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authorAnkit Raj2017-06-21 10:26:59 +0530
committerAnkit Raj2017-06-21 10:26:59 +0530
commit958577cac90a99124cd673fde1926781d966d91f (patch)
tree134d9fe7f5b97a647cb055bb7b4c21820a749f49 /src/c/signalProcessing/lev
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Updated Scilab2C
Diffstat (limited to 'src/c/signalProcessing/lev')
-rw-r--r--src/c/signalProcessing/lev/Makefile.am76
-rw-r--r--src/c/signalProcessing/lev/Makefile.in773
-rw-r--r--src/c/signalProcessing/lev/cleva.c85
-rw-r--r--src/c/signalProcessing/lev/cleva2.c83
-rw-r--r--src/c/signalProcessing/lev/dleva.c67
-rw-r--r--src/c/signalProcessing/lev/dleva2.c65
-rw-r--r--src/c/signalProcessing/lev/sleva.c66
-rw-r--r--src/c/signalProcessing/lev/sleva2.c64
-rw-r--r--src/c/signalProcessing/lev/testDoubleLev.c199
-rw-r--r--src/c/signalProcessing/lev/testFloatLev.c198
-rw-r--r--src/c/signalProcessing/lev/test_DoubleLev/testDoubleLev.vcxproj178
-rw-r--r--src/c/signalProcessing/lev/test_DoubleLev/testDoubleLev.vcxproj.filters22
-rw-r--r--src/c/signalProcessing/lev/test_FloatLev/testFloatLev.vcxproj178
-rw-r--r--src/c/signalProcessing/lev/test_FloatLev/testFloatLev.vcxproj.filters22
-rw-r--r--src/c/signalProcessing/lev/zleva.c86
-rw-r--r--src/c/signalProcessing/lev/zleva2.c83
16 files changed, 2245 insertions, 0 deletions
diff --git a/src/c/signalProcessing/lev/Makefile.am b/src/c/signalProcessing/lev/Makefile.am
new file mode 100644
index 0000000..6915712
--- /dev/null
+++ b/src/c/signalProcessing/lev/Makefile.am
@@ -0,0 +1,76 @@
+##
+## Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+## Copyright (C) 2008 - INRIA - Arnaud TORSET
+##
+## This file must be used under the terms of the CeCILL.
+## This source file is licensed as described in the file COPYING, which
+## you should have received as part of this distribution. The terms
+## are also available at
+## http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+##
+##
+
+
+
+
+libLev_la_CFLAGS = -I $(top_builddir)/src/c/type \
+ -I $(top_builddir)/src/c/matrixOperations/includes \
+ -I $(top_builddir)/src/c/operations/includes \
+ -I $(top_builddir)/src/c/auxiliaryFunctions/includes \
+ -I $(top_builddir)/src/c/elementaryFunctions/includes \
+ -I $(top_builddir)/src/c/signalProcessing/includes
+
+
+instdir = $(top_builddir)/lib
+
+
+pkglib_LTLIBRARIES = libLev.la
+
+HEAD = ../includes/lev.h
+
+
+libLev_la_SOURCES = $(HEAD) \
+ dleva.c\
+ sleva.c\
+ zleva.c\
+ cleva.c\
+ dleva2.c
+
+
+###############
+#### Check ####
+###############
+check_PROGRAMS = testDoubleLev testFloatLev
+
+
+check_LDADD = $(top_builddir)/src/c/type/libDoubleComplex.la \
+ $(top_builddir)/src/c/type/libFloatComplex.la \
+ $(top_builddir)/src/fortran/blas/libsciblas.la \
+ $(top_builddir)/src/fortran/lapack/libscilapack.la \
+ $(top_builddir)/src/c/auxiliaryFunctions/conj/libConj.la \
+ $(top_builddir)/src/c/operations/addition/libAddition.la \
+ $(top_builddir)/src/c/operations/multiplication/libMultiplication.la \
+ $(top_builddir)/src/c/operations/subtraction/libSubtraction.la \
+ $(top_builddir)/src/c/operations/division/libDivision.la \
+ $(top_builddir)/src/c/signalProcessing/lev/libLev.la \
+ @LIBMATH@
+
+
+check_INCLUDES = -I $(top_builddir)/src/c/type \
+ -I $(top_builddir)/src/c/signalProcessing/includes \
+ -I $(top_builddir)/src/c/matrixOperations/includes \
+ -I $(top_builddir)/src/c/operations/includes \
+ -I $(top_builddir)/src/c/auxiliaryFunctions/includes
+
+
+
+testDoubleLev_SOURCES = testDoubleLev.c
+testDoubleLev_LDADD = $(check_LDADD)
+testDoubleLev_CFLAGS = $(check_INCLUDES)
+
+testFloatLev_SOURCES = testFloatLev.c
+testFloatLev_LDADD = $(check_LDADD)
+testFloatLev_CFLAGS = $(check_INCLUDES)
+
+
+TESTS = testDoubleLev testFloatLev
diff --git a/src/c/signalProcessing/lev/Makefile.in b/src/c/signalProcessing/lev/Makefile.in
new file mode 100644
index 0000000..3828003
--- /dev/null
+++ b/src/c/signalProcessing/lev/Makefile.in
@@ -0,0 +1,773 @@
+# Makefile.in generated by automake 1.11.1 from Makefile.am.
+# @configure_input@
+
+# Copyright (C) 1994, 1995, 1996, 1997, 1998, 1999, 2000, 2001, 2002,
+# 2003, 2004, 2005, 2006, 2007, 2008, 2009 Free Software Foundation,
+# Inc.
+# This Makefile.in is free software; the Free Software Foundation
+# gives unlimited permission to copy and/or distribute it,
+# with or without modifications, as long as this notice is preserved.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY, to the extent permitted by law; without
+# even the implied warranty of MERCHANTABILITY or FITNESS FOR A
+# PARTICULAR PURPOSE.
