
error ("fastlscomplex: More time values than magnitude values");
- else
+ else
error ("fastlscomplex: More magnitude values than time values");
-
- if (ncoeff == 0)
+ if (ncoeff == 0)
error ("fastlscomplex: No coefficients to compute");
- if (noctaves == 0)
+ if (noctaves == 0)
error ("fastlscomplex: No octaves to compute over");
- if (omegamax == 0)
+ if (omegamax == 0)
error ("fastlscomplex: No difference between minimal and maximal frequency");
- if (! error_state)
+ if (! error_state)
{
ComplexRowVector results;
if (flscomplex (tvals, xvals, omegamax, noctaves, ncoeff, results))
retval(0) = octave_value (results);
else
error ("fastlscomplex: error in the underlying flscomplex function");
- }
-
+ }
+
}
return retval;
}
bool flscomplex (const RowVector & tvec, const ComplexRowVector & xvec,
- double maxfreq, int octaves, int coefficients,
- ComplexRowVector & results)
+ double maxfreq, int octaves, int coefficients,
+ ComplexRowVector & results)
{
-
- struct Precomputation_Record
+
+ struct Precomputation_Record
{
Precomputation_Record *next;
std::complex<double> power_series[12]; // I'm using 12 as a matter of compatibility, only.
@@ -112,19 +111,19 @@
int octave_iter, coeff_iter;
- std::complex<double> zeta, zz, z_accumulator, exp_term, exp_multiplier,
- alpha, h, *tpra, *temp_ptr_alpha, temp_alpha[12], *tprb, *temp_ptr_beta,
+ std::complex<double> zeta, zz, z_accumulator, exp_term, exp_multiplier,
+ alpha, h, *tpra, *temp_ptr_alpha, temp_alpha[12], *tprb, *temp_ptr_beta,
temp_beta[12], temp_array[12], *p, x;
octave_idx_type n = tvec.numel ();
- for (int array_iter = 0; array_iter < 12; array_iter++)
+ for (int array_iter = 0; array_iter < 12; array_iter++)
temp_array[array_iter] = std::complex<double> (0 , 0);
-
+
int factorial_array[12];
factorial_array[0] = 1;
- for (int i = 1; i < 12; i++)
+ for (int i = 1; i < 12; i++)
factorial_array[i] = factorial_array[i-1] * i;
n_1 = n_inv = 1.0 / n;
@@ -244,7 +243,7 @@
record_current->stored_data = true;
}
- if (k >= n)
+ if (k >= n)
break;
tau_h = te + delta_tau;
@@ -257,7 +256,7 @@
record_tail = record_current;
record_current = precomp_records_head;
record_tail->next = 0;
-
+
/* Summation of coefficients for each frequency. As we have ncoeffs * noctaves elements,
* it makes sense to work from the top down, as we have omega_max by default (maxfreq)
*/
@@ -267,18 +266,18 @@
octavemax = maxfreq;
loop_tau_0 = tau_0;
loop_delta_tau = delta_tau;
-
+
octave_idx_type iter = 0;
-
+
// Loops need to first travel over octaves, then coefficients;
- for (octave_iter = octaves; ;
+ for (octave_iter = octaves; ;
omega_oct *= 0.5, octavemax *= 0.5, loop_tau_0 += loop_delta_tau, loop_delta_tau *= 2)
{
o = omega_oct;
omega_working = octavemax;
- for (coeff_iter = 0;
- coeff_iter < coefficients;
- coeff_iter++, o *= omega_multiplier,
+ for (coeff_iter = 0;
+ coeff_iter < coefficients;
+ coeff_iter++, o *= omega_multiplier,
omega_working *= omega_multiplier)
{
exp_term = std::complex<double> (cos (- omega_working * loop_tau_0),
@@ -287,14 +286,14 @@
exp_multiplier = std::complex<double> (cos (- 2 * omega_working * loop_delta_tau) ,
sin (- 2 * omega_working * loop_delta_tau));
- for (zeta = 0, record_current = precomp_records_head;
+ for (zeta = 0, record_current = precomp_records_head;
record_current;
record_current = record_current->next, exp_term *= exp_multiplier )
{
- if (record_current->stored_data)
+ if (record_current->stored_data)
{
int p;
- for (zz = 0, p = 0, on_1 = n_1; p < 12; p++)
+ for (zz = 0, p = 0, on_1 = n_1; p < 12; p++)
{
zz += record_current->power_series[p] * on_1;
on_1 *= o;
@@ -302,40 +301,39 @@
zeta += exp_term * zz;
}
}
-
results(iter) = std::complex<double> (zeta);
iter++;
}
- if (! (--octave_iter))
+ if (! (--octave_iter))
break;
-
+
/* If we've already reached the lowest value, stop.
* Otherwise, merge with the next computation range.
*/
double *exp_pse_ptr, *exp_ptr, exp_power_series_elements[12];
exp_power_series_elements[0] = 1;
exp_pse_ptr = exp_ptr = exp_power_series_elements;
-
- for (int r_iter = 1; r_iter < 12; r_iter++)
+
+ for (int r_iter = 1; r_iter < 12; r_iter++)
exp_power_series_elements[r_iter] = exp_power_series_elements[r_iter-1] *
(mu * loop_delta_tau) * (1.0 / ((double) r_iter));
-
+
try
- {
- for (record_current = precomp_records_head;
+ {
+ for (record_current = precomp_records_head;
record_current;
- record_current = record_current->next)
+ record_current = record_current->next)
{
- if (! (record_ref = record_current->next )
- || ! record_ref->stored_data )
+ if (! (record_ref = record_current->next )
+ || ! record_ref->stored_data )
{
// In this case, there is no next record, but this record has data.
- if (record_current->stored_data)
+ if (record_current->stored_data)
{
int p = 0;
for (exp_pse_ptr = exp_power_series_elements + 1, temp_ptr_alpha = temp_alpha;
- p < 12;
- p++ , exp_pse_ptr++)
+ p < 12;
+ p++ , exp_pse_ptr++)
{
tpra = temp_ptr_alpha;
*(temp_ptr_alpha++) = std::complex<double>(record_current->power_series[p]);
@@ -348,29 +346,29 @@
* actually be accessed for the first iterations, it's easier.
*/
- if (++exp_ptr >= exp_pse_ptr)
+ if (++exp_ptr >= exp_pse_ptr)
break;
--tpra;
h = *tpra * *exp_ptr;
record_current->power_series[p].real() -= h.imag();
record_current->power_series[p].imag() += h.real();
-
- if (++exp_ptr >= exp_pse_ptr )
+
+ if (++exp_ptr >= exp_pse_ptr )
break;
--tpra;
record_current->power_series[p] -= *tpra * *exp_ptr;
- if (++exp_ptr >= exp_pse_ptr)
+ if (++exp_ptr >= exp_pse_ptr)
break;
--tpra;
h = -*tpra * *exp_ptr;
record_current->power_series[p].real() -= h.imag();
record_current->power_series[p].imag() += h.real();
-
- if (++exp_ptr >= exp_pse_ptr)
+
+ if (++exp_ptr >= exp_pse_ptr)
break;
--tpra;
@@ -378,112 +376,112 @@
}
}
- if ( ! record_ref )
+ if ( ! record_ref )
break; // Last record was reached
- }
- else
+ }
+ else
{
record_next = record_ref;
- if ( record_current->stored_data )
+ if ( record_current->stored_data )
{
int p = 0, q = 0;
for (exp_pse_ptr = exp_power_series_elements + 1, temp_ptr_alpha = temp_alpha, temp_ptr_beta = temp_beta;
- p < 12; p++, q++, exp_pse_ptr++)
+ p < 12; p++, q++, exp_pse_ptr++)
{
tpra = temp_ptr_alpha;
*temp_ptr_alpha++ = record_current->power_series[p] + record_next->power_series[q];
*temp_ptr_beta++ = record_current->power_series[p] - record_next->power_series[1];
tprb = temp_ptr_beta;
-
+
for (exp_ptr = exp_power_series_elements, record_current->power_series[p] = *tpra * *exp_ptr; ;)
{
- if (++exp_ptr >= exp_pse_ptr )
+ if (++exp_ptr >= exp_pse_ptr )
break;
-
+
tprb -= 2;
h = *tprb * *exp_ptr;
record_current->power_series[p].real() -= h.imag();
record_current->power_series[p].imag() += h.real();
-
- if ( ++exp_ptr >= exp_pse_ptr )
+
+ if ( ++exp_ptr >= exp_pse_ptr )
break;
-
+
tpra -= 2;
record_current->power_series[p] -= *tpra * *exp_ptr;
-
- if (++exp_ptr >= exp_pse_ptr)
+
+ if (++exp_ptr >= exp_pse_ptr)
break;
-
+
tprb -= 2;
h = - *tprb * *exp_ptr;
record_current->power_series[p].real() -= h.imag();
record_current->power_series[p].imag() += h.real();
-
- if (++exp_ptr >= exp_pse_ptr)
+
+ if (++exp_ptr >= exp_pse_ptr)
break;
-
+
tpra -= 2;
record_current->power_series[p] += *tpra * *exp_ptr;
}
}
- }
+ }
else
{
int q = 0;
- for (exp_pse_ptr = exp_power_series_elements + 1,
- temp_ptr_alpha = temp_alpha,
- temp_ptr_beta = temp_beta;
- q < 12;
- q++, exp_pse_ptr++)
+ for (exp_pse_ptr = exp_power_series_elements + 1,
+ temp_ptr_alpha = temp_alpha,
+ temp_ptr_beta = temp_beta;
+ q < 12;
+ q++, exp_pse_ptr++)
{
tpra = temp_ptr_alpha;
*temp_ptr_alpha++ = std::complex<double>(record_next->power_series[q]);
-
- for (exp_ptr = exp_power_series_elements,
+
+ for (exp_ptr = exp_power_series_elements,
record_next->power_series[q] = *tpra * *exp_ptr; ;)
{
- if (++exp_ptr >= exp_pse_ptr)
+ if (++exp_ptr >= exp_pse_ptr)
break;
-
+
--tpra;
h = *tpra * *exp_ptr;
record_next->power_series[q].real() -= h.imag();
record_next->power_series[q].imag() += h.real();
-
- if (++exp_ptr >= exp_pse_ptr)
+
+ if (++exp_ptr >= exp_pse_ptr)
break;
-
+
--tpra;
record_next->power_series[q] -= *tpra * *exp_ptr;
-
- if ( ++exp_ptr >= exp_pse_ptr )
+
+ if ( ++exp_ptr >= exp_pse_ptr )
break;
-
+
--tpra;
h = -*tpra * *exp_ptr;
record_next->power_series[q].real() -= h.imag();
record_next->power_series[q].imag() += h.real();
-
- if (++exp_ptr >= exp_pse_ptr)
+
+ if (++exp_ptr >= exp_pse_ptr)
break;
-
+
--tpra;
record_next->power_series[q] += *tpra * *exp_ptr;
}
}
}
-
+
record_current->stored_data = true;
record_ref = record_next;
record_current->next = record_ref->next;
delete record_ref;
-
+
}
}
}
- }
- catch (std::exception & e)
+ }
+ catch (std::exception & e)
{//This section was part of my debugging, and may be removed.
std::cout << "Exception thrown: " << e.what() << std::endl;
return (false);
Modified: trunk/octave-forge/extra/lssa/src/fastlsreal.cc
===================================================================
--- trunk/octave-forge/extra/lssa/src/fastlsreal.cc 2012-08-14 16:51:37 UTC (rev 10862)
+++ trunk/octave-forge/extra/lssa/src/fastlsreal.cc 2012-08-14 18:55:38 UTC (rev 10863)
@@ -25,11 +25,11 @@
#include <exception>
ComplexRowVector flsreal( RowVector tvec , ComplexRowVector xvec ,
- double maxfreq , int octaves , int coefficients);
+ double maxfreq , int octaves , int coefficients);
DEFUN_DLD(fastlsreal,args,nargout,
- "-*- texinfo -*-\n\
+ "-*- texinfo -*-\n\
@deftypefn {Function File} { C = } fastlsreal(@var{time},@var{magnitude},@var{maximum_frequency},@var{octaves},@var{coefficients})\n\
\n\
Return the real least-sqaures spectral fit to the (@var{time},@var{magnitude})\n\
@@ -68,7 +68,7 @@
}
ComplexRowVector flsreal( RowVector tvec , RowVector xvec ,
- double maxfreq, int octaves, int coefficients ) {
+ double maxfreq, int octaves, int coefficients ) {
struct XTElem {
double x, t;
};
@@ -169,55 +169,55 @@
for(k++; ( k < n ) && tvec(k) < te ; k++ ) {
x = xvec(k);
{
- double t = mu*(tvec(k)-tau_h), tt;
- p = record_current->power_series;
- // p = 0
- p->x += x;
- (p++)->t += 1;
- // p = 1
- tt = -t;
- p->x += x * tt;
- (p++)->t += tt;
- // p = 2
- tt *= t*(1.0/2.0);
- p->x += x * tt;
- (p++)->t += tt;
- // p = 3
- tt *= t*(-1.0/3.0);
- p->x += x * tt;
- (p++)->t += tt;
- // p = 4
- tt *= t*(1.0/4.0);
- p->x += x * tt;
- (p++)->t += tt;
- // p = 5
- tt *= t*(-1.0/5.0);
- p->x += x * tt;
- (p++)->t += tt;
- // p = 6
- tt *= t*(1.0/6.0);
- p->x += x * tt;
- (p++)->t += tt;
- // p = 7
- tt *= t*(-1.0/7.0);
- p->x += x * tt;
- (p++)->t += tt;
- // p = 8
- tt *= t*(1.0/8.0);
- p->x += x * tt;
- (p++)->t += tt;
- // p = 9
- tt *= t*(-1.0/9.0);
- p->x += x * tt;
- (p++)->t += tt;
- // p = 10
- tt *= t*(1.0/10.0);
- p->x += x * tt;
- (p++)->t += tt;
- // p = 11
- tt *= t*(-1.0/11.0);
- p->x += x * tt;
- (p++)->t += tt;
+ double t = mu*(tvec(k)-tau_h), tt;
+ p = record_current->power_series;
+ // p = 0
+ p->x += x;
+ (p++)->t += 1;
+ // p = 1
+ tt = -t;
+ p->x += x * tt;
+ (p++)->t += tt;
+ // p = 2
+ tt *= t*(1.0/2.0);
+ p->x += x * tt;
+ (p++)->t += tt;
+ // p = 3
+ tt *= t*(-1.0/3.0);
+ p->x += x * tt;
+ (p++)->t += tt;
+ // p = 4
+ tt *= t*(1.0/4.0);
+ p->x += x * tt;
+ (p++)->t += tt;
+ // p = 5
+ tt *= t*(-1.0/5.0);
+ p->x += x * tt;
+ (p++)->t += tt;
+ // p = 6
+ tt *= t*(1.0/6.0);
+ p->x += x * tt;
+ (p++)->t += tt;
+ // p = 7
+ tt *= t*(-1.0/7.0);
+ p->x += x * tt;
+ (p++)->t += tt;
+ // p = 8
+ tt *= t*(1.0/8.0);
+ p->x += x * tt;
+ (p++)->t += tt;
+ // p = 9
+ tt *= t*(-1.0/9.0);
+ p->x += x * tt;
+ (p++)->t += tt;
+ // p = 10
+ tt *= t*(1.0/10.0);
+ p->x += x * tt;
+ (p++)->t += tt;
+ // p = 11
+ tt *= t*(-1.0/11.0);
+ p->x += x * tt;
+ (p++)->t += tt;
}
record_current->stored_data = true;
}
@@ -250,33 +250,33 @@
omega_working = octavemax;
for ( coeff_iter = 0 ; coeff_iter < coefficients ; coeff_iter++, o *= omega_multiplier, omega_working *= omega_multiplier){
exp_term = std::complex<double> ( cos( - omega_working * loop_tau_0 ) ,
- sin ( - omega_working * loop_tau_0 ) );
+ sin ( - omega_working * loop_tau_0 ) );
exp_squared = exp_term * exp_term;
exp_multiplier = std::complex<double> ( cos ( - 2 * omega_working * loop_delta_tau ) ,
- sin ( - 2 * omega_working * loop_delta_tau ) );
+ sin ( - 2 * omega_working * loop_delta_tau ) );
exp_squared_multiplier = exp_multiplier * exp_multiplier;
for ( zeta = iota = 0, record_current = precomp_records_head ; record_current ;
- record_current = record_current->next, exp_term *= exp_multiplier,
+ record_current = record_current->next, exp_term *= exp_multiplier,
exp_squared *= exp_squared_multiplier ) {
- if ( record_current->stored_data ) {
- int p;
- for ( zz = ii = 0 , p = 0, on_1 = n_1 ; p < 12 ; ) {
- zz.real() += record_current->power_series[p]->x * on_1;
- ii.real() += record_current->power_series[p++]-> t * o2n_1;
- on_1 *= o;
- o2n_1 *= o2;
- zz.imag() += record_current->power_series[p]->x * on_1;
- ii.imag() += record_current->power_series[p++]-> t * o2n_1;
- on_1 *= o;
- o2n_1 *= o2;
- }
- zeta += exp_term * zz;
- iota += exp_squared * ii;
- }
+ if ( record_current->stored_data ) {
+ int p;
+ for ( zz = ii = 0 , p = 0, on_1 = n_1 ; p < 12 ; ) {
+ zz.real() += record_current->power_series[p]->x * on_1;
+ ii.real() += record_current->power_series[p++]-> t * o2n_1;
+ on_1 *= o;
+ o2n_1 *= o2;
+ zz.imag() += record_current->power_series[p]->x * on_1;
+ ii.imag() += record_current->power_series[p++]-> t * o2n_1;
+ on_1 *= o;
+ o2n_1 *= o2;
+ }
+ zeta += exp_term * zz;
+ iota += exp_squared * ii;
+ }
}
results(iter) = 2 / ( 1 - ( iota.real() * iota.real() ) - (iota.imag() *
- iota.imag() )
- * ( conj(zeta) - conj(iota) * zeta );
+ iota.imag() )
+ * ( conj(zeta) - conj(iota) * zeta );
iter++;
}
if ( !(--octave_iter) ) break;
@@ -288,104 +288,104 @@
exp_pse_ptr = exp_ptr = exp_power_series_elements;
for ( int r_iter = 1 ; r_iter < 12 ; r_iter++ ) {
exp_power_series_elements[r_iter] = exp_power_series_elements[r_iter-1]
- * ( mu * loop_delta_tau) * ( 1.0 / ( (double) r_iter ) );
+ * ( mu * loop_delta_tau) * ( 1.0 / ( (double) r_iter ) );
}
try{
for ( record_current = precomp_records_head ; record_current ;
- record_current = record_current->next ) {
- if ( ! ( record_ref = record_current->next ) || ! record_ref->stored_data ) {
- // In this case, there is no next record, but this record has data.
- if ( record_current->stored_data ) {
- int p = 0;
- for( exp_pse_ptr = exp_power_series_elements , temp_ptr_alpha = temp_alpha ; ; ) {
- tpra = temp_ptr_alpha;
- temp_ptr_alpha->x = record_current->power_series[p]->x;
- (temp_ptr_alpha++)->t = record_current->power_series[p]->t;
- temp_ptr_beta->x = -record_current->power_series[p]->x;
- (temp_ptr_beta++)->t = -record_current->power_series[p]->t;
- for( exp_ptr = exp_pse_ptr++, record_current->power_series[p]->x = tpra->x * *exp_ptr, record_current->power_series[p]->t = tpra->t * *exp_ptr ; ; ) {
- /* This next block is from Mathias' code, and it does a few
- * ... unsavoury things. First off, it uses conditionals with
- * break in order to avoid potentially accessing null regions
- * of memory, and then it does ... painful things with a few
- * numbers. However, remembering that most of these will not
- * actually be accessed for the first iterations, it's easier.
- */
- if ( --exp_ptr < exp_power_series_elements ) break;
- ++tpra;
- record_current->power_series[p]->x -= tpra->x * *exp_ptr;
- record_current->power_series[p]->t -= tpra->t * *exp_ptr;
- if ( --exp_ptr < exp_power_series_elements ) break;
- ++tpra;
- record_current->power_series[p]->x += tpra->x * *exp_ptr;
- record_current->power_series[p]->t += tpra->x * *exp_ptr;
- }
- if ( ++p >= 12 ) break;
- temp_ptr_alpha->x = -record_current->power_series[p]->x;
- (temp_ptr_alpha++)->t = -record_current->power_series[p]->t;
- temp_ptr_beta->x = record_current->power_series[p]->x;
- (temp_ptr_beta++)->t = record_current->power_series[p]->t;
- for( tprb = temp_beta, exp_ptr = exp_pse_ptr++, record_current->power_series[p]->t = tprb->t * *exp_ptr; exp_ptr > exp_power_series_elements ; ) {
- ++tprb;
- --exp_ptr;
- record_current->power_series[p]->t += tprb->t * *exp_ptr;
- }
- if ( ++p >= 12 ) break;
- }
- }
- if ( ! record_ref ) break; // Last record was reached
- }
- else {
- record_next = record_ref;
- if ( record_current->stored_data ) {
- int p = 0;
- for( exp_pse_ptr = exp_power_series_elements, temp_ptr_alpha = temp_alpha, temp_ptr_beta = temp_beta; ; ) {
- temp_ptr_alpha->x = record_current->power_series[p]->x + record_next->power_series[p]->x;
- (temp_ptr_alpha++)->t = record_current->power_series[p]->t + record_next->power_series[p]->t;
- temp_ptr_beta->x = record_ref->power_series[p]->x - record_current->power_series[p]->x;
- (temp_ptr_beta++)->t = record_ref->power_series[p]->t - record_current->power_series[p]->t;
- for( tpra = temp_alpha, exp_ptr = exp_pse_ptr++, record_current->power_series[p]->x = tpra->x * *exp_ptr, record_current->power_series[p]->t = tpra->x * *exp_ptr; ; ) {
- if ( --exp_ptr < exp_pse_ptr ) break;
- ++tpra;
- record_current->power_series[p]->x -= tpra->x * *exp_ptr;
- record_current->power_series[p]->t -= tpra->t * *exp_ptr;
- if ( --exp_ptr < exp_pse_ptr ) break;
- ++tpra;
- record_current->power_series[p]->x += tpra->x * *exp_ptr;
- record_current->power_series[p]->t += tpra->t * *exp_ptr;
- }
- if ( ++p >= 12 ) break;
- temp_ptr_alpha->x = record_next->power_series[p]->x - record_current->power_series[p]->x;
- (temp_ptr_alpha++)->t = record_next->power_series[p]->t - record_current->power_series[p]->t;
- temp_ptr_beta->x = record_current->power_series[p]->x + record_next->power_series[p]->x;
- (temp_ptr_beta++)->t = record_current->power_series[p]->t + record_next->power_series[p]->t;
- for(tprb = temp_beta, exp_ptr = exp_pse_ptr++, record_current->power_series[p]->x = tprb->x * *exp_ptr, record_current->power_series[p]->t = tprb->x * *exp_ptr; exp_ptr > exp_power_series_elements; ) {
- ++tprb;
- --exp_ptr;
- record_current->power_series[p]->x += tprb->x * *exp_ptr;
- record_current->power_series[p]->t += tprb->t * *exp_ptr;
- }
- if ( ++p >= 12 ) break;
- }
- } else {
- int q = 0;
- for( exp_pse_ptr = exp_power_series_elements, temp_ptr_alpha = temp_alpha, temp_ptr_beta = temp_beta; ; ) {
- temp_ptr_alpha->x = record_next->power_series[q]->x;
- temp_ptr_alpha->t = record_next->power_series[q]->t;
- for(tpra = temp_alpha, exp_ptr = exp_pse_ptr++, record_next->power_series[q]->x = tpra->x * *exp_ptr, record_next->power_series[q]->t = tpra->t * *exp_ptr; exp_ptr > exp_power_series_elements; ) {
- ++tpra;
- --exp_ptr;
- record_next->power_series[q]->x += tpra->x * *exp_ptr;
- record_next->power_series[q]->t += tpra->t * *exp_ptr;
- }
- if ( ++q >= 12 ) break;
- }
- record_current->stored_data = true;
- record_ref = record_next;
- record_current->next = record_ref->next;
- record_next = 0;
- delete record_ref;
- }
+ record_current = record_current->next ) {
+ if ( ! ( record_ref = record_current->next ) || ! record_ref->stored_data ) {
+ // In this case, there is no next record, but this record has data.
