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authorRobin Gareus <robin@gareus.org>2016-10-06 00:16:44 +0200
committerRobin Gareus <robin@gareus.org>2016-10-06 00:57:53 +0200
commitf68d2e06bcfb81efda107d3b4c3aa7dbc2d73bc2 (patch)
tree286d5b2b1c3573c2fbfc77b4d29b0b2a6bfa9686 /libs/qm-dsp/maths
parent2a27cc475867612afd261e5bf3b2a1a42b9c75cc (diff)
update qm-dsp library
Diffstat (limited to 'libs/qm-dsp/maths')
-rw-r--r--libs/qm-dsp/maths/Correlation.cpp2
-rw-r--r--libs/qm-dsp/maths/Correlation.h4
-rw-r--r--libs/qm-dsp/maths/CosineDistance.cpp2
-rw-r--r--libs/qm-dsp/maths/KLDivergence.cpp2
-rw-r--r--libs/qm-dsp/maths/MathAliases.h2
-rw-r--r--libs/qm-dsp/maths/MathUtilities.cpp131
-rw-r--r--libs/qm-dsp/maths/MathUtilities.h88
-rw-r--r--libs/qm-dsp/maths/MedianFilter.h131
-rw-r--r--libs/qm-dsp/maths/Polyfit.h23
-rw-r--r--libs/qm-dsp/maths/nan-inf.h21
-rw-r--r--libs/qm-dsp/maths/pca/pca.c26
11 files changed, 313 insertions, 119 deletions
diff --git a/libs/qm-dsp/maths/Correlation.cpp b/libs/qm-dsp/maths/Correlation.cpp
index fd36ac3473..17ee28f749 100644
--- a/libs/qm-dsp/maths/Correlation.cpp
+++ b/libs/qm-dsp/maths/Correlation.cpp
@@ -40,7 +40,7 @@ void Correlation::doAutoUnBiased(double *src, double *dst, unsigned int length)
{
for( j = i; j < length; j++)
{
- tmp += src[ j-i ] * src[ j ];
+ tmp += src[ j-i ] * src[ j ];
}
diff --git a/libs/qm-dsp/maths/Correlation.h b/libs/qm-dsp/maths/Correlation.h
index df2f8e17d4..85fcc7316b 100644
--- a/libs/qm-dsp/maths/Correlation.h
+++ b/libs/qm-dsp/maths/Correlation.h
@@ -18,7 +18,7 @@
#define EPS 2.2204e-016
-class Correlation
+class Correlation
{
public:
void doAutoUnBiased( double* src, double* dst, unsigned int length );
@@ -27,4 +27,4 @@ public:
};
-#endif //
+#endif //
diff --git a/libs/qm-dsp/maths/CosineDistance.cpp b/libs/qm-dsp/maths/CosineDistance.cpp
index fd2aeef3fe..13ab9ce0e8 100644
--- a/libs/qm-dsp/maths/CosineDistance.cpp
+++ b/libs/qm-dsp/maths/CosineDistance.cpp
@@ -34,7 +34,7 @@ double CosineDistance::distance(const vector<double> &v1,
}
else
{
- for(unsigned int i=0; i<v1.size(); i++)
+ for(int i=0; i<v1.size(); i++)
{
dSum1 += v1[i]*v2[i];
dDen1 += v1[i]*v1[i];
diff --git a/libs/qm-dsp/maths/KLDivergence.cpp b/libs/qm-dsp/maths/KLDivergence.cpp
index 3502afb5cc..3c3cb134ca 100644
--- a/libs/qm-dsp/maths/KLDivergence.cpp
+++ b/libs/qm-dsp/maths/KLDivergence.cpp
@@ -50,7 +50,7 @@ double KLDivergence::distanceDistribution(const vector<double> &d1,
double d = 0;
double small = 1e-20;
-
+
for (int i = 0; i < sz; ++i) {
d += d1[i] * log10((d1[i] + small) / (d2[i] + small));
}
diff --git a/libs/qm-dsp/maths/MathAliases.h b/libs/qm-dsp/maths/MathAliases.h
index f597edc392..8660129cbb 100644
--- a/libs/qm-dsp/maths/MathAliases.h
+++ b/libs/qm-dsp/maths/MathAliases.h
@@ -24,7 +24,7 @@ typedef complex<double> ComplexData;
#ifndef PI
-#define PI (3.14159265358979323846)
+#define PI (3.14159265358979232846)
#endif
#define TWO_PI (2. * PI)
diff --git a/libs/qm-dsp/maths/MathUtilities.cpp b/libs/qm-dsp/maths/MathUtilities.cpp
index a55252b365..cb35a2a7e0 100644
