2019-04-03 20:37:47 +00:00
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/*
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* Copyright (c) 2015-2019 Sergey Bakhurin
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* Digital Signal Processing Library [http://dsplib.org]
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*
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* This file is part of DSPL.
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*
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* is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* DSPL is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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2020-07-23 18:55:02 +00:00
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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2019-04-03 20:37:47 +00:00
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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2020-07-23 18:55:02 +00:00
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* along with Foobar. If not, see <http://www.gnu.org/licenses/>.
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2019-04-03 20:37:47 +00:00
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*/
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#include <stdio.h>
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#include <stdlib.h>
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#include <string.h>
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#include "dspl.h"
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2020-04-14 17:01:23 +00:00
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2020-07-23 18:55:02 +00:00
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#ifdef DOXYGEN_ENGLISH
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/*! ****************************************************************************
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2020-04-14 17:01:23 +00:00
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\ingroup SPEC_MATH_STAT_GROUP
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\fn int find_max_abs(double* a, int n, double* m, int* ind)
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\brief Find maximum absolute value from the real vector `a`
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Function searches maximum absolute value in the real vector `a`.
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This value writes to the address `m` and index keeps to te address `ind`.
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2020-07-23 18:55:02 +00:00
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\param[in] a
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Pointer to the real vector `a`. \n
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Vector size is `[n x 1]`. \n \n
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\param[in] n
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Size of the input vector `a`. \n \n
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2020-04-14 17:01:23 +00:00
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2020-07-23 18:55:02 +00:00
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\param[out] m
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Pointer to the variable which keeps vector `a`
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maximum absolute value. \n
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Pointer can be `NULL`, maximum value will not return
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in this case. \n \n
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2020-04-14 17:01:23 +00:00
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2020-07-23 18:55:02 +00:00
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\param[out] ind
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Pointer to the variable which keeps index of a
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maximum absolute value inside vector `a`. \n
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Pointer can be `NULL`, index will not return
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in this case. \n \n
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2020-04-14 17:01:23 +00:00
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\return
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`RES_OK` if function calculates successfully,
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else \ref ERROR_CODE_GROUP "code error".
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Example:
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\code{.cpp}
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2020-07-23 18:55:02 +00:00
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double a[5] = {0.0, 2.0, -5.0, 4.0, 2.0};
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double m;
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int ind;
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find_max_abs(a, 5, &m, &ind);
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printf("\n\nmax absolute value: %8.1f (index %d)", m, ind);
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2020-04-14 17:01:23 +00:00
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\endcode
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As result the variable `m` will keep value `5`,
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and variable `ind` will keep `2`.
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\author Sergey Bakhurin www.dsplib.org
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2020-07-23 18:55:02 +00:00
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***************************************************************************** */
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#endif
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#ifdef DOXYGEN_RUSSIAN
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/*! ****************************************************************************
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\ingroup SPEC_MATH_STAT_GROUP
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\fn int find_max_abs(double* a, int n, double* m, int* ind)
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\brief Поиск максимального по модулю элемента вещественного вектора `a`
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Функция производит поиск максимального по модулю значения вектора `a`. \n
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Максимальное по модулю значение `max|a[k]|` сохраняется по адресу `m`, а индекс
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данного значения в векторе `a` сохраняется по адресу `ind`. \n
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\param[in] a
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Указатель на вещественный вектор `a`. \n
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Размер вектора `[n x 1]`. \n \n
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\param[in] n
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Размер входного вектора `a`. \n \n
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\param[out] m
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Указатель на адрес памяти, в который сохранить
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максимальное по модулю значение вектора `a`. \n
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Указатель может быть `NULL`, в этом случае максимальное по модулю значение
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не сохраняется. \n \n
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\param[out] ind Указатель на переменную, в которую будет сохранен
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индекс максимального по модулю значению вектора `a`. \n
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Указатель может быть `NULL`, в этом случае индекс не возвращается. \n \n
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\return
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`RES_OK` если функция выполнена успешно. \n
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В противном случае \ref ERROR_CODE_GROUP "код ошибки".
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Пример:
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\code{.cpp}
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double a[5] = {0.0, 2.0, -5.0, 4.0, 2.0};
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double m;
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int ind;
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find_max_abs(a, 5, &m, &ind);
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printf("\n\nmax absolute value: %8.1f (index %d)", m, ind);
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\endcode
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В результате в переменную `m` будет записано значение `5`,
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а в переменную `ind` значение `2`.