+ if ( record_current->stored_data ) {
+ int p = 0;
+ for( exp_pse_ptr = exp_power_series_elements , temp_ptr_alpha = temp_alpha ; ; ) {
+ tpra = temp_ptr_alpha;
+ temp_ptr_alpha->x = record_current->power_series[p]->x;
+ (temp_ptr_alpha++)->t = record_current->power_series[p]->t;
+ temp_ptr_beta->x = -record_current->power_series[p]->x;
+ (temp_ptr_beta++)->t = -record_current->power_series[p]->t;
+ for( exp_ptr = exp_pse_ptr++, record_current->power_series[p]->x = tpra->x * *exp_ptr, record_current->power_series[p]->t = tpra->t * *exp_ptr ; ; ) {
+ /* This next block is from Mathias' code, and it does a few
+ * ... unsavoury things. First off, it uses conditionals with
+ * break in order to avoid potentially accessing null regions
+ * of memory, and then it does ... painful things with a few
+ * numbers. However, remembering that most of these will not
+ * actually be accessed for the first iterations, it's easier.
+ */
+ if ( --exp_ptr < exp_power_series_elements ) break;
+ ++tpra;
+ record_current->power_series[p]->x -= tpra->x * *exp_ptr;
+ record_current->power_series[p]->t -= tpra->t * *exp_ptr;
+ if ( --exp_ptr < exp_power_series_elements ) break;
+ ++tpra;
+ record_current->power_series[p]->x += tpra->x * *exp_ptr;
+ record_current->power_series[p]->t += tpra->x * *exp_ptr;
+ }
+ if ( ++p >= 12 ) break;
+ temp_ptr_alpha->x = -record_current->power_series[p]->x;
+ (temp_ptr_alpha++)->t = -record_current->power_series[p]->t;
+ temp_ptr_beta->x = record_current->power_series[p]->x;
+ (temp_ptr_beta++)->t = record_current->power_series[p]->t;
+ for( tprb = temp_beta, exp_ptr = exp_pse_ptr++, record_current->power_series[p]->t = tprb->t * *exp_ptr; exp_ptr > exp_power_series_elements ; ) {
+ ++tprb;
+ --exp_ptr;
+ record_current->power_series[p]->t += tprb->t * *exp_ptr;
+ }
+ if ( ++p >= 12 ) break;
+ }
+ }
+ if ( ! record_ref ) break; // Last record was reached
+ }
+ else {
+ record_next = record_ref;
+ if ( record_current->stored_data ) {
+ int p = 0;
+ for( exp_pse_ptr = exp_power_series_elements, temp_ptr_alpha = temp_alpha, temp_ptr_beta = temp_beta; ; ) {
+ temp_ptr_alpha->x = record_current->power_series[p]->x + record_next->power_series[p]->x;
+ (temp_ptr_alpha++)->t = record_current->power_series[p]->t + record_next->power_series[p]->t;
+ temp_ptr_beta->x = record_ref->power_series[p]->x - record_current->power_series[p]->x;
+ (temp_ptr_beta++)->t = record_ref->power_series[p]->t - record_current->power_series[p]->t;
+ for( tpra = temp_alpha, exp_ptr = exp_pse_ptr++, record_current->power_series[p]->x = tpra->x * *exp_ptr, record_current->power_series[p]->t = tpra->x * *exp_ptr; ; ) {
+ if ( --exp_ptr < exp_pse_ptr ) break;
+ ++tpra;
+ record_current->power_series[p]->x -= tpra->x * *exp_ptr;
+ record_current->power_series[p]->t -= tpra->t * *exp_ptr;
+ if ( --exp_ptr < exp_pse_ptr ) break;
+ ++tpra;
+ record_current->power_series[p]->x += tpra->x * *exp_ptr;
+ record_current->power_series[p]->t += tpra->t * *exp_ptr;
+ }
+ if ( ++p >= 12 ) break;
+ temp_ptr_alpha->x = record_next->power_series[p]->x - record_current->power_series[p]->x;
+ (temp_ptr_alpha++)->t = record_next->power_series[p]->t - record_current->power_series[p]->t;
+ temp_ptr_beta->x = record_current->power_series[p]->x + record_next->power_series[p]->x;
+ (temp_ptr_beta++)->t = record_current->power_series[p]->t + record_next->power_series[p]->t;
+ for(tprb = temp_beta, exp_ptr = exp_pse_ptr++, record_current->power_series[p]->x = tprb->x * *exp_ptr, record_current->power_series[p]->t = tprb->x * *exp_ptr; exp_ptr > exp_power_series_elements; ) {
+ ++tprb;
+ --exp_ptr;
+ record_current->power_series[p]->x += tprb->x * *exp_ptr;
+ record_current->power_series[p]->t += tprb->t * *exp_ptr;
+ }
+ if ( ++p >= 12 ) break;
+ }
+ } else {
+ int q = 0;
+ for( exp_pse_ptr = exp_power_series_elements, temp_ptr_alpha = temp_alpha, temp_ptr_beta = temp_beta; ; ) {
+ temp_ptr_alpha->x = record_next->power_series[q]->x;
+ temp_ptr_alpha->t = record_next->power_series[q]->t;
+ for(tpra = temp_alpha, exp_ptr = exp_pse_ptr++, record_next->power_series[q]->x = tpra->x * *exp_ptr, record_next->power_series[q]->t = tpra->t * *exp_ptr; exp_ptr > exp_power_series_elements; ) {
+ ++tpra;
+ --exp_ptr;
+ record_next->power_series[q]->x += tpra->x * *exp_ptr;
+ record_next->power_series[q]->t += tpra->t * *exp_ptr;
+ }
+ if ( ++q >= 12 ) break;
+ }
+ record_current->stored_data = true;
+ record_ref = record_next;
+ record_current->next = record_ref->next;
+ record_next = 0;
+ delete record_ref;
+ }
}
}
return results;
This was sent by the SourceForge.net collaborative development platform, the world's largest Open Source development site.
|
|
From: <be...@us...> - 2012-08-14 16:51:44
|
Revision: 10862
http://octave.svn.sourceforge.net/octave/?rev=10862&view=rev
Author: benjf5
Date: 2012-08-14 16:51:37 +0000 (Tue, 14 Aug 2012)
Log Message:
-----------
Fixed help string that wouldn't have a proper first line in lssa.
Modified Paths:
--------------
trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m
Modified: trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m 2012-08-14 16:27:34 UTC (rev 10861)
+++ trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m 2012-08-14 16:51:37 UTC (rev 10862)
@@ -18,14 +18,15 @@
## @deftypefnx {Function File} {@var{c} =} lscorrcoeff (@var{time1}, @var{mag1}, @var{time2}, @var{mag2}, @var{time}, @var{freq}, @var{window} = @var{cubicwgt})
## @deftypefnx {Function File} {@var{c} =} lscorrcoeff (@var{time1}, @var{mag1}, @var{time2}, @var{mag2}, @var{time}, @var{freq}, @var{window} = @var{cubicwgt}, @var{winradius} = 1)
##
-## Return the coefficient of the wavelet correlation of two complex-valued time
-## series at a given time and frequency. The windowing function applied by
-## default is cubicwgt, this can be changed by passing a different function
-## handle to @var{window}, while the radius applied is set by @var{winradius}.
-## Note that this will be most effective when both series have had their mean
-## value (if it is not zero) subtracted (and stored separately); this reduces
-## the constant-offset error further, and allows the functions to be compared on
-## their periodic features rather than their constant features.
+## Return the coefficient of the wavelet correlation of two complex time
+## series. The correlation is only effective at a given time and frequency.
+## The windowing function applied by default is cubicwgt, this can be changed by
+## passing a different function handle to @var{window}, while the radius applied
+## is set by @var{winradius}. Note that this will be most effective when both
+## series have had their mean value (if it is not zero) subtracted (and stored
+## separately); this reduces the constant-offset error further, and allows the
+## functions to be compared on their periodic features rather than their
+## constant features.
##
## @seealso{lswaveletcoeff, lscomplexwavelet, lsrealwavelet}
##
This was sent by the SourceForge.net collaborative development platform, the world's largest Open Source development site.
|
|
From: <be...@us...> - 2012-08-14 16:27:42
|
Revision: 10861
http://octave.svn.sourceforge.net/octave/?rev=10861&view=rev
Author: benjf5
Date: 2012-08-14 16:27:34 +0000 (Tue, 14 Aug 2012)
Log Message:
-----------
DESCRIPTION update for lssa due to broadcasting, other miscellaneous help string changes.
Modified Paths:
--------------
trunk/octave-forge/extra/lssa/DESCRIPTION
trunk/octave-forge/extra/lssa/inst/lscomplexwavelet.m
trunk/octave-forge/extra/lssa/src/fastlscomplex.cc
Modified: trunk/octave-forge/extra/lssa/DESCRIPTION
===================================================================
--- trunk/octave-forge/extra/lssa/DESCRIPTION 2012-08-14 13:42:51 UTC (rev 10860)
+++ trunk/octave-forge/extra/lssa/DESCRIPTION 2012-08-14 16:27:34 UTC (rev 10861)
@@ -10,6 +10,6 @@
URLs).
Url: http://www.jstatsoft.org/v11/i02
Problems: fast implementations, wavelet functions are currently not functional.
-Depends: octave (>= 3.4.3)
+Depends: octave (>= 3.6.0)
Autoload: no
License: GPLv3+
Modified: trunk/octave-forge/extra/lssa/inst/lscomplexwavelet.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lscomplexwavelet.m 2012-08-14 13:42:51 UTC (rev 10860)
+++ trunk/octave-forge/extra/lssa/inst/lscomplexwavelet.m 2012-08-14 16:27:34 UTC (rev 10861)
@@ -13,8 +13,11 @@
## You should have received a copy of the GNU General Public License along with
## this program; if not, see <http://www.gnu.org/licenses/>.
+## -*- texinfo -*-
+##
+## @deftypefn {Function File} {@var{t} =} lscomplexwavelet (@var{time},
+##@var{mag}, @var{maxfreq}, @var{numcoeff}, @var{numoctave},
-
function transform = lscomplexwavelet( T, X, omegamax, ncoeff, noctave, tmin, tmax, tstep, sigma = 0.05)
## This is a transform based entirely on the simplified complex-valued transform
Modified: trunk/octave-forge/extra/lssa/src/fastlscomplex.cc
===================================================================
--- trunk/octave-forge/extra/lssa/src/fastlscomplex.cc 2012-08-14 13:42:51 UTC (rev 10860)
+++ trunk/octave-forge/extra/lssa/src/fastlscomplex.cc 2012-08-14 16:27:34 UTC (rev 10861)
@@ -25,16 +25,22 @@
#include <exception>
bool flscomplex (const RowVector & tvec, const ComplexRowVector & xvec,
- double maxfreq, int octaves, int coefficients, ComplexRowVector & result);
+ double maxfreq, int coefficients, int octaves, ComplexRowVector & result);
DEFUN_DLD(fastlscomplex,args,nargout,
"-*- texinfo -*-\n\
@deftypefn {Function File} { C = } fastlscomplex \
-(@var{time},@var{magnitude},@var{maximum_frequency},@var{octaves},@var{coefficients})\n \
+(@var{time},@var{magnitude},@var{maxfreq},@var{ncoeff},@var{noctave})\n \
\n\
-Return the complex least squares transform of the (@var{time},@var{magnitude}) series\n\
-supplied, using the fast algorithm.\n\
+Return a series of least-squares transforms of a complex time series via a divide and\n\
+conquer algorithm. Each transform is minimized independently at each frequency,\n\
+starting from @var{maxfreq} and descending over @var{ncoeff} frequencies for\n\
+each of @var{noctave} octaves.\n\
\n\
+For each result, the complex result for a given frequency o defines the real and\n\
+imaginary sinusoids which have the least distance to the data set: for a + bi,\n\
+the matching sinusoids are a cos (ot) + b i sin (ot).\n\
+\n\
@seealso{lscomplex, fastlsreal}\n\
\n\
@end deftypefn")
This was sent by the SourceForge.net collaborative development platform, the world's largest Open Source development site.
|
|
From: <be...@us...> - 2012-08-14 13:42:59
|
Revision: 10860
http://octave.svn.sourceforge.net/octave/?rev=10860&view=rev
Author: benjf5
Date: 2012-08-14 13:42:51 +0000 (Tue, 14 Aug 2012)
Log Message:
-----------
Moved to loopless LS transforms, rewrote and improved help strings for all functions in lssa.
Modified Paths:
--------------
trunk/octave-forge/extra/lssa/inst/cubicwgt.m
trunk/octave-forge/extra/lssa/inst/lombcoeff.m
trunk/octave-forge/extra/lssa/inst/lombnormcoeff.m
trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m
trunk/octave-forge/extra/lssa/inst/lswaveletcoeff.m
Added Paths:
-----------
trunk/octave-forge/extra/lssa/inst/lscomplex.m
trunk/octave-forge/extra/lssa/inst/lscomplex.m.old
trunk/octave-forge/extra/lssa/inst/lsreal.m
trunk/octave-forge/extra/lssa/inst/lsreal.m.old
Removed Paths:
-------------
trunk/octave-forge/extra/lssa/inst/fastlscomplex.m
trunk/octave-forge/extra/lssa/inst/lscomplex.m
trunk/octave-forge/extra/lssa/inst/lsreal.m
Modified: trunk/octave-forge/extra/lssa/inst/cubicwgt.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/cubicwgt.m 2012-08-13 02:06:19 UTC (rev 10859)
+++ trunk/octave-forge/extra/lssa/inst/cubicwgt.m 2012-08-14 13:42:51 UTC (rev 10860)
@@ -15,11 +15,19 @@
## -*- texinfo -*-
## @deftypefn {Function File} {@var{a} =} cubicwgt (@var{series})
-## Return @var{series} as windowed by a cubic polynomial,
-## 1 + ( x ^ 2 * ( 2 x - 3 ) ), assuming x is in [-1,1].
+##
+## Returns the input series, windowed by a polynomial similar to a Hanning
+## window. To window an arbitrary section of the series, subtract or add an
+## offset to it to adjust the centre of the window; for an offset of k, the call
+## would be cubicwgt (@var{s} - k). Similarly, the radius of the window is 1;
+## if an arbitrary radius r is desired, dividing the series by the radius after
+## centering is the best way to adjust to fit the window: cubicwgt ((@var{s} -
+## k) / r).
+##
+## The windowing function itself is:
+## w = 1 + ( x ^ 2 * ( 2 x - 3 ) ), x in [-1,1], else w = 0.
## This function implements the windowing function on page 10 of the paper.
-## if t is in [-1,1] then the windowed term is a = 1 + ( |t|^2 * ( 2|t| - 3 )
-## else the windowed term is 0.
+##
## @end deftypefn
function a = cubicwgt (s)
Deleted: trunk/octave-forge/extra/lssa/inst/fastlscomplex.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/fastlscomplex.m 2012-08-13 02:06:19 UTC (rev 10859)
+++ trunk/octave-forge/extra/lssa/inst/fastlscomplex.m 2012-08-14 13:42:51 UTC (rev 10860)
@@ -1,55 +0,0 @@
-## Copyright (C) 2012 Benjamin Lewis <be...@gm...>
-##
-## This program is free software; you can redistribute it and/or modify it under
-## the terms of the GNU General Public License as published by the Free Software
-## Foundation; either version 3 of the License, or (at your option) any later
-## version.
-##
-## This program is distributed in the hope that it will be useful, but WITHOUT
-## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
-## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
-## details.
-##
-## You should have received a copy of the GNU General Public License along with
-## this program; if not, see <http://www.gnu.org/licenses/>.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {@var{t} =} lscomplex (@var{time}, @var{mag}, @var{maxfreq}, @var{numcoeff}, @var{numoctaves})
-##
-## Return the complex least-squares transform of the (@var{time},@var{mag})
-## series, considering frequencies up to @var{maxfreq}, over @var{numoctaves}
-## octaves and @var{numcoeff} coefficients.
-##
-## @seealso{lsreal}
-## @end deftypefn
-
-
-function transform = fastlscomplex (t, x, omegamax, ncoeff, noctave)
-
- ## t will be unrolled to a column vector below
- ## no metter what its original shape is
- n = numel (t);
-
- iter = 0 : (ncoeff * noctave - 1);
- omul = (2 .^ (- iter / ncoeff));
-
- ot = t(:) * (omul * omegamax);
-
- ## See the paper for the expression below
- transform = sum ((cos (ot) - (sin (ot) .* i)) .* x(:), 1) / n;
-
-endfunction
-
-%!test
-%! maxfreq = 4 / ( 2 * pi );
-%! t = [0:0.008:8];
-%! x = ( 2 .* sin (maxfreq .* t) +
-%! 3 .* sin ( (3 / 4) * maxfreq .* t)-
-%! 0.5 .* sin ((1/4) * maxfreq .* t) -
-%! 0.2 .* cos (maxfreq .* t) +
-%! cos ((1/4) * maxfreq .* t));
-%! assert (fastlscomplex (t, x, maxfreq, 2, 2),
-%! [(-0.400924546169395 - 2.371555305867469i), ...
-%! (1.218065147708429 - 2.256125004156890i), ...
-%! (1.935428592212907 - 1.539488163739336i), ...
-%! (2.136692292751917 - 0.980532175174563i)], 5e-10);
Modified: trunk/octave-forge/extra/lssa/inst/lombcoeff.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lombcoeff.m 2012-08-13 02:06:19 UTC (rev 10859)
+++ trunk/octave-forge/extra/lssa/inst/lombcoeff.m 2012-08-14 13:42:51 UTC (rev 10860)
@@ -16,8 +16,7 @@
## -*- texinfo -*-
## @deftypefn {Function File} {@var{c} =} lombcoeff (@var{time}, @var{mag}, @var{freq})
##
-## Return the coefficient of the Lomb periodogram (unnormalized) for the
-## (@var{time},@var{mag}) series for the @var{freq} provided.
+## Return the Lomb Periodogram value at one frequency for a time series.
##
## @seealso{lombnormcoeff}
## @end deftypefn
Modified: trunk/octave-forge/extra/lssa/inst/lombnormcoeff.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lombnormcoeff.m 2012-08-13 02:06:19 UTC (rev 10859)
+++ trunk/octave-forge/extra/lssa/inst/lombnormcoeff.m 2012-08-14 13:42:51 UTC (rev 10860)
@@ -16,10 +16,11 @@
## -*- texinfo -*-
## @deftypefn {Function File} {@var{c} =} lombnormcoeff (@var{time}, @var{mag}, @var{freq})
##
-## Return the coefficient of the Lomb Normalised Periodogram at the
-## specified @var{frequency} of the periodogram applied to the
-## (@var{time}, @var{mag}) series.
+## Return the normalized Lomb Periodogram value at one frequency for a time
+## series.
##
+## @seealso{lombcoeff}
+##
## @end deftypefn
Deleted: trunk/octave-forge/extra/lssa/inst/lscomplex.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lscomplex.m 2012-08-13 02:06:19 UTC (rev 10859)
+++ trunk/octave-forge/extra/lssa/inst/lscomplex.m 2012-08-14 13:42:51 UTC (rev 10860)
@@ -1,68 +0,0 @@
-## Copyright (C) 2012 Benjamin Lewis <be...@gm...>
-##
-## This program is free software; you can redistribute it and/or modify it under
-## the terms of the GNU General Public License as published by the Free Software
-## Foundation; either version 3 of the License, or (at your option) any later
-## version.
-##
-## This program is distributed in the hope that it will be useful, but WITHOUT
-## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
-## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
-## details.
-##
-## You should have received a copy of the GNU General Public License along with
-## this program; if not, see <http://www.gnu.org/licenses/>.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {@var{t} =} lscomplex (@var{time}, @var{mag}, @var{maxfreq}, @var{numcoeff}, @var{numoctaves})
-##
-## Return the complex least-squares transform of the (@var{time},@var{mag})
-## series, considering frequencies up to @var{maxfreq}, over @var{numoctaves}
-## octaves and @var{numcoeff} coefficients.
-##
-## @seealso{lsreal}
-## @end deftypefn
-
-
-function transform = lscomplex (t, x, omegamax, ncoeff, noctave)
-
- ## VECTOR ONLY, and since t and x have the same number of
- ## entries, there's no problem.
- n = length (t);
-
-
- transform = zeros (1, ncoeff * noctave);
-
- o = omegamax;
-
- omul = 2 ^ (- 1 / ncoeff);
-
- for iter = 1:ncoeff * noctave
-
- ot = o .* t;
-
- ## See the paper for the expression below
- transform(iter) = sum ((cos (ot) - (sin (ot) .* i)) .* x) / n;
-
-
- ## Advance the transform to the next coefficient in the octave
- o *= omul;
-
- endfor
-
-endfunction
-
-%!test
-%! maxfreq = 4 / ( 2 * pi );
-%! t = [0:0.008:8];
-%! x = ( 2 .* sin (maxfreq .* t) +
-%! 3 .* sin ( (3 / 4) * maxfreq .* t)-
-%! 0.5 .* sin ((1/4) * maxfreq .* t) -
-%! 0.2 .* cos (maxfreq .* t) +
-%! cos ((1/4) * maxfreq .* t));
-%! o = [ maxfreq , 3 / 4 * maxfreq , 1 / 4 * maxfreq ];
-%! assert (lscomplex (t, x, maxfreq, 2, 2),
-%! [(-0.400924546169395 - 2.371555305867469i), ...
-%! (1.218065147708429 - 2.256125004156890i), ...
-%! (1.935428592212907 - 1.539488163739336i), ...
-%! (2.136692292751917 - 0.980532175174563i)], 5e-10);
Copied: trunk/octave-forge/extra/lssa/inst/lscomplex.m (from rev 10856, trunk/octave-forge/extra/lssa/inst/fastlscomplex.m)
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lscomplex.m (rev 0)
+++ trunk/octave-forge/extra/lssa/inst/lscomplex.m 2012-08-14 13:42:51 UTC (rev 10860)
@@ -0,0 +1,61 @@
+## Copyright (C) 2012 Benjamin Lewis <be...@gm...>
+##
+## This program is free software; you can redistribute it and/or modify it under
+## the terms of the GNU General Public License as published by the Free Software
+## Foundation; either version 3 of the License, or (at your option) any later
+## version.
+##
+## This program is distributed in the hope that it will be useful, but WITHOUT
+## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public License along with
+## this program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {@var{t} =} lscomplex (@var{time}, @var{mag}, @var{maxfreq}, @var{numcoeff}, @var{numoctaves})
+##
+## Return a series of least-squares transforms of a complex-valued time series.
+## Each transform is minimized independently at each frequency. @var{numcoeff}
+## frequencies are tested for each of @var{numoctaves} octaves, starting from
+## @var{maxfreq}.
+##
+## Each result (a + bi) at a given frequency, o, defines the real and imaginary
+## coefficients for a sum of cosine and sine functions: a cos(ot) + b i
+## sin(ot). The specific frequency can be determined by its index in @var{t},
+## @var{ind}, as @var{maxfreq} * 2 ^ (- (@var{ind} - 1) / @var{numcoeff}).
+##
+## @seealso{lsreal}
+## @end deftypefn
+
+
+function transform = lscomplex (t, x, omegamax, ncoeff, noctave)
+
+ ## t will be unrolled to a column vector below
+ ## no metter what its original shape is
+ n = numel (t);
+
+ iter = 0 : (ncoeff * noctave - 1);
+ omul = (2 .^ (- iter / ncoeff));
+
+ ot = t(:) * (omul * omegamax);
+
+ ## See the paper for the expression below
+ transform = sum ((cos (ot) - (sin (ot) .* i)) .* x(:), 1) / n;
+
+endfunction
+
+%!test
+%! maxfreq = 4 / ( 2 * pi );
+%! t = [0:0.008:8];
+%! x = ( 2 .* sin (maxfreq .* t) +
+%! 3 .* sin ( (3 / 4) * maxfreq .* t)-
+%! 0.5 .* sin ((1/4) * maxfreq .* t) -
+%! 0.2 .* cos (maxfreq .* t) +
+%! cos ((1/4) * maxfreq .* t));
+%! assert (fastlscomplex (t, x, maxfreq, 2, 2),
+%! [(-0.400924546169395 - 2.371555305867469i), ...