--- a/libs/qm-dsp/maths/MathUtilities.cpp
+++ b/libs/qm-dsp/maths/MathUtilities.cpp
@@ -16,6 +16,8 @@
#include "MathUtilities.h"
#include <iostream>
+#include <algorithm>
+#include <vector>
#include <cmath>
@@ -41,11 +43,11 @@ void MathUtilities::getAlphaNorm(const double *data, unsigned int len, unsigned
unsigned int i;
double temp = 0.0;
double a=0.0;
-
+
for( i = 0; i < len; i++)
{
temp = data[ i ];
-
+
a += ::pow( fabs(temp), double(alpha) );
}
a /= ( double )len;
@@ -60,11 +62,11 @@ double MathUtilities::getAlphaNorm( const std::vector <double> &data, unsigned i
unsigned int len = data.size();
double temp = 0.0;
double a=0.0;
-
+
for( i = 0; i < len; i++)
{
temp = data[ i ];
-
+
a += ::pow( fabs(temp), double(alpha) );
}
a /= ( double )len;
@@ -75,54 +77,27 @@ double MathUtilities::getAlphaNorm( const std::vector <double> &data, unsigned i
double MathUtilities::round(double x)
{
- double val = (double)floor(x + 0.5);
-
- return val;
+ if (x < 0) {
+ return -floor(-x + 0.5);
+ } else {
+ return floor(x + 0.5);
+ }
}
double MathUtilities::median(const double *src, unsigned int len)
{
- unsigned int i, j;
- double tmp = 0.0;
- double tempMedian;
- double medianVal;
-
- double* scratch = new double[ len ];//Vector < double > sortedX = Vector < double > ( size );
-
- for ( i = 0; i < len; i++ )
- {
- scratch[i] = src[i];
- }
-
- for ( i = 0; i < len - 1; i++ )
- {
- for ( j = 0; j < len - 1 - i; j++ )
- {
- if ( scratch[j + 1] < scratch[j] )
- {
- // compare the two neighbors
- tmp = scratch[j]; // swap a[j] and a[j+1]
- scratch[j] = scratch[j + 1];
- scratch[j + 1] = tmp;
- }
- }
- }
- int middle;
- if ( len % 2 == 0 )
- {
- middle = len / 2;
- tempMedian = ( scratch[middle] + scratch[middle - 1] ) / 2;
- }
- else
- {
- middle = ( int )floor( len / 2.0 );
- tempMedian = scratch[middle];
+ if (len == 0) return 0;
+
+ std::vector<double> scratch;
+ for (int i = 0; i < len; ++i) scratch.push_back(src[i]);
+ std::sort(scratch.begin(), scratch.end());
+
+ int middle = len/2;
+ if (len % 2 == 0) {
+ return (scratch[middle] + scratch[middle - 1]) / 2;
+ } else {
+ return scratch[middle];
}
-
- medianVal = tempMedian;
-
- delete [] scratch;
- return medianVal;
}
double MathUtilities::sum(const double *src, unsigned int len)
@@ -142,8 +117,10 @@ double MathUtilities::mean(const double *src, unsigned int len)
{
double retVal =0.0;
- double s = sum( src, len );
+ if (len == 0) return 0;
+ double s = sum( src, len );
+
retVal = s / (double)len;
return retVal;
@@ -154,8 +131,10 @@ double MathUtilities::mean(const std::vector<double> &src,
unsigned int count)
{
double sum = 0.;
-
- for (unsigned int i = 0; i < count; ++i)
+
+ if (count == 0) return 0;
+
+ for (int i = 0; i < (int)count; ++i)
{
sum += src[start + i];
}
@@ -172,7 +151,7 @@ void MathUtilities::getFrameMinMax(const double *data, unsigned int len, double
*min = *max = 0;
return;
}
-
+
*min = data[0];
*max = data[0];
@@ -188,7 +167,7 @@ void MathUtilities::getFrameMinMax(const double *data, unsigned int len, double
{
*max = temp ;
}
-
+
