mvcorrel and strange functions added

8 files changed, 238 insertions, 129 deletions

diff --git a/src/c/signalProcessing/hank/dhanka.c b/src/c/signalProcessing/hank/dhanka.c
index 37008fd..5cef7f3 100644
--- a/src/c/signalProcessing/hank/dhanka.c
+++ b/src/c/signalProcessing/hank/dhanka.c
@@ -43,7 +43,7 @@ for(int i=1; i< mr+1; i= i+row)
 	{
 	temp1[j]=i;
 	j++;
-	printf("%d", i);
+	//printf("%d", i);
 	}
 for(int j=0;j< nr; j++)
 	temp2[j]=j;
@@ -65,7 +65,7 @@ for(int i=0; i< m*nr; i++)
 		}
 
         }
-
+//Debug Only
 /*
 printf("ones1\n");
 for(int k=0; k<1*nr; k++)
diff --git a/src/c/signalProcessing/includes/kalm.h b/src/c/signalProcessing/includes/kalm.h
index 7cd5a55..6f73ac1 100644
--- a/src/c/signalProcessing/includes/kalm.h
+++ b/src/c/signalProcessing/includes/kalm.h
@@ -21,9 +21,6 @@ extern "C" {
 void dkalma(double* y, int y_row, int y_col, double* x0, int x0_row, int x0_col, double* p0, int p0_row, int p0_col, double* f, int f_row, int f_col, double* g, int g_row, int g_col, double* h, int h_row, int h_col, double* q, int q_row, int q_col, double* r, int r_row, int r_col, double* x1, double* p1, double* x, double* p);
 	    
 
-void zkalma(doubleComplex* y, int y_row, int y_col, doubleComplex* x0, int x0_row, int x0_col,doubleComplex* p0, int p0_row, int p0_col, doubleComplex* f, int f_row, int f_col, doubleComplex* g, int g_row, int g_col, doubleComplex* h, int h_row, int h_col, doubleComplex* q, int q_row, int q_col, doubleComplex* r, int r_row, int r_col, doubleComplex* x1, doubleComplex* p1, doubleComplex* x, doubleComplex* p);
-
-
 
 #ifdef __cplusplus
 } /* extern "C" */
diff --git a/src/c/signalProcessing/includes/wiener.h b/src/c/signalProcessing/includes/wiener.h
new file mode 100644
index 0000000..ba77526
--- /dev/null
+++ b/src/c/signalProcessing/includes/wiener.h
@@ -0,0 +1,30 @@
+/* Copyright (C) 2017 - IIT Bombay - FOSSEE
+
+ 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
+ Author: Abhinav Dronamraju
+ Organization: FOSSEE, IIT Bombay
+ Email: toolbox@scilab.in
+ */
+
+#ifndef __WEINER_H__
+#define __WEINER_H__
+#include "types.h"
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+void dwienera(double* y, int y_row, int y_col, double* x0, int x0_row, int x0_col, double* p0, int p0_row, int p0_col, double* f, int f_row, int f_col, double* g, int g_row, int g_col, double* h, int h_row, int h_col, double* q, int q_row, int q_col, double* r, int r_row, int r_col, double* xs, double* ps, double* xf, double* pf);
+	    
+
+
+#ifdef __cplusplus
+} /* extern "C" */
+#endif
+
+#endif /* __WEINER_H__ */
+
diff --git a/src/c/signalProcessing/interfaces/int_kalm.h b/src/c/signalProcessing/interfaces/int_kalm.h
index b03977d..b4369c9 100644
--- a/src/c/signalProcessing/interfaces/int_kalm.h
+++ b/src/c/signalProcessing/interfaces/int_kalm.h
@@ -17,9 +17,4 @@
 			      dkalma(in1, size1[0], size1[1],in2, size2[0], size2[1],in3, size3[0], size3[1],in4, size4[0], size4[1],in5, size5[0], size5[1] ,\
 					in6, size6[0], size6[1],in7, size7[0], size7[1],in8, size8[0], size8[1], out1, out2, out3, out4)
 
-
-#define z2z2z2z2z2z2z2z2kalmz2z2z2z2(in1, size1, in2, size2, in3, size3, in4, size4, in5, size5, in6, size6, in7, size7, in8, size8, out1, out2, out3, out4) \