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\author Бахурин Сергей. www.dsplib.org
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***************************************************************************** */
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#endif
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2020-04-14 17:01:23 +00:00
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int DSPL_API find_max_abs(double* a, int n, double* m, int* ind)
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{
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2020-07-23 18:55:02 +00:00
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int k, i;
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double t;
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if(!a)
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return ERROR_PTR;
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if(n < 1)
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return ERROR_SIZE;
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t = fabs(a[0]);
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i = 0;
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for(k = 1; k < n; k++)
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2020-04-14 17:01:23 +00:00
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{
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2020-07-23 18:55:02 +00:00
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if(fabs(a[k]) > t)
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{
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t = fabs(a[k]);
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i = k;
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}
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2020-04-14 17:01:23 +00:00
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}
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2020-07-23 18:55:02 +00:00
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if(m)
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*m = t;
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if(ind)
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*ind = i;
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return RES_OK;
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2020-04-14 17:01:23 +00:00
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}
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2020-07-23 18:55:02 +00:00
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#ifdef DOXYGEN_ENGLISH
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#endif
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#ifdef DOXYGEN_RUSSIAN
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#endif
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2019-04-03 20:37:47 +00:00
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int DSPL_API histogram(double* x, int n, int nh, double* pedges, double* ph)
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{
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2020-07-23 18:55:02 +00:00
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double xmin, xmax;
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int k, ind;
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int res;
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if(!x || !pedges || !ph)
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return ERROR_PTR;
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if(n<1 || nh<1)
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return ERROR_SIZE;
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res = minmax(x, n, &xmin, &xmax);
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if(res != RES_OK)
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return res;
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res = linspace(xmin, xmax, nh+1, DSPL_SYMMETRIC, pedges);
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if(res != RES_OK)
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return res;
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memset(ph, 0, nh*sizeof(double));
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for(k = 0; k < n; k++)
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{
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ind = 0;
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while(ind<nh && x[k]>=pedges[ind])
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ind++;
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ph[ind-1]+=1.0;
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}
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return RES_OK;
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2019-04-03 20:37:47 +00:00
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}
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2020-07-23 18:55:02 +00:00
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#ifdef DOXYGEN_ENGLISH
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#endif
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#ifdef DOXYGEN_RUSSIAN
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#endif
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2019-04-03 20:37:47 +00:00
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int DSPL_API histogram_norm(double* y, int n, int nh, double* x, double* w)
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{
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2020-07-23 18:55:02 +00:00
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double *pedges = NULL;
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int k, res;
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if(!y || !x || !w)
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return ERROR_PTR;
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if(n<1 || nh<1)
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return ERROR_SIZE;
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pedges = (double*)malloc((nh+1)*sizeof(double));
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res = histogram(y, n, nh, pedges, w);
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if(res != RES_OK)
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goto exit_label;
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for(k = 1; k < nh+1; k++)
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{
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x[k-1] = 0.5*(pedges[k] + pedges[k-1]);
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w[k-1] /= ((double)n * (pedges[k] - pedges[k-1]));
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}
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res = RES_OK;
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exit_label:
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if(pedges)
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free(pedges);
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return res;
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2019-04-03 20:37:47 +00:00
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}
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2020-09-24 07:37:02 +00:00
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#ifdef DOXYGEN_ENGLISH
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2020-10-01 20:32:25 +00:00
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/*! ****************************************************************************
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\ingroup SPEC_MATH_STAT_GROUP
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\fn int mean(double* x, int n, double* m)
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\brief Calculates the mean of the input vector `x`
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Function calculates the mean value
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\f[
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2020-10-02 13:17:28 +00:00
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m = \frac{1}{n}\sum_{i = 0}^{n-1} x(i)
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2020-10-01 20:32:25 +00:00
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\f]
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\param[in] x
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Pointer to the real input vector `x`. \n
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Vector size is `[n x 1]`. \n \n
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2020-09-24 07:37:02 +00:00
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2020-10-01 20:32:25 +00:00
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\param[in] n
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Size of input vector `x`. \n \n
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\param[out] m
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Pointer to the variable which keeps vector `x` mean value.\n
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Memory must be allocated. \n \n
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`RES_OK` if function calculates successfully,
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else \ref ERROR_CODE_GROUP "code error".