}
}
@@ -197,7 +176,7 @@ int MathUtilities::getMax( double* pData, unsigned int Length, double* pMax )
unsigned int index = 0;
unsigned int i;
double temp = 0.0;
-
+
double max = pData[0];
for( i = 0; i < Length; i++)
@@ -209,7 +188,7 @@ int MathUtilities::getMax( double* pData, unsigned int Length, double* pMax )
max = temp ;
index = i;
}
-
+
}
if (pMax) *pMax = max;
@@ -223,7 +202,7 @@ int MathUtilities::getMax( const std::vector<double> & data, double* pMax )
unsigned int index = 0;
unsigned int i;
double temp = 0.0;
-
+
double max = data[0];
for( i = 0; i < data.size(); i++)
@@ -235,7 +214,7 @@ int MathUtilities::getMax( const std::vector<double> & data, double* pMax )
max = temp ;
index = i;
}
-
+
}
if (pMax) *pMax = max;
@@ -265,7 +244,7 @@ void MathUtilities::circShift( double* pData, int length, int shift)
int MathUtilities::compareInt (const void * a, const void * b)
{
- return ( *(const int*)a - *(const int*)b );
+ return ( *(int*)a - *(int*)b );
}
void MathUtilities::normalise(double *data, int length, NormaliseType type)
@@ -316,9 +295,9 @@ void MathUtilities::normalise(std::vector<double> &data, NormaliseType type)
case NormaliseUnitSum:
{
double sum = 0.0;
- for (unsigned int i = 0; i < data.size(); ++i) sum += data[i];
+ for (int i = 0; i < (int)data.size(); ++i) sum += data[i];
if (sum != 0.0) {
- for (unsigned int i = 0; i < data.size(); ++i) data[i] /= sum;
+ for (int i = 0; i < (int)data.size(); ++i) data[i] /= sum;
}
}
break;
@@ -326,11 +305,11 @@ void MathUtilities::normalise(std::vector<double> &data, NormaliseType type)
case NormaliseUnitMax:
{
double max = 0.0;
- for (unsigned int i = 0; i < data.size(); ++i) {
+ for (int i = 0; i < (int)data.size(); ++i) {
if (fabs(data[i]) > max) max = fabs(data[i]);
}
if (max != 0.0) {
- for (unsigned int i = 0; i < data.size(); ++i) data[i] /= max;
+ for (int i = 0; i < (int)data.size(); ++i) data[i] /= max;
}
}
break;
@@ -344,7 +323,7 @@ void MathUtilities::adaptiveThreshold(std::vector<double> &data)
if (sz == 0) return;
std::vector<double> smoothed(sz);
-
+
int p_pre = 8;
int p_post = 7;
@@ -365,7 +344,7 @@ void MathUtilities::adaptiveThreshold(std::vector<double> &data)
bool
MathUtilities::isPowerOfTwo(int x)
{
- if (x < 2) return false;
+ if (x < 1) return false;
if (x & (x-1)) return false;
return true;
}
@@ -374,6 +353,7 @@ int
MathUtilities::nextPowerOfTwo(int x)
{
if (isPowerOfTwo(x)) return x;
+ if (x < 1) return 1;
int n = 1;
while (x) { x >>= 1; n <<= 1; }
return n;
@@ -383,6 +363,7 @@ int
MathUtilities::previousPowerOfTwo(int x)
{
if (isPowerOfTwo(x)) return x;
+ if (x < 1) return 1;
int n = 1;
x >>= 1;
while (x) { x >>= 1; n <<= 1; }
@@ -393,8 +374,30 @@ int
MathUtilities::nearestPowerOfTwo(int x)
{
if (isPowerOfTwo(x)) return x;
- int n0 = previousPowerOfTwo(x), n1 = nearestPowerOfTwo(x);
+ int n0 = previousPowerOfTwo(x), n1 = nextPowerOfTwo(x);
if (x - n0 < n1 - x) return n0;
else return n1;
}
+double
+MathUtilities::factorial(int x)
+{
+ if (x < 0) return 0;
+ double f = 1;
+ for (int i = 1; i <= x; ++i) {
+ f = f * i;
+ }