-			      zkalma(in1, size1[0], size1[1],in2, size2[0], size2[1],in3, size3[0], size3[1],in4, size4[0], size4[1],in5, size5[0], size5[1] ,\
-					in6, size6[0], size6[1],in7, size7[0], size7[1],in8, size8[0], size8[1], out1, out2, out3, out4)
-
 #endif /* !INT_KALM_H__! */
diff --git a/src/c/signalProcessing/interfaces/int_weiner.h b/src/c/signalProcessing/interfaces/int_weiner.h
new file mode 100644
index 0000000..daefcf0
--- /dev/null
+++ b/src/c/signalProcessing/interfaces/int_weiner.h
@@ -0,0 +1,20 @@
+/* Copyright (C) 2016 - IIT Bombay - FOSSEE
+
+ 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
+ Author: Abhinav Dronamraju
+ Organization: FOSSEE, IIT Bombay
+ Email: toolbox@scilab.in
+ */
+
+#ifndef __INT_WIENER_H__
+#define __INT_WIENER_H__
+
+#define d2d2d2d2d2d2d2d2wienerd2d2d2d2(in1, size1, in2, size2, in3, size3, in4, size4, in5, size5, in6, size6, in7, size7, in8, size8, out1, out2, out3, out4) \
+			      dwienera(in1, size1[0], size1[1],in2, size2[0], size2[1],in3, size3[0], size3[1],in4, size4[0], size4[1],in5, size5[0], size5[1] ,\
+					in6, size6[0], size6[1],in7, size7[0], size7[1],in8, size8[0], size8[1], out1, out2, out3, out4)
+
+#endif /* !INT_WEINER_H__! */
diff --git a/src/c/signalProcessing/interfaces/int_wiener.h b/src/c/signalProcessing/interfaces/int_wiener.h
new file mode 100644
index 0000000..daefcf0
--- /dev/null
+++ b/src/c/signalProcessing/interfaces/int_wiener.h
@@ -0,0 +1,20 @@
+/* Copyright (C) 2016 - IIT Bombay - FOSSEE
+
+ 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
+ Author: Abhinav Dronamraju
+ Organization: FOSSEE, IIT Bombay
+ Email: toolbox@scilab.in
+ */
+
+#ifndef __INT_WIENER_H__
+#define __INT_WIENER_H__
+
+#define d2d2d2d2d2d2d2d2wienerd2d2d2d2(in1, size1, in2, size2, in3, size3, in4, size4, in5, size5, in6, size6, in7, size7, in8, size8, out1, out2, out3, out4) \
+			      dwienera(in1, size1[0], size1[1],in2, size2[0], size2[1],in3, size3[0], size3[1],in4, size4[0], size4[1],in5, size5[0], size5[1] ,\
+					in6, size6[0], size6[1],in7, size7[0], size7[1],in8, size8[0], size8[1], out1, out2, out3, out4)
+
+#endif /* !INT_WEINER_H__! */
diff --git a/src/c/signalProcessing/kalm/zkalma.c b/src/c/signalProcessing/kalm/zkalma.c
deleted file mode 100644
index f47e01e..0000000
--- a/src/c/signalProcessing/kalm/zkalma.c
+++ /dev/null
@@ -1,119 +0,0 @@
-/* Copyright (C) 2017 - IIT Bombay - FOSSEE
-
- 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
- Author: Abhinav Dronamraju
- Organization: FOSSEE, IIT Bombay
- Email: toolbox@scilab.in
- */
-
-/*Function to find kalm */
-
-#include "lapack.h"
-#include "stdlib.h"
-#include "doubleComplex.h"
-#include "stdio.h"
-#include "string.h"
-#include "kalm.h"
-#include "matrixTranspose.h"
-#include "matrixMultiplication.h"
-#include "matrixInversion.h"
-#include "addition.h"
-#include "subtraction.h"
-#include "eye.h"
-
-void zkalma(doubleComplex* y, int y_row, int y_col, doubleComplex* x0, int x0_row, int x0_col,doubleComplex* p0, int p0_row, int p0_col, doubleComplex* f, int f_row, int f_col, doubleComplex* g, int g_row, int g_col, doubleComplex* h, int h_row, int h_col, doubleComplex* q, int q_row, int q_col, doubleComplex* r, int r_row, int r_col, doubleComplex* x1, doubleComplex* p1, doubleComplex* x, doubleComplex* p)
-	    
-{ 