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Example:
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\code{.cpp}
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double a[5] = {0.0, 1.0, 2.0, 3.0, 4.0};
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double m;
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mean(a, 5, &m);
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printf("\n\n Mean value: %8.1f\n", m);
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\endcode
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As result the variable `m` will keep value `2`.
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\author Sergey Bakhurin www.dsplib.org
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***************************************************************************** */
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2020-09-24 07:37:02 +00:00
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#endif
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#ifdef DOXYGEN_RUSSIAN
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2020-10-01 20:32:25 +00:00
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/*! ****************************************************************************
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\ingroup SPEC_MATH_STAT_GROUP
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\fn int mean(double* x, int n, double* m)
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\brief Выборочная оценка математического ожидания вещественного вектора `x`
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Функция рассчитывает оценку математического ожидания
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\f[
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2020-10-02 13:17:28 +00:00
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m = \frac{1}{n} \sum_{i = 0}^{n-1} x(i)
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2020-10-01 20:32:25 +00:00
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\f]
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\param[in] x
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Указатель на вещественный вектор `x`. \n
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Размер вектора `[n x 1]`. \n \n
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\param[in] n
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Размер входного вектора `x`. \n \n
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\param[out] m
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Указатель на адрес памяти, в который сохранить
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рассчитанное значение математического ожидания вектора `x`. \n
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Память должна быть выделена. \n \n
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2020-09-24 07:37:02 +00:00
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2020-10-01 20:32:25 +00:00
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\return
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`RES_OK` если функция выполнена успешно. \n
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В противном случае \ref ERROR_CODE_GROUP "код ошибки".
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Пример:
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\code{.cpp}
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double a[5] = {0.0, 1.0, 2.0, 3.0, 4.0};
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double m;
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mean(a, 5, &m);
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printf("\n\n Mean value: %8.1f\n", m);
|
|
|
|
|
\endcode
|
|
|
|
|
В результате в переменную `m` будет записано значение `2`.
|
|
|
|
|
|
|
|
|
|
\author Бахурин Сергей. www.dsplib.org
|
|
|
|
|
***************************************************************************** */
|
2020-09-24 07:37:02 +00:00
|
|
|
|
#endif
|
|
|
|
|
int DSPL_API mean(double* x, int n, double* m)
|
|
|
|
|
{
|
|
|
|
|
int k;
|
|
|
|
|
double sum;
|
|
|
|
|
if(!x || !m)
|
|
|
|
|
return ERROR_PTR;
|
|
|
|
|
if(n<1)
|
|
|
|
|
return ERROR_SIZE;
|
|
|
|
|
|
|
|
|
|
sum = x[0];
|
|
|
|
|
for(k = 1; k < n; k++)
|
|
|
|
|
sum += x[k];
|
|
|
|
|
|
|
|
|
|
(*m) = sum / (double)n;
|
|
|
|
|
return RES_OK;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2020-10-02 13:17:28 +00:00
|
|
|
|
|
2020-09-24 07:37:02 +00:00
|
|
|
|
#ifdef DOXYGEN_ENGLISH
|
2020-10-01 20:32:25 +00:00
|
|
|
|
/*! ****************************************************************************
|
|
|
|
|
\ingroup SPEC_MATH_STAT_GROUP
|
|
|
|
|
\fn int mean_cmplx(complex_t* x, int n, complex_t* m)
|
|
|
|
|
\brief Calculates the mean of the complex input vector `x`
|
|
|
|
|
|
|
|
|
|
Function calculates the mean value
|
|
|
|
|
\f[
|
2020-10-02 13:17:28 +00:00
|
|
|
|
m = \frac{1}{n}\sum_{i = 0}^{n-1} x(i)
|
2020-10-01 20:32:25 +00:00
|
|
|
|
\f]
|
|
|
|
|
|
|
|
|
|
\param[in] x
|
|
|
|
|
Pointer to the complex input vector `x`. \n
|
|
|
|
|
Vector size is `[n x 1]`. \n \n
|
|
|
|
|
|
|
|
|
|
\param[in] n
|
|
|
|
|
Size of input vector `x`. \n \n
|
|
|
|
|
|
|
|
|
|
\param[out] m
|
|
|
|
|
Pointer to the variable which keeps vector `x` mean value.\n
|
|
|
|
|
Memory must be allocated. \n \n
|
2020-09-24 07:37:02 +00:00
|
|
|
|
|
2020-10-01 20:32:25 +00:00
|
|
|
|
`RES_OK` if function calculates successfully,
|
|
|
|
|
else \ref ERROR_CODE_GROUP "code error".