+ return f;
+}
+
+int
+MathUtilities::gcd(int a, int b)
+{
+ int c = a % b;
+ if (c == 0) {
+ return b;
+ } else {
+ return gcd(b, c);
+ }
+}
+
diff --git a/libs/qm-dsp/maths/MathUtilities.h b/libs/qm-dsp/maths/MathUtilities.h
index 85774756d4..fac710af9a 100644
--- a/libs/qm-dsp/maths/MathUtilities.h
+++ b/libs/qm-dsp/maths/MathUtilities.h
@@ -20,20 +20,57 @@
#include "nan-inf.h"
-class MathUtilities
+/**
+ * Static helper functions for simple mathematical calculations.
+ */
+class MathUtilities
{
-public:
+public:
+ /**
+ * Round x to the nearest integer.
+ */
static double round( double x );
+ /**
+ * Return through min and max pointers the highest and lowest
+ * values in the given array of the given length.
+ */
static void getFrameMinMax( const double* data, unsigned int len, double* min, double* max );
+ /**
+ * Return the mean of the given array of the given length.
+ */
static double mean( const double* src, unsigned int len );
+
+ /**
+ * Return the mean of the subset of the given vector identified by
+ * start and count.
+ */
static double mean( const std::vector<double> &data,
unsigned int start, unsigned int count );
+
+ /**
+ * Return the sum of the values in the given array of the given
+ * length.
+ */
static double sum( const double* src, unsigned int len );
+
+ /**
+ * Return the median of the values in the given array of the given
+ * length. If the array is even in length, the returned value will
+ * be half-way between the two values adjacent to median.
+ */
static double median( const double* src, unsigned int len );
+ /**
+ * The principle argument function. Map the phase angle ang into
+ * the range [-pi,pi).
+ */
static double princarg( double ang );
+
+ /**
+ * Floating-point division modulus: return x % y.
+ */
static double mod( double x, double y);
static void getAlphaNorm(const double *data, unsigned int len, unsigned int alpha, double* ANorm);
@@ -51,19 +88,50 @@ public:
NormaliseUnitMax
};
- static void normalise(double *data, int length,
- NormaliseType n = NormaliseUnitMax);
+ static void normalise(double *data, int length,
+ NormaliseType n = NormaliseUnitMax);
- static void normalise(std::vector<double> &data,
- NormaliseType n = NormaliseUnitMax);
+ static void normalise(std::vector<double> &data,
+ NormaliseType n = NormaliseUnitMax);
- // moving mean threshholding:
+ /**
+ * Threshold the input/output vector data against a moving-mean
+ * average filter.
+ */
static void adaptiveThreshold(std::vector<double> &data);
+ /**
+ * Return true if x is 2^n for some integer n >= 0.
+ */
static bool isPowerOfTwo(int x);
- static int nextPowerOfTwo(int x); // e.g. 1300 -> 2048, 2048 -> 2048
- static int previousPowerOfTwo(int x); // e.g. 1300 -> 1024, 2048 -> 2048
- static int nearestPowerOfTwo(int x); // e.g. 1300 -> 1024, 1700 -> 2048
+
+ /**
+ * Return the next higher integer power of two from x, e.g. 1300
+ * -> 2048, 2048 -> 2048.
+ */
+ static int nextPowerOfTwo(int x);
+
+ /**
+ * Return the next lower integer power of two from x, e.g. 1300 ->
+ * 1024, 2048 -> 2048.