+%! (1.218065147708429 - 2.256125004156890i), ...
+%! (1.935428592212907 - 1.539488163739336i), ...
+%! (2.136692292751917 - 0.980532175174563i)], 5e-10);
Copied: trunk/octave-forge/extra/lssa/inst/lscomplex.m.old (from rev 10856, trunk/octave-forge/extra/lssa/inst/lscomplex.m)
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lscomplex.m.old (rev 0)
+++ trunk/octave-forge/extra/lssa/inst/lscomplex.m.old 2012-08-14 13:42:51 UTC (rev 10860)
@@ -0,0 +1,68 @@
+## Copyright (C) 2012 Benjamin Lewis <be...@gm...>
+##
+## This program is free software; you can redistribute it and/or modify it under
+## the terms of the GNU General Public License as published by the Free Software
+## Foundation; either version 3 of the License, or (at your option) any later
+## version.
+##
+## This program is distributed in the hope that it will be useful, but WITHOUT
+## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public License along with
+## this program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {@var{t} =} lscomplex (@var{time}, @var{mag}, @var{maxfreq}, @var{numcoeff}, @var{numoctaves})
+##
+## Return the complex least-squares transform of the (@var{time},@var{mag})
+## series, considering frequencies up to @var{maxfreq}, over @var{numoctaves}
+## octaves and @var{numcoeff} coefficients.
+##
+## @seealso{lsreal}
+## @end deftypefn
+
+
+function transform = lscomplex (t, x, omegamax, ncoeff, noctave)
+
+ ## VECTOR ONLY, and since t and x have the same number of
+ ## entries, there's no problem.
+ n = length (t);
+
+
+ transform = zeros (1, ncoeff * noctave);
+
+ o = omegamax;
+
+ omul = 2 ^ (- 1 / ncoeff);
+
+ for iter = 1:ncoeff * noctave
+
+ ot = o .* t;
+
+ ## See the paper for the expression below
+ transform(iter) = sum ((cos (ot) - (sin (ot) .* i)) .* x) / n;
+
+
+ ## Advance the transform to the next coefficient in the octave
+ o *= omul;
+
+ endfor
+
+endfunction
+
+%!test
+%! maxfreq = 4 / ( 2 * pi );
+%! t = [0:0.008:8];
+%! x = ( 2 .* sin (maxfreq .* t) +
+%! 3 .* sin ( (3 / 4) * maxfreq .* t)-
+%! 0.5 .* sin ((1/4) * maxfreq .* t) -
+%! 0.2 .* cos (maxfreq .* t) +
+%! cos ((1/4) * maxfreq .* t));
+%! o = [ maxfreq , 3 / 4 * maxfreq , 1 / 4 * maxfreq ];
+%! assert (lscomplex (t, x, maxfreq, 2, 2),
+%! [(-0.400924546169395 - 2.371555305867469i), ...
+%! (1.218065147708429 - 2.256125004156890i), ...
+%! (1.935428592212907 - 1.539488163739336i), ...
+%! (2.136692292751917 - 0.980532175174563i)], 5e-10);
Modified: trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m 2012-08-13 02:06:19 UTC (rev 10859)
+++ trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m 2012-08-14 13:42:51 UTC (rev 10860)
@@ -15,24 +15,22 @@
## -*- texinfo -*-
## @deftypefn {Function File} {@var{c} =} lscorrcoeff (@var{time1}, @var{mag1}, @var{time2}, @var{mag2}, @var{time}, @var{freq})
-## @deftypefnx {Function File} {@var{c} =} lscorrcoeff (@var{time1}, @var{mag1},
-## @var{time2}, @var{mag2}, @var{time}, @var{freq}, @var{window} = @var{cubicwgt})
-## @deftypefnx {Function File} {@var{c} =} lscorrcoeff (@var{time1}, @var{mag1},
-## @var{time2}, @var{mag2}, @var{time}, @var{freq}, @var{window} =
-## @var{cubicwgt}, @var{winradius} = 1)
+## @deftypefnx {Function File} {@var{c} =} lscorrcoeff (@var{time1}, @var{mag1}, @var{time2}, @var{mag2}, @var{time}, @var{freq}, @var{window} = @var{cubicwgt})
+## @deftypefnx {Function File} {@var{c} =} lscorrcoeff (@var{time1}, @var{mag1}, @var{time2}, @var{mag2}, @var{time}, @var{freq}, @var{window} = @var{cubicwgt}, @var{winradius} = 1)
##
-## Return the coefficient of the wavelet correlation of time
-## series (@var{time1}, @var{mag1}) and (@var{time2}, @var{mag2}).
-## @var{window} is used to apply a windowing function, its
-## default is cubicwgt if left blank, and its radius is 1,
-## as defined as the default for @var{winradius}.
+## Return the coefficient of the wavelet correlation of two complex-valued time
+## series at a given time and frequency. The windowing function applied by
+## default is cubicwgt, this can be changed by passing a different function
+## handle to @var{window}, while the radius applied is set by @var{winradius}.
+## Note that this will be most effective when both series have had their mean
+## value (if it is not zero) subtracted (and stored separately); this reduces
+## the constant-offset error further, and allows the functions to be compared on
+## their periodic features rather than their constant features.
##
## @seealso{lswaveletcoeff, lscomplexwavelet, lsrealwavelet}
##
## @end deftypefn
-## nucorrcoeff, computes a coefficient of the wavelet correlation of two time series
-
function coeff = lscorrcoeff (x1, y1, x2, y2, t, o, wgt = @cubicwgt, wgtrad = 1)
so = 0.05 * o;
Deleted: trunk/octave-forge/extra/lssa/inst/lsreal.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lsreal.m 2012-08-13 02:06:19 UTC (rev 10859)
+++ trunk/octave-forge/extra/lssa/inst/lsreal.m 2012-08-14 13:42:51 UTC (rev 10860)
@@ -1,79 +0,0 @@
-## Copyright (C) 2012 Benjamin Lewis
-##
-## This program is free software; you can redistribute it and/or modify it under
-## the terms of the GNU General Public License as published by the Free Software
-## Foundation; either version 3 of the License, or (at your option) any later
-## version.
-##
-## This program is distributed in the hope that it will be useful, but WITHOUT
-## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
-## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
-## details.
-##
-## You should have received a copy of the GNU General Public License along with
-## this program; if not, see <http://www.gnu.org/licenses/>.
-
-## -*- texinfo -*-
-## @deftypefn {Function File} {@var{transform} =} lsreal (@var{time}, @var{mag}, @var{maxfreq}, @var{numcoeff}, @var{numoctaves})
-##
-## Return the real least-squares transform of the time series
-## defined, based on the maximal frequency @var{maxfreq}, the
-## number of coefficients @var{numcoeff}, and the number of
-## octaves @var{numoctaves}. Each complex-valued result is the
-## pair (c_o, s_o) defining the coefficients which best fit the
-## function y = c_o * cos(ot) + s_o * sin(ot) to the (@var{time}, @var{mag}) data.
-##
-## @seealso{lscomplex}
-## @end deftypefn
-
-function transform = lsreal (t, x, omegamax, ncoeff, noctave)
-
- ## FIXME : THIS IS VECTOR-ONLY. I'd need to add another bit of code to
- ## make it array-safe, and that's not knowing right now what else
- ## will be necessary.
- k = n = length (t);
-
- transform = zeros (1, (noctave * ncoeff));
-
- od = 2 ^ (- 1 / ncoeff);
- o = omegamax;
- n1 = 1 / n;
-
- ncoeffp = ncoeff * noctave;
-
- for iter = 1:ncoeffp
- ## This method is an application of Eq. 8 on
- ## page 6 of the text, as well as Eq. 7
- ot = o .* t;
-
- zeta = n1 * sum ((cos (ot) - i * sin (ot)) .* x);
-
- ot *= 2;
-
- iota = n1 * sum (cos (ot) - i * sin (ot));
-
-
- transform(iter) = (2 * (conj (zeta) - (conj (iota) * zeta)) /
- (1 - (real (iota) ^ 2) - (imag (iota) ^ 2)));
-
- o *= od;
- endfor
-
-endfunction
-
-%!test
-%! maxfreq = 4 / ( 2 * pi );
-%! t = linspace(0,8);
-%! x = ( 2 .* sin ( maxfreq .* t ) +
-%! 3 .* sin ( (3/4) * maxfreq .* t ) -
-%! 0.5 .* sin ( (1/4) * maxfreq .* t ) -
-%! 0.2 .* cos ( maxfreq .* t ) +
-%! cos ( (1/4) * maxfreq .* t ) );
-%! # In the assert here, I've got an error bound large enough to catch
-%! # individual system errors which would present no real issue.
-%! assert (lsreal (t,x,maxfreq,2,2),
-%! [(-1.68275915310663 + 4.70126183846743i), ...
-%! (1.93821553170889 + 4.95660209883437i), ...
-%! (4.38145452686697 + 2.14403733658600i), ...
-%! (5.27425332281147 - 0.73933440226597i)],
-%! 5e-10)
Added: trunk/octave-forge/extra/lssa/inst/lsreal.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lsreal.m (rev 0)
+++ trunk/octave-forge/extra/lssa/inst/lsreal.m 2012-08-14 13:42:51 UTC (rev 10860)
@@ -0,0 +1,73 @@
+## Copyright (C) 2012 Benjamin Lewis <be...@gm...>
+##
+## This program is free software; you can redistribute it and/or modify it under
+## the terms of the GNU General Public License as published by the Free Software
+## Foundation; either version 3 of the License, or (at your option) any later
+## version.
+##
+## This program is distributed in the hope that it will be useful, but WITHOUT
+## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public License along with
+## this program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {@var{t} =} lsreal (@var{time}, @var{mag}, @var{maxfreq}, @var{numcoeff}, @var{numoctaves})
+##
+## Return a series of least-squares transforms of a real-valued time series.
+## Each transform is minimized independently for each frequency. The method
+## used is a Lomb-Scargle transform of the real-valued (@var{time}, @var{mag})
+## series, starting from frequency @var{maxfreq} and descending @var{numoctaves}
+## octaves with @var{numcoeff} coefficients per octave.
+##
+## The result of the transform for each frequency is the coefficient of a sum of
+## sine and cosine functions modified by that frequency, in the form of a
+## complex number—where the cosine coefficient is encoded in the real term, and
+## the sine coefficient is encoded in the imaginary term. Each frequency is fit
+## independently from the others, and to minimize very low frequency error,
+## consider storing the mean of a dataset with a constant or near-constant
+## offset separately, and subtracting it from the dataset.
+##
+## @seealso{lscomplex}
+## @end deftypefn
+
+
+
+function transform = lsreal (t, x, omegamax, ncoeff, noctave)
+
+ n = numel (t);
+
+ iter = 0 : (ncoeff * noctave - 1);
+ omul = (2 .^ (- iter / ncoeff));
+
+ ## For a given frequency, the iota term is taken at twice the frequency of the
+ ## zeta term.
+ ot = t(:) * (omul * omegamax);
+ oit = t(:) * (omul * omegamax * 2);
+
+ zeta = sum ((cos (ot) - (sin (ot) .* i)) .* x(:), 1) / n;
+ iota = sum ((cos (oit) - (sin (oit) .* i)), 1) / n;
+
+ transform = 2 .* (conj (zeta) - conj (iota) .* zeta) ./ (1 - abs (iota) .^ 2);
+
+endfunction
+
+%!test
+%! maxfreq = 4 / ( 2 * pi );
+%! t = linspace(0,8);
+%! x = ( 2 .* sin ( maxfreq .* t ) +
+%! 3 .* sin ( (3/4) * maxfreq .* t ) -
+%! 0.5 .* sin ( (1/4) * maxfreq .* t ) -
+%! 0.2 .* cos ( maxfreq .* t ) +
+%! cos ( (1/4) * maxfreq .* t ) );
+%! # In the assert here, I've got an error bound large enough to catch
+%! # individual system errors which would present no real issue.
+%! assert (lsreal (t,x,maxfreq,2,2),
+%! [(-1.68275915310663 + 4.70126183846743i), ...
+%! (1.93821553170889 + 4.95660209883437i), ...
+%! (4.38145452686697 + 2.14403733658600i), ...
+%! (5.27425332281147 - 0.73933440226597i)],
+%! 5e-10)
+
Copied: trunk/octave-forge/extra/lssa/inst/lsreal.m.old (from rev 10856, trunk/octave-forge/extra/lssa/inst/lsreal.m)
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lsreal.m.old (rev 0)
+++ trunk/octave-forge/extra/lssa/inst/lsreal.m.old 2012-08-14 13:42:51 UTC (rev 10860)
@@ -0,0 +1,79 @@
+## Copyright (C) 2012 Benjamin Lewis
+##
+## This program is free software; you can redistribute it and/or modify it under
+## the terms of the GNU General Public License as published by the Free Software
+## Foundation; either version 3 of the License, or (at your option) any later
+## version.
+##
+## This program is distributed in the hope that it will be useful, but WITHOUT
+## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public License along with
+## this program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {@var{transform} =} lsreal (@var{time}, @var{mag}, @var{maxfreq}, @var{numcoeff}, @var{numoctaves})
+##
+## Return the real least-squares transform of the time series
+## defined, based on the maximal frequency @var{maxfreq}, the
+## number of coefficients @var{numcoeff}, and the number of
+## octaves @var{numoctaves}. Each complex-valued result is the
+## pair (c_o, s_o) defining the coefficients which best fit the
+## function y = c_o * cos(ot) + s_o * sin(ot) to the (@var{time}, @var{mag}) data.
+##
+## @seealso{lscomplex}
+## @end deftypefn
+
+function transform = lsreal (t, x, omegamax, ncoeff, noctave)
+
+ ## FIXME : THIS IS VECTOR-ONLY. I'd need to add another bit of code to
+ ## make it array-safe, and that's not knowing right now what else
+ ## will be necessary.
+ k = n = length (t);
+
+ transform = zeros (1, (noctave * ncoeff));
+
+ od = 2 ^ (- 1 / ncoeff);
+ o = omegamax;
+ n1 = 1 / n;
+
+ ncoeffp = ncoeff * noctave;
+
+ for iter = 1:ncoeffp
+ ## This method is an application of Eq. 8 on
+ ## page 6 of the text, as well as Eq. 7
+ ot = o .* t;
+
+ zeta = n1 * sum ((cos (ot) - i * sin (ot)) .* x);
+
+ ot *= 2;
+
+ iota = n1 * sum (cos (ot) - i * sin (ot));
+
+
+ transform(iter) = (2 * (conj (zeta) - (conj (iota) * zeta)) /
+ (1 - (real (iota) ^ 2) - (imag (iota) ^ 2)));
+
+ o *= od;
+ endfor
+
+endfunction
+
+%!test
+%! maxfreq = 4 / ( 2 * pi );
+%! t = linspace(0,8);
+%! x = ( 2 .* sin ( maxfreq .* t ) +
+%! 3 .* sin ( (3/4) * maxfreq .* t ) -
+%! 0.5 .* sin ( (1/4) * maxfreq .* t ) -
+%! 0.2 .* cos ( maxfreq .* t ) +
+%! cos ( (1/4) * maxfreq .* t ) );
+%! # In the assert here, I've got an error bound large enough to catch
+%! # individual system errors which would present no real issue.
+%! assert (lsreal (t,x,maxfreq,2,2),
+%! [(-1.68275915310663 + 4.70126183846743i), ...
+%! (1.93821553170889 + 4.95660209883437i), ...
+%! (4.38145452686697 + 2.14403733658600i), ...
+%! (5.27425332281147 - 0.73933440226597i)],
+%! 5e-10)
Modified: trunk/octave-forge/extra/lssa/inst/lswaveletcoeff.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lswaveletcoeff.m 2012-08-13 02:06:19 UTC (rev 10859)
+++ trunk/octave-forge/extra/lssa/inst/lswaveletcoeff.m 2012-08-14 13:42:51 UTC (rev 10860)
@@ -18,13 +18,17 @@
## @deftypefnx {Function File} {@var{c} =} lswaveletcoeff (@var{t}, @var{x}, @var{time}, @var{freq}, @var{window}=cubicwgt)
## @deftypefnx {Function File} {@var{c} =} lswaveletcoeff (@var{t}, @var{x}, @var{time}, @var{freq}, @var{window}=cubicwgt, @var{winradius}=1)
##
-## Return the coefficient of the wavelet transform of the
-## complex time series (@var{t}, @var{x}) at time @var{time}
-## and frequency @var{freq}; optional variable @var{window}
-## provides a windowing function and defaults to cubicwgt,
-## while @var{winradius} is the windowing radius, and defaults
-## to 1 (the radius of cubicwgt.)
+## Return the wavelet transform of a complex time series in a given window. The
+## transform takes a complex time series (@var{t}, @var{x}) at time @var{time}
+## and frequency @var{freq}, then applies a windowing function to it; the
+## default is cubicwgt, however by providing a function handle for the optional
+## variable @var{window}, the user may select their own function; to determine
+## the radius of the interval around the @var{time} selected, set
+## @var{winradius} to some value other than 1.
##
+## This transform operates identically to the transform at the heart of
+## lscomplexwavelet, however for one window only.
+##
## @seealso{lscorrcoeff, lscomplexwavelet, lsrealwavelet}
##
## @end deftypefn
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|
|
From: <ean...@us...> - 2012-08-13 02:06:26
|
Revision: 10859
http://octave.svn.sourceforge.net/octave/?rev=10859&view=rev
Author: eandrius
Date: 2012-08-13 02:06:19 +0000 (Mon, 13 Aug 2012)
Log Message:
-----------
serial: implemented srl_timeout
Modified Paths:
--------------
trunk/octave-forge/main/serial/INDEX
trunk/octave-forge/main/serial/NEWS
trunk/octave-forge/main/serial/src/Makefile
trunk/octave-forge/main/serial/src/serial.cc
trunk/octave-forge/main/serial/src/serial.h
trunk/octave-forge/main/serial/src/srl_flush.cc
trunk/octave-forge/main/serial/src/srl_read.cc
Added Paths:
-----------
trunk/octave-forge/main/serial/src/srl_timeout.cc
Modified: trunk/octave-forge/main/serial/INDEX
===================================================================
--- trunk/octave-forge/main/serial/INDEX 2012-08-13 00:54:33 UTC (rev 10858)
+++ trunk/octave-forge/main/serial/INDEX 2012-08-13 02:06:19 UTC (rev 10859)
@@ -8,4 +8,5 @@
srl_parity
srl_stopbits
srl_close
- srl_read
\ No newline at end of file
+ srl_read
+ srl_timeout
Modified: trunk/octave-forge/main/serial/NEWS
===================================================================
--- trunk/octave-forge/main/serial/NEWS 2012-08-13 00:54:33 UTC (rev 10858)
+++ trunk/octave-forge/main/serial/NEWS 2012-08-13 02:06:19 UTC (rev 10859)
@@ -13,3 +13,4 @@
srl_stopbits
srl_close
srl_read
+ srl_timeout
Modified: trunk/octave-forge/main/serial/src/Makefile
===================================================================
--- trunk/octave-forge/main/serial/src/Makefile 2012-08-13 00:54:33 UTC (rev 10858)
+++ trunk/octave-forge/main/serial/src/Makefile 2012-08-13 02:06:19 UTC (rev 10859)
@@ -1,5 +1,6 @@
OCT = serial.oct
-OBJ := serial.o srl_baudrate.o srl_bytesize.o srl_flush.o srl_parity.o srl_stopbits.o srl_write.o srl_close.o srl_read.o
+OBJ := serial.o srl_baudrate.o srl_timeout.o srl_bytesize.o srl_flush.o \
+ srl_parity.o srl_stopbits.o srl_write.o srl_close.o srl_read.o
MKOCTFILE ?= mkoctfile
@@ -14,4 +15,5 @@
clean:
rm -f *.oct *.o
+
.PHONY: all clean
Modified: trunk/octave-forge/main/serial/src/serial.cc
===================================================================
--- trunk/octave-forge/main/serial/src/serial.cc 2012-08-13 00:54:33 UTC (rev 10858)
+++ trunk/octave-forge/main/serial/src/serial.cc 2012-08-13 02:06:19 UTC (rev 10859)
@@ -13,9 +13,11 @@
// You should have received a copy of the GNU General Public License
// along with this program; if not, see <http://www.gnu.org/licenses/>.
-// TODO: Include more detailed error messages
+// TODO: Include more detailed error messages (perror?)
// TODO: Implement Flow Control
+// TODO: Implement H/W handshaking
// TODO: Implement read timeout
+// TODO: Check if interface is opened first
#include <octave/oct.h>
#include <octave/ov-int32.h>
@@ -53,6 +55,7 @@
{
this->fd = open(path.c_str(), flags, 0);
tcgetattr(this->fd, &this->config);
+ this->blocking_read = true;
}
octave_serial::~octave_serial()
@@ -67,8 +70,8 @@
void octave_serial::print (std::ostream& os, bool pr_as_read_syntax ) const
{
- print_raw (os, pr_as_read_syntax);
- newline (os);
+ print_raw(os, pr_as_read_syntax);
+ newline(os);
}
void octave_serial::print_raw (std::ostream& os, bool pr_as_read_syntax) const
@@ -97,6 +100,8 @@
// Default values
string path("/dev/ttyUSB0");
unsigned int baud_rate = 115200;
+ short timeout = -1;
+
unsigned short bytesize = 8;
string parity("N");
unsigned short stopbits = 1;
@@ -143,11 +148,11 @@
{
if (args(2).is_integer_type() || args(2).is_float_type())
{
- oflags = args(2).int_value();
+ timeout = args(2).int_value();
}
else
{
- error("serial: 3rd argument must be an interface flags of type integer...");
+ error("serial: 3rd argument must be an timeout of type integer...");
return octave_value();
}
}
@@ -162,9 +167,14 @@
}
retval->srl_baudrate(baud_rate);
+
+ if (timeout >= 0) {
+ retval->srl_timeout(timeout);
+ }
+
retval->srl_parity(parity);
retval->srl_bytesize(bytesize);
retval->srl_stopbits(stopbits);
-
+
return octave_value(retval);
}
Modified: trunk/octave-forge/main/serial/src/serial.h
===================================================================
--- trunk/octave-forge/main/serial/src/serial.h 2012-08-13 00:54:33 UTC (rev 10858)
+++ trunk/octave-forge/main/serial/src/serial.h 2012-08-13 02:06:19 UTC (rev 10859)
@@ -49,6 +49,7 @@
int srl_flush(unsigned short);
+ int srl_timeout(short);
int srl_baudrate(unsigned int);
int srl_bytesize(unsigned short);
int srl_parity(string);
@@ -77,6 +78,8 @@
private:
int fd;
struct termios config;
+
+ bool blocking_read;
DECLARE_OCTAVE_ALLOCATOR
DECLARE_OV_TYPEID_FUNCTIONS_AND_DATA
Modified: trunk/octave-forge/main/serial/src/srl_flush.cc
===================================================================
--- trunk/octave-forge/main/serial/src/srl_flush.cc 2012-08-13 00:54:33 UTC (rev 10858)
+++ trunk/octave-forge/main/serial/src/srl_flush.cc 2012-08-13 02:06:19 UTC (rev 10859)
@@ -38,19 +38,19 @@
// PKG_ADD: autoload ("srl_flush", "serial.oct");
int octave_serial::srl_flush(unsigned short queue_selector)
{
+ /*
+ * TCIOFLUSH Flush both pending input and untransmitted output.
+ * TCOFLUSH Flush untransmitted output.
+ * TCIFLUSH Flush pending input.
+ */
- // TCIFLUSH Flush pending input.
- // TCIOFLUSH Flush both pending input and untransmitted output.
- // TCOFLUSH Flush untransmitted output.