|
|
|
|
|
|
|
|
|
|
Example:
|
|
|
|
|
\code{.cpp}
|
|
|
|
|
complex_t a[3] = {{0.0, -1.0}, {1.0, 2.0}, {3.0, 5.0}};
|
|
|
|
|
complex_t m;
|
|
|
|
|
mean_cmplx(a, 3, &m);
|
|
|
|
|
printf("\n\n Mean value: %8.1f%+3.1fj\n", RE(m), IM(m));
|
|
|
|
|
\endcode
|
|
|
|
|
As result the variable `m` will keep value `1 + 3j`.
|
|
|
|
|
|
|
|
|
|
\author Sergey Bakhurin www.dsplib.org
|
|
|
|
|
***************************************************************************** */
|
2020-09-24 07:37:02 +00:00
|
|
|
|
#endif
|
|
|
|
|
#ifdef DOXYGEN_RUSSIAN
|
2020-10-01 20:32:25 +00:00
|
|
|
|
/*! ****************************************************************************
|
|
|
|
|
\ingroup SPEC_MATH_STAT_GROUP
|
|
|
|
|
\fn int mean_cmplx(complex_t* x, int n, complex_t* m)
|
|
|
|
|
\brief Выборочная оценка математического ожидания комплексного вектора `x`
|
|
|
|
|
|
|
|
|
|
Функция рассчитывает оценку математического ожидания
|
|
|
|
|
\f[
|
2020-10-02 13:17:28 +00:00
|
|
|
|
m = \frac{1}{n} \sum_{i = 0}^{n-1} x(i)
|
2020-10-01 20:32:25 +00:00
|
|
|
|
\f]
|
|
|
|
|
|
|
|
|
|
\param[in] x
|
|
|
|
|
Указатель на комплексный вектор `x`. \n
|
|
|
|
|
Размер вектора `[n x 1]`. \n \n
|
|
|
|
|
|
|
|
|
|
\param[in] n
|
|
|
|
|
Размер входного вектора `x`. \n \n
|
|
|
|
|
|
|
|
|
|
\param[out] m
|
|
|
|
|
Указатель на адрес памяти, в который сохранить
|
|
|
|
|
рассчитанное значение математического ожидания вектора `x`. \n
|
|
|
|
|
Память должна быть выделена. \n \n
|
2020-09-24 07:37:02 +00:00
|
|
|
|
|
2020-10-01 20:32:25 +00:00
|
|
|
|
\return
|
|
|
|
|
`RES_OK` если функция выполнена успешно. \n
|
|
|
|
|
В противном случае \ref ERROR_CODE_GROUP "код ошибки".
|
|
|
|
|
|
|
|
|
|
Пример:
|
|
|
|
|
\code{.cpp}
|
|
|
|
|
complex_t a[3] = {{0.0, -1.0}, {1.0, 2.0}, {3.0, 5.0}};
|
|
|
|
|
complex_t m;
|
|
|
|
|
mean_cmplx(a, 3, &m);
|
|
|
|
|
printf("\n\n Mean value: %8.1f%+3.1fj\n", RE(m), IM(m));
|
|
|
|
|
\endcode
|
|
|
|
|
В результате в переменную `m` будет записано значение `1 + 3j`.
|
|
|
|
|
|
|
|
|
|
\author Бахурин Сергей. www.dsplib.org
|
|
|
|
|
***************************************************************************** */
|
2020-09-24 07:37:02 +00:00
|
|
|
|
#endif
|
|
|
|
|
int DSPL_API mean_cmplx(complex_t* x, int n, complex_t* m)
|
|
|
|
|
{
|
|
|
|
|
int k;
|
|
|
|
|
complex_t sum;
|
|
|
|
|
if(!x || !m)
|
|
|
|
|
return ERROR_PTR;
|
|
|
|
|
if(n<1)
|
|
|
|
|
return ERROR_SIZE;
|
|
|
|
|
|
|
|
|
|
RE(sum) = RE(x[0]);
|
|
|
|
|
IM(sum) = IM(x[0]);
|
|
|
|
|
for(k = 1; k < n; k++)
|
|
|
|
|
{
|
|
|
|
|
RE(sum) += RE(x[k]);
|
|
|
|
|
IM(sum) += IM(x[k]);
|
|
|
|
|
}
|
|
|
|
|
RE(sum) /= (double)n;
|
|
|
|
|
IM(sum) /= (double)n;
|
|
|
|
|
memcpy(m, sum, sizeof(complex_t));
|
|
|
|
|
|
|
|
|
|
return RES_OK;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2020-10-02 13:17:28 +00:00
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2020-07-23 18:55:02 +00:00
|
|
|
|
#ifdef DOXYGEN_ENGLISH
|
|
|
|
|
|
|
|
|
|
#endif
|
|
|
|
|
#ifdef DOXYGEN_RUSSIAN
|
|
|
|
|
|
|
|
|
|
#endif
|
2019-04-03 20:37:47 +00:00
|
|
|
|
int DSPL_API minmax(double* x, int n, double* xmin, double* xmax)
|
|
|
|
|
{
|
2020-07-23 18:55:02 +00:00
|
|
|
|
int k;
|
|
|
|
|
double min, max;
|
|
|
|
|
|
|
|
|
|
if(!x)
|
|
|
|
|
return ERROR_PTR;
|
|
|
|
|
|
|
|
|
|
if(n<1)
|
|
|
|
|
return ERROR_SIZE;
|
|
|
|
|
|
|
|
|
|
min = max = x[0];
|
|
|
|
|
for(k = 1; k < n; k++)
|
|
|
|
|
{
|
|
|
|
|
min = x[k] < min ? x[k] : min;
|
|
|
|
|
max = x[k] > max ? x[k] : max;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if(xmin)
|
|
|
|
|
*xmin = min;
|
|
|
|
|
if(xmax)
|
|
|
|
|
*xmax = max;
|
|
|
|
|
|
|
|
|
|
return RES_OK;
|
2020-09-04 11:43:44 +00:00
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
2020-10-02 13:17:28 +00:00
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2020-09-24 07:37:02 +00:00
|
|
|
|
#ifdef DOXYGEN_ENGLISH
|
2020-10-02 13:17:28 +00:00
|
|
|
|
/*! ****************************************************************************
|
|
|
|
|
\ingroup SPEC_MATH_STAT_GROUP
|
|
|
|
|
\fn int std(double* x, int n, double* s)
|
|
|
|
|
\brief Calculates the standard deviation of the input vector `x`
|
2020-09-24 07:37:02 +00:00
|
|
|
|
|
2020-10-02 13:17:28 +00:00
|
|
|
|
Function calculates the the standard deviation value
|
|
|
|
|
\f[
|
|
|
|
|
s = \sqrt{\frac{1}{n-1} \sum_{i = 0}^{n-1} \big(x(i) - \mu \big)^2},
|
|
|
|
|
\f]
|
|
|
|
|
here \f$\mu\f$ - mean value of the vector `x`:
|
|
|
|
|
\f[
|
|
|
|
|
\mu = \frac{1}{n} \sum_{i = 0}^{n-1} x(i).
|
|
|
|
|
\f]
|
|
|
|
|
|
|
|
|
|
\param[in] x
|
|
|
|
|
Pointer to the real input vector `x`. \n
|
|
|
|
|
Vector size is `[n x 1]`. \n \n
|
|
|
|
|
|
|
|
|
|
\param[in] n
|
|
|
|
|
Size of input vector `x`. \n \n
|
|
|
|
|
|
|
|
|
|
\param[out] s
|
|
|
|
|
Pointer to the variable which keeps vector `x` standard deviation value.\n
|
|
|
|
|
Memory must be allocated. \n \n
|
|
|
|
|
|
|
|
|
|
`RES_OK` if function calculates successfully,
|
|
|
|
|
else \ref ERROR_CODE_GROUP "code error".
|
|
|
|
|
|
|
|
|
|
Example:
|
|
|
|
|
\code{.cpp}
|
|
|
|
|
double a[5] = {0.0, 1.0, 2.0, 3.0, 4.0};
|
|
|
|
|
double s;
|
|
|
|
|
std(a, 5, &s);
|
|
|
|
|
printf("\n\n Standard deviation value: %8.1f\n", s);
|
|
|
|
|
\endcode
|
|
|
|
|
As result the variable `s` will keep value `1.5811`.