+
+@SET_MAKE@
+
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+am__cd = CDPATH="$${ZSH_VERSION+.}$(PATH_SEPARATOR)" && cd
+install_sh_DATA = $(install_sh) -c -m 644
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+INSTALL_HEADER = $(INSTALL_DATA)
+transform = $(program_transform_name)
+NORMAL_INSTALL = :
+PRE_INSTALL = :
+POST_INSTALL = :
+NORMAL_UNINSTALL = :
+PRE_UNINSTALL = :
+POST_UNINSTALL = :
+build_triplet = @build@
+host_triplet = @host@
+check_PROGRAMS = testDoubleLev$(EXEEXT) testFloatLev$(EXEEXT)
+TESTS = testDoubleLev$(EXEEXT) testFloatLev$(EXEEXT)
+subdir = src/c/signalProcessing/lev
+DIST_COMMON = $(srcdir)/Makefile.am $(srcdir)/Makefile.in
+ACLOCAL_M4 = $(top_srcdir)/aclocal.m4
+am__aclocal_m4_deps = $(top_srcdir)/configure.ac
+am__configure_deps = $(am__aclocal_m4_deps) $(CONFIGURE_DEPENDENCIES) \
+ $(ACLOCAL_M4)
+mkinstalldirs = $(install_sh) -d
+CONFIG_HEADER = $(top_builddir)/includes/machine.h
+CONFIG_CLEAN_FILES =
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+am__vpath_adj_setup = srcdirstrip=`echo "$(srcdir)" | sed 's|.|.|g'`;
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+ *) f=$$p;; \
+ esac;
+am__strip_dir = f=`echo $$p | sed -e 's|^.*/||'`;
+am__install_max = 40
+am__nobase_strip_setup = \
+ srcdirstrip=`echo "$(srcdir)" | sed 's/[].[^$$\\*|]/\\\\&/g'`
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+am__nobase_list = $(am__nobase_strip_setup); \
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+am__installdirs = "$(DESTDIR)$(pkglibdir)"
+LTLIBRARIES = $(pkglib_LTLIBRARIES)
+libLev_la_LIBADD =
+am__objects_1 =
+am_libLev_la_OBJECTS = $(am__objects_1) libLev_la-dleva.lo \
+ libLev_la-sleva.lo libLev_la-zleva.lo libLev_la-cleva.lo \
+ libLev_la-dleva2.lo
+libLev_la_OBJECTS = $(am_libLev_la_OBJECTS)
+libLev_la_LINK = $(LIBTOOL) --tag=CC $(AM_LIBTOOLFLAGS) \
+ $(LIBTOOLFLAGS) --mode=link $(CCLD) $(libLev_la_CFLAGS) \
+ $(CFLAGS) $(AM_LDFLAGS) $(LDFLAGS) -o $@
+am_testDoubleLev_OBJECTS = testDoubleLev-testDoubleLev.$(OBJEXT)
+testDoubleLev_OBJECTS = $(am_testDoubleLev_OBJECTS)
+am__DEPENDENCIES_1 = $(top_builddir)/src/c/type/libDoubleComplex.la \
+ $(top_builddir)/src/c/type/libFloatComplex.la \
+ $(top_builddir)/src/fortran/blas/libsciblas.la \
+ $(top_builddir)/src/fortran/lapack/libscilapack.la \
+ $(top_builddir)/src/c/auxiliaryFunctions/conj/libConj.la \
+ $(top_builddir)/src/c/operations/addition/libAddition.la \
+ $(top_builddir)/src/c/operations/multiplication/libMultiplication.la \
+ $(top_builddir)/src/c/operations/subtraction/libSubtraction.la \
+ $(top_builddir)/src/c/operations/division/libDivision.la \
+ $(top_builddir)/src/c/signalProcessing/lev/libLev.la
+testDoubleLev_DEPENDENCIES = $(am__DEPENDENCIES_1)
+testDoubleLev_LINK = $(LIBTOOL) --tag=CC $(AM_LIBTOOLFLAGS) \
+ $(LIBTOOLFLAGS) --mode=link $(CCLD) $(testDoubleLev_CFLAGS) \
+ $(CFLAGS) $(AM_LDFLAGS) $(LDFLAGS) -o $@
+am_testFloatLev_OBJECTS = testFloatLev-testFloatLev.$(OBJEXT)
+testFloatLev_OBJECTS = $(am_testFloatLev_OBJECTS)
+testFloatLev_DEPENDENCIES = $(am__DEPENDENCIES_1)
+testFloatLev_LINK = $(LIBTOOL) --tag=CC $(AM_LIBTOOLFLAGS) \
+ $(LIBTOOLFLAGS) --mode=link $(CCLD) $(testFloatLev_CFLAGS) \
+ $(CFLAGS) $(AM_LDFLAGS) $(LDFLAGS) -o $@
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+SOURCES = $(libLev_la_SOURCES) $(testDoubleLev_SOURCES) \
+ $(testFloatLev_SOURCES)
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+ $(testFloatLev_SOURCES)
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+libLev_la_CFLAGS = -I $(top_builddir)/src/c/type \
+ -I $(top_builddir)/src/c/matrixOperations/includes \
+ -I $(top_builddir)/src/c/operations/includes \
+ -I $(top_builddir)/src/c/auxiliaryFunctions/includes \
+ -I $(top_builddir)/src/c/elementaryFunctions/includes \
+ -I $(top_builddir)/src/c/signalProcessing/includes
+
+instdir = $(top_builddir)/lib
+pkglib_LTLIBRARIES = libLev.la
+HEAD = ../includes/lev.h
+libLev_la_SOURCES = $(HEAD) \
+ dleva.c\
+ sleva.c\
+ zleva.c\
+ cleva.c\
+ dleva2.c
+
+check_LDADD = $(top_builddir)/src/c/type/libDoubleComplex.la \
+ $(top_builddir)/src/c/type/libFloatComplex.la \
+ $(top_builddir)/src/fortran/blas/libsciblas.la \
+ $(top_builddir)/src/fortran/lapack/libscilapack.la \
+ $(top_builddir)/src/c/auxiliaryFunctions/conj/libConj.la \
+ $(top_builddir)/src/c/operations/addition/libAddition.la \
+ $(top_builddir)/src/c/operations/multiplication/libMultiplication.la \
+ $(top_builddir)/src/c/operations/subtraction/libSubtraction.la \
+ $(top_builddir)/src/c/operations/division/libDivision.la \
+ $(top_builddir)/src/c/signalProcessing/lev/libLev.la \
+ @LIBMATH@
+
+check_INCLUDES = -I $(top_builddir)/src/c/type \
+ -I $(top_builddir)/src/c/signalProcessing/includes \
+ -I $(top_builddir)/src/c/matrixOperations/includes \
+ -I $(top_builddir)/src/c/operations/includes \
+ -I $(top_builddir)/src/c/auxiliaryFunctions/includes
+
+testDoubleLev_SOURCES = testDoubleLev.c
+testDoubleLev_LDADD = $(check_LDADD)
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+testFloatLev_SOURCES = testFloatLev.c
+testFloatLev_LDADD = $(check_LDADD)
+testFloatLev_CFLAGS = $(check_INCLUDES)
+all: all-am
+
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+ $(libLev_la_LINK) -rpath $(pkglibdir) $(libLev_la_OBJECTS) $(libLev_la_LIBADD) $(LIBS)
+
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+ @rm -f testFloatLev$(EXEEXT)
+ $(testFloatLev_LINK) $(testFloatLev_OBJECTS) $(testFloatLev_LDADD) $(LIBS)
+
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+
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+ -rm -f *.tab.c
+
+@AMDEP_TRUE@@am__include@ @am__quote@./$(DEPDIR)/libLev_la-cleva.Plo@am__quote@
+@AMDEP_TRUE@@am__include@ @am__quote@./$(DEPDIR)/libLev_la-dleva.Plo@am__quote@
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+ install-info install-info-am install-man install-pdf \
+ install-pdf-am install-pkglibLTLIBRARIES install-ps \
+ install-ps-am install-strip installcheck installcheck-am \
+ installdirs maintainer-clean maintainer-clean-generic \
+ mostlyclean mostlyclean-compile mostlyclean-generic \
+ mostlyclean-libtool pdf pdf-am ps ps-am tags uninstall \
+ uninstall-am uninstall-pkglibLTLIBRARIES
+
+
+# Tell versions [3.59,3.63) of GNU make to not export all variables.