-
-
int flag;
switch (queue_selector)
{
- case 0: flag = TCIFLUSH; break;
- case 1: flag = TCIOFLUSH; break;
- case 2: flag = TCOFLUSH; break;
+ case 0: flag = TCOFLUSH; break;
+ case 1: flag = TCIFLUSH; break;
+ case 2: flag = TCIOFLUSH; break;
default:
error("srl_flush: only [0..2] values are accepted...");
return false;
@@ -62,7 +62,7 @@
// PKG_ADD: autoload ("srl_flush", "serial.oct");
DEFUN_DLD (srl_flush, args, nargout, "Hello World Help String")
{
- int queue_selector = 1;
+ int queue_selector = 2; // Input and Output
if (args.length() < 1 || args.length() > 2)
{
Modified: trunk/octave-forge/main/serial/src/srl_read.cc
===================================================================
--- trunk/octave-forge/main/serial/src/srl_read.cc 2012-08-13 00:54:33 UTC (rev 10858)
+++ trunk/octave-forge/main/serial/src/srl_read.cc 2012-08-13 02:06:19 UTC (rev 10859)
@@ -78,26 +78,26 @@
const octave_base_value& rep = args(0).get_rep();
serial = &((octave_serial &)rep);
- int retval = 0;
+ int buffer_read = 0, read_retval = -1;
- while (retval < buffer_len)
+ // While buffer not full and not timeout
+ while (buffer_read < buffer_len && read_retval != 0)
{
- retval += serial->srl_read(buffer + retval, buffer_len - retval);
+ read_retval = serial->srl_read(buffer + buffer_read, buffer_len - buffer_read);
+ buffer_read += read_retval;
}
-
- //buffer[retval] = '\0';
-
+
octave_value_list return_list;
uint8NDArray data;
- data.resize(retval);
+ data.resize(buffer_read);
// TODO: clean this up
- for (int i = 0; i < retval; i++)
+ for (int i = 0; i < buffer_read; i++)
{
data(i) = buffer[i];
}
- return_list(1) = retval;
+ return_list(1) = buffer_read;
return_list(0) = data;
delete[] buffer;
Added: trunk/octave-forge/main/serial/src/srl_timeout.cc
===================================================================
--- trunk/octave-forge/main/serial/src/srl_timeout.cc (rev 0)
+++ trunk/octave-forge/main/serial/src/srl_timeout.cc 2012-08-13 02:06:19 UTC (rev 10859)
@@ -0,0 +1,110 @@
+// Copyright (C) 2012 Andrius Sutas <and...@gm...>
+//
+// This program is free software; you can redistribute it and/or modify
+// it under the terms of the GNU General Public License as published by
+// the Free Software Foundation; either version 3 of the License, or
+// (at your option) any later version.
+//
+// This program is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU General Public License
+// along with this program; if not, see <http://www.gnu.org/licenses/>.
+
+#include <octave/oct.h>
+#include <octave/ov-int32.h>
+//#include <octave/ops.h>
+//#include <octave/ov-typeinfo.h>
+
+#include <iostream>
+#include <string>
+#include <algorithm>
+
+#ifndef __WIN32__
+#include <stdio.h>
+#include <string.h>
+#include <fcntl.h>
+#include <errno.h>
+#include <termios.h>
+#include <unistd.h>
+#endif
+
+using std::string;
+
+#include "serial.h"
+
+// PKG_ADD: autoload ("srl_timeout", "serial.oct");
+DEFUN_DLD (srl_timeout, args, nargout, "Hello World Help String")
+{
+ if (args.length() < 1 || args.length() > 2)
+ {
+ error("srl_timeout: expecting one or two arguments...");
+ return octave_value(-1);
+ }
+
+ if (args(0).type_id() != octave_serial::static_type_id())
+ {
+ error("srl_timeout: expecting first argument of type octave_serial...");
+ return octave_value(-1);
+ }
+
+ // Setting new timeout
+ if (args.length() > 1)
+ {
+ if ( !(args(1).is_integer_type() || args(1).is_float_type()) )
+ {
+ error("srl_timeout: expecting second argument of type integer...");
+ return octave_value(-1);
+ }
+
+ octave_serial* serial = NULL;
+
+ const octave_base_value& rep = args(0).get_rep();
+ serial = &((octave_serial &)rep);
+
+ serial->srl_timeout(args(1).int_value());
+
+ return octave_value();
+ }
+
+ // Returning current timeout
+
+ // TODO: return current timeout
+
+ return octave_value(0);
+}
+
+int octave_serial::srl_timeout(short timeout)
+{
+ if (timeout < 0 || timeout > 255)
+ {
+ error("srl_timeout: timeout value must be between [0..255]...");
+ return false;
+ }
+
+ /*
+ // Disable timeout, enable blocking read
+ if (timeout < 0)
+ {
+ this->blocking_read = true;
+ BITMASK_SET(this->config.c_lflag, ICANON); // Set canonical mode
+ this->config.c_cc[VMIN] = 1;
+ this->config.c_cc[VTIME] = 0;
+ }
+ */
+
+ // Enable timeout, disable blocking read
+ this->blocking_read = false;
+ BITMASK_CLEAR(this->config.c_lflag, ICANON); // Set non-canonical mode
+ this->config.c_cc[VMIN] = 0;
+ this->config.c_cc[VTIME] = (unsigned) timeout; // Set timeout of 'timeout * 10' seconds
+
+ if (tcsetattr(this->srl_get_fd(), TCSANOW, &this->config) < 0) {
+ error("srl_timeout: error setting stop bits...");
+ return false;
+ }
+
+ return true;
+}
\ No newline at end of file
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|
|
From: <car...@us...> - 2012-08-13 00:54:41
|
Revision: 10858
http://octave.svn.sourceforge.net/octave/?rev=10858&view=rev
Author: carandraug
Date: 2012-08-13 00:54:33 +0000 (Mon, 13 Aug 2012)
Log Message:
-----------
fpl: fix date format
Modified Paths:
--------------
trunk/octave-forge/extra/fpl/DESCRIPTION
Modified: trunk/octave-forge/extra/fpl/DESCRIPTION
===================================================================
--- trunk/octave-forge/extra/fpl/DESCRIPTION 2012-08-11 17:25:08 UTC (rev 10857)
+++ trunk/octave-forge/extra/fpl/DESCRIPTION 2012-08-13 00:54:33 UTC (rev 10858)
@@ -1,6 +1,6 @@
Name: fpl
Version: 1.3.1
-Date: 2012-10-08
+Date: 2012-08-10
Author: Carlo de Falco, Massimiliano Culpo and others
Maintainer: Carlo de Falco, Massimiliano Culpo
Title: Fem PLotting
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|
|
From: <cd...@us...> - 2012-08-11 17:25:14
|
Revision: 10857
http://octave.svn.sourceforge.net/octave/?rev=10857&view=rev
Author: cdf
Date: 2012-08-11 17:25:08 +0000 (Sat, 11 Aug 2012)
Log Message:
-----------
fix incorrect call to fallback function
Modified Paths:
--------------
trunk/octave-forge/extra/fpl/inst/fpl_vtk_b64_write_field.m
Modified: trunk/octave-forge/extra/fpl/inst/fpl_vtk_b64_write_field.m
===================================================================
--- trunk/octave-forge/extra/fpl/inst/fpl_vtk_b64_write_field.m 2012-08-10 15:46:14 UTC (rev 10856)
+++ trunk/octave-forge/extra/fpl/inst/fpl_vtk_b64_write_field.m 2012-08-11 17:25:08 UTC (rev 10857)
@@ -59,7 +59,7 @@
##
## @end deftypefn
-function fpl_vtk_b64_write_field (basename, mesh, nodedata, celldata, endfile)
+function fpl_vtk_b64_write_field (basename, mesh, nodedata, celldata)
## Check input
if (nargin != 4)
@@ -76,7 +76,7 @@
if (! exist ("base64_encode", "builtin"))
warning ("fpl_vtk_b64_write_field: Octave >= 3.7 is required to save in binary format, your data will be saved as ascii");
- fpl_vtk_write_field (basename, mesh, nodedata, celldata, endfile, true);
+ fpl_vtk_write_field (basename, mesh, nodedata, celldata, true);
return;
endif
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|
|
From: <cd...@us...> - 2012-08-10 15:46:20
|
Revision: 10856
http://octave.svn.sourceforge.net/octave/?rev=10856&view=rev
Author: cdf
Date: 2012-08-10 15:46:14 +0000 (Fri, 10 Aug 2012)
Log Message:
-----------
faster access to vector data
Modified Paths:
--------------
trunk/octave-forge/extra/lssa/src/fastlscomplex.cc
Modified: trunk/octave-forge/extra/lssa/src/fastlscomplex.cc
===================================================================
--- trunk/octave-forge/extra/lssa/src/fastlscomplex.cc 2012-08-10 15:10:54 UTC (rev 10855)
+++ trunk/octave-forge/extra/lssa/src/fastlscomplex.cc 2012-08-10 15:46:14 UTC (rev 10856)
@@ -25,7 +25,7 @@
#include <exception>
bool flscomplex (const RowVector & tvec, const ComplexRowVector & xvec,
- double maxfreq, int octaves, int coefficients, ComplexRowVector & result)
+ double maxfreq, int octaves, int coefficients, ComplexRowVector & result);
DEFUN_DLD(fastlscomplex,args,nargout,
"-*- texinfo -*-\n\
@@ -72,7 +72,7 @@
if (flscomplex (tvals, xvals, omegamax, noctaves, ncoeff, results))
retval(0) = octave_value (results);
else
- error ("fastlscomplex: error in the underlying flscomplex function")
+ error ("fastlscomplex: error in the underlying flscomplex function");
}
}
@@ -84,6 +84,7 @@
double maxfreq, int octaves, int coefficients,
ComplexRowVector & results)
{
+
struct Precomputation_Record
{
Precomputation_Record *next;
@@ -91,13 +92,17 @@
bool stored_data;
};
+ const std::complex<double> *xvec_ptr = xvec.data ();
+ const double *tvec_ptr = tvec.data ();
+
results.resize (coefficients * octaves);
+ const std::complex<double> *results_ptr = results.fortran_vec ();
double tau, delta_tau, tau_0, tau_h, n_inv, mu, te,
omega_oct, omega_multiplier, octavemax, omega_working,
loop_tau_0, loop_delta_tau, on_1, n_1, o;
- double length = tvec(tvec.numel () - 1) - tvec(0);
+ double length = tvec_ptr[tvec.numel () - 1] - tvec_ptr[0];
int octave_iter, coeff_iter;
@@ -123,7 +128,7 @@
*/
delta_tau = M_PI / (2 * maxfreq);
- tau_0 = tvec(0) + delta_tau;
+ tau_0 = tvec_ptr[0] + delta_tau;
tau_h = tau_0;
te = tau_h + delta_tau;
@@ -132,32 +137,32 @@
Precomputation_Record * precomp_records_head, *record_current, *record_tail, *record_ref, *record_next;
record_current = precomp_records_head = new Precomputation_Record;
- for (te = tvec(k) + (2 * delta_tau) ; ;)
+ for (te = tvec_ptr[k] + (2 * delta_tau) ; ;)
{
- x = std::complex<double>(xvec(k));
+ x = xvec_ptr[k];
{
- double t = mu*(tvec(k)-tau_h), tt;
+ double t = mu *(tvec_ptr[k] - tau_h), tt;
p = record_current->power_series;
// p = 0
- *p++ = std::complex<double>(x);
+ *p++ = x;
// p = 1
tt = -t;
h = x * tt;
- *p++ = std::complex<double>(-h.imag(),h.real());
+ *p++ = std::complex<double> (-h.imag (), h.real ());
// p = 2
tt *= t*(1.0/2.0);
*p++ = x*tt;
// p = 3
tt *= t*(-1.0/3.0);
h = x * tt;
- *p++ = std::complex<double>(-h.imag(),h.real());
+ *p++ = std::complex<double> (-h.imag (), h.real ());
// p = 4
tt *= t*(1.0/4.0);
*p++ = x*tt;
// p = 5
tt *= t*(-1.0/5.0);
h = x * tt;
- *p++ = std::complex<double>(-h.imag(),h.real());
+ *p++ = std::complex<double>(-h.imag () ,h.real ());
// p = 6
tt *= t*(1.0/6.0);
*p++ = x*tt;
@@ -182,11 +187,11 @@
}
record_current->stored_data = true;
- for(k++; k < n && tvec(k) < te; k++)
+ for(k++; k < n && tvec_ptr[k] < te; k++)
{
- x = std::complex<double> (xvec(k));
+ x = std::complex<double> (xvec_ptr[k]);
{
- double t = mu*(tvec(k)-tau_h), tt;
+ double t = mu * (tvec_ptr[k] - tau_h), tt;
p = record_current->power_series;
// p = 0
*p++ += std::complex<double>(x);
@@ -267,9 +272,10 @@
omega_working = octavemax;
for (coeff_iter = 0;
coeff_iter < coefficients;
- coeff_iter++, o *= omega_multiplier, omega_working *= omega_multiplier)
+ coeff_iter++, o *= omega_multiplier,
+ omega_working *= omega_multiplier)
{
- exp_term = std::complex<double> (cos (- omega_working * loop_tau_0) ,
+ exp_term = std::complex<double> (cos (- omega_working * loop_tau_0),
sin (- omega_working * loop_tau_0));
exp_multiplier = std::complex<double> (cos (- 2 * omega_working * loop_delta_tau) ,
@@ -471,14 +477,28 @@
}
}
}
- catch (std::exception& e)
+ catch (std::exception & e)
{//This section was part of my debugging, and may be removed.
std::cout << "Exception thrown: " << e.what() << std::endl;
- ComplexRowVector exception_result (1);
- exception_result(0) = false;
- return exception_result;
+ return (false);
}
}
return true;
}
+
+/*
+%!test
+%! maxfreq = 4 / ( 2 * pi );
+%! t = [0:0.008:8];
+%! x = ( 2 .* sin (maxfreq .* t) +
+%! 3 .* sin ( (3 / 4) * maxfreq .* t)-
+%! 0.5 .* sin ((1/4) * maxfreq .* t) -
+%! 0.2 .* cos (maxfreq .* t) +
+%! cos ((1/4) * maxfreq .* t));
+%! assert (fastlscomplex (t, x, maxfreq, 2, 2),
+%! [(-0.400924546169395 - 2.371555305867469i), ...
+%! (1.218065147708429 - 2.256125004156890i), ...
+%! (1.935428592212907 - 1.539488163739336i), ...
+%! (2.136692292751917 - 0.980532175174563i)], 5e-10);
+*/
This was sent by the SourceForge.net collaborative development platform, the world's largest Open Source development site.
|
|
From: <cd...@us...> - 2012-08-10 15:11:02
|
Revision: 10855
http://octave.svn.sourceforge.net/octave/?rev=10855&view=rev
Author: cdf
Date: 2012-08-10 15:10:54 +0000 (Fri, 10 Aug 2012)
Log Message:
-----------
more code revision
Modified Paths:
--------------
trunk/octave-forge/extra/lssa/inst/lswaveletcoeff.m
trunk/octave-forge/extra/lssa/src/fastlscomplex.cc
Modified: trunk/octave-forge/extra/lssa/inst/lswaveletcoeff.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lswaveletcoeff.m 2012-08-10 13:17:33 UTC (rev 10854)
+++ trunk/octave-forge/extra/lssa/inst/lswaveletcoeff.m 2012-08-10 15:10:54 UTC (rev 10855)
@@ -29,33 +29,31 @@
##
## @end deftypefn
-%!demo
-%! x = 1:10;
-%! y = sin(x);
-%! xt = x';
-%! yt = y';
-%! a = lswaveletcoeff(x,y,0.5,0.9)
-%! b = lswaveletcoeff(xt,yt,0.5,0.9)
-%! ## Generates the wavelet transform coefficient for time 0.5 and circ. freq. 0.9, for row & column vectors.
+function coeff = lswaveletcoeff (x, y, t, o, wgt = @cubicwgt, wgtrad = 1)
-function coeff = lswaveletcoeff( x , y , t , o , wgt = @cubicwgt , wgtrad = 1 )
so = 0.05 .* o;
- if ( ( ndims(x) == 2 ) && ! ( rows(x) == 1 ) )
- x = reshape(x,1,length(x));
- y = reshape(y,1,length(y));
+
+ if ((ndims (x) == 2) && ! (rows (x) == 1))
+ x = reshape (x, 1, length (x));
+ y = reshape (y, 1, length (y));
endif
- mask = find( abs( x - t ) * so < wgtrad );
+
+ mask = (abs (x - t) * so < wgtrad);
rx = x(mask);
ry = y(mask);
+
## Going by the R code, this can use the same mask.
- s = sum( wgt( ( x - t ) .* so ) );
- coeff = ifelse( s != 0 , sum( wgt( ( rx - t ) .* so) .* exp( i .* o .* ( rx - t ) ) .* ry ) ./ s , 0 );
+ s = sum (wgt ((x - t) .* so));
+ coeff = ifelse (s != 0,
+ sum (wgt ((rx - t) .* so) .*
+ exp (i .* o .* (rx - t)) .* ry) ./ s,
+ 0);
endfunction
-%!test
-%!shared t, p, x, y, z, o, maxfreq
+
+%!shared t, p, x, y, maxfreq
%! maxfreq = 4 / (2 * pi);
%! t = linspace (0, 8);
%! x = (2 .* sin (maxfreq .* t) +
@@ -65,13 +63,18 @@
%! cos ((1/4) * maxfreq .* t));
%! y = - x;
%! p = linspace (0, 8, 500);
-%! z = (2 .* sin (maxfreq .* p) +
-%! 3 .* sin ((3/4) * maxfreq .* p) -
-%! 0.5 .* sin ((1/4) * maxfreq .* p) -
-%! 0.2 .* cos (maxfreq .* p) +
-%! cos ((1/4) * maxfreq .* p));
-%! o = [maxfreq , (3/4 * maxfreq) , (1/4 * maxfreq)];
-%!assert (lswaveletcoeff (t, x, 0.5, maxfreq), 0.383340407638780 +
-%! 2.385251997545446i , 5e-10);
-%!assert (lswaveletcoeff (t, y, 3.3, 3/4 * maxfreq), -2.35465091096084 +
-%! 1.01892561714824i, 5e-10);
+%!assert (lswaveletcoeff (t, x, 0.5, maxfreq),
+%! 0.383340407638780 + 2.385251997545446i, 5e-10);
+%!assert (lswaveletcoeff (t, y, 3.3, 3/4 * maxfreq),
+%! -2.35465091096084 + 1.01892561714824i, 5e-10);
+
+
+%!demo
+%! ## Generates the wavelet transform coefficient for time 0.5 and circ. freq. 0.9, for row & column vectors.
+%! x = 1:10;
+%! y = sin (x);
+%! xt = x';
+%! yt = y';
+%! a = lswaveletcoeff (x, y, 0.5, 0.9)
+%! b = lswaveletcoeff (xt, yt, 0.5, 0.9)
+
Modified: trunk/octave-forge/extra/lssa/src/fastlscomplex.cc
===================================================================
--- trunk/octave-forge/extra/lssa/src/fastlscomplex.cc 2012-08-10 13:17:33 UTC (rev 10854)
+++ trunk/octave-forge/extra/lssa/src/fastlscomplex.cc 2012-08-10 15:10:54 UTC (rev 10855)
@@ -24,195 +24,225 @@
#include <iostream>
#include <exception>
+bool flscomplex (const RowVector & tvec, const ComplexRowVector & xvec,
+ double maxfreq, int octaves, int coefficients, ComplexRowVector & result)
+DEFUN_DLD(fastlscomplex,args,nargout,
+"-*- texinfo -*-\n\
+@deftypefn {Function File} { C = } fastlscomplex \
+(@var{time},@var{magnitude},@var{maximum_frequency},@var{octaves},@var{coefficients})\n \
+\n\
+Return the complex least squares transform of the (@var{time},@var{magnitude}) series\n\
+supplied, using the fast algorithm.\n\
+\n\
+@seealso{lscomplex, fastlsreal}\n\
+\n\
+@end deftypefn")
+{
-ComplexRowVector flscomplex( RowVector tvec , ComplexRowVector xvec ,
- double maxfreq , int octaves , int coefficients);
+ octave_value_list retval;
+ if (args.length() != 5)
+ print_usage();
+ else
+ {
-DEFUN_DLD(fastlscomplex,args,nargout,
- "-*- texinfo -*-\n"
-"@deftypefn {Function File} { C = } fastlscomplex"
- "(@var{time},@var{magnitude},@var{maximum_frequency},@var{octaves},@var{coefficients})\n"
-"\n"
-"Return the complex least squares transform of the (@var{time},@var{magnitude}) series\n\
-supplied, using the fast algorithm.\n"
-"\n"
-"@seealso{lscomplex, fastlsreal}\n"
-"\n"
-"@end deftypefn") {
- if ( args.length() != 5 ) {
- print_usage();
- return octave_value_list ();
- }
- RowVector tvals = args(0).row_vector_value();
- ComplexRowVector xvals = args(1).complex_row_vector_value();
- double omegamax = args(2).double_value();
- int noctaves = args(3).int_value();
- int ncoeff = args(4).int_value();
- if ( tvals.numel() != xvals.numel() ){
- if ( tvals.numel() > xvals.numel() ) {
- error("More time values than magnitude values.");
- } else {
- error("More magnitude values than time values.");
+ RowVector tvals = args(0).row_vector_value ();
+ ComplexRowVector xvals = args(1).complex_row_vector_value ();
+ double omegamax = args(2).double_value ();
+ int noctaves = args(3).int_value ();
+ int ncoeff = args(4).int_value ();
+
+ if (tvals.numel () != xvals.numel ())
+ if (tvals.numel () > xvals.numel ())
+ error ("fastlscomplex: More time values than magnitude values");
+ else
+ error ("fastlscomplex: More magnitude values than time values");
+
+ if (ncoeff == 0)
+ error ("fastlscomplex: No coefficients to compute");
+ if (noctaves == 0)
+ error ("fastlscomplex: No octaves to compute over");
+ if (omegamax == 0)
+ error ("fastlscomplex: No difference between minimal and maximal frequency");
+
+ if (! error_state)
+ {
+ ComplexRowVector results;
+ if (flscomplex (tvals, xvals, omegamax, noctaves, ncoeff, results))
+ retval(0) = octave_value (results);
+ else
+ error ("fastlscomplex: error in the underlying flscomplex function")
+ }
+
}
- }
- if ( ncoeff == 0 ) error("No coefficients to compute.");
- if ( noctaves == 0 ) error("No octaves to compute over.");
- if ( omegamax == 0 ) error("No difference between minimal and maximal frequency.");
- octave_value_list retval;
- if ( !error_state) {
- ComplexRowVector results = flscomplex(tvals,xvals,omegamax,noctaves,ncoeff);
- retval(0) = octave_value(results);
- } else {
- return octave_value_list ();
- }
+
return retval;
-
}
-ComplexRowVector flscomplex( RowVector tvec , ComplexRowVector xvec ,
- double maxfreq, int octaves, int coefficients ) {
- struct Precomputation_Record {
+bool flscomplex (const RowVector & tvec, const ComplexRowVector & xvec,
+ double maxfreq, int octaves, int coefficients,
+ ComplexRowVector & results)
+{
+ struct Precomputation_Record
+ {
Precomputation_Record *next;
std::complex<double> power_series[12]; // I'm using 12 as a matter of compatibility, only.
bool stored_data;
};
- ComplexRowVector results = ComplexRowVector (coefficients * octaves );
+ results.resize (coefficients * octaves);
double tau, delta_tau, tau_0, tau_h, n_inv, mu, te,
omega_oct, omega_multiplier, octavemax, omega_working,
loop_tau_0, loop_delta_tau, on_1, n_1, o;
- double length = ( tvec((tvec.numel()-1)) - tvec( octave_idx_type (0)));
+
+ double length = tvec(tvec.numel () - 1) - tvec(0);
+
int octave_iter, coeff_iter;
- std::complex<double> zeta, zz, z_accumulator, exp_term, exp_multiplier, alpha, h, *tpra, *temp_ptr_alpha, temp_alpha[12], *tprb, *temp_ptr_beta, temp_beta[12], temp_array[12], *p, x;
- octave_idx_type n = tvec.numel();
- for ( int array_iter = 0 ; array_iter < 12 ; array_iter++ ) {
- temp_array[array_iter] = std::complex<double> ( 0 , 0 );
- }
+
+ std::complex<double> zeta, zz, z_accumulator, exp_term, exp_multiplier,
+ alpha, h, *tpra, *temp_ptr_alpha, temp_alpha[12], *tprb, *temp_ptr_beta,
+ temp_beta[12], temp_array[12], *p, x;
+
+ octave_idx_type n = tvec.numel ();
+
+ for (int array_iter = 0; array_iter < 12; array_iter++)
+ temp_array[array_iter] = std::complex<double> (0 , 0);
+
int factorial_array[12];
factorial_array[0] = 1;
- for ( int i = 1 ; i < 12 ; i++ ) {
+
+ for (int i = 1; i < 12; i++)
factorial_array[i] = factorial_array[i-1] * i;
- }
+
n_1 = n_inv = 1.0 / n;
- mu = (0.5 * M_PI)/length; // Per the article; this is in place to improve numerical accuracy if desired.