|
|
|
|
|
|
|
|
|
|
\author Sergey Bakhurin www.dsplib.org
|
|
|
|
|
***************************************************************************** */#endif
|
2020-09-24 07:37:02 +00:00
|
|
|
|
#ifdef DOXYGEN_RUSSIAN
|
2020-10-02 13:17:28 +00:00
|
|
|
|
/*! ****************************************************************************
|
|
|
|
|
\ingroup SPEC_MATH_STAT_GROUP
|
|
|
|
|
\fn int std(double* x, int n, double* s)
|
|
|
|
|
\brief Выборочная оценка стандартного отклонения вещественного вектора `x`
|
|
|
|
|
|
|
|
|
|
Функция рассчитывает оценку стандартного отклонения
|
|
|
|
|
\f[
|
|
|
|
|
s = \sqrt{\frac{1}{n-1} \sum_{i = 0}^{n-1} \big(x(i) - \mu \big)^2},
|
|
|
|
|
\f]
|
|
|
|
|
где \f$\mu\f$ - выборочная оценка математического ожидания вектора `x`:
|
|
|
|
|
\f[
|
|
|
|
|
\mu = \frac{1}{n} \sum_{i = 0}^{n-1} x(i).
|
|
|
|
|
\f]
|
|
|
|
|
|
|
|
|
|
\param[in] x
|
|
|
|
|
Указатель на вещественный вектор `x`. \n
|
|
|
|
|
Размер вектора `[n x 1]`. \n \n
|
|
|
|
|
|
|
|
|
|
\param[in] n
|
|
|
|
|
Размер входного вектора `x`. \n \n
|
|
|
|
|
|
|
|
|
|
\param[out] s
|
|
|
|
|
Указатель на адрес памяти, в который сохранить
|
|
|
|
|
рассчитанное значение стандартного отклонения вектора `x`. \n
|
|
|
|
|
Память должна быть выделена. \n \n
|
2020-09-24 07:37:02 +00:00
|
|
|
|
|
2020-10-02 13:17:28 +00:00
|
|
|
|
\return
|
|
|
|
|
`RES_OK` если функция выполнена успешно. \n
|
|
|
|
|
В противном случае \ref ERROR_CODE_GROUP "код ошибки".
|
|
|
|
|
|
|
|
|
|
Пример:
|
|
|
|
|
\code{.cpp}
|
|
|
|
|
double a[5] = {0.0, 1.0, 2.0, 3.0, 4.0};
|
|
|
|
|
double s;
|
|
|
|
|
std(a, 5, &s);
|
|
|
|
|
printf("\n\n Standard deviation value: %8.1f\n", s);
|
|
|
|
|
\endcode
|
|
|
|
|
В результате в переменную `s` будет записано значение `1.5811`.
|
|
|
|
|
|
|
|
|
|
\author Бахурин Сергей. www.dsplib.org
|
|
|
|
|
***************************************************************************** */
|
2020-09-24 07:37:02 +00:00
|
|
|
|
#endif
|
|
|
|
|
int DSPL_API std(double* x, int n, double* s)
|
|
|
|
|
{
|
|
|
|
|
int k, err;
|
|
|
|
|
double sum, m;
|
|
|
|
|
err = mean(x, n, &m);
|
|
|
|
|
if(err != RES_OK)
|
|
|
|
|
goto exit_label;
|
|
|
|
|
sum = (x[0] - m) * (x[0] - m);
|
|
|
|
|
for(k = 1; k < n; k++)
|
|
|
|
|
sum += (x[k] - m) * (x[k] - m);
|
|
|
|
|
(*s) = sqrt(sum / (double)(n-1));
|
|
|
|
|
exit_label:
|
|
|
|
|
return err;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2020-10-02 13:17:28 +00:00
|
|
|
|
|
|
|
|
|
|
2020-09-24 07:37:02 +00:00
|
|
|
|
#ifdef DOXYGEN_ENGLISH
|
2020-10-02 13:17:28 +00:00
|
|
|
|
/*! ****************************************************************************
|
|
|
|
|
\ingroup SPEC_MATH_STAT_GROUP
|
|
|
|
|
\fn int std_cmplx(complex_t* x, int n, double* s)
|
|
|
|
|
\brief Calculates the standard deviation of the complex input vector `x`
|
2020-09-24 07:37:02 +00:00
|
|
|
|
|
2020-10-02 13:17:28 +00:00
|
|
|
|
Function calculates the the standard deviation value
|
|
|
|
|
\f[
|
|
|
|
|
s = \sqrt{\frac{1}{n-1} \sum_{i = 0}^{n-1} \big|x(i) - \mu \big|^2},
|
|
|
|
|
\f]
|
|
|
|
|
here \f$\mu\f$ - mean value of the vector `x`:
|
|
|
|
|
\f[
|
|
|
|
|
\mu = \frac{1}{n} \sum_{i = 0}^{n-1} x(i).