+# Otherwise a system limit (for SysV at least) may be exceeded.
+.NOEXPORT:
diff --git a/src/c/signalProcessing/lev/cleva.c b/src/c/signalProcessing/lev/cleva.c
new file mode 100644
index 0000000..5d4b964
--- /dev/null
+++ b/src/c/signalProcessing/lev/cleva.c
@@ -0,0 +1,85 @@
+/*
+ * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ * Copyright (C) 2008 - INRIA - Arnaud TORSET
+ *
+ * This file must be used under the terms of the CeCILL.
+ * This source file is licensed as described in the file COPYING, which
+ * you should have received as part of this distribution. The terms
+ * are also available at
+ * http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ *
+ */
+
+
+/*Resolve the Yule-Walker equations:
+
+ |r(0) r(1) ... r(N-1)|| a(1) | |sigma2|
+ |r(1) r(0) ... r(n-1)|| a(2) | | 0 |
+ | : : ... : || : |=| 0 |
+ | : : ... : || : | | 0 |
+ |r(N-1) r(N-2) ... r(0) ||a(N-1)| | 0 |
+
+ using Levinson's algorithm.
+ r :Correlation coefficients
+ ar :Auto-Regressive model parameters
+ sigma2 :Scale constant
+ rc :Reflection coefficients
+*/
+
+#include <stdlib.h>
+#include "lev.h"
+#include "conj.h"
+#include "multiplication.h"
+#include "addition.h"
+#include "division.h"
+#include "subtraction.h"
+
+
+floatComplex cleva(floatComplex* in,int size, floatComplex* ar, floatComplex* rc){
+ int i=0, j=0;
+ floatComplex accu=FloatComplex(0,0);
+ floatComplex* ak1;
+ floatComplex temp;
+ floatComplex sigma2;
+
+ /* FIXME : malloc here */
+ ak1=(floatComplex*)malloc((unsigned int)size*sizeof(floatComplex));
+
+ /* initialize levinson's algorithm */
+ temp=crdivs(in[1],in[0]);
+ ar[0]=FloatComplex(-creals(temp),-cimags(temp));
+
+ rc[0]=ar[0];
+
+ temp = cmuls(ar[0],cconjs(ar[0]));
+ sigma2=cmuls(cdiffs(FloatComplex(1,0), temp), in[0]);
+
+ ak1[0]=FloatComplex(0,0);
+
+ /* iterative solution to yule-walker equations */
+ for (i=1;i<size-1;i++){
+ accu=FloatComplex(0,0);
+ for (j=0;j<i;j++){
+ temp = cmuls(cconjs(ar[j]),cconjs(in[i-j]));
+ accu=cadds(accu, temp);
+ }
+ temp = cadds(in[i+1],accu);
+ temp = crdivs(temp,sigma2);
+ ak1[i]=FloatComplex(-creals(temp),-cimags(temp));
+
+ rc[i]=FloatComplex(creals(ak1[i]),cimags(ak1[i]));
+ for (j=0;j<i;j++){
+ temp = cmuls(ak1[i], cconjs(ar[i-1-j]));
+ ak1[j] = cadds(ar[j],temp);
+ }
+
+ temp = cmuls(ak1[i], cconjs(ak1[i]));
+ temp = cdiffs(FloatComplex(1,0),temp);
+ sigma2 = cmuls(temp,sigma2);
+ for (j=0;j<=i;j++){
+ ar[j]=FloatComplex(creals(ak1[j]),cimags(ak1[j]));
+ }
+ }
+ free(ak1);
+ return sigma2;
+}
diff --git a/src/c/signalProcessing/lev/cleva2.c b/src/c/signalProcessing/lev/cleva2.c
new file mode 100644
index 0000000..0c14def
--- /dev/null
+++ b/src/c/signalProcessing/lev/cleva2.c
@@ -0,0 +1,83 @@
+/*
+ * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ * Copyright (C) 2008 - INRIA - Arnaud TORSET
+ *
+ * This file must be used under the terms of the CeCILL.
+ * This source file is licensed as described in the file COPYING, which
+ * you should have received as part of this distribution. The terms
+ * are also available at
+ * http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ *
+ */
+
+
+/*Resolve the Yule-Walker equations:
+
+ |r(0) r(1) ... r(N-1)|| a(1) | |sigma2|
+ |r(1) r(0) ... r(n-1)|| a(2) | | 0 |
+ | : : ... : || : |=| 0 |
+ | : : ... : || : | | 0 |
+ |r(N-1) r(N-2) ... r(0) ||a(N-1)| | 0 |
+
+ using Levinson's algorithm.
+ r :Correlation coefficients
+ ar :Auto-Regressive model parameters
+ sigma2 :Scale constant
+ rc :Reflection coefficients
+*/
+
+#include <stdlib.h>
+#include "lev.h"
+#include "conj.h"
+#include "multiplication.h"
+#include "addition.h"
+#include "division.h"
+#include "subtraction.h"
+
+
+floatComplex cleva2(floatComplex* in,int size, floatComplex* ar){
+ int i=0, j=0;
+ floatComplex accu=FloatComplex(0,0);
+ floatComplex* ak1;
+ floatComplex temp;
+ floatComplex sigma2;
+
+ /* FIXME : malloc here */
+ ak1=(floatComplex*)malloc((unsigned int)size*sizeof(floatComplex));
+
+ /* initialize levinson's algorithm */
+ temp=crdivs(in[1],in[0]);
+ ar[0]=FloatComplex(-creals(temp),-cimags(temp));
+
+ temp = cmuls(ar[0],cconjs(ar[0]));
+ sigma2=cmuls(cdiffs(FloatComplex(1,0), temp), in[0]);
+
+ ak1[0]=FloatComplex(0,0);
+
+ /* iterative solution to yule-walker equations */
+ for (i=1;i<size-1;i++){
+ accu=FloatComplex(0,0);
+ for (j=0;j<i;j++){
+ temp = cmuls(cconjs(ar[j]),cconjs(in[i-j]));
+ accu=cadds(accu, temp);
+ }
+ temp = cadds(in[i+1],accu);
+ temp = crdivs(temp,sigma2);
+ ak1[i]=FloatComplex(-creals(temp),-cimags(temp));
+
+
+ for (j=0;j<i;j++){
+ temp = cmuls(ak1[i], cconjs(ar[i-1-j]));
+ ak1[j] = cadds(ar[j],temp);
+ }
+
+ temp = cmuls(ak1[i], cconjs(ak1[i]));
+ temp = cdiffs(FloatComplex(1,0),temp);
+ sigma2 = cmuls(temp,sigma2);
+ for (j=0;j<=i;j++){
+ ar[j]=FloatComplex(creals(ak1[j]),cimags(ak1[j]));
+ }
+ }
+ free(ak1);
+ return sigma2;
+}
diff --git a/src/c/signalProcessing/lev/dleva.c b/src/c/signalProcessing/lev/dleva.c
new file mode 100644
index 0000000..2565f60
--- /dev/null
+++ b/src/c/signalProcessing/lev/dleva.c
@@ -0,0 +1,67 @@
+/*
+ * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ * Copyright (C) 2008 - INRIA - Arnaud TORSET
+ *
+ * This file must be used under the terms of the CeCILL.