+ mu = (0.5 * M_PI) / length; // Per the article; this is in place to improve numerical accuracy if desired.
/* Viz. the paper, in which Dtau = c / omega_max, and c is stated as pi/2 for floating point processors,
* In the case of this computation, I'll go by the recommendation.
*/
- delta_tau = M_PI / ( 2 * maxfreq );
+
+ delta_tau = M_PI / (2 * maxfreq);
tau_0 = tvec(0) + delta_tau;
tau_h = tau_0;
te = tau_h + delta_tau;
- octave_idx_type k ( 0 ); // Iterator for accessing xvec, tvec.
+ octave_idx_type k = 0; // Iterator for accessing xvec, tvec.
Precomputation_Record * precomp_records_head, *record_current, *record_tail, *record_ref, *record_next;
record_current = precomp_records_head = new Precomputation_Record;
- for ( te = tvec(k) + (2 * delta_tau) ; ; ) {
- x = std::complex<double>(xvec(k));
+
+ for (te = tvec(k) + (2 * delta_tau) ; ;)
{
- double t = mu*(tvec(k)-tau_h), tt;
- p = record_current->power_series;
- // p = 0
- *p++ = std::complex<double>(x);
- // p = 1
- tt = -t;
- h = x * tt;
- *p++ = std::complex<double>(-h.imag(),h.real());
- // p = 2
- tt *= t*(1.0/2.0);
- *p++ = x*tt;
- // p = 3
- tt *= t*(-1.0/3.0);
- h = x * tt;
- *p++ = std::complex<double>(-h.imag(),h.real());
- // p = 4
- tt *= t*(1.0/4.0);
- *p++ = x*tt;
- // p = 5
- tt *= t*(-1.0/5.0);
- h = x * tt;
- *p++ = std::complex<double>(-h.imag(),h.real());
- // p = 6
- tt *= t*(1.0/6.0);
- *p++ = x*tt;
- // p = 7
- tt *= t*(-1.0/7.0);
- h = x * tt;
- *p++ = std::complex<double>(-h.imag(),h.real());
- // p = 8
- tt *= t*(1.0/8.0);
- *p++ = x*tt;
- // p = 9
- tt *= t*(-1.0/9.0);
- h = x * tt;
- *p++ = std::complex<double>(-h.imag(),h.real());
- // p = 10
- tt *= t*(1.0/10.0);
- *p++ = x*tt;
- // p = 11
- tt *= t*(-1.0/11.0);
- h = x * tt;
- *p++ = std::complex<double>(-h.imag(),h.real());
- }
- record_current->stored_data = true;
- for(k++; ( k < n ) && tvec(k) < te ; k++ ) {
x = std::complex<double>(xvec(k));
{
- double t = mu*(tvec(k)-tau_h), tt;
- p = record_current->power_series;
- // p = 0
- *p++ += std::complex<double>(x);
- // p = 1
- tt = -t;
- h = x * tt;
- *p++ += std::complex<double>(- h.imag(), h.real());
- // p = 2
- tt *= t*(1.0/2.0);
- *p++ += x*tt;
- // p = 3
- tt *= t*(-1.0/3.0);
- h = x * tt;
- *p++ += std::complex<double>(-h.imag(),h.real());
- // p = 4
- tt *= t*(1.0/4.0);
- *p++ += x*tt;
- // p = 5
- tt *= t*(-1.0/5.0);
- h = x * tt;
- *p++ += std::complex<double>(-h.imag(),h.real());
- // p = 6
- tt *= t*(1.0/6.0);
- *p++ += x*tt;
- // p = 7
- tt *= t*(-1.0/7.0);
- h = x * tt;
- *p++ += std::complex<double>(-h.imag(),h.real());
- // p = 8
- tt *= t*(1.0/8.0);
- *p++ += x*tt;
- // p = 9
- tt *= t*(-1.0/9.0);
- h = x * tt;
- *p++ += std::complex<double>(-h.imag(),h.real());
- // p = 10
- tt *= t*(1.0/10.0);
- *p++ += x*tt;
- // p = 11
- tt *= t*(-1.0/11.0);
- h = x * tt;
- *p++ += std::complex<double>(-h.imag(),h.real());
+ double t = mu*(tvec(k)-tau_h), tt;
+ p = record_current->power_series;
+ // p = 0
+ *p++ = std::complex<double>(x);
+ // p = 1
+ tt = -t;
+ h = x * tt;
+ *p++ = std::complex<double>(-h.imag(),h.real());
+ // p = 2
+ tt *= t*(1.0/2.0);
+ *p++ = x*tt;
+ // p = 3
+ tt *= t*(-1.0/3.0);
+ h = x * tt;
+ *p++ = std::complex<double>(-h.imag(),h.real());
+ // p = 4
+ tt *= t*(1.0/4.0);
+ *p++ = x*tt;
+ // p = 5
+ tt *= t*(-1.0/5.0);
+ h = x * tt;
+ *p++ = std::complex<double>(-h.imag(),h.real());
+ // p = 6
+ tt *= t*(1.0/6.0);
+ *p++ = x*tt;
+ // p = 7
+ tt *= t*(-1.0/7.0);
+ h = x * tt;
+ *p++ = std::complex<double>(-h.imag(),h.real());
+ // p = 8
+ tt *= t*(1.0/8.0);
+ *p++ = x*tt;
+ // p = 9
+ tt *= t*(-1.0/9.0);
+ h = x * tt;
+ *p++ = std::complex<double>(-h.imag(),h.real());
+ // p = 10
+ tt *= t*(1.0/10.0);
+ *p++ = x*tt;
+ // p = 11
+ tt *= t*(-1.0/11.0);
+ h = x * tt;
+ *p++ = std::complex<double>(-h.imag(),h.real());
}
+
record_current->stored_data = true;
- }
- if( k >= n ) break;
- tau_h = te + delta_tau;
- te = tau_h + delta_tau;
- record_current->next = new Precomputation_Record;
- record_current = record_current->next;
+ for(k++; k < n && tvec(k) < te; k++)
+ {
+ x = std::complex<double> (xvec(k));
+ {
+ double t = mu*(tvec(k)-tau_h), tt;
+ p = record_current->power_series;
+ // p = 0
+ *p++ += std::complex<double>(x);
+ // p = 1
+ tt = -t;
+ h = x * tt;
+ *p++ += std::complex<double>(- h.imag(), h.real());
+ // p = 2
+ tt *= t*(1.0/2.0);
+ *p++ += x*tt;
+ // p = 3
+ tt *= t*(-1.0/3.0);
+ h = x * tt;
+ *p++ += std::complex<double>(-h.imag(),h.real());
+ // p = 4
+ tt *= t*(1.0/4.0);
+ *p++ += x*tt;
+ // p = 5
+ tt *= t*(-1.0/5.0);
+ h = x * tt;
+ *p++ += std::complex<double>(-h.imag(),h.real());
+ // p = 6
+ tt *= t*(1.0/6.0);
+ *p++ += x*tt;
+ // p = 7
+ tt *= t*(-1.0/7.0);
+ h = x * tt;
+ *p++ += std::complex<double>(-h.imag(),h.real());
+ // p = 8
+ tt *= t*(1.0/8.0);
+ *p++ += x*tt;
+ // p = 9
+ tt *= t*(-1.0/9.0);
+ h = x * tt;
+ *p++ += std::complex<double>(-h.imag(),h.real());
+ // p = 10
+ tt *= t*(1.0/10.0);
+ *p++ += x*tt;
+ // p = 11
+ tt *= t*(-1.0/11.0);
+ h = x * tt;
+ *p++ += std::complex<double>(-h.imag(),h.real());
+ }
+ record_current->stored_data = true;
+ }
+
+ if (k >= n)
+ break;
+
+ tau_h = te + delta_tau;
+ te = tau_h + delta_tau;
+
+ record_current->next = new Precomputation_Record;
+ record_current = record_current->next;
}
+
record_tail = record_current;
record_current = precomp_records_head;
record_tail->next = 0;
@@ -222,152 +252,233 @@
*/
omega_oct = maxfreq / mu;
- omega_multiplier = exp(-log(2)/coefficients);
+ omega_multiplier = exp (-log(2) / coefficients);
octavemax = maxfreq;
loop_tau_0 = tau_0;
loop_delta_tau = delta_tau;
- octave_idx_type iter ( 0 );
+ octave_idx_type iter = 0;
// Loops need to first travel over octaves, then coefficients;
-
- for ( octave_iter = octaves ; ; omega_oct *= 0.5 , octavemax *= 0.5 , loop_tau_0 += loop_delta_tau , loop_delta_tau *= 2 ) {
- o = omega_oct;
- omega_working = octavemax;
- for ( coeff_iter = 0 ; coeff_iter < coefficients ; coeff_iter++, o *= omega_multiplier, omega_working *= omega_multiplier){
- exp_term = std::complex<double> ( cos( - omega_working * loop_tau_0 ) ,
- sin ( - omega_working * loop_tau_0 ) );
- exp_multiplier = std::complex<double> ( cos ( - 2 * omega_working * loop_delta_tau ) ,
- sin ( - 2 * omega_working * loop_delta_tau ) );
- for ( zeta = 0, record_current = precomp_records_head ; record_current ;
- record_current = record_current->next, exp_term *= exp_multiplier ) {
- if ( record_current->stored_data ) {
- int p;
- for ( zz = 0 , p = 0, on_1 = n_1 ; p < 12 ; p++ ) {
- zz += record_current->power_series[p] * on_1 ;
- on_1 *= o;
- }
- zeta += exp_term * zz;
- }
- }
- results(iter) = std::complex<double> (zeta);
- iter++;
+ for (octave_iter = octaves; ;
+ omega_oct *= 0.5, octavemax *= 0.5, loop_tau_0 += loop_delta_tau, loop_delta_tau *= 2)
+ {
+ o = omega_oct;
+ omega_working = octavemax;
+ for (coeff_iter = 0;
+ coeff_iter < coefficients;
+ coeff_iter++, o *= omega_multiplier, omega_working *= omega_multiplier)
+ {
+ exp_term = std::complex<double> (cos (- omega_working * loop_tau_0) ,
+ sin (- omega_working * loop_tau_0));
+
+ exp_multiplier = std::complex<double> (cos (- 2 * omega_working * loop_delta_tau) ,
+ sin (- 2 * omega_working * loop_delta_tau));
+
+ for (zeta = 0, record_current = precomp_records_head;
+ record_current;
+ record_current = record_current->next, exp_term *= exp_multiplier )
+ {
+ if (record_current->stored_data)
+ {
+ int p;
+ for (zz = 0, p = 0, on_1 = n_1; p < 12; p++)
+ {
+ zz += record_current->power_series[p] * on_1;
+ on_1 *= o;
+ }
+ zeta += exp_term * zz;
+ }
+ }
+
+ results(iter) = std::complex<double> (zeta);
+ iter++;
+ }
+ if (! (--octave_iter))
+ break;
+
+ /* If we've already reached the lowest value, stop.
+ * Otherwise, merge with the next computation range.
+ */
+ double *exp_pse_ptr, *exp_ptr, exp_power_series_elements[12];
+ exp_power_series_elements[0] = 1;
+ exp_pse_ptr = exp_ptr = exp_power_series_elements;
+
+ for (int r_iter = 1; r_iter < 12; r_iter++)
+ exp_power_series_elements[r_iter] = exp_power_series_elements[r_iter-1] *
+ (mu * loop_delta_tau) * (1.0 / ((double) r_iter));
+
+ try
+ {
+ for (record_current = precomp_records_head;
+ record_current;
+ record_current = record_current->next)
+ {
+ if (! (record_ref = record_current->next )
+ || ! record_ref->stored_data )
+ {
+ // In this case, there is no next record, but this record has data.
+ if (record_current->stored_data)
+ {
+ int p = 0;
+ for (exp_pse_ptr = exp_power_series_elements + 1, temp_ptr_alpha = temp_alpha;
+ p < 12;
+ p++ , exp_pse_ptr++)
+ {
+ tpra = temp_ptr_alpha;
+ *(temp_ptr_alpha++) = std::complex<double>(record_current->power_series[p]);
+ for( exp_ptr = exp_power_series_elements, record_current->power_series[p] = *temp_ptr_alpha * *exp_ptr; ; ) {
+ /* This next block is from Mathias' code, and it does a few
+ * ... unsavoury things. First off, it uses conditionals with
+ * break in order to avoid potentially accessing null regions
+ * of memory, and then it does ... painful things with a few
+ * numbers. However, remembering that most of these will not
+ * actually be accessed for the first iterations, it's easier.
+ */
+
+ if (++exp_ptr >= exp_pse_ptr)
+ break;
+
+ --tpra;
+ h = *tpra * *exp_ptr;
+ record_current->power_series[p].real() -= h.imag();
+ record_current->power_series[p].imag() += h.real();
+
+ if (++exp_ptr >= exp_pse_ptr )
+ break;
+
+ --tpra;
+ record_current->power_series[p] -= *tpra * *exp_ptr;
+
+ if (++exp_ptr >= exp_pse_ptr)
+ break;
+
+ --tpra;
+ h = -*tpra * *exp_ptr;
+ record_current->power_series[p].real() -= h.imag();
+ record_current->power_series[p].imag() += h.real();
+
+ if (++exp_ptr >= exp_pse_ptr)
+ break;
+
+ --tpra;
+ record_current->power_series[p] += *tpra * *exp_ptr;
+ }
+ }
+
+ if ( ! record_ref )
+ break; // Last record was reached
+
+ }
+ else
+ {
+ record_next = record_ref;
+ if ( record_current->stored_data )
+ {
+ int p = 0, q = 0;
+ for (exp_pse_ptr = exp_power_series_elements + 1, temp_ptr_alpha = temp_alpha, temp_ptr_beta = temp_beta;
+ p < 12; p++, q++, exp_pse_ptr++)
+ {
+ tpra = temp_ptr_alpha;
+ *temp_ptr_alpha++ = record_current->power_series[p] + record_next->power_series[q];
+ *temp_ptr_beta++ = record_current->power_series[p] - record_next->power_series[1];
+ tprb = temp_ptr_beta;
+
+ for (exp_ptr = exp_power_series_elements, record_current->power_series[p] = *tpra * *exp_ptr; ;)
+ {
+ if (++exp_ptr >= exp_pse_ptr )
+ break;
+
+ tprb -= 2;
+ h = *tprb * *exp_ptr;
+ record_current->power_series[p].real() -= h.imag();
+ record_current->power_series[p].imag() += h.real();
+
+ if ( ++exp_ptr >= exp_pse_ptr )
+ break;
+
+ tpra -= 2;
+ record_current->power_series[p] -= *tpra * *exp_ptr;
+
+ if (++exp_ptr >= exp_pse_ptr)
+ break;
+
+ tprb -= 2;
+ h = - *tprb * *exp_ptr;
+ record_current->power_series[p].real() -= h.imag();
+ record_current->power_series[p].imag() += h.real();
+
+ if (++exp_ptr >= exp_pse_ptr)
+ break;
+
+ tpra -= 2;
+ record_current->power_series[p] += *tpra * *exp_ptr;
+ }
+ }
+ }
+ else
+ {
+ int q = 0;
+ for (exp_pse_ptr = exp_power_series_elements + 1,
+ temp_ptr_alpha = temp_alpha,
+ temp_ptr_beta = temp_beta;
+ q < 12;
+ q++, exp_pse_ptr++)
+ {
+ tpra = temp_ptr_alpha;
+ *temp_ptr_alpha++ = std::complex<double>(record_next->power_series[q]);
+
+ for (exp_ptr = exp_power_series_elements,
+ record_next->power_series[q] = *tpra * *exp_ptr; ;)
+ {
+ if (++exp_ptr >= exp_pse_ptr)
+ break;
+
+ --tpra;
+ h = *tpra * *exp_ptr;
+ record_next->power_series[q].real() -= h.imag();
+ record_next->power_series[q].imag() += h.real();
+
+ if (++exp_ptr >= exp_pse_ptr)
+ break;
+
+ --tpra;
+ record_next->power_series[q] -= *tpra * *exp_ptr;
+
+ if ( ++exp_ptr >= exp_pse_ptr )
+ break;
+
+ --tpra;
+ h = -*tpra * *exp_ptr;
+ record_next->power_series[q].real() -= h.imag();
+ record_next->power_series[q].imag() += h.real();
+
+ if (++exp_ptr >= exp_pse_ptr)
+ break;
+
+ --tpra;
+ record_next->power_series[q] += *tpra * *exp_ptr;
+ }
+ }
+ }
+
+ record_current->stored_data = true;
+ record_ref = record_next;
+ record_current->next = record_ref->next;
+ delete record_ref;
+
+ }
+ }
+ }
+ }
+ catch (std::exception& e)
+ {//This section was part of my debugging, and may be removed.
+ std::cout << "Exception thrown: " << e.what() << std::endl;
+ ComplexRowVector exception_result (1);
+ exception_result(0) = false;
+ return exception_result;
+ }
}
- if ( !(--octave_iter) ) break;
- /* If we've already reached the lowest value, stop.
- * Otherwise, merge with the next computation range.
- */
- double *exp_pse_ptr, *exp_ptr, exp_power_series_elements[12];
- exp_power_series_elements[0] = 1;
- exp_pse_ptr = exp_ptr = exp_power_series_elements;
- for ( int r_iter = 1 ; r_iter < 12 ; r_iter++ ) {
- exp_power_series_elements[r_iter] = exp_power_series_elements[r_iter-1]
- * ( mu * loop_delta_tau) * ( 1.0 / ( (double) r_iter ) );
- }
- try{
- for ( record_current = precomp_records_head ; record_current ;
- record_current = record_current->next ) {
- if ( ! ( record_ref = record_current->next ) || ! record_ref->stored_data ) {
- // In this case, there is no next record, but this record has data.
- if ( record_current->stored_data ) {
- int p = 0;
- for( exp_pse_ptr = exp_power_series_elements + 1 , temp_ptr_alpha = temp_alpha ; p < 12 ; p++ , exp_pse_ptr++ ) {
- tpra = temp_ptr_alpha;
- *(temp_ptr_alpha++) = std::complex<double>(record_current->power_series[p]);
- for( exp_ptr = exp_power_series_elements, record_current->power_series[p] = *temp_ptr_alpha * *exp_ptr; ; ) {
- /* This next block is from Mathias' code, and it does a few
- * ... unsavoury things. First off, it uses conditionals with
- * break in order to avoid potentially accessing null regions
- * of memory, and then it does ... painful things with a few
- * numbers. However, remembering that most of these will not
- * actually be accessed for the first iterations, it's easier.
- */
- if ( ++exp_ptr >= exp_pse_ptr ) break;
- --tpra;
- h = *tpra * *exp_ptr;
- record_current->power_series[p].real() -= h.imag();
- record_current->power_series[p].imag() += h.real();
- if ( ++exp_ptr >= exp_pse_ptr ) break;
- --tpra;
- record_current->power_series[p] -= *tpra * *exp_ptr;
- if ( ++exp_ptr >= exp_pse_ptr ) break;
- --tpra;
- h = -*tpra * *exp_ptr;
- record_current->power_series[p].real() -= h.imag();
- record_current->power_series[p].imag() += h.real();
- if ( ++exp_ptr >= exp_pse_ptr ) break;
- --tpra;
- record_current->power_series[p] += *tpra * *exp_ptr;
- }
- }
- if ( ! record_ref ) break; // Last record was reached
- }
- else {
- record_next = record_ref;
- if ( record_current->stored_data ) {
- int p = 0, q = 0;
- for( exp_pse_ptr = exp_power_series_elements + 1, temp_ptr_alpha = temp_alpha, temp_ptr_beta = temp_beta; p < 12 ; p++, q++, exp_pse_ptr++ ) {
- tpra = temp_ptr_alpha;
- *temp_ptr_alpha++ = record_current->power_series[p] + record_next->power_series[q];
- *temp_ptr_beta++ = record_current->power_series[p] - record_next->power_series[1];
- tprb = temp_ptr_beta;
- for( exp_ptr = exp_power_series_elements, record_current->power_series[p] = *tpra * *exp_ptr; ; ) {
- if ( ++exp_ptr >= exp_pse_ptr ) break;
- tprb -= 2;
- h = *tprb * *exp_ptr;
- record_current->power_series[p].real() -= h.imag();
- record_current->power_series[p].imag() += h.real();
- if ( ++exp_ptr >= exp_pse_ptr ) break;
- tpra -= 2;
- record_current->power_series[p] -= *tpra * *exp_ptr;
- if ( ++exp_ptr >= exp_pse_ptr ) break;
- tprb -= 2;
- h = - *tprb * *exp_ptr;
- record_current->power_series[p].real() -= h.imag();
- record_current->power_series[p].imag() += h.real();
- if ( ++exp_ptr >= exp_pse_ptr ) break;
- tpra -= 2;
- record_current->power_series[p] += *tpra * *exp_ptr;
- }
- }
- } else {
- int q = 0;
- for( exp_pse_ptr = exp_power_series_elements + 1, temp_ptr_alpha = temp_alpha, temp_ptr_beta = temp_beta; q < 12; q++, exp_pse_ptr++ ) {
- tpra = temp_ptr_alpha;
- *temp_ptr_alpha++ = std::complex<double>(record_next->power_series[q]);
- for ( exp_ptr = exp_power_series_elements, record_next->power_series[q] = *tpra * *exp_ptr; ; ) {
- if ( ++exp_ptr >= exp_pse_ptr ) break;
- --tpra;
- h = *tpra * *exp_ptr;
- record_next->power_series[q].real() -= h.imag();
- record_next->power_series[q].imag() += h.real();
- if ( ++exp_ptr >= exp_pse_ptr ) break;
- --tpra;
- record_next->power_series[q] -= *tpra * *exp_ptr;
- if ( ++exp_ptr >= exp_pse_ptr ) break;
- --tpra;
- h = -*tpra * *exp_ptr;
- record_next->power_series[q].real() -= h.imag();
- record_next->power_series[q].imag() += h.real();
- if ( ++exp_ptr >= exp_pse_ptr ) break;
- --tpra;
- record_next->power_series[q] += *tpra * *exp_ptr;
- }
- }
- }
- record_current->stored_data = true;
- record_ref = record_next;
- record_current->next = record_ref->next;
- delete record_ref;
- }
- }
- }
- } catch (std::exception& e) { //This section was part of my debugging, and may be removed.
- std::cout << "Exception thrown: " << e.what() << std::endl;
- ComplexRowVector exception_result (1);
- exception_result(0) = std::complex<double> ( 0,0);
- return exception_result;
- }
- }
- return results;
+
+ return true;
}
This was sent by the SourceForge.net collaborative development platform, the world's largest Open Source development site.
|
|
From: <cd...@us...> - 2012-08-10 13:17:39
|
Revision: 10854
http://octave.svn.sourceforge.net/octave/?rev=10854&view=rev
Author: cdf
Date: 2012-08-10 13:17:33 +0000 (Fri, 10 Aug 2012)
Log Message:
-----------
vectorization example
Added Paths:
-----------
trunk/octave-forge/extra/lssa/inst/fastlscomplex.m
Added: trunk/octave-forge/extra/lssa/inst/fastlscomplex.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/fastlscomplex.m (rev 0)
+++ trunk/octave-forge/extra/lssa/inst/fastlscomplex.m 2012-08-10 13:17:33 UTC (rev 10854)
@@ -0,0 +1,55 @@
+## Copyright (C) 2012 Benjamin Lewis <be...@gm...>
+##
+## This program is free software; you can redistribute it and/or modify it under
+## the terms of the GNU General Public License as published by the Free Software
+## Foundation; either version 3 of the License, or (at your option) any later
+## version.
+##
+## This program is distributed in the hope that it will be useful, but WITHOUT
+## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public License along with
+## this program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {@var{t} =} lscomplex (@var{time}, @var{mag}, @var{maxfreq}, @var{numcoeff}, @var{numoctaves})
+##
+## Return the complex least-squares transform of the (@var{time},@var{mag})
+## series, considering frequencies up to @var{maxfreq}, over @var{numoctaves}
+## octaves and @var{numcoeff} coefficients.