+ */
+ static int previousPowerOfTwo(int x);
+
+ /**
+ * Return the nearest integer power of two to x, e.g. 1300 -> 1024,
+ * 12 -> 16 (not 8; if two are equidistant, the higher is returned).
+ */
+ static int nearestPowerOfTwo(int x);
+
+ /**
+ * Return x!
+ */
+ static double factorial(int x); // returns double in case it is large
+
+ /**
+ * Return the greatest common divisor of natural numbers a and b.
+ */
+ static int gcd(int a, int b);
};
#endif
diff --git a/libs/qm-dsp/maths/MedianFilter.h b/libs/qm-dsp/maths/MedianFilter.h
new file mode 100644
index 0000000000..6c01cc4ab5
--- /dev/null
+++ b/libs/qm-dsp/maths/MedianFilter.h
@@ -0,0 +1,131 @@
+/* -*- c-basic-offset: 4 indent-tabs-mode: nil -*- vi:set ts=8 sts=4 sw=4: */
+
+/*
+ QM DSP Library
+
+ Centre for Digital Music, Queen Mary, University of London.
+ This file Copyright 2010 Chris Cannam.
+
+ 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 2 of the
+ License, or (at your option) any later version. See the file
+ COPYING included with this distribution for more information.
+*/
+
+#ifndef MEDIAN_FILTER_H
+#define MEDIAN_FILTER_H
+
+#include <algorithm>
+#include <cassert>
+#include <cmath>
+#include <iostream>
+#include <vector>
+
+template <typename T>
+class MedianFilter
+{
+public:
+ MedianFilter(int size, float percentile = 50.f) :
+ m_size(size),
+ m_frame(new T[size]),
+ m_sorted(new T[size]),
+ m_sortend(m_sorted + size - 1) {
+ setPercentile(percentile);
+ reset();
+ }
+
+ ~MedianFilter() {
+ delete[] m_frame;
+ delete[] m_sorted;
+ }
+
+ void setPercentile(float p) {
+ m_index = int((m_size * p) / 100.f);
+ if (m_index >= m_size) m_index = m_size-1;
+ if (m_index < 0) m_index = 0;
+ }
+
+ void push(T value) {
+ if (value != value) {
+ std::cerr << "WARNING: MedianFilter::push: attempt to push NaN, pushing zero instead" << std::endl;
+ // we do need to push something, to maintain the filter length
+ value = T();
+ }
+ drop(m_frame[0]);
+ const int sz1 = m_size-1;
+ for (int i = 0; i < sz1; ++i) m_frame[i] = m_frame[i+1];
+ m_frame[m_size-1] = value;
+ put(value);
+ }
+
+ T get() const {
+ return m_sorted[m_index];
+ }
+
+ int getSize() const {
+ return m_size;
+ }
+
+ T getAt(float percentile) {
+ int ix = int((m_size * percentile) / 100.f);
+ if (ix >= m_size) ix = m_size-1;
+ if (ix < 0) ix = 0;
+ return m_sorted[ix];
+ }
+
+ void reset() {
+ for (int i = 0; i < m_size; ++i) m_frame[i] = 0;
+ for (int i = 0; i < m_size; ++i) m_sorted[i] = 0;
+ }
+
+ static std::vector<T> filter(int size, const std::vector<T> &in) {
+ std::vector<T> out;
+ MedianFilter<T> f(size);
+ for (int i = 0; i < int(in.size()); ++i) {
+ f.push(in[i]);
+ T median = f.get();
+ if (i >= size/2) out.push_back(median);
+ }
+ while (out.size() < in.size()) {
+ f.push(T());
+ out.push_back(f.get());
+ }
+ return out;
+ }
+
+private:
+ const int m_size;
+ T *const m_frame;
+ T *const m_sorted;
+ T *const m_sortend;
+ int m_index;
+
+ void put(T value) {
+ // precondition: m_sorted contains m_size-1 values, packed at start
+ // postcondition: m_sorted contains m_size values, one of which is value
+ T *point = std::lower_bound(m_sorted, m_sortend, value);
+ const int n = m_sortend - point;