+ * This source file is licensed as described in the file COPYING, which
+ * you should have received as part of this distribution. The terms
+ * are also available at
+ * http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ *
+ */
+
+
+/*Resolve the Yule-Walker equations:
+
+ |r(0) r(1) ... r(N-1)|| a(1) | |sigma2|
+ |r(1) r(0) ... r(n-1)|| a(2) | | 0 |
+ | : : ... : || : |=| 0 |
+ | : : ... : || : | | 0 |
+ |r(N-1) r(N-2) ... r(0) ||a(N-1)| | 0 |
+
+ using Levinson's algorithm.
+ r :Correlation coefficients
+ ar :Auto-Regressive model parameters
+ sigma2 :Scale constant
+ rc :Reflection coefficients
+*/
+
+#include <stdlib.h>
+#include "lev.h"
+
+double dleva(double* in,int size, double* ar, double* rc){
+ int i=0, j=0;
+ double accu=0;
+ double* ak1;
+ double sigma2;
+
+ /* FIXME : malloc here */
+ ak1=(double*)malloc((unsigned int)size*sizeof(double));
+
+ /* initialize levinson's algorithm */
+ ar[0]=-in[1]/in[0];
+ rc[0]=ar[0];
+ sigma2=(1-ar[0]*ar[0])*in[0];
+ ak1[0]=0;
+
+ /* iterative solution to yule-walker equations */
+ for (i=1;i<size-1;i++){
+ accu=0;
+ for (j=0;j<i;j++){
+ accu+=ar[j]*in[i-j];
+ }
+ ak1[i]=-(in[i+1]+accu)/(sigma2);
+ rc[i]=ak1[i];
+ for (j=0;j<i;j++){
+ ak1[j] = ar[j]+ak1[i]*ar[i-1-j];
+ }
+ sigma2=(1-ak1[i]*ak1[i])*(sigma2);
+ for (j=0;j<=i;j++){
+ ar[j]=ak1[j];
+ }
+ }
+ free(ak1);
+ return sigma2;
+}
+
+
diff --git a/src/c/signalProcessing/lev/dleva2.c b/src/c/signalProcessing/lev/dleva2.c
new file mode 100644
index 0000000..c75f9d5
--- /dev/null
+++ b/src/c/signalProcessing/lev/dleva2.c
@@ -0,0 +1,65 @@
+/*
+ * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ * Copyright (C) 2008 - INRIA - Arnaud TORSET
+ *
+ * This file must be used under the terms of the CeCILL.
+ * This source file is licensed as described in the file COPYING, which
+ * you should have received as part of this distribution. The terms
+ * are also available at
+ * http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ *
+ */
+
+
+/*Resolve the Yule-Walker equations:
+
+ |r(0) r(1) ... r(N-1)|| a(1) | |sigma2|
+ |r(1) r(0) ... r(n-1)|| a(2) | | 0 |
+ | : : ... : || : |=| 0 |
+ | : : ... : || : | | 0 |
+ |r(N-1) r(N-2) ... r(0) ||a(N-1)| | 0 |
+
+ using Levinson's algorithm.
+ r :Correlation coefficients
+ ar :Auto-Regressive model parameters
+ sigma2 :Scale constant
+ rc :Reflection coefficients
+*/
+
+#include <stdlib.h>
+#include "lev.h"
+
+double dleva2(double* in,int size, double* ar){
+ int i=0, j=0;
+ double accu=0;
+ double* ak1;
+ double sigma2;
+
+ /* FIXME : malloc here */
+ ak1=(double*)malloc((unsigned int)size*sizeof(double));
+
+ /* initialize levinson's algorithm */
+ ar[0]=-in[1]/in[0];
+ sigma2=(1-ar[0]*ar[0])*in[0];
+ ak1[0]=0;
+
+ /* iterative solution to yule-walker equations */
+ for (i=1;i<size-1;i++){
+ accu=0;
+ for (j=0;j<i;j++){
+ accu+=ar[j]*in[i-j];
+ }
+ ak1[i]=-(in[i+1]+accu)/(sigma2);
+ for (j=0;j<i;j++){
+ ak1[j] = ar[j]+ak1[i]*ar[i-1-j];
+ }
+ sigma2=(1-ak1[i]*ak1[i])*(sigma2);
+ for (j=0;j<=i;j++){
+ ar[j]=ak1[j];
+ }
+ }
+ free(ak1);
+ return sigma2;
+}
+
+
diff --git a/src/c/signalProcessing/lev/sleva.c b/src/c/signalProcessing/lev/sleva.c
new file mode 100644
index 0000000..87c2466
--- /dev/null
+++ b/src/c/signalProcessing/lev/sleva.c
@@ -0,0 +1,66 @@
+/*
+ * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ * Copyright (C) 2008 - INRIA - Arnaud TORSET
+ *
+ * This file must be used under the terms of the CeCILL.
+ * This source file is licensed as described in the file COPYING, which
+ * you should have received as part of this distribution. The terms
+ * are also available at
+ * http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ *
+ */
+
+
+/*Resolve the Yule-Walker equations:
+
+ |r(0) r(1) ... r(N-1)|| a(1) | |sigma2|
+ |r(1) r(0) ... r(n-1)|| a(2) | | 0 |
+ | : : ... : || : |=| 0 |
+ | : : ... : || : | | 0 |
+ |r(N-1) r(N-2) ... r(0) ||a(N-1)| | 0 |
+
+ using Levinson's algorithm.
+ r :Correlation coefficients
+ ar :Auto-Regressive model parameters
+ sigma2 :Scale constant
+ rc :Reflection coefficients
+*/
+
+#include <stdlib.h>
+#include "lev.h"
+
+float sleva(float* in,int size, float* ar, float* rc){
+ int i=0, j=0;
+ float accu=0;
+ float* ak1;
+ float sigma2;
+
+ /* FIXME : malloc here */
+ ak1=(float*)malloc((unsigned int)size*sizeof(float));
+
+ /* initialize levinson's algorithm */
+ ar[0]=-in[1]/in[0];
+ rc[0]=ar[0];
+ sigma2=(1-ar[0]*ar[0])*in[0];
+ ak1[0]=0;
+
+ /* iterative solution to yule-walker equations */
+ for (i=1;i<size-1;i++){
+ accu=0;
+ for (j=0;j<i;j++){
+ accu+=ar[j]*in[i-j];
+ }
+ ak1[i]=-(in[i+1]+accu)/sigma2;
+ rc[i]=ak1[i];
+ for (j=0;j<i;j++){
+ ak1[j] = ar[j]+ak1[i]*ar[i-1-j];
+ }
+ sigma2=(1-ak1[i]*ak1[i])*sigma2;
+ for (j=0;j<=i;j++){
+ ar[j]=ak1[j];
+ }
+ }
+ free(ak1);
+ return sigma2;
+}
+
diff --git a/src/c/signalProcessing/lev/sleva2.c b/src/c/signalProcessing/lev/sleva2.c
new file mode 100644
index 0000000..44d7974
--- /dev/null
+++ b/src/c/signalProcessing/lev/sleva2.c
@@ -0,0 +1,64 @@
+/*
+ * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ * Copyright (C) 2008 - INRIA - Arnaud TORSET
+ *
+ * This file must be used under the terms of the CeCILL.
