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-rw-r--r--src/c/interpolation/interpln/dinterplna.c29
-rw-r--r--src/c/interpolation/interpln/sinterp13a.c75
-rw-r--r--src/c/signalProcessing/faurre/dfaurrea.c112
-rw-r--r--src/c/signalProcessing/includes/faurre.h29
-rw-r--r--src/c/signalProcessing/includes/kalm.h33
-rw-r--r--src/c/signalProcessing/interfaces/int_faurre.h20
-rw-r--r--src/c/signalProcessing/interfaces/int_kalm.h25
-rw-r--r--src/c/signalProcessing/kalm/dkalma.c118
-rw-r--r--src/c/signalProcessing/kalm/zkalma.c119
-rw-r--r--src/c/statisticsFunctions/includes/mvcorrel.h33
-rw-r--r--src/c/statisticsFunctions/interfaces/int_mvcorrel.h28
-rw-r--r--src/c/statisticsFunctions/mvcorrel/dmvcorrela.c69
12 files changed, 690 insertions, 0 deletions
diff --git a/src/c/interpolation/interpln/dinterplna.c b/src/c/interpolation/interpln/dinterplna.c
new file mode 100644
index 0000000..76cd7f8
--- /dev/null
+++ b/src/c/interpolation/interpln/dinterplna.c
@@ -0,0 +1,29 @@
+/* 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
+*/
+
+
+#include "interpln.h"
+#include "stdio.h"
+#include "matrixInversion.h"
+#include "matrixTranspose.h"
+
+void dinterplna(double* xyd, int nd, double* x, int x_row, int x_col)
+{
+ int md=2;
+ int n= x_col*x_row;
+
+
+
+
+}
+
+
diff --git a/src/c/interpolation/interpln/sinterp13a.c b/src/c/interpolation/interpln/sinterp13a.c
new file mode 100644
index 0000000..b8cb085
--- /dev/null
+++ b/src/c/interpolation/interpln/sinterp13a.c
@@ -0,0 +1,75 @@
+/* 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: Ukasha Noor
+ Organization: FOSSEE, IIT Bombay
+ Email: toolbox@scilab.in
+*/
+
+
+#include "interp1.h"
+#include <string.h>
+
+void sinterp13a(float *x,int size1,float *fx,int size2,float *q,int size3,char *ch,int size4,float *out)
+{
+ int i,j,k,f;
+ float a,b;
+ if(strcmp(ch,"linear")==0)
+ {
+ for(i=0;i<size3;i++)
+ {
+ f=0;
+ for(j=0;j<size1;j++)
+ {
+ if(q[i]==x[j])
+ {
+ out[i]=fx[j];
+ f=1;
+ break;
+ }
+ }
+ if(f==0)
+ {
+ j=0;
+ while(q[i]>x[j])
+ {
+ j++;
+ }
+ a=x[j-1];
+ b=x[j];
+ out[i]=fx[j-1]+(q[i]-a)*((fx[j]-fx[j-1])/(b-a));
+ }
+ }
+ }
+ else if(strcmp(ch,"nearest")==0)
+ {
+ for(i=0;i<size3;i++)
+ {
+ f=0;
+ for(j=0;j<size1;j++)
+ {
+ if(q[i]==x[j])
+ {
+ out[i]=fx[j];
+ f=1;
+ break;
+ }
+ }
+ if(f==0)
+ {
+ j=0;
+ while(q[i]>x[j])
+ {
+ j++;
+ }
+ out[i]=fx[j];
+ }
+ }
+ }
+}
+
+
diff --git a/src/c/signalProcessing/faurre/dfaurrea.c b/src/c/signalProcessing/faurre/dfaurrea.c
new file mode 100644
index 0000000..04d5a69
--- /dev/null
+++ b/src/c/signalProcessing/faurre/dfaurrea.c
@@ -0,0 +1,112 @@
+/* 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
+ */
+
+/*Funtion to find faurre */
+
+#include "lapack.h"
+#include "stdlib.h"
+#include "string.h"
+#include "faurre.h"
+#include "matrixTranspose.h"
+#include "matrixMultiplication.h"