+ for (int i = n; i > 0; --i) point[i] = point[i-1];
+ *point = value;
+ }
+
+ void drop(T value) {
+ // precondition: m_sorted contains m_size values, one of which is value
+ // postcondition: m_sorted contains m_size-1 values, packed at start
+ T *point = std::lower_bound(m_sorted, m_sortend + 1, value);
+ if (*point != value) {
+ std::cerr << "WARNING: MedianFilter::drop: *point is " << *point
+ << ", expected " << value << std::endl;
+ }
+ const int n = m_sortend - point;
+ for (int i = 0; i < n; ++i) point[i] = point[i+1];
+ *m_sortend = T(0);
+ }
+
+ MedianFilter(const MedianFilter &); // not provided
+ MedianFilter &operator=(const MedianFilter &); // not provided
+};
+
+#endif
+
diff --git a/libs/qm-dsp/maths/Polyfit.h b/libs/qm-dsp/maths/Polyfit.h
index a5c2ca2af4..5cf97d9df0 100644
--- a/libs/qm-dsp/maths/Polyfit.h
+++ b/libs/qm-dsp/maths/Polyfit.h
@@ -53,13 +53,13 @@ public:
const vector<double> &y,
vector<double> &coef);
-
+
private:
TPolyFit &operator = (const TPolyFit &); // disable assignment
TPolyFit(); // and instantiation
TPolyFit(const TPolyFit&); // and copying
-
+
static void Square (const Matrix &x, // Matrix multiplication routine
const vector<double> &y,
Matrix &a, // A = transpose X times X
@@ -105,13 +105,13 @@ double TPolyFit::PolyFit2 (const vector<double> &x,
// nterms = coefs.size()
// npoints = x.size()
{
- unsigned int i, j;
+ int i, j;
double xi, yi, yc, srs, sum_y, sum_y2;
Matrix xmatr; // Data matrix
Matrix a;
vector<double> g; // Constant vector
- const unsigned int npoints(x.size());
- const unsigned int nterms(coefs.size());
+ const int npoints(x.size());
+ const int nterms(coefs.size());
double correl_coef;
zeroise(g, nterms);
zeroise(a, nterms, nterms);
@@ -124,7 +124,7 @@ double TPolyFit::PolyFit2 (const vector<double> &x,
std::cerr << "ERROR: PolyFit called with less than two points" << std::endl;
return 0;
}
- if(npoints != y.size()) {
+ if(npoints != (int)y.size()) {
std::cerr << "ERROR: PolyFit called with x and y of unequal size" << std::endl;
return 0;
}
@@ -260,8 +260,8 @@ bool TPolyFit::GaussJordan (Matrix &b,
for( int i = 0; i < ncol; ++i)
coef[i] = w[i][0];
-
-
+
+
return true;
} // end; { procedure GaussJordan }
//----------------------------------------------------------------------------------------------
@@ -274,12 +274,11 @@ bool TPolyFit::GaussJordan2(Matrix &b,
{
//GaussJordan2; // first half of GaussJordan
// actual start of gaussj
-
+
double big, t;
double pivot;
double determ;
- int irow = 0;
- int icol = 0;
+ int irow, icol;
int ncol(b.size());
int nv = 1; // single constant vector
for(int i = 0; i < ncol; ++i)
@@ -405,4 +404,4 @@ void NSUtility::zeroise(vector<vector<int> > &matrix, int m, int n)
#endif
-
+
diff --git a/libs/qm-dsp/maths/nan-inf.h b/libs/qm-dsp/maths/nan-inf.h
index 8191713000..c6be51276a 100644
--- a/libs/qm-dsp/maths/nan-inf.h
+++ b/libs/qm-dsp/maths/nan-inf.h
@@ -2,19 +2,12 @@
#ifndef NAN_INF_H
#define NAN_INF_H
-#include <math.h>
-
-#ifdef sun
-
-#include <ieeefp.h>
-#define ISNAN(x) ((sizeof(x)==sizeof(float))?isnanf(x):isnand(x))
-#define ISINF(x) (!finite(x))
-
-#else
-
-#define ISNAN(x) isnan(x)
-#define ISINF(x) isinf(x)
-