- doubleComplex k[p0_row*h_row];
- doubleComplex h_trans[h_col*h_row];
- doubleComplex temp1[p0_row*h_row];
- doubleComplex temp2[h_row*p0_col];
- doubleComplex temp3[h_row*h_row];
- doubleComplex temp4[h_row*h_row];
- doubleComplex temp5[h_row*h_row];
- doubleComplex temp6[p0_row*p0_col];
- doubleComplex temp7[p0_row*h_col];
- doubleComplex temp8[p0_row*p0_col];
- doubleComplex f_trans[f_col*f_row];
- doubleComplex g_trans[g_col*g_row];
- doubleComplex temp9 [f_row*p0_col];
- doubleComplex temp10[f_row*f_row];
- doubleComplex temp11 [g_row*q_col];
- doubleComplex temp12[g_row*g_row];
- doubleComplex temp13[h_row*x0_col];
- doubleComplex temp14[h_row*x0_col];
- doubleComplex temp15[p0_row*x0_col];
-
-
-
- ztransposea(h, h_row, h_col, h_trans);
- zmulma(p0, p0_row, p0_col, h_trans, h_col, h_row, temp1);    //temp1= p0*h'
- zmulma(h, h_row, h_col, p0, p0_row, p0_col, temp2);          //temp2= h*p0
- zmulma(temp2, h_row, p0_col, h_trans, h_col, h_row, temp3);  //temp3= h*p0*h'
- zadda(temp3, h_row*h_row, r, r_row*r_col, temp4);            //temp4= h*p0*h'+r
-
-/*//Debug Only*/
-/* for(int i=0; i< h_row*h_row; i++)*/
-/*	printf("temp4[%d] = %lf + i %lf\t",i, zreals(temp4[i]) , zimags(temp4[i]));*/
-/*   printf("\n");*/
-
- zinverma(temp4, temp5, h_row);                               //temp5= (h*p0*h'+r)**(-1)
-
- zmulma(temp1, p0_row, h_row, temp5, h_row, h_row, k);        //k=p0*h'*(h*p0*h'+r)**(-1)
-
-/*//Debug Only*/
-/* for(int i=0; i< p0_row*h_row; i++)*/
-/*	printf("k[%d] = %lf \t",i, k[i]);*/
-/*   printf("\n");*/
-   
-   
- zeyea(temp6, p0_row, p0_col);                                //temp6 = eye(p0)
- zmulma(k, p0_row, h_row, h, h_row, h_col, temp7);            //temp7 = k*h
- zdiffa(temp6, p0_row*p0_col, temp7, p0_row*h_col, temp8);    //temp8= eye(p0)- k*h
- zmulma(temp8, p0_row, p0_col, p0, p0_row, p0_col, p);        //p=(eye(p0)-k*h)*p0
-
-/*//Debug Only*/
-/* for(int i=0; i< p0_row*p0_col; i++)*/
-/*	printf("p[%d] = %lf \t",i, p[i]);*/
-/*   printf("\n");*/
-
-
- ztransposea(g, g_row, g_col, g_trans);
- ztransposea(f, f_row, f_col, f_trans);
- zmulma(f, f_row, f_col, p, p0_row, p0_col, temp9);             //temp9= f*p
- zmulma(temp9, f_row, p0_col, f_trans, f_col, f_row, temp10);  //temp10= f*p*f'
- zmulma(g, g_row, g_col, q, q_row, q_col, temp11);            //temp11= g*q
- zmulma(temp11, g_row, q_col, g_trans, g_col, g_row, temp12); //temp12= g*q*g'
- zadda(temp10, f_row*f_row, temp12, g_row*g_row, p1);         //p1=f*p*f'+g*q*g'
-
-/* //Debug Only*/
-/* for(int i=0; i< f_row*f_row; i++)*/
-/*	printf("p1[%d] = %lf \t",i, p1[i]);*/
-/*   printf("\n");*/
- 
- 
- zmulma(h, h_row, h_col, x0, x0_row, x0_col, temp13);         //temp13= h*x0
- zdiffa(y, y_row*y_col, temp13, h_row*x0_col, temp14);        //temp14= y-h*x0
- zmulma(k, p0_row, h_row, temp14, h_row, x0_col, temp15);   //temp15= k*(y-h*x0)
- zadda(x0, x0_row*x0_col, temp15, p0_row*x0_col, x);          //x=x0+k*(y-h*x0) 
-
-/* //Debug Only*/
-/* for(int i=0; i< x0_row*x0_col; i++)*/
-/*	printf("x[%d] = %lf \t",i, x[i]);*/
-/*   printf("\n");*/
- 
-
- zmulma(f, f_row, f_col, x, x0_row, x0_col, x1) ;              //x1= f*x
-
-/* //Debug Only*/
-/* for(int i=0; i< f_row*x0_col; i++)*/
-/*	printf("x1[%d] = %lf \t",i, x1[i]);*/
-/*   printf("\n");*/