+#include "matrixInversion.h"
+#include "addition.h"
+#include "subtraction.h"
+#include "eye.h"
+#include "matrixDivision.h"
+
+void dfaurrea(int n, double* H, int H_row, int H_col, double* F, int F_row, int F_col, double* G, int G_row, int G_col, double * R0, int R0_row, int R0_col, double* P, double *R , double* T )
+{
+
+/*Variable Declaration Start*/
+ double R0_inv[R0_row* R0_col];
+ double temp1[G_row* R0_col];
+ double Pn[G_row* G_row];
+ double Pn_temp[G_row*G_row];
+ double G_trans[G_col*G_row];
+ double H_trans[H_col*H_row];
+ double F_trans[F_col*F_row];
+ double A_trans[G_col*G_row];
+ double temp2[F_row*G_row];
+ double temp3[F_row*H_row];
+ double A[G_row*G_col];
+ double temp4[H_row*G_row];
+ double temp5[H_row*H_row];
+ double temp6[R0_row*R0_col];
+ double temp7[G_row*R0_row];
+ double temp8[G_row*G_row];
+ double temp9[F_row*F_col];
+ double temp10[H_row*G_row];
+ double temp11[H_row*H_row];
+ double temp12[F_row*G_row];
+ double temp13[F_row*H_row];
+ double temp14[G_row*G_col];
+/*Variable Declaration End*/
+
+ dinverma(R0, R0_inv, R0_row); //R0_inv= inv(R0)
+ dmulma(G, G_row, G_col, R0_inv, R0_row, R0_col, temp1); //temp1= G* inv(R0)
+ dtransposea(G, G_row, G_col, G_trans); //G_trans= G'
+ dmulma(temp1, G_row, R0_col, G_trans, G_col, G_row, Pn ); // Pn= G* inv(R0)* G'
+ dtransposea(H, H_row, H_col, H_trans); //H_trans= H'
+ dtransposea(F, F_row, F_col, F_trans); //F_trans= F'
+
+/*//Debug Only*/
+/* for(int i=0; i< G_row*G_row; i++)*/
+/* printf("Before loop Pn[%d]= %lf \t", i, Pn[i]);*/
+/* printf("\n");*/
+
+ for(int i=1;i <= n ; i++)
+ {
+ dmulma(F, F_row, F_col, Pn, G_row, G_row, temp2); //temp2= F*Pn;
+ dmulma(temp2, F_row, G_row, H_trans, H_col, H_row, temp3); //temp3= F*Pn*H'
+ ddiffa( G, G_row*G_col, temp3, F_row*H_row, A); //A = G- F*Pn*H'
+ dtransposea(A, G_row, G_col, A_trans); //A_trans= A'
+ dmulma(H, H_row, H_col, Pn, G_row, G_row, temp4); //temp4= H*Pn
+ dmulma(temp4, H_row, G_row, H_trans, H_col, H_row, temp5 ); //temp5= H*Pn*H'
+ ddiffa(R0, R0_row*R0_col, temp5, H_row*H_row,temp6 ); //temp6= R0-H*Pn*H'
+ drdivma(A,G_row, G_col, temp6, R0_row, R0_col, temp7); //temp7= A / (R0-H*Pn*H')
+ dmulma(temp7, G_row, R0_row, A_trans, G_col, G_row, temp8); //temp8 = A / (R0-H*Pn*H')*A'
+ dmulma(temp2, F_row, G_row, F_trans, F_col, F_row, temp9); //temp9= F*Pn*F'
+ dadda(temp9, F_row*F_col,temp8,G_row*G_row, Pn_temp); //Pn_temp = F*Pn*F'+ A / (R0-H*Pn*H')*A'
+ for(int j=0; j< G_row*G_row; j++)
+ Pn[j]= Pn_temp[j];
+
+ }
+
+/* //Debug Only*/
+/* for(int i=0; i< G_row*G_row; i++)*/
+/* printf("Afterloop Pn[%d]= %lf \t", i, Pn[i]);*/
+/* printf("\n");*/
+
+ for(int j=0; j< G_row*G_row; j++)
+ P[j]= Pn[j];
+
+ dmulma(H, H_row, H_col, P, G_row, G_row, temp10); //temp10= H*P
+ dmulma(temp10, H_row, G_row, H_trans, H_col, H_row, temp11 ); //temp11= H*P*H'