-#endif
+#define ISNAN(x) (sizeof(x) == sizeof(double) ? ISNANd(x) : ISNANf(x))
+static inline int ISNANf(float x) { return x != x; }
+static inline int ISNANd(double x) { return x != x; }
+
+#define ISINF(x) (sizeof(x) == sizeof(double) ? ISINFd(x) : ISINFf(x))
+static inline int ISINFf(float x) { return !ISNANf(x) && ISNANf(x - x); }
+static inline int ISINFd(double x) { return !ISNANd(x) && ISNANd(x - x); }
#endif
diff --git a/libs/qm-dsp/maths/pca/pca.c b/libs/qm-dsp/maths/pca/pca.c
index d2b2f11c47..9dadb8687d 100644
--- a/libs/qm-dsp/maths/pca/pca.c
+++ b/libs/qm-dsp/maths/pca/pca.c
@@ -15,8 +15,8 @@
Earn/Bitnet: fionn@dgaeso51, fim@dgaipp1s, murtagh@stsci
Span: esomc1::fionn
Internet: murtagh@scivax.stsci.edu
-
- F. Murtagh, Munich, 6 June 1989 */
+
+ F. Murtagh, Munich, 6 June 1989 */
/*********************************************************************/
#include <stdio.h>
@@ -110,7 +110,7 @@ void tred2(double** a, int n, double* d, double* e)
{
int l, k, j, i;
double scale, hh, h, g, f;
-
+
for (i = n-1; i >= 1; i--)
{
l = i - 1;
@@ -188,7 +188,7 @@ void tqli(double* d, double* e, int n, double** z)
{
int m, l, iter, i, k;
double s, r, p, g, f, dd, c, b;
-
+
for (i = 1; i < n; i++)
e[i-1] = e[i];
e[n-1] = 0.0;
@@ -253,23 +253,23 @@ void pca_project(double** data, int n, int m, int ncomponents)
{
int i, j, k, k2;
double **symmat, **symmat2, *evals, *interm;
-
+
//TODO: assert ncomponents < m
-
+
symmat = (double**) malloc(m*sizeof(double*));
for (i = 0; i < m; i++)
symmat[i] = (double*) malloc(m*sizeof(double));
-
+
covcol(data, n, m, symmat);
-
+
/*********************************************************************
Eigen-reduction
**********************************************************************/
-
+
/* Allocate storage for dummy and new vectors. */
evals = (double*) malloc(m*sizeof(double)); /* Storage alloc. for vector of eigenvalues */
interm = (double*) malloc(m*sizeof(double)); /* Storage alloc. for 'intermediate' vector */
- //MALLOC_ARRAY(symmat2,m,m,double);
+ //MALLOC_ARRAY(symmat2,m,m,double);
//for (i = 0; i < m; i++) {
// for (j = 0; j < m; j++) {
// symmat2[i][j] = symmat[i][j]; /* Needed below for col. projections */
@@ -278,7 +278,7 @@ void pca_project(double** data, int n, int m, int ncomponents)
tred2(symmat, m, evals, interm); /* Triangular decomposition */
tqli(evals, interm, m, symmat); /* Reduction of sym. trid. matrix */
/* evals now contains the eigenvalues,
-columns of symmat now contain the associated eigenvectors. */
+columns of symmat now contain the associated eigenvectors. */
/*
printf("\nEigenvalues:\n");
@@ -289,7 +289,7 @@ columns of symmat now contain the associated eigenvectors. */
printf("Eigenvalues are often expressed as cumulative\n");
printf("percentages, representing the 'percentage variance\n");
printf("explained' by the associated axis or principal component.)\n");
-
+
printf("\nEigenvectors:\n");
printf("(First three; their definition in terms of original vbes.)\n");
for (j = 0; j < m; j++) {
@@ -310,7 +310,7 @@ for (i = 0; i < n; i++) {
}
}
-/*
+/*
printf("\nProjections of row-points on first 3 prin. comps.:\n");
for (i = 0; i < n; i++) {
for (j = 0; j < 3; j++) {