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view extra/lssa/inst/fastlscomplex.m @ 10668:38ea81c19717 octave-forge
vectorization example
author | cdf |
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date | Fri, 10 Aug 2012 13:17:33 +0000 |
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## Copyright (C) 2012 Benjamin Lewis <benjf5@gmail.com> ## ## 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);