+ ddiffa(R0, R0_row*R0_col, temp11, H_row*H_row, R ); //R= R0-H*P*H'
+
+/* //Debug Only*/
+/* for(int i=0; i< H_row*H_row; i++)*/
+/* printf("R[%d]= %lf \t", i, R[i]);*/
+/* printf("\n");*/
+
+ dmulma(F, F_row, F_col, P, G_row, G_row, temp12); //temp12= F*P;
+ dmulma(temp12, F_row, G_row, H_trans, H_col, H_row, temp13); //temp13= F*P*H'
+ ddiffa( G, G_row*G_col, temp13, F_row*H_row, temp14); //temp14 = G- F*P*H'
+ drdivma(temp14,G_row, G_col, R, R0_row, R0_col, T); //T= (G-F*P*H')/ R
+
+/* //Debug Only*/
+/* for(int i=0; i< G_row*R0_row; i++)*/
+/* printf("T[%d]= %lf \t", i, T[i]);*/
+/* printf("\n");*/
+
+}
diff --git a/src/c/signalProcessing/includes/faurre.h b/src/c/signalProcessing/includes/faurre.h
new file mode 100644
index 0000000..e4a2de3
--- /dev/null
+++ b/src/c/signalProcessing/includes/faurre.h
@@ -0,0 +1,29 @@
+/* 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 __FAURRE_H__
+#define __FAURRE_H__
+#include "types.h"
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+void dfaurrea(int n, double* H, int H_row, int H_col, double* F, int F_row, int F_col, double* G, int G_row, int G_col, double * R0, int R0_row, int R0_col, double * P, double* R, double* T);
+
+
+#ifdef __cplusplus
+} /* extern "C" */
+#endif
+
+#endif /* __FAURRE_H__ */
+
diff --git a/src/c/signalProcessing/includes/kalm.h b/src/c/signalProcessing/includes/kalm.h
new file mode 100644
index 0000000..7cd5a55
--- /dev/null
+++ b/src/c/signalProcessing/includes/kalm.h
@@ -0,0 +1,33 @@
+/* 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 __KALM_H__
+#define __KALM_H__
+#include "types.h"
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+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" */
+#endif
+
+#endif /* __KALM_H__ */
+
diff --git a/src/c/signalProcessing/interfaces/int_faurre.h b/src/c/signalProcessing/interfaces/int_faurre.h
new file mode 100644
index 0000000..e527a63
--- /dev/null
+++ b/src/c/signalProcessing/interfaces/int_faurre.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_FAURRE_H__
+#define __INT_FAURRE_H__
+
+#define d0d2d2d2d2faurred2d2d2(in1,in2, size2, in3, size3, in4, size4, in5, size5,out1, out2, out3) \
+ dfaurrea(in1,in2, size2[0], size2[1],in3, size3[0], size3[1],in4, size4[0], size4[1],in5, size5[0], size5[1], out1, out2, out3)
+
+
+#endif /* !INT_FAURRE_H__! */
diff --git a/src/c/signalProcessing/interfaces/int_kalm.h b/src/c/signalProcessing/interfaces/int_kalm.h
new file mode 100644
index 0000000..b03977d
--- /dev/null
+++ b/src/c/signalProcessing/interfaces/int_kalm.h
@@ -0,0 +1,25 @@
+/* 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_KALM_H__
+#define __INT_KALM_H__
+
+#define d2d2d2d2d2d2d2d2kalmd2d2d2d2(in1, size1, in2, size2, in3, size3, in4, size4, in5, size5, in6, size6, in7, size7, in8, size8, out1, out2, out3, out4) \