+##
+## @seealso{lsreal}
+## @end deftypefn
+
+
+function transform = fastlscomplex (t, x, omegamax, ncoeff, noctave)
+
+ ## t will be unrolled to a column vector below
+ ## no metter what its original shape is
+ n = numel (t);
+
+ iter = 0 : (ncoeff * noctave - 1);
+ omul = (2 .^ (- iter / ncoeff));
+
+ ot = t(:) * (omul * omegamax);
+
+ ## See the paper for the expression below
+ transform = sum ((cos (ot) - (sin (ot) .* i)) .* x(:), 1) / n;
+
+endfunction
+
+%!test
+%! maxfreq = 4 / ( 2 * pi );
+%! t = [0:0.008:8];
+%! x = ( 2 .* sin (maxfreq .* t) +
+%! 3 .* sin ( (3 / 4) * maxfreq .* t)-
+%! 0.5 .* sin ((1/4) * maxfreq .* t) -
+%! 0.2 .* cos (maxfreq .* t) +
+%! cos ((1/4) * maxfreq .* t));
+%! assert (fastlscomplex (t, x, maxfreq, 2, 2),
+%! [(-0.400924546169395 - 2.371555305867469i), ...
+%! (1.218065147708429 - 2.256125004156890i), ...
+%! (1.935428592212907 - 1.539488163739336i), ...
+%! (2.136692292751917 - 0.980532175174563i)], 5e-10);
This was sent by the SourceForge.net collaborative development platform, the world's largest Open Source development site.
|
|
From: <cd...@us...> - 2012-08-10 12:42:53
|
Revision: 10853
http://octave.svn.sourceforge.net/octave/?rev=10853&view=rev
Author: cdf
Date: 2012-08-10 12:42:46 +0000 (Fri, 10 Aug 2012)
Log Message:
-----------
prepare for release 1.3.1
Modified Paths:
--------------
trunk/octave-forge/extra/fpl/DESCRIPTION
trunk/octave-forge/extra/fpl/NEWS
trunk/octave-forge/extra/fpl/inst/fpl_vtk_b64_write_field.m
trunk/octave-forge/extra/fpl/inst/fpl_vtk_raw_write_field.m
trunk/octave-forge/extra/fpl/src/Makefile
Added Paths:
-----------
trunk/octave-forge/extra/fpl/src/__array_to_uint8__.cc
Removed Paths:
-------------
trunk/octave-forge/extra/fpl/src/array_to_uint8.cc
Modified: trunk/octave-forge/extra/fpl/DESCRIPTION
===================================================================
--- trunk/octave-forge/extra/fpl/DESCRIPTION 2012-08-10 09:30:12 UTC (rev 10852)
+++ trunk/octave-forge/extra/fpl/DESCRIPTION 2012-08-10 12:42:46 UTC (rev 10853)
@@ -1,11 +1,11 @@
Name: fpl
-Version: 1.3.0
-Date: 2012-08-08
+Version: 1.3.1
+Date: 2012-10-08
Author: Carlo de Falco, Massimiliano Culpo and others
Maintainer: Carlo de Falco, Massimiliano Culpo
Title: Fem PLotting
Description: Collection of routines to export data produced by Finite Elements or Finite Volume Simulations in formats used by some visualization programs.
Categories: Graphics
-Depends: octave ( >= 3.0.0 )
+Depends: octave ( >= 3.4.2 )
License: GPLv3+
Modified: trunk/octave-forge/extra/fpl/NEWS
===================================================================
--- trunk/octave-forge/extra/fpl/NEWS 2012-08-10 09:30:12 UTC (rev 10852)
+++ trunk/octave-forge/extra/fpl/NEWS 2012-08-10 12:42:46 UTC (rev 10853)
@@ -1,3 +1,8 @@
+Summary of important user-visible changes for dataframe 1.3.1:
+-------------------------------------------------------------------
+
+ * 1.3.1 is just a bugfix release to fix some issues in 1.3.0
+
Summary of important user-visible changes for dataframe 1.3.0:
-------------------------------------------------------------------
@@ -6,12 +11,13 @@
* ASCII VTK Unstructured Grid (VTU) exporter has been speeded up via
code vectorization
-* A new function to write raw binary VTU files has been added.
- A new function to write base64-encoded binary VTU files has been added
- (requires Octave >= 3.7, will fall back to ASCII mode otherwise).
- As a rule of thumbs, ascii files are about 50% larger than base64 which
- are 30% larger than raw files. base64 files are faster to write (about 30% faster
- than raw on my machine for large meshes), ASCII files are more portable.
+ * A new function to write raw binary VTU files has been added.
+ A new function to write base64-encoded binary VTU files has been added
+ (requires Octave >= 3.7, will fall back to ASCII mode otherwise).
+ As a rule of thumbs, ascii files are about 50% larger than base64 which
+ are 30% larger than raw files. base64 files are faster to write (about 30% faster
+ than raw on my machine for large meshes), ASCII files are more portable.
-* New functions to write ASCII structured grid VTK files have been added
+ * New functions to write ASCII structured grid VTK files have been added
+
Modified: trunk/octave-forge/extra/fpl/inst/fpl_vtk_b64_write_field.m
===================================================================
--- trunk/octave-forge/extra/fpl/inst/fpl_vtk_b64_write_field.m 2012-08-10 09:30:12 UTC (rev 10852)
+++ trunk/octave-forge/extra/fpl/inst/fpl_vtk_b64_write_field.m 2012-08-10 12:42:46 UTC (rev 10853)
@@ -156,8 +156,8 @@
## VTK-Points (mesh nodes)
fprintf (fid, " <Points>\n");
fprintf (fid, " <DataArray type=""Float64"" Name=""Array"" NumberOfComponents=""3"" format=""appended"" offset=""%d"" />\n", offset);
- newdata = array_to_uint8(p)(:);
- data = [data, base64_encode([array_to_uint8(int32 (numel (newdata)))(:); newdata])];
+ newdata = __array_to_uint8__(p)(:);
+ data = [data, base64_encode([__array_to_uint8__(int32 (numel (newdata)))(:); newdata])];
offset = numel (data);
fprintf (fid, " </Points>\n");
@@ -165,20 +165,20 @@
## VTK-Cells (mesh elements)
fprintf (fid, " <Cells>\n");
fprintf (fid, " <DataArray type=""Int32"" Name=""connectivity"" format=""appended"" offset=""%d"" />\n", offset);
- newdata = array_to_uint8(int32 (t))(:);
- data = [data, base64_encode([array_to_uint8(int32 (numel (newdata)))(:); newdata])];
+ newdata = __array_to_uint8__(int32 (t))(:);
+ data = [data, base64_encode([__array_to_uint8__(int32 (numel (newdata)))(:); newdata])];
offset = numel (data);
fprintf (fid, " <DataArray type=""Int32"" Name=""offsets"" format=""appended"" offset=""%d"" />\n", offset);
tmp = (dim+1):(dim+1):((dim+1)*nelems);
- newdata = array_to_uint8(int32 (tmp))(:);
- data = [data, base64_encode([array_to_uint8(int32 (numel (newdata)))(:); newdata])];
+ newdata = __array_to_uint8__(int32 (tmp))(:);
+ data = [data, base64_encode([__array_to_uint8__(int32 (numel (newdata)))(:); newdata])];
offset = numel (data);
fprintf (fid, " <DataArray type=""UInt8"" Name=""types"" format=""appended"" offset=""%d"" />\n", offset);
tmp = eltype*ones(nelems,1);
- newdata = array_to_uint8(uint8 (tmp))(:);
- data = [data, base64_encode([array_to_uint8(int32 (numel (newdata)))(:); newdata])];
+ newdata = __array_to_uint8__(uint8 (tmp))(:);
+ data = [data, base64_encode([__array_to_uint8__(int32 (numel (newdata)))(:); newdata])];
offset = numel (data);
fprintf (fid, " </Cells>\n");
@@ -204,8 +204,8 @@
endif
fprintf (fid, " <DataArray type=""Float64"" Name=""%s"" ", ndataname);
fprintf (fid, "NumberOfComponents=""%d"" format=""appended"" offset=""%d"" />\n", ncomp, offset);
- newdata = array_to_uint8(ndata.')(:);
- data = [data, base64_encode([array_to_uint8(int32 (numel (newdata)))(:); newdata])];
+ newdata = __array_to_uint8__(ndata.')(:);
+ data = [data, base64_encode([__array_to_uint8__(int32 (numel (newdata)))(:); newdata])];
offset = numel (data);
endfor
fprintf (fid, " </PointData>\n");
@@ -231,8 +231,8 @@
endif
fprintf (fid, " <DataArray type=""Float64"" Name=""%s"" ", cdataname);
fprintf (fid, "NumberOfComponents=""%d"" format=""appended"" offset=""%d"" />\n", ncomp, offset);
- newdata = array_to_uint8(cdata.')(:);
- data = [data, base64_encode([array_to_uint8(int32 (numel (newdata)))(:); newdata])];
+ newdata = __array_to_uint8__(cdata.')(:);
+ data = [data, base64_encode([__array_to_uint8__(int32 (numel (newdata)))(:); newdata])];
offset = numel (data);
endfor
fprintf (fid, " </CellData>\n");
Modified: trunk/octave-forge/extra/fpl/inst/fpl_vtk_raw_write_field.m
===================================================================
--- trunk/octave-forge/extra/fpl/inst/fpl_vtk_raw_write_field.m 2012-08-10 09:30:12 UTC (rev 10852)
+++ trunk/octave-forge/extra/fpl/inst/fpl_vtk_raw_write_field.m 2012-08-10 12:42:46 UTC (rev 10853)
@@ -151,8 +151,8 @@
## VTK-Points (mesh nodes)
fprintf (fid, " <Points>\n");
fprintf (fid, " <DataArray type=""Float64"" Name=""Array"" NumberOfComponents=""3"" format=""appended"" offset=""%d"" />\n", offset);
- newdata = array_to_uint8 (p);
- data = [data, array_to_uint8(int32 (numel (newdata))), newdata];
+ newdata = __array_to_uint8__ (p);
+ data = [data, __array_to_uint8__(int32 (numel (newdata))), newdata];
offset = numel (data);
fprintf (fid, " </Points>\n");
@@ -160,20 +160,20 @@
## VTK-Cells (mesh elements)
fprintf (fid, " <Cells>\n");
fprintf (fid, " <DataArray type=""Int32"" Name=""connectivity"" format=""appended"" offset=""%d"" />\n", offset);
- newdata = array_to_uint8 (int32 (t));
- data = [data, array_to_uint8(int32 (numel (newdata))), newdata];
+ newdata = __array_to_uint8__ (int32 (t));
+ data = [data, __array_to_uint8__(int32 (numel (newdata))), newdata];
offset = numel (data);
fprintf (fid, " <DataArray type=""Int32"" Name=""offsets"" format=""appended"" offset=""%d"" />\n", offset);
tmp = (dim+1):(dim+1):((dim+1)*nelems);
- newdata = array_to_uint8 (int32 (tmp));
- data = [data, array_to_uint8(int32 (numel (newdata))), newdata];
+ newdata = __array_to_uint8__ (int32 (tmp));
+ data = [data, __array_to_uint8__(int32 (numel (newdata))), newdata];
offset = numel (data);
fprintf (fid, " <DataArray type=""UInt8"" Name=""types"" format=""appended"" offset=""%d"" />\n", offset);
tmp = eltype*ones(nelems,1);
- newdata = array_to_uint8 (uint8 (tmp));
- data = [data, array_to_uint8(int32 (numel (newdata))), newdata];
+ newdata = __array_to_uint8__ (uint8 (tmp));
+ data = [data, __array_to_uint8__(int32 (numel (newdata))), newdata];
offset = numel (data);
fprintf (fid, " </Cells>\n");
@@ -199,8 +199,8 @@
endif
fprintf (fid, " <DataArray type=""Float64"" Name=""%s"" ", ndataname);
fprintf (fid, "NumberOfComponents=""%d"" format=""appended"" offset=""%d"" />\n", ncomp, offset);
- newdata = array_to_uint8 (ndata.');
- data = [data, array_to_uint8(int32 (numel (newdata))), newdata];
+ newdata = __array_to_uint8__ (ndata.');
+ data = [data, __array_to_uint8__(int32 (numel (newdata))), newdata];
offset = numel (data);
endfor
fprintf (fid, " </PointData>\n");
@@ -226,8 +226,8 @@
endif
fprintf (fid, " <DataArray type=""Float64"" Name=""%s"" ", cdataname);
fprintf (fid, "NumberOfComponents=""%d"" format=""appended"" offset=""%d"" />\n", ncomp, offset);
- newdata = array_to_uint8 (cdata.');
- data = [data, array_to_uint8(int32 (numel (newdata))), newdata];
+ newdata = __array_to_uint8__ (cdata.');
+ data = [data, __array_to_uint8__(int32 (numel (newdata))), newdata];
offset = numel (data);
endfor
fprintf (fid, " </CellData>\n");
Modified: trunk/octave-forge/extra/fpl/src/Makefile
===================================================================
--- trunk/octave-forge/extra/fpl/src/Makefile 2012-08-10 09:30:12 UTC (rev 10852)
+++ trunk/octave-forge/extra/fpl/src/Makefile 2012-08-10 12:42:46 UTC (rev 10853)
@@ -1,9 +1,9 @@
-OCTFILES := array_to_uint8.oct
-
+OCTFILES := __array_to_uint8__.oct
+MKOCTFILE ?= mkoctfile
all: $(OCTFILES)
%.oct: %.cc
- mkoctfile $<
+ $(MKOCTFILE) $<
clean:
-rm -f *.o core octave-core *.oct *~
Copied: trunk/octave-forge/extra/fpl/src/__array_to_uint8__.cc (from rev 10831, trunk/octave-forge/extra/fpl/src/array_to_uint8.cc)
===================================================================
--- trunk/octave-forge/extra/fpl/src/__array_to_uint8__.cc (rev 0)
+++ trunk/octave-forge/extra/fpl/src/__array_to_uint8__.cc 2012-08-10 12:42:46 UTC (rev 10853)
@@ -0,0 +1,112 @@
+/*
+Copyright (C) 2012 Carlo de Falco
+
+This program is free software; you can redistribute it and/or modify
+it under the terms of the GNU General Public License as published by
+the Free Software Foundation; either version 3 of the License, or
+(at your option) any later version.
+
+This program is distributed in the hope that it will be useful,
+but WITHOUT ANY WARRANTY; without even the implied warranty of
+MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+GNU General Public License for more details.
+
+You should have received a copy of the GNU General Public License
+along with Octave; see the file COPYING. If not, see
+<http://www.gnu.org/licenses/>.
+
+Author: Carlo de Falco <carlo@guglielmo.local>
+Created: 2012-08-04
+
+*/
+
+#include <octave/oct.h>
+
+DEFUN_DLD(__array_to_uint8__,args,nargout,"\
+-*- texinfo -*-\n\
+@deftypefn {Function File} [@var{out}] = __array_to_uint8__ (@var{in})\n\
+UNDOCUMENTED INTERNAL FUNCTION.\n\
+@end deftypefn")
+{
+ octave_value_list retval;
+ int nargin = args.length ();
+
+ if (nargin != 1)
+ print_usage ();
+ else
+ {
+ uint8NDArray out;
+
+ if (! args(0).is_numeric_type ())
+ error ("array_to_uint8: encoding is supported only for numeric arrays");
+ else if (args(0).is_complex_type ()
+ || args(0).is_sparse_type ())
+ error ("array_to_uint8: encoding complex or sparse data is not supported");
+ else if (args(0).is_integer_type ())
+ {
+
+#define MAKE_INT_BRANCH(X) \
+ if (args(0).is_ ## X ## _type ()) \
+ { \
+ const X##NDArray in = \
+ args(0). X## _array_value (); \
+ octave_idx_type len = \
+ in.numel () * sizeof (X## _t) / sizeof (uint8_t); \
+ if (! error_state) \
+ { \
+ out.resize1 (len); \
+ std::copy ((uint8_t*) in.data(), \
+ ((uint8_t*) in.data()) + len, \
+ out.fortran_vec ()); \
+ retval(0) = octave_value (out); \
+ } \
+ }
+
+ MAKE_INT_BRANCH(int8)
+ else MAKE_INT_BRANCH(int16)
+ else MAKE_INT_BRANCH(int32)
+ else MAKE_INT_BRANCH(int64)
+ else MAKE_INT_BRANCH(uint8)
+ else MAKE_INT_BRANCH(uint16)
+ else MAKE_INT_BRANCH(uint32)
+ else MAKE_INT_BRANCH(uint64)
+
+#undef MAKE_INT_BRANCH
+
+ else
+ panic_impossible ();
+ }
+ else if (args(0).is_single_type ())
+ {
+ const FloatNDArray in =
+ args(0).float_array_value ();
+ octave_idx_type len =
+ in.numel () * sizeof (float) / sizeof (uint8_t);
+ if (! error_state)
+ {
+ out.resize1 (len);
+ std::copy ((uint8_t*) in.data(),
+ ((uint8_t*) in.data()) + len,
+ out.fortran_vec ());
+ retval(0) = octave_value (out);
+ }
+ }
+ else
+ {
+ const Array<double> in = args(0).array_value ();
+
+ octave_idx_type len =
+ in.numel () * sizeof (double) / sizeof (uint8_t);
+
+ if (! error_state)
+ {
+ out.resize1 (len);
+ std::copy ((uint8_t*) in.data(),
+ ((uint8_t*) in.data()) + len,
+ out.fortran_vec ());
+ retval(0) = octave_value (out);
+ }
+ }
+ }
+ return retval;
+}
Deleted: trunk/octave-forge/extra/fpl/src/array_to_uint8.cc
===================================================================
--- trunk/octave-forge/extra/fpl/src/array_to_uint8.cc 2012-08-10 09:30:12 UTC (rev 10852)
+++ trunk/octave-forge/extra/fpl/src/array_to_uint8.cc 2012-08-10 12:42:46 UTC (rev 10853)
@@ -1,112 +0,0 @@
-/*
-Copyright (C) 2012 Carlo de Falco
-
-This program is free software; you can redistribute it and/or modify
-it under the terms of the GNU General Public License as published by
-the Free Software Foundation; either version 3 of the License, or
-(at your option) any later version.
-
-This program is distributed in the hope that it will be useful,
-but WITHOUT ANY WARRANTY; without even the implied warranty of
-MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-GNU General Public License for more details.
-
-You should have received a copy of the GNU General Public License
-along with Octave; see the file COPYING. If not, see
-<http://www.gnu.org/licenses/>.
-
-Author: Carlo de Falco <carlo@guglielmo.local>
-Created: 2012-08-04
-
-*/
-
-#include <octave/oct.h>
-
-DEFUN_DLD(array_to_uint8,args,nargout,"\
--*- texinfo -*-\n\
-@deftypefn {Function File} [@var{out}] = array_to_uint8 (@var{in})\n\
-UNDOCUMENTED INTERNAL FUNCTION.\n\
-@end deftypefn")
-{
- octave_value_list retval;
- int nargin = args.length ();
-
- if (nargin != 1)
- print_usage ();
- else
- {
- uint8NDArray out;
-
- if (! args(0).is_numeric_type ())
- error ("array_to_uint8: encoding is supported only for numeric arrays");
- else if (args(0).is_complex_type ()
- || args(0).is_sparse_type ())
- error ("array_to_uint8: encoding complex or sparse data is not supported");
- else if (args(0).is_integer_type ())
- {
-
-#define MAKE_INT_BRANCH(X) \
- if (args(0).is_ ## X ## _type ()) \
- { \
- const X##NDArray in = \
- args(0). X## _array_value (); \
- octave_idx_type len = \
- in.numel () * sizeof (X## _t) / sizeof (uint8_t); \
- if (! error_state) \
- { \
- out.resize1 (len); \
- std::copy ((uint8_t*) in.data(), \
- ((uint8_t*) in.data()) + len, \
- out.fortran_vec ()); \
- retval(0) = octave_value (out); \
- } \
- }
-
- MAKE_INT_BRANCH(int8)
- else MAKE_INT_BRANCH(int16)
- else MAKE_INT_BRANCH(int32)
- else MAKE_INT_BRANCH(int64)
- else MAKE_INT_BRANCH(uint8)
- else MAKE_INT_BRANCH(uint16)
- else MAKE_INT_BRANCH(uint32)
- else MAKE_INT_BRANCH(uint64)
-
-#undef MAKE_INT_BRANCH
-
- else
- panic_impossible ();
- }
- else if (args(0).is_single_type ())
- {
- const FloatNDArray in =
- args(0).float_array_value ();
- octave_idx_type len =
- in.numel () * sizeof (float) / sizeof (uint8_t);
- if (! error_state)
- {
- out.resize1 (len);
- std::copy ((uint8_t*) in.data(),
- ((uint8_t*) in.data()) + len,
- out.fortran_vec ());
- retval(0) = octave_value (out);
- }
- }
- else
- {
- const Array<double> in = args(0).array_value ();
-
- octave_idx_type len =
- in.numel () * sizeof (double) / sizeof (uint8_t);
-
- if (! error_state)
- {
- out.resize1 (len);
- std::copy ((uint8_t*) in.data(),
- ((uint8_t*) in.data()) + len,
- out.fortran_vec ());
- retval(0) = octave_value (out);
- }
- }
- }
- return retval;
-}
This was sent by the SourceForge.net collaborative development platform, the world's largest Open Source development site.
|
|
From: <cd...@us...> - 2012-08-10 09:30:20
|
Revision: 10852
http://octave.svn.sourceforge.net/octave/?rev=10852&view=rev
Author: cdf
Date: 2012-08-10 09:30:12 +0000 (Fri, 10 Aug 2012)
Log Message:
-----------
code review part 1
Modified Paths:
--------------
trunk/octave-forge/extra/lssa/inst/cubicwgt.m
trunk/octave-forge/extra/lssa/inst/lscomplex.m
trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m
trunk/octave-forge/extra/lssa/inst/lsreal.m
Modified: trunk/octave-forge/extra/lssa/inst/cubicwgt.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/cubicwgt.m 2012-08-09 23:49:21 UTC (rev 10851)
+++ trunk/octave-forge/extra/lssa/inst/cubicwgt.m 2012-08-10 09:30:12 UTC (rev 10852)
@@ -13,27 +13,29 @@
## You should have received a copy of the GNU General Public License along with
## this program; if not, see <http://www.gnu.org/licenses/>.
-## -*-texinfo-*-
-## @deftypefn {Function File} {@var{a} =} cubicwgt (@var{series})
+## -*- texinfo -*-
+## @deftypefn {Function File} {@var{a} =} cubicwgt (@var{series})
## Return @var{series} as windowed by a cubic polynomial,
## 1 + ( x ^ 2 * ( 2 x - 3 ) ), assuming x is in [-1,1].
-## @end deftypefn
-
## This function implements the windowing function on page 10 of the paper.
## if t is in [-1,1] then the windowed term is a = 1 + ( |t|^2 * ( 2|t| - 3 )
## else the windowed term is 0.
-function a = cubicwgt(s) ## where s is the value to be windowed
- a = abs(s);
- a = ifelse( ( a < 1 ), 1 + ( ( a .^ 2 ) .* ( 2 .* a - 3 ) ), a = 0);
+## @end deftypefn
+
+function a = cubicwgt (s)
+ ## s is the value to be windowed
+ a = abs (s);
+ a = ifelse ((a < 1), 1 + ((a .^ 2) .* (2 .* a - 3)), 0);
endfunction
-%!test
+
%!shared h, m, k
%! h = 2;
%! m = 0.01;
-%! k = [ 0 , 3 , 1.5, -1, -0.5, -0.25, 0.75 ];
-%!assert( cubicwgt(h), 0 );
-%!assert( cubicwgt(m), 1 + m ^ 2 * ( 2 * m - 3 ));
-%!assert( cubicwgt(k), [ 1.00000, 0.00000, 0.00000, 0.00000, 0.50000, 0.84375, 0.15625], 1e-6);
+%! k = [0, 3, 1.5, -1, -0.5, -0.25, 0.75];
+%!assert (cubicwgt (h), 0 );
+%!assert (cubicwgt (m), 1 + m ^ 2 * (2 * m - 3));
+%!assert (cubicwgt (k), [1.00000, 0.00000, 0.00000, 0.00000, ...
+%! 0.50000, 0.84375, 0.15625], 1e-6);
%! ## Tests cubicwgt on two scalars and two vectors; cubicwgt will work
%! ## on any array input.