- 
-
-
-}
diff --git a/src/c/signalProcessing/wiener/dwienera.c b/src/c/signalProcessing/wiener/dwienera.c
new file mode 100644
index 0000000..18f49bc
--- /dev/null
+++ b/src/c/signalProcessing/wiener/dwienera.c
@@ -0,0 +1,166 @@
+/* Copyright (C) 2017 - IIT Bombay - FOSSEE
+
+ 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
+ Author: Abhinav Dronamraju
+ Organization: FOSSEE, IIT Bombay
+ Email: toolbox@scilab.in
+ */
+
+/*Function to find kalm */
+
+#include "lapack.h"
+#include "stdlib.h"
+#include "stdio.h"
+#include "string.h"
+#include "wiener.h"
+#include "kalm.h"
+#include "matrixTranspose.h"
+#include "matrixMultiplication.h"
+#include "matrixInversion.h"
+#include "addition.h"
+#include "subtraction.h"
+#include "eye.h"
+
+void dwienera(double* y, int y_row, int y_col, double* x0, int x0_row, int x0_col, double* p0, int p0_row, int p0_col, double* f, int f_row, int f_col, double* g, int g_row, int g_col, double* h, int h_row, int h_col, double* q, int q_row, int q_col, double* r, int r_row, int r_col, double* xs, double* ps, double* xf, double* pf)
+	    
+{ 
+ 
+/* dtransposea(h, h_row, h_col, h_trans);*/
+/* dmulma(p0, p0_row, p0_col, h_trans, h_col, h_row, temp1);    //temp1= p0*h'*/
+/* dmulma(h, h_row, h_col, p0, p0_row, p0_col, temp2);          //temp2= h*p0*/
+/* dmulma(temp2, h_row, p0_col, h_trans, h_col, h_row, temp3);  //temp3= h*p0*h'*/
+/* dadda(temp3, h_row*h_row, r, r_row*r_col, temp4);            //temp4= h*p0*h'+r*/
+ 
+ int n= x0_row, x0j= x0_col, m= y_row, tf= y_col, to=1, k;
+ double ind_nk[n];
+ double ind_mk[m];  
+ double xf1[x0_row*x0_col];
+ double pf1[p0_row*p0_col];
+ double yk[y_row*1];
+ double fk[f_row*n];
+ double gk[g_row*n];
+ double hk[h_row*n];
+ double qk[q_row*n];
+ double rk[r_row*m];
+ double x1[f_row*x0_col];
+ double p1[f_row*f_row];
+ double x[x0_row*x0_col];
+ double p[p0_row*p0_col]; 
+
+
+for(int i=0; i< x0_row*x0_col; i++)
+	xf1[i]= x0[i];
+
+for(int i=0; i< p0_row*p0_col; i++)
+	pf1[i]= p0[i];
+
+for(k=t0; k<=tf; k++)
+{
+ int j=0;
+ for(int i=1+(k-1)*n; i<= k*n; i++)	
+	{
+		ind_nk[j]= i;
+		j++;
+	}
+
+ int j=0;
+ for(int i=1+(k-1)*m; i<= k*m; i++)	
+	{
+		ind_mk[j]= i;
+		j++;
+	}
+
+ for(int i=0; i< y_row; y++)
+	{
+  		int j=k-1;	
+		
+		yk[i]= y[i+j*y_row];
+
+        }
+int l=0;
+ for(int i=0; i<n; i++)
+	{
+        for(int j=0; j< f_row; j++)
+		{
+			int k=ind_nk[i]-1;
+ 							
+			fk[l]= f[j+k*y_row];
+			l++;	
+		}
+
+
+	}
+
+int l=0;
+ for(int i=0; i<n; i++)
+	{
+        for(int j=0; j< g_row; j++)
+		{
+			int k=ind_nk[i]-1;
+ 							
+			gk[l]= g[j+k*y_row];
+			l++;	
+		}
+
+
+	}
+
+int l=0;
+ for(int i=0; i<n; i++)
+	{
+        for(int j=0; j< h_row; j++)
+		{
+			int k=ind_nk[i]-1;
+ 							
+			hk[l]= h[j+k*y_row];
+			l++;	
+		}
+
+
+	}
+
+int l=0;
+ for(int i=0; i<n; i++)
+	{
+        for(int j=0; j< q_row; j++)
+		{
+			int k=ind_nk[i]-1;
+ 							
+			qk[l]= q[j+k*y_row];
+			l++;	
+		}
+
+
+	}
+
+int l=0;
+ for(int i=0; i<m; i++)
+	{
+        for(int j=0; j< r_row; j++)
+		{
+			int k=ind_mk[i]-1;
+ 							
+			rk[l]= r[j+k*y_row];
+			l++;	
+		}
+
+
+	}
+
+
+dkalma(yk, y_row, 1, x0, x0_row, x0_col, p0, p0_row, p0_col, fk, f_row, n, gk, g_row, n, hk, h_row, n, qk, q_row, n, rk, r_row, m, x1, p1, x, p);
+
+
+
+
+}
+
+ 
+
+
+
+}