Mercurial > hg > octave-nkf
view src/DLD-FUNCTIONS/filter.cc @ 4928:1cf16fb3459a
[project @ 2004-08-03 19:00:24 by jwe]
author | jwe |
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date | Tue, 03 Aug 2004 19:00:24 +0000 |
parents | 35bfb4e0b96b |
children | 51a4406317e9 |
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/* Copyright (C) 1996, 1997 John W. Eaton This file is part of Octave. Octave 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 2, or (at your option) any later version. Octave 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, write to the Free Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. */ // Based on Tony Richardson's filter.m. // // Originally translated to C++ by KH (Kurt.Hornik@ci.tuwien.ac.at) // with help from Fritz Leisch and Andreas Weingessel on Oct 20, 1994. // // Rewritten to use templates to handle both real and complex cases by // jwe, Wed Nov 1 19:15:29 1995. #ifdef HAVE_CONFIG_H #include <config.h> #endif #include "quit.h" #include "defun-dld.h" #include "error.h" #include "oct-obj.h" #if !defined (CXX_NEW_FRIEND_TEMPLATE_DECL) extern MArrayN<double> filter (MArray<double>&, MArray<double>&, MArrayN<double>&, int dim); extern MArrayN<Complex> filter (MArray<Complex>&, MArray<Complex>&, MArrayN<Complex>&, int dim); #endif template <class T> MArrayN<T> filter (MArray<T>& b, MArray<T>& a, MArrayN<T>& x, MArrayN<T>& si, int dim = 0) { MArrayN<T> y; int a_len = a.length (); int b_len = b.length (); int ab_len = a_len > b_len ? a_len : b_len; b.resize (ab_len, 0.0); if (a_len > 1) a.resize (ab_len, 0.0); T norm = a (0); if (norm == 0.0) { error ("filter: the first element of a must be non-zero"); return y; } dim_vector x_dims = x.dims (); if ((dim < 0) || (dim > x_dims.length ())) { error ("filter: filtering over invalid dimension"); return y; } int x_len = x_dims (dim); dim_vector si_dims = si.dims (); int si_len = si_dims (0); if (si_len != ab_len - 1) { error ("filter: first dimension of si must be of length max (length (a), length (b)) - 1"); return y; } if (si_dims.length () != x_dims.length ()) { error ("filter: dimensionality of si and x must agree"); return y; } int si_dim = 0; for (int i = 0; i < x_dims.length (); i++) { if (i == dim) continue; if (si_dims (++si_dim) != x_dims (i)) { error ("filter: dimensionality of si and x must agree"); return y; } } if (norm != 1.0) { a = a / norm; b = b / norm; } if ((a_len <= 1) && (si_len <= 0)) return b(0) * x; y.resize (x_dims, 0.0); int x_stride = 1; for (int i = 0; i < dim; i++) x_stride *= x_dims(i); int x_num = x_dims.numel () / x_len; for (int num = 0; num < x_num; num++) { int x_offset; if (x_stride == 1) x_offset = num * x_len; else { int x_offset2 = 0; x_offset = num; while (x_offset >= x_stride) { x_offset -= x_stride; x_offset2++; } x_offset += x_offset2 * x_stride * x_len; } int si_offset = num * si_len; if (a_len > 1) { for (int i = 0; i < x_len; i++) { int idx = i * x_stride + x_offset; y (idx) = si (si_offset) + b (0) * x (idx); if (si_len > 1) { for (int j = 0; j < si_len - 1; j++) { OCTAVE_QUIT; si (j + si_offset) = si (j + 1 + si_offset) - a (j+1) * y (idx) + b (j+1) * x (idx); } si (si_len - 1 + si_offset) = b (si_len) * x (idx) - a (si_len) * y (idx); } else si (si_offset) = b (si_len) * x (idx) - a (si_len) * y (idx); } } else if (si_len > 0) { for (int i = 0; i < x_len; i++) { int idx = i * x_stride + x_offset; y (idx) = si (si_offset) + b (0) * x (idx); if (si_len > 1) { for (int j = 0; j < si_len - 1; j++) { OCTAVE_QUIT; si (j + si_offset) = si (j + 1 + si_offset) + b (j+1) * x (idx); } si (si_len - 1 + si_offset) = b (si_len) * x (idx); } else si (si_offset) = b (1) * x (idx); } } } return y; } #if !defined (CXX_NEW_FRIEND_TEMPLATE_DECL) extern MArrayN<double> filter (MArray<double>&, MArray<double>&, MArrayN<double>&, MArrayN<double>&, int dim); extern MArrayN<Complex> filter (MArray<Complex>&, MArray<Complex>&, MArrayN<Complex>&, MArrayN<Complex>&, int dim); #endif template <class T> MArrayN<T> filter (MArray<T>& b, MArray<T>& a, MArrayN<T>& x, int dim = -1) { dim_vector x_dims = x.dims (); if (dim < 0) { // Find first non-singleton dimension while ((dim < x_dims.length()) && (x_dims (dim) <= 1)) dim++; // All dimensions singleton, pick first dimension if (dim == x_dims.length ()) dim = 0; } else if (dim < 0 || dim > x_dims.length ()) { error ("filter: filtering over invalid dimension"); return MArrayN<T> (); } int a_len = a.length (); int b_len = b.length (); int si_len = (a_len > b_len ? a_len : b_len) - 1; dim_vector si_dims = x.dims (); for (int i = dim; i > 0; i--) si_dims (i) = si_dims (i-1); si_dims (0) = si_len; MArrayN<T> si (si_dims, T (0.0)); return filter (b, a, x, si, dim); } DEFUN_DLD (filter, args, nargout, "-*- texinfo -*-\n\ @deftypefn {Loadable Function} {y =} filter (@var{b}, @var{a}, @var{x})\n\ @deftypefnx {Loadable Function} {[@var{y}, @var{sf}] =} filter (@var{b}, @var{a}, @var{x}, @var{si})\n\ @deftypefnx {Loadable Function} {[@var{y}, @var{sf}] =} filter (@var{b}, @var{a}, @var{x}, [], @var{dim})\n\ @deftypefnx {Loadable Function} {[@var{y}, @var{sf}] =} filter (@var{b}, @var{a}, @var{x}, @var{si}, @var{dim})\n\ Return the solution to the following linear, time-invariant difference\n\ equation:\n\ @iftex\n\ @tex\n\ $$\n\ \\sum_{k=0}^N a_{k+1} y_{n-k} = \\sum_{k=0}^M b_{k+1} x_{n-k}, \\qquad\n\ 1 \\le n \\le P\n\ $$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ \n\ @smallexample\n\ N M\n\ SUM a(k+1) y(n-k) = SUM b(k+1) x(n-k) for 1<=n<=length(x)\n\ k=0 k=0\n\ @end smallexample\n\ @end ifinfo\n\ \n\ @noindent\n\ where\n\ @ifinfo\n\ N=length(a)-1 and M=length(b)-1.\n\ @end ifinfo\n\ @iftex\n\ @tex\n\ $a \\in \\Re^{N-1}$, $b \\in \\Re^{M-1}$, and $x \\in \\Re^P$.\n\ @end tex\n\ @end iftex\n\ over the first non-singleton dimension of @var{x} or over @var{dim} if\n\ supplied. An equivalent form of this equation is:\n\ @iftex\n\ @tex\n\ $$\n\ y_n = -\\sum_{k=1}^N c_{k+1} y_{n-k} + \\sum_{k=0}^M d_{k+1} x_{n-k}, \\qquad\n\ 1 \\le n \\le P\n\ $$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ \n\ @smallexample\n\ N M\n\ y(n) = - SUM c(k+1) y(n-k) + SUM d(k+1) x(n-k) for 1<=n<=length(x)\n\ k=1 k=0\n\ @end smallexample\n\ @end ifinfo\n\ \n\ @noindent\n\ where\n\ @ifinfo\n\ c = a/a(1) and d = b/a(1).\n\ @end ifinfo\n\ @iftex\n\ @tex\n\ $c = a/a_1$ and $d = b/a_1$.\n\ @end tex\n\ @end iftex\n\ \n\ If the fourth argument @var{si} is provided, it is taken as the\n\ initial state of the system and the final state is returned as\n\ @var{sf}. The state vector is a column vector whose length is\n\ equal to the length of the longest coefficient vector minus one.\n\ If @var{si} is not supplied, the initial state vector is set to all\n\ zeros.