+ * This source file is licensed as described in the file COPYING, which
+ * you should have received as part of this distribution. The terms
+ * are also available at
+ * http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ *
+ */
+
+
+/*Resolve the Yule-Walker equations:
+
+ |r(0) r(1) ... r(N-1)|| a(1) | |sigma2|
+ |r(1) r(0) ... r(n-1)|| a(2) | | 0 |
+ | : : ... : || : |=| 0 |
+ | : : ... : || : | | 0 |
+ |r(N-1) r(N-2) ... r(0) ||a(N-1)| | 0 |
+
+ using Levinson's algorithm.
+ r :Correlation coefficients
+ ar :Auto-Regressive model parameters
+ sigma2 :Scale constant
+ rc :Reflection coefficients
+*/
+
+#include <stdlib.h>
+#include "lev.h"
+
+float sleva2(float* in,int size, float* ar){
+ int i=0, j=0;
+ float accu=0;
+ float* ak1;
+ float sigma2;
+
+ /* FIXME : malloc here */
+ ak1=(float*)malloc((unsigned int)size*sizeof(float));
+
+ /* initialize levinson's algorithm */
+ ar[0]=-in[1]/in[0];
+ sigma2=(1-ar[0]*ar[0])*in[0];
+ ak1[0]=0;
+
+ /* iterative solution to yule-walker equations */
+ for (i=1;i<size-1;i++){
+ accu=0;
+ for (j=0;j<i;j++){
+ accu+=ar[j]*in[i-j];
+ }
+ ak1[i]=-(in[i+1]+accu)/sigma2;
+ for (j=0;j<i;j++){
+ ak1[j] = ar[j]+ak1[i]*ar[i-1-j];
+ }
+ sigma2=(1-ak1[i]*ak1[i])*sigma2;
+ for (j=0;j<=i;j++){
+ ar[j]=ak1[j];
+ }
+ }
+ free(ak1);
+ return sigma2;
+}
+
diff --git a/src/c/signalProcessing/lev/testDoubleLev.c b/src/c/signalProcessing/lev/testDoubleLev.c
new file mode 100644
index 0000000..e06f9ae
--- /dev/null
+++ b/src/c/signalProcessing/lev/testDoubleLev.c
@@ -0,0 +1,199 @@
+/*
+ * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ * Copyright (C) 2008 - INRIA - Arnaud TORSET
+ *
+ * This file must be used under the terms of the CeCILL.
+ * This source file is licensed as described in the file COPYING, which
+ * you should have received as part of this distribution. The terms
+ * are also available at
+ * http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ *
+ */
+
+
+#include <stdio.h>
+#include <assert.h>
+#include "lev.h"
+#include <math.h>
+
+
+static void dlevaTest(void) {
+
+ printf(" \n -------Double Test------- \n");
+ /* TEST 1 */
+ {
+ double in[4]={1,2,3,4};
+ double result1[3]={ - 1.25 , 0.0000000000000002220446 , - 0.2500000000000001110223 };
+ double result2 = -2.5;
+ double result3[3]={- 2.,- 0.3333333333333333148296, - 0.2500000000000001110223 };
+ double out1[3]={0}, out2=0, out3[3]={0};
+ int i;
+
+ out2 = dleva(in,4,out1,out3);
+
+ ;
+ for (i=0;i<3;i++) {
+ printf ("assert : %e \n" , (fabs(out1[i]-result1[i]) )/ fabs (out1[i])) ;
+ if (out1[i]>1e-15) assert((fabs(out1[i]-result1[i]) / fabs (out1[i]))<3e-15);
+ else assert(1);
+ }
+
+ if (out2>1e-16) assert((fabs(out2-result2) / fabs (out2))<1e-16);
+ else assert (1);
+
+ for (i=0;i<3;i++) {
+ if (out3[i]>1e-16) assert((fabs(out3[i]-result3[i]) / fabs (out3[i]))<1e-14);
+ else assert(1);
+ }
+
+ }
+
+ /* TEST 2 */
+ {
+ double in[8]= {0.9475104575976729393005,0.0563528141938149929047,0.8801407832652330398560,0.5110759926028549671173,0.8736385302618145942688, 0.9233113336376845836639,0.1977134644985198974609,0.0427226074971258640289};
+ double result1[7]= { - 1.4145989907356759651691 ,
+ - 0.1879185484276382211988 ,
+ 1.9546862646288580833698 ,
+ 0.0431855597974486471458 ,
+ - 0.6934494907248942574540 ,
+ 0.3355525090987989678126 ,
+ - 0.7681883584831936673254};
+ double result2 = 1.132375302303337161192;
+ double result3[7]= {- 0.0594746092161267045362 ,
+ - 0.9286458300417500533186 ,
+ - 3.5018950960448012033 ,
+ 1.0467634735526456513099 ,
+ 3.0600285663270052616269 ,
+ - 1.8325211983274933835730 ,
+ - 0.7681883584831936673254 };
+ double out1[7]={0}, out2=0, out3[7]={0};
+ int i;
+
+ out2 = dleva(in,8,out1,out3);
+ /*FIXME : Assert à 10^-13*/
+ for (i=0;i<7;i++) {
+ if (out1[i]>1e-16) assert((fabs(out1[i]-result1[i]) / fabs (out1[i]))<1e-13);
+ else assert(1);
+ }
+
+ if (out2>1e-16) assert((fabs(out2-result2) / fabs (out2))<3e-16);
+
+
+ for (i=0;i<7;i++) {
+ if (out3[i]>1e-15) assert((fabs(out3[i]-result3[i]) / fabs (out3[i]))<3e-14);
+ else assert(1);
+ }
+
+ }
+}
+
+
+static void zlevaTest(void) {
+
+ /* TEST 1 */
+ {
+ double inR[4]={1,2,3,4};
+ double inI[4]={1,1,1,1};
+ double result1R[3]={ 0.6666666666666662965923 ,- 4.6666666666666687390830 , 2.0000000000000004440892 };
+ double result1I[3]={ - 1.1666666666666669627261 , - 2.1666666666666665186369 , 2.5 };
+ double result2R = 6.1666666666666678509046;
+ double result2I = 6.1666666666666678509046;
+ double result3R[3]={- 1.5,0.3333333333333333148, 2.0000000000000004440 };
+ double result3I[3]={ + 0.5000000000000000000000 , + 0.6666666666666666296592 , 2.5 };
+ doubleComplex out1[3], out2=DoubleComplex(0,0), out3[3];
+ doubleComplex *in;
+ int i;
+
+ printf(" \n -------DoubleComplex Test------- \n");
+
+ in=DoubleComplexMatrix(inR,inI,4);
+
+ out2 = zleva(in,4,out1,out3);
+
+ for (i=0;i<3;i++){
+ if (zreals(out1[i])>1e-16) assert((fabs(zreals(out1[i])-result1R[i]) / fabs(zreals(out1[i]))) <3e-15);
+ else assert(1);
+ if (zimags(out1[i])>1e-16) assert((fabs(zimags(out1[i])-result1I[i]) / fabs(zimags(out1[i]))) <1e-16);
+ else assert(1);
+ }
+
+ if (zreals(out2)>1e-16) assert((fabs(zreals(out2)-result2R) / fabs(zreals(out2))) <3e-15);
+ else assert(1);
+ if (zimags(out2)>1e-16) assert((fabs(zimags(out2)-result2I) / fabs(zimags(out2))) <3e-15);
+ else assert(1);
+
+ for (i=0;i<3;i++){
+ if (zreals(out3[i])>1e-16) assert((fabs(zreals(out3[i])-result3R[i]) / fabs(zreals(out3[i]))) <3e-15);
+ else assert(1);
+ if (zimags(out3[i])>1e-16) assert((fabs(zimags(out3[i])-result3I[i]) / fabs(zimags(out3[i]))) <1e-16);
+ else assert(1);
+ }
+ }
+
+
+
+ /* TEST 2 */
+
+ {
+ double inR[6]={0.0143211213871836662292,0.7033217861317098140717,0.5212594550102949142456,0.0582674746401607990265,
+ 0.488313094712793827057,0.8035244266502559185028};
+ double inI[6]={0.3819901309907436370850,0.4311556280590593814850,0.7573182275518774986267,0.0120028085075318813324,
+ 0.9994637314230203628540,0.9508706149645149707794};
+ double result1R[5]={- 3.6095794839789050456602,- 22.476200430215509840082,- 8.9817944433992220609753,
+ 12.625498164379671095503, 3.5273512791323136106314};
+ double result1I[5]={9.8938676519388195629290,- 11.160861495580743252276,- 12.396447957003889683847,
+ - 20.810995133509468502098,3.8571422461904862899473};
+ double result2R = 1.2259658790319762911025;
+ double result2I = 32.700432742697543631039;
+ double result3R[5]={ - 1.1960559267342236733356,- 0.0224784059157190282963,- 2.232787465146694128038,
+ 0.4864901943454941202205,3.5273512791323136106314};
+ double result3I[5]={1.7963629642455771762144,0.7825308030566066053169,1.4948702216638325435127,
+ - 1.0642505925602050442791,3.8571422461904862899473};
+ doubleComplex out1[5], out2=DoubleComplex(0,0), out3[5];
+ doubleComplex *in;
+ int i;
+
+ printf(" \n -------DoubleComplex Test------- \n");
+
+ in=DoubleComplexMatrix(inR,inI,6);
+
+ out2 = zleva(in,6,out1,out3);
+
+ /*FIXME : Assert à 10^-14*/
+
+ for (i=0;i<5;i++) printf("out : %1.20f+%1.20f\n",zreals(out1[i]),zimags(out1[i]));
+ for (i=0;i<5;i++){
+ if (zreals(out1[i])>1e-16) assert((fabs(zreals(out1[i])-result1R[i]) / fabs(zreals(out1[i]))) <3e-14);
+ else assert(1);
+ if (zimags(out1[i])>1e-16) assert((fabs(zimags(out1[i])-result1I[i]) / fabs(zimags(out1[i]))) <3e-15);
+ else assert(1);
+ }
+
+ if (zreals(out2)>1e-16) assert((fabs(zreals(out2)-result2R) / fabs(zreals(out2))) <3e-15);
+ else assert(1);
+ if (zimags(out2)>1e-16) assert((fabs(zimags(out2)-result2I) / fabs(zimags(out2))) <3e-15);
+ else assert(1);
+
+ for (i=0;i<5;i++){
+ if (zreals(out3[i])>1e-16) assert((fabs(zreals(out3[i])-result3R[i]) / fabs(zreals(out3[i]))) <3e-15);
+ else assert(1);
+ if (zimags(out3[i])>1e-16) assert((fabs(zimags(out3[i])-result3I[i]) / fabs(zimags(out3[i]))) <3e-15);
+ else assert(1);
+ }
+ }
+}
+
+
+
+
+static int levTest(void) {
+ printf("\n>>>> Lev Tests\n");
+ dlevaTest();
+ zlevaTest();
+ return 0;
+}
+
+int main(void) {
+ assert( levTest()== 0);
+ return 0;
+}
diff --git a/src/c/signalProcessing/lev/testFloatLev.c b/src/c/signalProcessing/lev/testFloatLev.c
new file mode 100644
index 0000000..2aa1808
--- /dev/null
+++ b/src/c/signalProcessing/lev/testFloatLev.c
@@ -0,0 +1,198 @@
+/*
+ * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ * Copyright (C) 2008 - INRIA - Arnaud TORSET
+ *
+ * This file must be used under the terms of the CeCILL.
+ * This source file is licensed as described in the file COPYING, which
+ * you should have received as part of this distribution. The terms
+ * are also available at
+ * http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ *
+ */
+
+
+#include <stdio.h>
+#include <assert.h>
+#include "lev.h"
+#include <math.h>
+
+
+static void slevaTest(void) {
+
+ printf(" \n -------Float Test------- \n");
+ /* TEST 1 */
+ {
+ float in[4]={1.0f,2.0f,3.0f,4.0f};
+ float result1[3]={ - 1.25f , 0.0000000000000002220446f , - 0.2500000000000001110223f };
+ float result2 = -2.5;
+ float result3[3]={- 2.0f,- 0.3333333333333333148296f, - 0.2500000000000001110223f };
+ float out1[3]={0.0f}, out2=0.0f, out3[3]={0.0f};
+ int i;
+
+ out2 = sleva(in,4,out1,out3);
+
+ ;
+ for (i=0;i<3;i++) {
+ if (out1[i]>1e-6) assert( (fabs(out1[i]-result1[i]) / fabs (out1[i]) )<1e-8);
+ else assert(1);
+ }
+
+ if (out2>1e-6) assert((fabs(out2-result2) / fabs (out2))<1e-8);
+ else assert (1);
+
+ for (i=0;i<3;i++) {
+ if (out3[i]>1e-6) assert((fabs(out3[i]-result3[i]) / fabs (out3[i]))<1e-8);
+ else assert(1);
+ }
+
+ }
+
+ /* TEST 2 */
+ {
+ float in[8]= {0.9475104575976729393005f,0.0563528141938149929047f,0.8801407832652330398560f,0.5110759926028549671173f,0.8736385302618145942688f, 0.9233113336376845836639f,0.1977134644985198974609f,0.0427226074971258640289f};
+ float result1[7]= { - 1.4145989907356759651691f ,
+ - 0.1879185484276382211988f ,
+ 1.9546862646288580833698f ,
+ 0.0431855597974486471458f ,
+ - 0.6934494907248942574540f ,
+ 0.3355525090987989678126f ,
+ - 0.7681883584831936673254f};
+ float result2 = 1.132375302303337161192f;
+ float result3[7]= {- 0.0594746092161267045362f ,
+ - 0.9286458300417500533186f ,
+ - 3.5018950960448012033f ,
+ 1.0467634735526456513099f ,
+ 3.0600285663270052616269f ,
+ - 1.8325211983274933835730f ,
+ - 0.7681883584831936673254f };
+ float out1[7]={0.0f}, out2=0.0f, out3[7]={0.0f};
+ int i;
+
+ out2 = sleva(in,8,out1,out3);
+ /*FIXME : Assert à 10^-4*/
+ for (i=0;i<7;i++) {
+ if (out1[i]>1e-6) assert((fabs(out1[i]-result1[i]) / fabs (out1[i]))<3e-5);
+ else assert(1);
+ }
+
+ if (out2>1e-6) assert((fabs(out2-result2) / fabs (out2))<1e-6);
+
+
+ for (i=0;i<7;i++) {
+ if (out3[i]>1e-6) assert((fabs(out3[i]-result3[i]) / fabs (out3[i]))<1e-6);
+ else assert(1);
+ }
+
+ }
+}
+
+
+static void clevaTest(void) {
+
+ /* TEST 1 */
+ {
+ float inR[4]={1.0f,2.0f,3.0f,4.0f};
+ float inI[4]={1.0f,1.0f,1.0f,1.0f};
+ float result1R[3]={ 0.6666666666666662965923f ,- 4.6666666666666687390830f , 2.0000000000000004440892f };
+ float result1I[3]={ - 1.1666666666666669627261f , - 2.1666666666666665186369f , 2.5f };
+ float result2R = 6.1666666666666678509046f;
+ float result2I = 6.1666666666666678509046f;
+ float result3R[3]={- 1.5f,0.3333333333333333148f, 2.0000000000000004440f };
+ float result3I[3]={ + 0.5000000000000000000000f , + 0.6666666666666666296592f , 2.5f };
+ floatComplex out1[3], out2=FloatComplex(0,0), out3[3];
+ floatComplex *in;
+ int i;
+
+ printf(" \n -------FloatComplex Test------- \n");
+
+ in=FloatComplexMatrix(inR,inI,4);
+
+ out2 = cleva(in,4,out1,out3);
+
+ for (i=0;i<3;i++){
+ if (creals(out1[i])>1e-6) assert((fabs(creals(out1[i])-result1R[i]) / fabs(creals(out1[i]))) <1e-6);
+ else assert(1);
+ if (cimags(out1[i])>1e-6) assert((fabs(cimags(out1[i])-result1I[i]) / fabs(cimags(out1[i]))) <1e-7);
+ else assert(1);
+ }
+
+ if (creals(out2)>1e-6) assert((fabs(creals(out2)-result2R) / fabs(creals(out2))) <1e-6);
+ else assert(1);
+ if (cimags(out2)>1e-6) assert((fabs(cimags(out2)-result2I) / fabs(cimags(out2))) <1e-6);
+ else assert(1);
+
+ for (i=0;i<3;i++){
+ if (creals(out3[i])>1e-6) assert((fabs(creals(out3[i])-result3R[i]) / fabs(creals(out3[i]))) <1e-6);
+ else assert(1);
+ if (cimags(out3[i])>1e-6) assert((fabs(cimags(out3[i])-result3I[i]) / fabs(cimags(out3[i]))) <1e-8);
+ else assert(1);
+ }
+ }
+
+
+
+ /* TEST 2 */
+
+ {
+ float inR[6]={0.0143211213871836662292f,0.7033217861317098140717f,0.5212594550102949142456f,0.0582674746401607990265f,
+ 0.488313094712793827057f,0.8035244266502559185028f};
+ float inI[6]={0.3819901309907436370850f,0.4311556280590593814850f,0.7573182275518774986267f,0.0120028085075318813324f,
+ 0.9994637314230203628540f,0.9508706149645149707794f};
+ float result1R[5]={- 3.6095794839789050456602f,- 22.476200430215509840082f,- 8.9817944433992220609753f,
+ 12.625498164379671095503f, 3.5273512791323136106314f};
+ float result1I[5]={9.8938676519388195629290f,- 11.160861495580743252276f,- 12.396447957003889683847f,
+ - 20.810995133509468502098f,3.8571422461904862899473f};
+ float result2R = 1.2259658790319762911025f;
+ float result2I = 32.700432742697543631039f;
+ float result3R[5]={ - 1.1960559267342236733356f,- 0.0224784059157190282963f,- 2.232787465146694128038f,
+ 0.4864901943454941202205f,3.5273512791323136106314f};
+ float result3I[5]={1.7963629642455771762144f,0.7825308030566066053169f,1.4948702216638325435127f,
+ - 1.0642505925602050442791f,3.8571422461904862899473f};
+ floatComplex out1[5], out2=FloatComplex(0,0), out3[5];
+ floatComplex *in;
+ int i;
+
+ printf(" \n -------FloatComplex Test------- \n");
+
+ in=FloatComplexMatrix(inR,inI,6);
+
+ out2 = cleva(in,6,out1,out3);
+
+
+
+ for (i=0;i<5;i++) printf("out : %1.20f+%1.20f\n",creals(out1[i]),cimags(out1[i]));
+ for (i=0;i<5;i++){
+ if (creals(out1[i])>1e-6) assert((fabs(creals(out1[i])-result1R[i]) / fabs(creals(out1[i]))) <1e-6);
+ else assert(1);
+ if (cimags(out1[i])>1e-6) assert((fabs(cimags(out1[i])-result1I[i]) / fabs(cimags(out1[i]))) <1e-6);
+ else assert(1);
+ }
+
+ if (creals(out2)>1e-6) assert((fabs(creals(out2)-result2R) / fabs(creals(out2))) <1e-8);
+ else assert(1);
+ if (cimags(out2)>1e-6) assert((fabs(cimags(out2)-result2I) / fabs(cimags(out2))) <1e-8);
+ else assert(1);
+
+ for (i=0;i<5;i++){
+ if (creals(out3[i])>1e-6) assert((fabs(creals(out3[i])-result3R[i]) / fabs(creals(out3[i]))) <1e-7);
+ else assert(1);
+ if (cimags(out3[i])>1e-6) assert((fabs(cimags(out3[i])-result3I[i]) / fabs(cimags(out3[i]))) <1e-6);
+ else assert(1);
+ }
+ }
+}
+
+
+
+
+static int levTest(void) {
+ printf("\n>>>> Lev Tests\n");
+ slevaTest();
+ clevaTest();
+ return 0;
+}
+
+int main(void) {
+ assert( levTest()== 0);
+ return 0;
+}
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new file mode 100644
index 0000000..4dbf3d9
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new file mode 100644
index 0000000..d8f474c
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@@ -0,0 +1,22 @@
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diff --git a/src/c/signalProcessing/lev/test_FloatLev/testFloatLev.vcxproj b/src/c/signalProcessing/lev/test_FloatLev/testFloatLev.vcxproj
new file mode 100644
index 0000000..1acabea
--- /dev/null
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diff --git a/src/c/signalProcessing/lev/zleva.c b/src/c/signalProcessing/lev/zleva.c
new file mode 100644
index 0000000..c2b9b1b
--- /dev/null
+++ b/src/c/signalProcessing/lev/zleva.c
@@ -0,0 +1,86 @@
+/*
+ * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ * Copyright (C) 2008 - INRIA - Arnaud TORSET
+ *
+ * This file must be used under the terms of the CeCILL.