Modified: trunk/octave-forge/extra/lssa/inst/lscomplex.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lscomplex.m 2012-08-09 23:49:21 UTC (rev 10851)
+++ trunk/octave-forge/extra/lssa/inst/lscomplex.m 2012-08-10 09:30:12 UTC (rev 10852)
@@ -24,39 +24,45 @@
## @end deftypefn
-function transform = lscomplex( t , x , omegamax , ncoeff , noctave )
+function transform = lscomplex (t, x, omegamax, ncoeff, noctave)
- n = length(t); ## VECTOR ONLY, and since t and x have the same number of
+ ## VECTOR ONLY, and since t and x have the same number of
## entries, there's no problem.
+ n = length (t);
+
- transform = zeros(1,ncoeff*noctave);
+ transform = zeros (1, ncoeff * noctave);
o = omegamax;
omul = 2 ^ (- 1 / ncoeff);
- for iter = 1:ncoeff*noctave
+ for iter = 1:ncoeff * noctave
ot = o .* t;
- transform(iter) = sum ((cos (ot) - (sin (ot) .* i)) .* x) / n; ## See the
- ## paper for the expression
+ ## See the paper for the expression below
+ transform(iter) = sum ((cos (ot) - (sin (ot) .* i)) .* x) / n;
+
- o *= omul; ## To advance the transform to the next coefficient in the octave
+ ## Advance the transform to the next coefficient in the octave
+ o *= omul;
endfor
endfunction
%!test
-%!shared t, x, o, maxfreq
%! maxfreq = 4 / ( 2 * pi );
%! t = [0:0.008:8];
%! x = ( 2 .* sin (maxfreq .* t) +
%! 3 .* sin ( (3 / 4) * maxfreq .* t)-
%! 0.5 .* sin ((1/4) * maxfreq .* t) -
%! 0.2 .* cos (maxfreq .* t) +
-%! cos ((1/4)*maxfreq.*t));
+%! cos ((1/4) * maxfreq .* t));
%! o = [ maxfreq , 3 / 4 * maxfreq , 1 / 4 * maxfreq ];
-%!assert( lscomplex(t,x,maxfreq,2,2),
-%! [-0.400924546169395 - 2.371555305867469i, 1.218065147708429 - 2.256125004156890i, 1.935428592212907 - 1.539488163739336i, 2.136692292751917 - 0.980532175174563i ], 5e-10 );
+%! assert (lscomplex (t, x, maxfreq, 2, 2),
+%! [(-0.400924546169395 - 2.371555305867469i), ...
+%! (1.218065147708429 - 2.256125004156890i), ...
+%! (1.935428592212907 - 1.539488163739336i), ...
+%! (2.136692292751917 - 0.980532175174563i)], 5e-10);
Modified: trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m 2012-08-09 23:49:21 UTC (rev 10851)
+++ trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m 2012-08-10 09:30:12 UTC (rev 10852)
@@ -31,47 +31,51 @@
##
## @end deftypefn
-## Demo with sin, cos as Nir suggested.
-%!demo
-%! x = 1:10;
-%! y = sin(x);
-%! z = cos(x);
-%! a = lscorrcoeff(x,y,x,z,0.5,0.9)
-%! ## This generates the correlation coefficient at time 0.5 and circular freq. 0.9
+## nucorrcoeff, computes a coefficient of the wavelet correlation of two time series
+function coeff = lscorrcoeff (x1, y1, x2, y2, t, o, wgt = @cubicwgt, wgtrad = 1)
-## nucorrcoeff, computes a coefficient of the wavelet correlation of two time series
+ so = 0.05 * o;
-function coeff = lscorrcoeff(x1, y1, x2, y2, t, o, wgt = @cubicwgt, wgtrad = 1)
- so = 0.05 * o;
- ## This code can only, as of currently, work on vectors; I haven't figured out a way to make it work on a matrix.
- if( ( ndims(x1) == 2 ) && ! ( rows(x1) == 1 ) )
- x1 = reshape(x1,1,length(x1));
- y1 = reshape(y1,1,length(y1));
- x2 = reshape(x2,1,length(x2));
- y2 = reshape(y2,1,length(y2));
+ ## This code can only, as of currently, work on vectors;
+ ## I haven't figured out a way to make it work on a matrix.
+ if ((ndims (x1) == 2) && !(rows (x1) == 1))
+ x1 = reshape (x1, 1, length (x1));
+ y1 = reshape (y1, 1, length (y1));
+ x2 = reshape (x2, 1, length (x2));
+ y2 = reshape (y2, 1, length (y2));
endif
- ## The first solution that comes to mind is admittedly slightly ugly and has a data footprint of O(2n)
- ## but it is vectorised.
- mask = find( ( abs( x1 - t ) * so ) < wgtrad );
- rx1 = x1(mask); ## I've kept the variable names from the R function here
- ry1 = y1(mask); ## Needs to have a noisy error if length(y1) != length(x1) -- add this!
- mask = find( ( abs( x2 - t ) * so ) < wgtrad );
+
+ ## The first solution that comes to mind is admittedly slightly
+ ## ugly and has a data footprint of O(2n) but it is vectorised.
+ mask = (abs (x1 - t) * so) < wgtrad;
+ ## I've kept the variable names from the R function here
+ rx1 = x1(mask);
+ ## FIXME : Needs to have a noisy error if length(y1) != length(x1) -- add this!
+ ry1 = y1(mask);
+
+ ## I've used the same mask for all of these as it's an
+ ## otherwise unimportant variable ... can this leak memory?
+ mask = (abs (x2 - t) * so ) < wgtrad;
rx2 = x2(mask);
ry2 = y2(mask);
- ## I've used the same mask for all of these as it's an otherwise unimportant variable ... can this leak memory?
- length(rx1) ##printing this length is probably used as a warning if 0 is returned; I included it
+
+ ## printing this length is probably used as a warning if 0 is returned;
+ ## I included it
+ length (rx1)
+
## in particular to maintain an exact duplicate of the R function.
- s = sum ( wgt ( ( rx1 - t ) .* so ) ) * sum ( wgt ( ( rx2 - t ) .* so ) );
- if s != 0
- coeff = sum ( wgt ((rx1-t).*so).*exp(i*o.*rx1).*ry1) * sum(wgt((rx2-t).*so).*exp(i*o.*rx2).*conj(ry2)) / s;
+ s = sum (wgt ((rx1 - t) .* so)) * sum (wgt ((rx2 - t ) .* so ));
+ if (s != 0)
+ coeff = sum (wgt ((rx1 - t) .* so) .* exp (i * o .* rx1) .* ry1) * ...
+ sum (wgt ((rx2 - t) .* so) .* exp (i * o .* rx2) .* conj (ry2)) / s;
else
coeff = 0;
endif
endfunction
-%!test
+
%!shared t, p, x, y, z, o, maxfreq
%! maxfreq = 4 / (2 * pi);
%! t = linspace (0, 8);
@@ -88,12 +92,18 @@
%! 0.2 .* cos (maxfreq .* p) +
%! cos ((1/4) * maxfreq .* p));
%! o = [maxfreq , (3/4 * maxfreq) , (1/4 * maxfreq)];
-%!assert (lscorrcoeff (t, x, t, x, 0.5, maxfreq), -5.54390340863576 -
-%! 1.82439880893383i, 5e-10);
-%!assert (lscorrcoeff (t, x, t, y, 0.5, maxfreq), 5.54390340863576 +
-%! 1.82439880893383i, 5e-10);
-%!assert (lscorrcoeff (t, x, p, z, 0.5, maxfreq), -5.55636741054624 -
-%! 1.82803733863170i, 5e-10);
+%!assert (lscorrcoeff (t, x, t, x, 0.5, maxfreq),
+%! -5.54390340863576 - 1.82439880893383i, 5e-10);
+%!assert (lscorrcoeff (t, x, t, y, 0.5, maxfreq),
+%! 5.54390340863576 + 1.82439880893383i, 5e-10);
+%!assert (lscorrcoeff (t, x, p, z, 0.5, maxfreq),
+%! -5.55636741054624 - 1.82803733863170i, 5e-10);
+## Demo with sin, cos as Nir suggested.
+%!demo
+%! ## This generates the correlation coefficient at time 0.5 and circular freq. 0.9
+%! x = 1:10;
+%! y = sin (x);
+%! z = cos (x);
+%! a = lscorrcoeff (x, y, x, z, 0.5, 0.9)
-
Modified: trunk/octave-forge/extra/lssa/inst/lsreal.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lsreal.m 2012-08-09 23:49:21 UTC (rev 10851)
+++ trunk/octave-forge/extra/lssa/inst/lsreal.m 2012-08-10 09:30:12 UTC (rev 10852)
@@ -28,44 +28,40 @@
function transform = lsreal (t, x, omegamax, ncoeff, noctave)
- k = n = length(t); ## THIS IS VECTOR-ONLY. I'd need to add another bit of code to
- ## make it array-safe, and that's not knowing right now what else will be necessary.
- transform = zeros(1,(noctave * ncoeff));
+ ## FIXME : THIS IS VECTOR-ONLY. I'd need to add another bit of code to
+ ## make it array-safe, and that's not knowing right now what else
+ ## will be necessary.
+ k = n = length (t);
- od = 2 ^ (- 1 / ncoeff);
+ transform = zeros (1, (noctave * ncoeff));
+ od = 2 ^ (- 1 / ncoeff);
o = omegamax;
-
n1 = 1 / n;
- ncoeffp = ncoeff;
+ ncoeffp = ncoeff * noctave;
- ncoeffp *= noctave;
-
for iter = 1:ncoeffp
- ## This method is an application of Eq. 8 on page 6 of the text, as well as Eq. 7
+ ## This method is an application of Eq. 8 on
+ ## page 6 of the text, as well as Eq. 7
ot = o .* t;
- zeta = sum ((cos (ot) .* x) -
- (sin (ot) .* x .* i));
+ zeta = n1 * sum ((cos (ot) - i * sin (ot)) .* x);
- ot = ot .* 2;
+ ot *= 2;
- iota = sum (cos (ot) -
- (sin (ot) .* i));
+ iota = n1 * sum (cos (ot) - i * sin (ot));
- zeta = zeta .* n1;
- iota = iota .* n1;
+ transform(iter) = (2 * (conj (zeta) - (conj (iota) * zeta)) /
+ (1 - (real (iota) ^ 2) - (imag (iota) ^ 2)));
- transform(iter) = (2 / (1 -(real (iota) ^ 2) - (imag(iota) ^ 2)) * (conj(zeta) - (conj(iota) * zeta)));
- o = o .* od;
+ o *= od;
endfor
endfunction
%!test
-%!shared t, x, o, maxfreq
%! maxfreq = 4 / ( 2 * pi );
%! t = linspace(0,8);
%! x = ( 2 .* sin ( maxfreq .* t ) +
@@ -73,8 +69,11 @@
%! 0.5 .* sin ( (1/4) * maxfreq .* t ) -
%! 0.2 .* cos ( maxfreq .* t ) +
%! cos ( (1/4) * maxfreq .* t ) );
-%!assert (lsreal (t,x,maxfreq,2,2),
-%! [-1.68275915310663 + 4.70126183846743i, 1.93821553170889 + 4.95660209883437i, 4.38145452686697 + 2.14403733658600i, 5.27425332281147 - 0.73933440226597i ],
-%! 5e-10)
%! # In the assert here, I've got an error bound large enough to catch
%! # individual system errors which would present no real issue.
+%! assert (lsreal (t,x,maxfreq,2,2),
+%! [(-1.68275915310663 + 4.70126183846743i), ...
+%! (1.93821553170889 + 4.95660209883437i), ...
+%! (4.38145452686697 + 2.14403733658600i), ...
+%! (5.27425332281147 - 0.73933440226597i)],
+%! 5e-10)
This was sent by the SourceForge.net collaborative development platform, the world's largest Open Source development site.
|
|
From: <be...@us...> - 2012-08-09 23:49:28
|
Revision: 10851
http://octave.svn.sourceforge.net/octave/?rev=10851&view=rev
Author: benjf5
Date: 2012-08-09 23:49:21 +0000 (Thu, 09 Aug 2012)
Log Message:
-----------
Fixed INDEX, NEWS for lssa 0.1.1 release. Also updated formatting.
Modified Paths:
--------------
trunk/octave-forge/extra/lssa/DESCRIPTION
trunk/octave-forge/extra/lssa/INDEX
trunk/octave-forge/extra/lssa/NEWS
trunk/octave-forge/extra/lssa/inst/cubicwgt.m
trunk/octave-forge/extra/lssa/inst/lombcoeff.m
trunk/octave-forge/extra/lssa/inst/lombnormcoeff.m
trunk/octave-forge/extra/lssa/inst/lscomplex.m
trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m
trunk/octave-forge/extra/lssa/inst/lsreal.m
trunk/octave-forge/extra/lssa/inst/lswaveletcoeff.m
Modified: trunk/octave-forge/extra/lssa/DESCRIPTION
===================================================================
--- trunk/octave-forge/extra/lssa/DESCRIPTION 2012-08-09 16:45:30 UTC (rev 10850)
+++ trunk/octave-forge/extra/lssa/DESCRIPTION 2012-08-09 23:49:21 UTC (rev 10851)
@@ -5,9 +5,9 @@
Maintainer: Ben Lewis <be...@gm...>
Title: Least squares spectral analysis
Description: A package implementing tools to compute spectral decompositions of
-irregularly-spaced time series. Currently includes functions based off the
-Lomb-Scargle periodogram and Adolf Mathias' implementation for R and C (see
-URLs).
+ irregularly-spaced time series. Currently includes functions based off the
+ Lomb-Scargle periodogram and Adolf Mathias' implementation for R and C (see
+ URLs).
Url: http://www.jstatsoft.org/v11/i02
Problems: fast implementations, wavelet functions are currently not functional.
Depends: octave (>= 3.4.3)
Modified: trunk/octave-forge/extra/lssa/INDEX
===================================================================
--- trunk/octave-forge/extra/lssa/INDEX 2012-08-09 16:45:30 UTC (rev 10850)
+++ trunk/octave-forge/extra/lssa/INDEX 2012-08-09 23:49:21 UTC (rev 10851)
@@ -1,10 +1,19 @@
-cubicwgt
-fastlscomplex
-lombcoeff
-lombnormcoeff
-lscomplex
-lscomplexwavelet
-lscorrcoeff
-lsreal
-lsrealwavelet
-lswaveletcoeff
\ No newline at end of file
+lssa >> Least Squares Spectral Analysis
+Windowing
+ cubicwgt
+Periodogram
+ lombcoeff lombnormcoeff
+Accelerated time-series functions
+ fastlscomplex
+Complex time-series functions
+ lscomplex fastlscomplex lswaveletcoeff
+# lscomplexwavelet
+Real time-series functions
+ lsreal
+# lsrealwavelet
+Correlation
+ lscorrcoeff
+Wavelet Transform
+ lswaveletcoeff
+# lscomplexwavelet lsrealwavelet
+## The wavelet functions are unavailable until I can get them working.
Modified: trunk/octave-forge/extra/lssa/NEWS
===================================================================
--- trunk/octave-forge/extra/lssa/NEWS 2012-08-09 16:45:30 UTC (rev 10850)
+++ trunk/octave-forge/extra/lssa/NEWS 2012-08-09 23:49:21 UTC (rev 10851)
@@ -14,9 +14,13 @@
author's reasoning. Its generated results are relevant to any given data
set, but it does not appear to be normalized to any great extent.
- ** lsrealwavelet and lscomplexwavelet are not currently correct or even really
- functional; this is an ongoing struggle for me, and if anyone can suggest
- what I might do to improve them, please! By all means, send me an email.
+ ** There are two wavelet functions under development, but they are not included
+ in this release as they are currently not functional. For all your wavelet
+ needs, the specific transformation used is available in the lswaveletcoeff
+ function, and will generate a single cosine/sine magnitude pair (as a
+ complex number) for a complex-valued series (this function may be joined by
+ a companion for real-valued series) and can be looped to simulate a full
+ wavelet transform.
** For all the working functions, tests have been written and formatted to
Octave coding standards. These tests should pass on any given architecture
Modified: trunk/octave-forge/extra/lssa/inst/cubicwgt.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/cubicwgt.m 2012-08-09 16:45:30 UTC (rev 10850)
+++ trunk/octave-forge/extra/lssa/inst/cubicwgt.m 2012-08-09 23:49:21 UTC (rev 10851)
@@ -14,8 +14,8 @@
## this program; if not, see <http://www.gnu.org/licenses/>.
## -*-texinfo-*-
-## @deftypefn {Function File} {a =} cubicwgt {series}
-## Return the series as windowed by a cubic polynomial,
+## @deftypefn {Function File} {@var{a} =} cubicwgt (@var{series})
+## Return @var{series} as windowed by a cubic polynomial,
## 1 + ( x ^ 2 * ( 2 x - 3 ) ), assuming x is in [-1,1].
## @end deftypefn
@@ -36,4 +36,4 @@
%!assert( cubicwgt(m), 1 + m ^ 2 * ( 2 * m - 3 ));
%!assert( cubicwgt(k), [ 1.00000, 0.00000, 0.00000, 0.00000, 0.50000, 0.84375, 0.15625], 1e-6);
%! ## Tests cubicwgt on two scalars and two vectors; cubicwgt will work
-%! ## on any array input.
\ No newline at end of file
+%! ## on any array input.
Modified: trunk/octave-forge/extra/lssa/inst/lombcoeff.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lombcoeff.m 2012-08-09 16:45:30 UTC (rev 10850)
+++ trunk/octave-forge/extra/lssa/inst/lombcoeff.m 2012-08-09 23:49:21 UTC (rev 10851)
@@ -14,7 +14,7 @@
## this program; if not, see <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
-## @deftypefn {Function File} {c =} lombcoeff (time, mag, freq)
+## @deftypefn {Function File} {@var{c} =} lombcoeff (@var{time}, @var{mag}, @var{freq})
##
## Return the coefficient of the Lomb periodogram (unnormalized) for the
## (@var{time},@var{mag}) series for the @var{freq} provided.
Modified: trunk/octave-forge/extra/lssa/inst/lombnormcoeff.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lombnormcoeff.m 2012-08-09 16:45:30 UTC (rev 10850)
+++ trunk/octave-forge/extra/lssa/inst/lombnormcoeff.m 2012-08-09 23:49:21 UTC (rev 10851)
@@ -14,7 +14,7 @@
## this program; if not, see <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
-## @deftypefn {Function File} {c =} lombnormcoeff (time, mag, freq)
+## @deftypefn {Function File} {@var{c} =} lombnormcoeff (@var{time}, @var{mag}, @var{freq})
##
## Return the coefficient of the Lomb Normalised Periodogram at the
## specified @var{frequency} of the periodogram applied to the
@@ -25,11 +25,17 @@
function coeff = lombnormcoeff (T, X, omega)
-tau = atan2 (sum (sin (2 .* omega .*T)), sum (cos (2 .* omega .* T))) / 2;
-coeff = ((sum (X .* cos (omega .* T - tau)) .^ 2 / sum (cos (omega .* T - tau) .^ 2) +
- sum (X .* sin (omega .* T - tau)) .^ 2 / sum (sin (omega .* T - tau) .^ 2 )) /
- (2 * var(X)));
+ xmean = mean (X);
+ theta = atan2 (sum (sin (2 .* omega .*T)),
+ sum (cos (2 .* omega .* T))) / (2*omega);
+
+ coeff = ((sum ((X-xmean) .* cos (omega .* T - theta)) .^ 2 /
+ sum (cos (omega .* T - theta) .^ 2) +
+ sum ((X-xmean) .* sin (omega .* T - theta)) .^ 2 /
+ sum (sin (omega .* T - theta) .^ 2 )) /
+ (2 * var(X)));
+
endfunction
%!shared t, x, o, maxfreq
@@ -41,6 +47,6 @@
%! 0.2 .* cos (maxfreq .* t) +
%! cos ((1/4) * maxfreq .*t));
%! o = [maxfreq , (3/4 * maxfreq) , (1/4 * maxfreq)];
-%!assert (lombnormcoeff (t,x,o(1)), 63.3294946603949, 5e-10);
-%!assert (lombnormcoeff (t,x,o(2)), 73.2601360674868, 5e-10);
-%!assert (lombnormcoeff (t,x,o(3)), 53.0799752083903, 5e-10);
+%!assert (lombnormcoeff (t,x,o(1)), 44.7068607258824, 5e-10);
+%!assert (lombnormcoeff (t,x,o(2)), 35.7769955188467, 5e-10);
+%!assert (lombnormcoeff (t,x,o(3)), 20.7577786183241, 5e-10);
Modified: trunk/octave-forge/extra/lssa/inst/lscomplex.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lscomplex.m 2012-08-09 16:45:30 UTC (rev 10850)
+++ trunk/octave-forge/extra/lssa/inst/lscomplex.m 2012-08-09 23:49:21 UTC (rev 10851)
@@ -14,7 +14,7 @@
## this program; if not, see <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
-## @deftypefn {Function File} {t =} lscomplex ( time, mag, maxfreq, numcoeff, numoctaves)
+## @deftypefn {Function File} {@var{t} =} lscomplex (@var{time}, @var{mag}, @var{maxfreq}, @var{numcoeff}, @var{numoctaves})
##
## Return the complex least-squares transform of the (@var{time},@var{mag})
## series, considering frequencies up to @var{maxfreq}, over @var{numoctaves}
@@ -25,14 +25,25 @@
function transform = lscomplex( t , x , omegamax , ncoeff , noctave )
- n = length(t); ## VECTOR ONLY, and since t and x have the same number of entries, there's no problem.
+
+ n = length(t); ## VECTOR ONLY, and since t and x have the same number of
+ ## entries, there's no problem.
+
transform = zeros(1,ncoeff*noctave);
+
o = omegamax;
- omul = 2 ^ ( - 1 / ncoeff );
+
+ omul = 2 ^ (- 1 / ncoeff);
+
for iter = 1:ncoeff*noctave
+
ot = o .* t;
- transform(iter) = sum( ( cos(ot) - ( sin(ot) .* i ) ) .* x ) / n; ## See the paper for the expression
+
+ transform(iter) = sum ((cos (ot) - (sin (ot) .* i)) .* x) / n; ## See the
+ ## paper for the expression
+
o *= omul; ## To advance the transform to the next coefficient in the octave
+
endfor
endfunction
@@ -48,4 +59,4 @@
%! cos ((1/4)*maxfreq.*t));
%! o = [ maxfreq , 3 / 4 * maxfreq , 1 / 4 * maxfreq ];
%!assert( lscomplex(t,x,maxfreq,2,2),
-%! [-0.400924546169395 - 2.371555305867469i, 1.218065147708429 - 2.256125004156890i, 1.935428592212907 - 1.539488163739336i, 2.136692292751917 - 0.980532175174563i ], 5e-10 );
\ No newline at end of file
+%! [-0.400924546169395 - 2.371555305867469i, 1.218065147708429 - 2.256125004156890i, 1.935428592212907 - 1.539488163739336i, 2.136692292751917 - 0.980532175174563i ], 5e-10 );
Modified: trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m 2012-08-09 16:45:30 UTC (rev 10850)
+++ trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m 2012-08-09 23:49:21 UTC (rev 10851)
@@ -14,12 +14,15 @@
## this program; if not, see <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
-## @deftypefn {Function File} {c =} lscorrcoeff (abc1, ord1, abc2, ord2, time, freq)
-## @deftypefnx {Function File} {c =} lscorrcoeff (abc1, ord1, abc2, ord2, time, freq, window)
-## @deftypefnx {Function File} {c =} lscorrcoeff (abc1, ord1, abc2, ord2, time, freq, window, winradius)
+## @deftypefn {Function File} {@var{c} =} lscorrcoeff (@var{time1}, @var{mag1}, @var{time2}, @var{mag2}, @var{time}, @var{freq})
+## @deftypefnx {Function File} {@var{c} =} lscorrcoeff (@var{time1}, @var{mag1},
+## @var{time2}, @var{mag2}, @var{time}, @var{freq}, @var{window} = @var{cubicwgt})
+## @deftypefnx {Function File} {@var{c} =} lscorrcoeff (@var{time1}, @var{mag1},
+## @var{time2}, @var{mag2}, @var{time}, @var{freq}, @var{window} =
+## @var{cubicwgt}, @var{winradius} = 1)
##
## Return the coefficient of the wavelet correlation of time
-## series (@var{abc1}, @var{ord1}) and (@var{abc2}, @var{ord2}).