\n\ \n\ In terms of the z-transform, y is the result of passing the discrete-\n\ time signal x through a system characterized by the following rational\n\ system function:\n\ @iftex\n\ @tex\n\ $$\n\ H(z) = {\\displaystyle\\sum_{k=0}^M d_{k+1} z^{-k}\n\ \\over 1 + \\displaystyle\\sum_{k+1}^N c_{k+1} z^{-k}}\n\ $$\n\ @end tex\n\ @end iftex\n\ @ifinfo\n\ \n\ @example\n\ M\n\ SUM d(k+1) z^(-k)\n\ k=0\n\ H(z) = ----------------------\n\ N\n\ 1 + SUM c(k+1) z(-k)\n\ k=1\n\ @end example\n\ @end ifinfo\n\ @end deftypefn") { octave_value_list retval; int nargin = args.length (); if (nargin < 3 || nargin > 5) { print_usage ("filter"); return retval; } const char *errmsg = "filter: arguments a and b must be vectors"; int dim; dim_vector x_dims = args(2).dims (); if (nargin == 5) { dim = args(4).nint_value() - 1; if (dim < 0 || dim >= x_dims.length ()) { error ("filter: filtering over invalid dimension"); return retval; } } else { // Find first non-singleton dimension dim = 0; while ((dim < x_dims.length()) && (x_dims (dim) <= 1)) dim++; // All dimensions singleton, pick first dimension if (dim == x_dims.length ()) dim = 0; } if (args(0).is_complex_type () || args(1).is_complex_type () || args(2).is_complex_type () || (nargin >= 4 && args(3).is_complex_type ())) { ComplexColumnVector b (args(0).complex_vector_value ()); ComplexColumnVector a (args(1).complex_vector_value ()); ComplexNDArray x (args(2).complex_array_value ()); if (! error_state) { ComplexNDArray si; if (nargin == 3 || args(3).is_empty ()) { int a_len = a.length (); int b_len = b.length (); int si_len = (a_len > b_len ? a_len : b_len) - 1; dim_vector si_dims = x.dims (); for (int i = dim; i > 0; i--) si_dims (i) = si_dims (i-1); si_dims (0) = si_len; si.resize (si_dims, 0.0); } else { dim_vector si_dims = args (3).dims (); bool si_is_vector = true; for (int i=0; i < si_dims.length (); i++) if ((si_dims (i) != 1) && (si_dims (i) < si_dims.numel ())) { si_is_vector = false; break; } if (si_is_vector) // XXX FIXME XXX -- there must be a better way... si = ComplexNDArray (MArrayN<Complex> (ArrayN<Complex> (args(3).complex_vector_value ()))); else si = args(3).complex_array_value (); } if (! error_state) { ComplexNDArray y (filter (b, a, x, si, dim)); if (nargout == 2) retval(1) = si; retval(0) = y; } else error (errmsg); } else error (errmsg); } else { ColumnVector b (args(0).vector_value ()); ColumnVector a (args(1).vector_value ()); NDArray x (args(2).array_value ()); if (! error_state) { NDArray si; if (nargin == 3 || args(3).is_empty ()) { int a_len = a.length (); int b_len = b.length (); int si_len = (a_len > b_len ? a_len : b_len) - 1; dim_vector si_dims = x.dims (); for (int i = dim; i > 0; i--) si_dims (i) = si_dims (i-1); si_dims (0) = si_len; si.resize (si_dims, 0.0); } else { dim_vector si_dims = args (3).dims (); bool si_is_vector = true; for (int i=0; i < si_dims.length (); i++) if ((si_dims (i) != 1) && (si_dims (i) < si_dims.numel ())) { si_is_vector = false; break; } if (si_is_vector) // XXX FIXME XXX -- there must be a better way... si = NDArray (MArrayN<double> (ArrayN<double> (args(3).vector_value ()))); else si = args(3).array_value (); } if (! error_state) { NDArray y (filter (b, a, x, si, dim)); if (nargout == 2) retval(1) = si; retval(0) = y; } else error (errmsg); } else error (errmsg); } return retval; } template MArrayN<double> filter (MArray<double>&, MArray<double>&, MArrayN<double>&, MArrayN<double>&, int dim); template MArrayN<double> filter (MArray<double>&, MArray<double>&, MArrayN<double>&, int dim); template MArrayN<Complex> filter (MArray<Complex>&, MArray<Complex>&, MArrayN<Complex>&, MArrayN<Complex>&, int dim); template MArrayN<Complex> filter (MArray<Complex>&, MArray<Complex>&, MArrayN<Complex>&, int dim); /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */