view scripts/general/cumtrapz.m @ 20652:a3b9ee5c040a

Replace bsxfun with broadcasting for performance with complex inputs (bug #38628). cumtrapz.m, quadgk.m, trapz.m, center.m, zscore.m: Replace bsxfun with broadcasting for performance where inputs might be complex.
author Rik <rik@octave.org>
date Mon, 12 Oct 2015 21:28:32 -0700
parents 7503499a252b
children
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## Copyright (C) 2000-2015 Kai Habel
##
## 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 3 of the License, 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, see
## <http://www.gnu.org/licenses/>.

## -*- texinfo -*-
## @deftypefn  {Function File} {@var{q} =} cumtrapz (@var{y})
## @deftypefnx {Function File} {@var{q} =} cumtrapz (@var{x}, @var{y})
## @deftypefnx {Function File} {@var{q} =} cumtrapz (@dots{}, @var{dim})
## Cumulative numerical integration of points @var{y} using the trapezoidal
## method.
##
## @w{@code{cumtrapz (@var{y})}} computes the cumulative integral of @var{y}
## along the first non-singleton dimension.  Where @code{trapz} reports only
## the overall integral sum, @code{cumtrapz} reports the current partial sum
## value at each point of @var{y}.
##
## When the argument @var{x} is omitted an equally spaced @var{x} vector with
## unit spacing (1) is assumed.  @code{cumtrapz (@var{x}, @var{y})} evaluates
## the integral with respect to the spacing in @var{x} and the values in
## @var{y}.  This is useful if the points in @var{y} have been sampled unevenly.
##
## If the optional @var{dim} argument is given, operate along this dimension.
##
## Application Note: If @var{x} is not specified then unit spacing will be
## used.  To scale the integral to the correct value you must multiply by the
## actual spacing value (deltaX).
## @seealso{trapz, cumsum}
## @end deftypefn

## Author:      Kai Habel <kai.habel@gmx.de>
##
## also: June 2000 Paul Kienzle (fixes,suggestions)
## 2006-05-12 David Bateman - Modified for NDArrays

function z = cumtrapz (x, y, dim)

  if (nargin < 1) || (nargin > 3)
    print_usage ();
  endif

  have_xy = have_dim = false;

  if (nargin == 3)
    have_xy = true;
    have_dim = true;
  elseif (nargin == 2)
    if (! size_equal (x, y) && isscalar (y))
      dim = y;
      have_dim = true;
    else
      have_xy = true;
    endif
  endif

  if (have_xy)
    nd = ndims (y);
    sz = size (y);
  else
    nd = ndims (x);
    sz = size (x);
  endif

  if (! have_dim)
    ## Find the first non-singleton dimension.
    (dim = find (sz > 1, 1)) || (dim = 1);
  else
    if (!(isscalar (dim) && dim == fix (dim))
        || !(1 <= dim && dim <= nd))
      error ("trapz: DIM must be an integer and a valid dimension");
    endif
  endif

  n = sz(dim);
  idx1 = idx2 = repmat ({':'}, [nd, 1]);
  idx1{dim} = 2 : n;
  idx2{dim} = 1 : (n - 1);

  if (! have_xy)
    z = 0.5 * cumsum (x(idx1{:}) + x(idx2{:}), dim);
  else
    if (isvector (x) && ! isvector (y))
      if (length (x) != sz(dim))
        error ("cumtrapz: length of X and length of Y along DIM must match");
      endif
      ## Reshape vector to point along dimension DIM
      shape = ones (nd, 1);
      shape(dim) = sz(dim);
      x = reshape (x, shape);
      z = 0.5 * cumsum (diff (x) .* (y(idx1{:}) + y(idx2{:})), dim);
    else
      if (! size_equal (x, y))
        error ("cumtrapz: X and Y must have same shape");
      endif
      z = 0.5 * cumsum (diff (x, 1, dim) .* (y(idx1{:}) + y(idx2{:})), dim);
    endif
  endif

  sz(dim) = 1;
  z = cat (dim, zeros (sz), z);

endfunction


%!shared x1,x2,y
%! x1 = [0,0,0;2,2,2];
%! x2 = [0,2,4;0,2,4];
%! y = [1,2,3;4,5,6];
%!
%!assert (cumtrapz (y), [0,0,0;2.5,3.5,4.5])
%!assert (cumtrapz (x1,y), [0,0,0;5,7,9])
%!assert (cumtrapz (y,1), [0,0,0;2.5,3.5,4.5])
%!assert (cumtrapz (x1,y,1), [0,0,0;5,7,9])
%!assert (cumtrapz (y,2), [0,1.5,4;0,4.5,10])
%!assert (cumtrapz (x2,y,2), [0,3,8;0,9,20])

## Test ND-array implementation
%!shared x1,x2,y
%! x1 = 1:3;
%! x2 = reshape ([0,2,4;0,2,4], [1 2 3]);
%! y = reshape ([1,2,3;4,5,6], [1 2 3]);
%!
%!assert (cumtrapz (y,3), reshape ([0,1.5,4;0,4.5,10],[1 2 3]))
%!assert (cumtrapz (x1,y,3), reshape ([0,1.5,4;0,4.5,10],[1 2 3]))
%!assert (cumtrapz (x2,y,3), reshape ([0,3,8;0,9,20],[1 2 3]))