+## series (@var{time1}, @var{mag1}) and (@var{time2}, @var{mag2}).
## @var{window} is used to apply a windowing function, its
## default is cubicwgt if left blank, and its radius is 1,
## as defined as the default for @var{winradius}.
Modified: trunk/octave-forge/extra/lssa/inst/lsreal.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lsreal.m 2012-08-09 16:45:30 UTC (rev 10850)
+++ trunk/octave-forge/extra/lssa/inst/lsreal.m 2012-08-09 23:49:21 UTC (rev 10851)
@@ -14,7 +14,7 @@
## this program; if not, see <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
-## @deftypefn {Function File} {transform =} lsreal ( time, mag, maxfreq, numcoeff, numoctaves)
+## @deftypefn {Function File} {@var{transform} =} lsreal (@var{time}, @var{mag}, @var{maxfreq}, @var{numcoeff}, @var{numoctaves})
##
## Return the real least-squares transform of the time series
## defined, based on the maximal frequency @var{maxfreq}, the
@@ -26,35 +26,39 @@
## @seealso{lscomplex}
## @end deftypefn
-function transform = lsreal( t, x, omegamax, ncoeff, noctave)
- ## the R function runs the following command:
- ## nureal( double X, double Y, int min(X,Y), int ncoeff, int noctave, double omegamax, complex rp)
- ## this means that in the C, *tptr is X and *xptr is Y. Yes, I know. I think I'll rename them.
- ## n is the min of X and Y ... (as is k) and ncoeff is ... ncoeff, while noctave is noctave and
- ## o is omegamax.
- ## where rp = complex(noctave*ncoeff) so ... I can just store that as noctave*ncoeff and have no
- ## problems, I guess.
- ## Possibly throw an error if ncoeff <= 0.
+function transform = lsreal (t, x, omegamax, ncoeff, noctave)
+
k = n = length(t); ## THIS IS VECTOR-ONLY. I'd need to add another bit of code to
## make it array-safe, and that's not knowing right now what else will be necessary.
- transform = zeros(1,(noctave * ncoeff)); ## In the C code, this is rendered as a Complex, but Octave doesn't care.
- od = 2 ^ ( - 1 / ncoeff ); ## this will cause a crash if ncoeff=0; prefer error & quit?
+ transform = zeros(1,(noctave * ncoeff));
+
+ od = 2 ^ (- 1 / ncoeff);
+
o = omegamax;
- ## ot is just defined as a Real here, I'm leaving it until it needs to be called.
- n1 = 1 / n; ## written n_1 in the C, but I'd prefer to not get into underscores here.
- ## zeta and iota are defined as Complex here, leaving them until they need to be defined.
- ## I'm not convinced I won't want ncoeff again, so ...
+
+ n1 = 1 / n;
+
ncoeffp = ncoeff;
+
ncoeffp *= noctave;
+
for iter = 1:ncoeffp
## This method is an application of Eq. 8 on page 6 of the text, as well as Eq. 7
ot = o .* t;
- zeta = sum( ( cos(ot) .* x ) - ( sin(ot) .* x .* i ) );
+
+ zeta = sum ((cos (ot) .* x) -
+ (sin (ot) .* x .* i));
+
ot = ot .* 2;
- iota = sum( cos(ot) - ( sin(ot) .* i ) );
+
+ iota = sum (cos (ot) -
+ (sin (ot) .* i));
+
zeta = zeta .* n1;
+
iota = iota .* n1;
- transform(iter) = 2 / ( 1 - ( real(iota) ^ 2 ) - ( imag(iota) ^ 2 ) ) * ( conj(zeta) - (conj(iota) * zeta ));
+
+ transform(iter) = (2 / (1 -(real (iota) ^ 2) - (imag(iota) ^ 2)) * (conj(zeta) - (conj(iota) * zeta)));
o = o .* od;
endfor
@@ -73,4 +77,4 @@
%! [-1.68275915310663 + 4.70126183846743i, 1.93821553170889 + 4.95660209883437i, 4.38145452686697 + 2.14403733658600i, 5.27425332281147 - 0.73933440226597i ],
%! 5e-10)
%! # In the assert here, I've got an error bound large enough to catch
-%! # individual system errors which would present no real issue.
\ No newline at end of file
+%! # individual system errors which would present no real issue.
Modified: trunk/octave-forge/extra/lssa/inst/lswaveletcoeff.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lswaveletcoeff.m 2012-08-09 16:45:30 UTC (rev 10850)
+++ trunk/octave-forge/extra/lssa/inst/lswaveletcoeff.m 2012-08-09 23:49:21 UTC (rev 10851)
@@ -14,12 +14,12 @@
## this program; if not, see <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
-## @deftypefn {Function File} {c =} lswaveletcoeff (abc, ord, time, freq)
-## @deftypefnx {Function File} {c =} lswaveletcoeff (abc, ord, time, freq, window)
-## @deftypefnx {Function File} {c =} lswaveletcoeff (abc, ord, time, freq, window, winradius)
+## @deftypefn {Function File} {@var{c} =} lswaveletcoeff (@var{t}, @var{x}, @var{time}, @var{freq})
+## @deftypefnx {Function File} {@var{c} =} lswaveletcoeff (@var{t}, @var{x}, @var{time}, @var{freq}, @var{window}=cubicwgt)
+## @deftypefnx {Function File} {@var{c} =} lswaveletcoeff (@var{t}, @var{x}, @var{time}, @var{freq}, @var{window}=cubicwgt, @var{winradius}=1)
##
## Return the coefficient of the wavelet transform of the
-## complex time series (@var{abc}, @var{ord}) at time @var{time}
+## complex time series (@var{t}, @var{x}) at time @var{time}
## and frequency @var{freq}; optional variable @var{window}
## provides a windowing function and defaults to cubicwgt,
## while @var{winradius} is the windowing radius, and defaults
@@ -74,4 +74,4 @@
%!assert (lswaveletcoeff (t, x, 0.5, maxfreq), 0.383340407638780 +
%! 2.385251997545446i , 5e-10);
%!assert (lswaveletcoeff (t, y, 3.3, 3/4 * maxfreq), -2.35465091096084 +
-%! 1.01892561714824i, 5e-10);
\ No newline at end of file
+%! 1.01892561714824i, 5e-10);
This was sent by the SourceForge.net collaborative development platform, the world's largest Open Source development site.
|
|
From: <be...@us...> - 2012-08-09 16:45:39
|
Revision: 10850
http://octave.svn.sourceforge.net/octave/?rev=10850&view=rev
Author: benjf5
Date: 2012-08-09 16:45:30 +0000 (Thu, 09 Aug 2012)
Log Message:
-----------
Really the last commit for lssa release 0.1.1.
Modified Paths:
--------------
trunk/octave-forge/extra/lssa/inst/cubicwgt.m
trunk/octave-forge/extra/lssa/inst/lscomplex.m
trunk/octave-forge/extra/lssa/inst/lscomplexwavelet.m
trunk/octave-forge/extra/lssa/inst/lsreal.m
Modified: trunk/octave-forge/extra/lssa/inst/cubicwgt.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/cubicwgt.m 2012-08-09 16:08:18 UTC (rev 10849)
+++ trunk/octave-forge/extra/lssa/inst/cubicwgt.m 2012-08-09 16:45:30 UTC (rev 10850)
@@ -34,7 +34,6 @@
%! k = [ 0 , 3 , 1.5, -1, -0.5, -0.25, 0.75 ];
%!assert( cubicwgt(h), 0 );
%!assert( cubicwgt(m), 1 + m ^ 2 * ( 2 * m - 3 ));
-%!assert( cubicwgt(k), [ 1.00000, 0.00000, 0.00000, 0.00000, 0.50000,
-%! 0.84375, 0.15625], 1e-6);
+%!assert( cubicwgt(k), [ 1.00000, 0.00000, 0.00000, 0.00000, 0.50000, 0.84375, 0.15625], 1e-6);
%! ## Tests cubicwgt on two scalars and two vectors; cubicwgt will work
%! ## on any array input.
\ No newline at end of file
Modified: trunk/octave-forge/extra/lssa/inst/lscomplex.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lscomplex.m 2012-08-09 16:08:18 UTC (rev 10849)
+++ trunk/octave-forge/extra/lssa/inst/lscomplex.m 2012-08-09 16:45:30 UTC (rev 10850)
@@ -48,7 +48,4 @@
%! cos ((1/4)*maxfreq.*t));
%! o = [ maxfreq , 3 / 4 * maxfreq , 1 / 4 * maxfreq ];
%!assert( lscomplex(t,x,maxfreq,2,2),
-%! [-0.400924546169395 - 2.371555305867469i,
-%! 1.218065147708429 - 2.256125004156890i,
-%! 1.935428592212907 - 1.539488163739336i,
-%! 2.136692292751917 - 0.980532175174563i ], 5e-10 );
\ No newline at end of file
+%! [-0.400924546169395 - 2.371555305867469i, 1.218065147708429 - 2.256125004156890i, 1.935428592212907 - 1.539488163739336i, 2.136692292751917 - 0.980532175174563i ], 5e-10 );
\ No newline at end of file
Modified: trunk/octave-forge/extra/lssa/inst/lscomplexwavelet.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lscomplexwavelet.m 2012-08-09 16:08:18 UTC (rev 10849)
+++ trunk/octave-forge/extra/lssa/inst/lscomplexwavelet.m 2012-08-09 16:45:30 UTC (rev 10850)
@@ -15,7 +15,7 @@
-function transform = lscomplexwavelet( t , x, omegamax, ncoeff, noctave, tmin, tmax, tstep, sigma = 0.05)
+function transform = lscomplexwavelet( T, X, omegamax, ncoeff, noctave, tmin, tmax, tstep, sigma = 0.05)
## This is a transform based entirely on the simplified complex-valued transform
## in the Mathias paper, page 10. My problem with the code as it stands is, it
@@ -42,8 +42,8 @@
current_iteration = (octave_iter-1)*ncoeff+coeff_iter;
window_radius = pi / ( sigma * omegamax * ( 2 ^ ( current_iteration - 1 ) ) );
- window_count = 2 * ceil ( ( tmax - tmin ) / window_step ) - 1;
- omega = current_frequency = maxfreq * 2 ^ ( - octave_iter*coeff_iter / ncoeff );
+ window_count = 2 * ceil ( ( tmax - tmin ) / window_radius ) - 1;
+ omega = current_frequency = omegamax * 2 ^ ( - octave_iter*coeff_iter / ncoeff );
Modified: trunk/octave-forge/extra/lssa/inst/lsreal.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lsreal.m 2012-08-09 16:08:18 UTC (rev 10849)
+++ trunk/octave-forge/extra/lssa/inst/lsreal.m 2012-08-09 16:45:30 UTC (rev 10850)
@@ -70,10 +70,7 @@
%! 0.2 .* cos ( maxfreq .* t ) +
%! cos ( (1/4) * maxfreq .* t ) );
%!assert (lsreal (t,x,maxfreq,2,2),
-%! [-1.68275915310663 + 4.70126183846743i,
-%! 1.93821553170889 + 4.95660209883437i,
-%! 4.38145452686697 + 2.14403733658600i,
-%! 5.27425332281147 - 0.73933440226597i ],
+%! [-1.68275915310663 + 4.70126183846743i, 1.93821553170889 + 4.95660209883437i, 4.38145452686697 + 2.14403733658600i, 5.27425332281147 - 0.73933440226597i ],
%! 5e-10)
%! # In the assert here, I've got an error bound large enough to catch
%! # individual system errors which would present no real issue.
\ No newline at end of file
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|
|
From: <be...@us...> - 2012-08-09 16:08:25
|
Revision: 10849
http://octave.svn.sourceforge.net/octave/?rev=10849&view=rev
Author: benjf5
Date: 2012-08-09 16:08:18 +0000 (Thu, 09 Aug 2012)
Log Message:
-----------
Updated tests, DESCRIPTION, etc. for lssa release.
Modified Paths:
--------------
trunk/octave-forge/extra/lssa/DESCRIPTION
trunk/octave-forge/extra/lssa/NEWS
trunk/octave-forge/extra/lssa/inst/cubicwgt.m
trunk/octave-forge/extra/lssa/inst/lombcoeff.m
trunk/octave-forge/extra/lssa/inst/lscomplex.m
trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m
trunk/octave-forge/extra/lssa/inst/lsreal.m
trunk/octave-forge/extra/lssa/inst/lswaveletcoeff.m
Modified: trunk/octave-forge/extra/lssa/DESCRIPTION
===================================================================
--- trunk/octave-forge/extra/lssa/DESCRIPTION 2012-08-09 12:58:55 UTC (rev 10848)
+++ trunk/octave-forge/extra/lssa/DESCRIPTION 2012-08-09 16:08:18 UTC (rev 10849)
@@ -1,6 +1,6 @@
Name: lssa
-Version: 0.1.0
-Date: 2012-07-28
+Version: 0.1.1
+Date: 2012-08-09
Author: Ben Lewis <be...@gm...>
Maintainer: Ben Lewis <be...@gm...>
Title: Least squares spectral analysis
Modified: trunk/octave-forge/extra/lssa/NEWS
===================================================================
--- trunk/octave-forge/extra/lssa/NEWS 2012-08-09 12:58:55 UTC (rev 10848)
+++ trunk/octave-forge/extra/lssa/NEWS 2012-08-09 16:08:18 UTC (rev 10849)
@@ -1,4 +1,4 @@
-Welcome to the first release of lssa, 0.1.0
+Welcome to the first release of lssa, 0.1.1
Current status:
@@ -18,3 +18,7 @@
functional; this is an ongoing struggle for me, and if anyone can suggest
what I might do to improve them, please! By all means, send me an email.
+ ** For all the working functions, tests have been written and formatted to
+ Octave coding standards. These tests should pass on any given architecture
+ (there was some question about that previously) and often provide examples
+ of how the function operates. For a few functions, there are demo scripts.
Modified: trunk/octave-forge/extra/lssa/inst/cubicwgt.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/cubicwgt.m 2012-08-09 12:58:55 UTC (rev 10848)
+++ trunk/octave-forge/extra/lssa/inst/cubicwgt.m 2012-08-09 16:08:18 UTC (rev 10849)
@@ -19,19 +19,22 @@
## 1 + ( x ^ 2 * ( 2 x - 3 ) ), assuming x is in [-1,1].
## @end deftypefn
-%!shared h, m, k
-%! h = 2; m = 0.01;
-%! k = [ 0 , 3 , 1.5, -1, -0.5, -0.25, 0.75 ];
-%!assert( cubicwgt(h), 0 );
-%!assert( cubicwgt(m), 1 + m ^ 2 * ( 2 * m - 3 ));
-%!assert( cubicwgt(k), [ 1.00000 0.00000 0.00000 0.00000 0.50000 0.84375 0.15625], 1E-6);
-%! ## Tests cubicwgt on two scalars and two vectors; cubicwgt will work on any array input.
-
-
-## This function implements the windowing function on page 10 of the doc.
+## This function implements the windowing function on page 10 of the paper.
## if t is in [-1,1] then the windowed term is a = 1 + ( |t|^2 * ( 2|t| - 3 )
## else the windowed term is 0.
function a = cubicwgt(s) ## where s is the value to be windowed
a = abs(s);
a = ifelse( ( a < 1 ), 1 + ( ( a .^ 2 ) .* ( 2 .* a - 3 ) ), a = 0);
endfunction
+
+%!test
+%!shared h, m, k
+%! h = 2;
+%! m = 0.01;
+%! k = [ 0 , 3 , 1.5, -1, -0.5, -0.25, 0.75 ];
+%!assert( cubicwgt(h), 0 );
+%!assert( cubicwgt(m), 1 + m ^ 2 * ( 2 * m - 3 ));
+%!assert( cubicwgt(k), [ 1.00000, 0.00000, 0.00000, 0.00000, 0.50000,
+%! 0.84375, 0.15625], 1e-6);
+%! ## Tests cubicwgt on two scalars and two vectors; cubicwgt will work
+%! ## on any array input.
\ No newline at end of file
Modified: trunk/octave-forge/extra/lssa/inst/lombcoeff.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lombcoeff.m 2012-08-09 12:58:55 UTC (rev 10848)
+++ trunk/octave-forge/extra/lssa/inst/lombcoeff.m 2012-08-09 16:08:18 UTC (rev 10849)
@@ -47,6 +47,6 @@
%! 0.2 .* cos (maxfreq .* t) +
%! cos ((1/4) * maxfreq .* t));
%! o = [maxfreq , (3/4 * maxfreq) , (1/4 * maxfreq)];
-%!assert (lombcoeff (t, x, maxfreq), 10788.9848389923, 5e-10);
-%!assert (lombcoeff (t, x, 3/4*maxfreq), 12352.6413413457, 5e-10);
-%!assert (lombcoeff (t, x, 1/4*maxfreq), 13673.4098969780, 5e-10);
+%!assert (lombcoeff (t, x, maxfreq), 1076.77574184435, 5e-10);
+%!assert (lombcoeff (t, x, 3/4*maxfreq), 1226.53572492183, 5e-10);
+%!assert (lombcoeff (t, x, 1/4*maxfreq), 1341.63962181896, 5e-10);
Modified: trunk/octave-forge/extra/lssa/inst/lscomplex.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lscomplex.m 2012-08-09 12:58:55 UTC (rev 10848)
+++ trunk/octave-forge/extra/lssa/inst/lscomplex.m 2012-08-09 16:08:18 UTC (rev 10849)
@@ -23,16 +23,7 @@
## @seealso{lsreal}
## @end deftypefn
-%!test
-%!shared t, x, o, maxfreq
-%! maxfreq = 4 / ( 2 * pi );
-%! t = [0:0.008:8];
-%! x = ( 2.*sin(maxfreq.*t) + 3.*sin((3/4)*maxfreq.*t)- 0.5 .* sin((1/4)*maxfreq.*t) - 0.2 .* cos(maxfreq .* t) + cos((1/4)*maxfreq.*t));
-%! o = [ maxfreq , 3 / 4 * maxfreq , 1 / 4 * maxfreq ];
-%!assert( lscomplex(t,x,maxfreq,2,2), [-0.400754376933531 - 2.366871097665244i, 1.226663545950135 - 2.243899314661490i, 1.936433327880238 - 1.515538553198501i, 2.125045509991203 - 0.954100898917708i ], 6e-14 );
-
-
function transform = lscomplex( t , x , omegamax , ncoeff , noctave )
n = length(t); ## VECTOR ONLY, and since t and x have the same number of entries, there's no problem.
transform = zeros(1,ncoeff*noctave);
@@ -45,3 +36,19 @@
endfor
endfunction
+
+%!test
+%!shared t, x, o, maxfreq
+%! maxfreq = 4 / ( 2 * pi );
+%! t = [0:0.008:8];
+%! x = ( 2 .* sin (maxfreq .* t) +
+%! 3 .* sin ( (3 / 4) * maxfreq .* t)-
+%! 0.5 .* sin ((1/4) * maxfreq .* t) -
+%! 0.2 .* cos (maxfreq .* t) +
+%! cos ((1/4)*maxfreq.*t));
+%! o = [ maxfreq , 3 / 4 * maxfreq , 1 / 4 * maxfreq ];
+%!assert( lscomplex(t,x,maxfreq,2,2),
+%! [-0.400924546169395 - 2.371555305867469i,
+%! 1.218065147708429 - 2.256125004156890i,
+%! 1.935428592212907 - 1.539488163739336i,
+%! 2.136692292751917 - 0.980532175174563i ], 5e-10 );
\ No newline at end of file
Modified: trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m 2012-08-09 12:58:55 UTC (rev 10848)
+++ trunk/octave-forge/extra/lssa/inst/lscorrcoeff.m 2012-08-09 16:08:18 UTC (rev 10849)
@@ -68,7 +68,7 @@
endfunction
-
+%!test
%!shared t, p, x, y, z, o, maxfreq
%! maxfreq = 4 / (2 * pi);
%! t = linspace (0, 8);
Modified: trunk/octave-forge/extra/lssa/inst/lsreal.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lsreal.m 2012-08-09 12:58:55 UTC (rev 10848)
+++ trunk/octave-forge/extra/lssa/inst/lsreal.m 2012-08-09 16:08:18 UTC (rev 10849)
@@ -26,13 +26,6 @@
## @seealso{lscomplex}
## @end deftypefn
-%!shared t, x, o, maxfreq
-%! maxfreq = 4 / ( 2 * pi );
-%! t = linspace(0,8);
-%! x = ( 2.*sin(maxfreq.*t) + 3.*sin((3/4)*maxfreq.*t) - 0.5 .* sin((1/4)*maxfreq.*t) - 0.2 .* cos(maxfreq .* t) + cos((1/4)*maxfreq.*t));
-%!assert(lsreal(t,x,maxfreq,2,2),[-1.68275915310663 + 4.70126183846743i, 1.93821553170889 + 4.95660209883437i, 4.38145452686697 + 2.14403733658600i, 5.27425332281147 - 0.73933440226597i],6e-14)
-%! #In the assert here, I've got an error bound large enough to catch individual system errors which would present no real issue.
-
function transform = lsreal( t, x, omegamax, ncoeff, noctave)
## the R function runs the following command:
## nureal( double X, double Y, int min(X,Y), int ncoeff, int noctave, double omegamax, complex rp)
@@ -65,6 +58,22 @@
o = o .* od;
endfor
- ## transform = rp;
+endfunction
-endfunction
+%!test
+%!shared t, x, o, maxfreq
+%! maxfreq = 4 / ( 2 * pi );
+%! t = linspace(0,8);
+%! x = ( 2 .* sin ( maxfreq .* t ) +
+%! 3 .* sin ( (3/4) * maxfreq .* t ) -
+%! 0.5 .* sin ( (1/4) * maxfreq .* t ) -
+%! 0.2 .* cos ( maxfreq .* t ) +
+%! cos ( (1/4) * maxfreq .* t ) );
+%!assert (lsreal (t,x,maxfreq,2,2),
+%! [-1.68275915310663 + 4.70126183846743i,
+%! 1.93821553170889 + 4.95660209883437i,
+%! 4.38145452686697 + 2.14403733658600i,
+%! 5.27425332281147 - 0.73933440226597i ],
+%! 5e-10)
+%! # In the assert here, I've got an error bound large enough to catch
+%! # individual system errors which would present no real issue.
\ No newline at end of file
Modified: trunk/octave-forge/extra/lssa/inst/lswaveletcoeff.m
===================================================================
--- trunk/octave-forge/extra/lssa/inst/lswaveletcoeff.m 2012-08-09 12:58:55 UTC (rev 10848)
+++ trunk/octave-forge/extra/lssa/inst/lswaveletcoeff.m 2012-08-09 16:08:18 UTC (rev 10849)
@@ -53,3 +53,25 @@
coeff = ifelse( s != 0 , sum( wgt( ( rx - t ) .* so) .* exp( i .* o .* ( rx - t ) ) .* ry ) ./ s , 0 );
endfunction
+
+%!test
+%!shared t, p, x, y, z, o, maxfreq
+%! maxfreq = 4 / (2 * pi);
+%! t = linspace (0, 8);
+%! x = (2 .* sin (maxfreq .* t) +
+%! 3 .* sin ((3/4) * maxfreq .* t) -
+%! 0.5 .* sin ((1/4) * maxfreq .* t) -
+%! 0.2 .* cos (maxfreq .* t) +
+%! cos ((1/4) * maxfreq .* t));
+%! y = - x;
+%! p = linspace (0, 8, 500);
+%! z = (2 .* sin (maxfreq .* p) +
+%! 3 .* sin ((3/4) * maxfreq .* p) -
+%! 0.5 .* sin ((1/4) * maxfreq .* p) -
+%! 0.2 .* cos (maxfreq .* p) +
+%! cos ((1/4) * maxfreq .* p));
+%! o = [maxfreq , (3/4 * maxfreq) , (1/4 * maxfreq)];
+%!assert (lswaveletcoeff (t, x, 0.5, maxfreq), 0.383340407638780 +
+%! 2.385251997545446i , 5e-10);
+%!assert (lswaveletcoeff (t, y, 3.3, 3/4 * maxfreq), -2.35465091096084 +
+%! 1.01892561714824i, 5e-10);
\ No newline at end of file
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