|
|
|
|
|
\f]
|
|
|
|
|
|
|
|
|
|
\param[in] x
|
|
|
|
|
Pointer to the complex input vector `x`. \n
|
|
|
|
|
Vector size is `[n x 1]`. \n \n
|
|
|
|
|
|
|
|
|
|
\param[in] n
|
|
|
|
|
Size of input vector `x`. \n \n
|
|
|
|
|
|
|
|
|
|
\param[out] s
|
|
|
|
|
Pointer to the variable which keeps vector `x` standard deviation value.\n
|
|
|
|
|
Memory must be allocated. \n \n
|
|
|
|
|
|
|
|
|
|
`RES_OK` if function calculates successfully,
|
|
|
|
|
else \ref ERROR_CODE_GROUP "code error".
|
|
|
|
|
|
|
|
|
|
Example:
|
|
|
|
|
\code{.cpp}
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complex_t a[3] = {{0.0, -1.0}, {1.0, 2.0}, {3.0, 5.0}};
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double s;
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std_cmplx(a, 3, &s);
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printf("\n\n Standard deviation value: %8.1f\n", s);
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\endcode
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As result the variable `s` will keep value `3.3665`.
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\author Sergey Bakhurin www.dsplib.org
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***************************************************************************** */#endif
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2020-09-24 07:37:02 +00:00
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#ifdef DOXYGEN_RUSSIAN
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2020-10-02 13:17:28 +00:00
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/*! ****************************************************************************
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\ingroup SPEC_MATH_STAT_GROUP
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\fn int std_cmplx(complex_t* x, int n, double* s)
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\brief Выборочная оценка стандартного отклонения комплексного вектора `x`
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Функция рассчитывает оценку стандартного отклонения
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\f[
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s = \sqrt{\frac{1}{n-1} \sum_{i = 0}^{n-1} \big|x(i) - \mu \big|^2},
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\f]
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где \f$\mu\f$ - выборочная оценка математического ожидания вектора `x`:
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\f[
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\mu = \frac{1}{n} \sum_{i = 0}^{n-1} x(i).
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\f]
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\note Для комплексного вектора данных, величина стандартного отклонения
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всегда вещественная и неотрицательная.
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\param[in] x
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Указатель на комплексный вектор `x`. \n
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Размер вектора `[n x 1]`. \n \n
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\param[in] n
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Размер входного вектора `x`. \n \n
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\param[out] s
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Указатель на адрес памяти, в который сохранить
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рассчитанное значение стандартного отклонения вектора `x`. \n
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Память должна быть выделена. \n \n
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\return
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`RES_OK` если функция выполнена успешно. \n
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В противном случае \ref ERROR_CODE_GROUP "код ошибки".
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2020-09-24 07:37:02 +00:00
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2020-10-02 13:17:28 +00:00
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Пример:
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\code{.cpp}
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complex_t a[3] = {{0.0, -1.0}, {1.0, 2.0}, {3.0, 5.0}};
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double s;
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std_cmplx(a, 3, &s);
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printf("\n\n Standard deviation value: %8.1f\n", s);
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\endcode
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В результате в переменную `s` будет записано значение `3.3665`.
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\author Бахурин Сергей. www.dsplib.org
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***************************************************************************** */
|
2020-09-24 07:37:02 +00:00
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#endif
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int DSPL_API std_cmplx(complex_t* x, int n, double* s)
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{
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int k, err;
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complex_t tmp, m;
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double sum;
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err = mean_cmplx(x, n, &m);
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if(err != RES_OK)
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goto exit_label;
|
2020-10-02 13:17:28 +00:00
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sum = 0.0;
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for(k = 0; k < n; k++)
|
2020-09-24 07:37:02 +00:00
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{
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RE(tmp) = RE(x[k]) - RE(m);
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IM(tmp) = IM(x[k]) - IM(m);
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sum += ABSSQR(tmp);
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}
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*s = sqrt(sum / (double)(n-1));
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exit_label:
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return err;
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}
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2020-09-04 11:43:44 +00:00
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