+ * This source file is licensed as described in the file COPYING, which
+ * you should have received as part of this distribution. The terms
+ * are also available at
+ * http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ *
+ */
+
+
+/*Resolve the Yule-Walker equations:
+
+ |r(0) r(1) ... r(N-1)|| a(1) | |sigma2|
+ |r(1) r(0) ... r(n-1)|| a(2) | | 0 |
+ | : : ... : || : |=| 0 |
+ | : : ... : || : | | 0 |
+ |r(N-1) r(N-2) ... r(0) ||a(N-1)| | 0 |
+
+ using Levinson's algorithm.
+ r :Correlation coefficients
+ ar :Auto-Regressive model parameters
+ sigma2 :Scale constant
+ rc :Reflection coefficients
+*/
+
+#include <stdlib.h>
+#include "lev.h"
+#include "conj.h"
+#include "multiplication.h"
+#include "addition.h"
+#include "division.h"
+#include "subtraction.h"
+
+doubleComplex zleva(doubleComplex* in,int size, doubleComplex* ar, doubleComplex* rc){
+ int i=0, j=0;
+ doubleComplex accu=DoubleComplex(0,0);
+ doubleComplex* ak1;
+ doubleComplex temp;
+ doubleComplex sigma2;
+
+ /* FIXME : malloc here */
+ ak1=(doubleComplex*)malloc((unsigned int)size*sizeof(doubleComplex));
+
+ /* initialize levinson's algorithm */
+ temp=zrdivs(in[1],in[0]);
+ ar[0]=DoubleComplex(-zreals(temp),-zimags(temp));
+
+ rc[0]=ar[0];
+
+ temp = zmuls(ar[0],zconjs(ar[0]));
+ sigma2=zmuls(zdiffs(DoubleComplex(1,0), temp), in[0]);
+
+ ak1[0]=DoubleComplex(0,0);
+
+ /* iterative solution to yule-walker equations */
+ for (i=1;i<size-1;i++){
+ accu=DoubleComplex(0,0);
+ for (j=0;j<i;j++){
+ temp = zmuls(zconjs(ar[j]),zconjs(in[i-j]));
+ accu=zadds(accu, temp);
+ }
+ temp = zadds(in[i+1],accu);
+ temp = zrdivs(temp,sigma2);
+ ak1[i]=DoubleComplex(-zreals(temp),-zimags(temp));
+
+ rc[i]=DoubleComplex(zreals(ak1[i]),zimags(ak1[i]));
+ for (j=0;j<i;j++){
+ temp = zmuls(ak1[i], zconjs(ar[i-1-j]));
+ ak1[j] = zadds(ar[j],temp);
+ }
+
+ temp = zmuls(ak1[i], zconjs(ak1[i]));
+ temp = zdiffs(DoubleComplex(1,0),temp);
+ sigma2 = zmuls(temp,sigma2);
+ for (j=0;j<=i;j++){
+ ar[j]=DoubleComplex(zreals(ak1[j]),zimags(ak1[j]));
+ }
+ }
+ free(ak1);
+ return sigma2;
+}
+
+
diff --git a/src/c/signalProcessing/lev/zleva2.c b/src/c/signalProcessing/lev/zleva2.c
new file mode 100644
index 0000000..0225395
--- /dev/null
+++ b/src/c/signalProcessing/lev/zleva2.c
@@ -0,0 +1,83 @@
+/*
+ * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ * Copyright (C) 2008 - INRIA - Arnaud TORSET
+ *
+ * This file must be used under the terms of the CeCILL.
+ * This source file is licensed as described in the file COPYING, which
+ * you should have received as part of this distribution. The terms
+ * are also available at
+ * http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ *
+ */
+
+
+/*Resolve the Yule-Walker equations:
+
+ |r(0) r(1) ... r(N-1)|| a(1) | |sigma2|
+ |r(1) r(0) ... r(n-1)|| a(2) | | 0 |
+ | : : ... : || : |=| 0 |
+ | : : ... : || : | | 0 |
+ |r(N-1) r(N-2) ... r(0) ||a(N-1)| | 0 |
+
+ using Levinson's algorithm.
+ r :Correlation coefficients
+ ar :Auto-Regressive model parameters
+ sigma2 :Scale constant
+ rc :Reflection coefficients
+*/
+
+#include <stdlib.h>
+#include "lev.h"
+#include "conj.h"
+#include "multiplication.h"
+#include "addition.h"
+#include "division.h"
+#include "subtraction.h"
+
+doubleComplex zleva2(doubleComplex* in,int size, doubleComplex* ar){
+ int i=0, j=0;
+ doubleComplex accu=DoubleComplex(0,0);
+ doubleComplex* ak1;
+ doubleComplex temp;
+ doubleComplex sigma2;
+
+ /* FIXME : malloc here */
+ ak1=(doubleComplex*)malloc((unsigned int)size*sizeof(doubleComplex));
+
+ /* initialize levinson's algorithm */
+ temp=zrdivs(in[1],in[0]);
+ ar[0]=DoubleComplex(-zreals(temp),-zimags(temp));
+
+ temp = zmuls(ar[0],zconjs(ar[0]));
+ sigma2=zmuls(zdiffs(DoubleComplex(1,0), temp), in[0]);
+
+ ak1[0]=DoubleComplex(0,0);
+
+ /* iterative solution to yule-walker equations */
+ for (i=1;i<size-1;i++){
+ accu=DoubleComplex(0,0);
+ for (j=0;j<i;j++){
+ temp = zmuls(zconjs(ar[j]),zconjs(in[i-j]));
+ accu=zadds(accu, temp);
+ }
+ temp = zadds(in[i+1],accu);
+ temp = zrdivs(temp,sigma2);
+ ak1[i]=DoubleComplex(-zreals(temp),-zimags(temp));
+
+ for (j=0;j<i;j++){
+ temp = zmuls(ak1[i], zconjs(ar[i-1-j]));
+ ak1[j] = zadds(ar[j],temp);
+ }
+
+ temp = zmuls(ak1[i], zconjs(ak1[i]));
+ temp = zdiffs(DoubleComplex(1,0),temp);
+ sigma2 = zmuls(temp,sigma2);
+ for (j=0;j<=i;j++){
+ ar[j]=DoubleComplex(zreals(ak1[j]),zimags(ak1[j]));
+ }
+ }
+ free(ak1);
+ return sigma2;
+}
+
+