libdspl-2.0/dspl/src/math_stat/stat_std_cmplx.c

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/*
* Copyright (c) 2015-2024 Sergey Bakhurin
* Digital Signal Processing Library [http://dsplib.org]
*
* This file is part of DSPL.
*
* 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.
*
* DSPL 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 Foobar. If not, see <http://www.gnu.org/licenses/>.
*/
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include "dspl.h"
#ifdef DOXYGEN_ENGLISH
/*! ****************************************************************************
\ingroup SPEC_MATH_STAT_GROUP
\brief Calculates the standard deviation of the complex input vector `x`
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}
complex_t a[3] = {{0.0, -1.0}, {1.0, 2.0}, {3.0, 5.0}};
double s;
stat_std_cmplx(a, 3, &s);
printf("\n\n Standard deviation value: %8.1f\n", s);
\endcode
As result the variable `s` will keep value `3.3665`.
\author Sergey Bakhurin www.dsplib.org
***************************************************************************** */
#endif
#ifdef DOXYGEN_RUSSIAN
/*! ****************************************************************************
\ingroup SPEC_MATH_STAT_GROUP
\brief Выборочная оценка стандартного отклонения комплексного 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]
\note Для комплексного вектора данных, величина стандартного отклонения
всегда вещественная и неотрицательная.
\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] s
Указатель на адрес памяти, в который сохранить
рассчитанное значение стандартного отклонения вектора `x`. \n
Память должна быть выделена. \n \n
\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}};
double s;
stat_std_cmplx(a, 3, &s);
printf("\n\n Standard deviation value: %8.1f\n", s);
\endcode
В результате в переменную `s` будет записано значение `3.3665`.
\author Бахурин Сергей. www.dsplib.org
***************************************************************************** */
#endif
int DSPL_API stat_std_cmplx(complex_t* x, int n, double* s)
{
int k, err;
complex_t tmp, m;
double sum;
err = mean_cmplx(x, n, &m);
if(err != RES_OK)
goto exit_label;
sum = 0.0;
for(k = 0; k < n; k++)
{
RE(tmp) = RE(x[k]) - RE(m);
IM(tmp) = IM(x[k]) - IM(m);
sum += ABSSQR(tmp);
}
*s = sqrt(sum / (double)(n-1));
exit_label:
return err;
}