+ 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/kalm/dkalma.c b/src/c/signalProcessing/kalm/dkalma.c
new file mode 100644
index 0000000..d71a86a
--- /dev/null
+++ b/src/c/signalProcessing/kalm/dkalma.c
@@ -0,0 +1,118 @@
+/* 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 "kalm.h"
+#include "matrixTranspose.h"
+#include "matrixMultiplication.h"
+#include "matrixInversion.h"
+#include "addition.h"
+#include "subtraction.h"
+#include "eye.h"
+
+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)
+
+{
+ double k[p0_row*h_row];
+ double h_trans[h_col*h_row];
+ double temp1[p0_row*h_row];
+ double temp2[h_row*p0_col];
+ double temp3[h_row*h_row];
+ double temp4[h_row*h_row];
+ double temp5[h_row*h_row];
+ double temp6[p0_row*p0_col];
+ double temp7[p0_row*h_col];
+ double temp8[p0_row*p0_col];
+ double f_trans[f_col*f_row];
+ double g_trans[g_col*g_row];
+ double temp9 [f_row*p0_col];
+ double temp10[f_row*f_row];
+ double temp11 [g_row*q_col];
+ double temp12[g_row*g_row];
+ double temp13[h_row*x0_col];
+ double temp14[h_row*x0_col];
+ double temp15[p0_row*x0_col];
+
+
+
+ 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
+
+/*//Debug Only*/
+/* for(int i=0; i< h_row*h_row; i++)*/
+/* printf("temp4[%d] = %lf \t",i, temp4[i]);*/
+/* printf("\n");*/
+
+ dinverma(temp4, temp5, h_row); //temp5= (h*p0*h'+r)**(-1)
+
+ dmulma(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");*/
+
+
+ deyea(temp6, p0_row, p0_col); //temp6 = eye(p0)
+ dmulma(k, p0_row, h_row, h, h_row, h_col, temp7); //temp7 = k*h
+ ddiffa(temp6, p0_row*p0_col, temp7, p0_row*h_col, temp8); //temp8= eye(p0)- k*h
+ dmulma(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");*/
+
+
+ dtransposea(g, g_row, g_col, g_trans);
+ dtransposea(f, f_row, f_col, f_trans);
+ dmulma(f, f_row, f_col, p, p0_row, p0_col, temp9); //temp9= f*p
+ dmulma(temp9, f_row, p0_col, f_trans, f_col, f_row, temp10); //temp10= f*p*f'
+ dmulma(g, g_row, g_col, q, q_row, q_col, temp11); //temp11= g*q
+ dmulma(temp11, g_row, q_col, g_trans, g_col, g_row, temp12); //temp12= g*q*g'
+ dadda(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");*/
+
+
+ dmulma(h, h_row, h_col, x0, x0_row, x0_col, temp13); //temp13= h*x0
+ ddiffa(y, y_row*y_col, temp13, h_row*x0_col, temp14); //temp14= y-h*x0
+ dmulma(k, p0_row, h_row, temp14, h_row, x0_col, temp15); //temp15= k*(y-h*x0)
+ dadda(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");*/
+
+
+ dmulma(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/kalm/zkalma.c b/src/c/signalProcessing/kalm/zkalma.c
new file mode 100644
index 0000000..f47e01e
--- /dev/null
+++ b/src/c/signalProcessing/kalm/zkalma.c
@@ -0,0 +1,119 @@
+/* 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/statisticsFunctions/includes/mvcorrel.h b/src/c/statisticsFunctions/includes/mvcorrel.h
new file mode 100644
index 0000000..857bfd6
--- /dev/null
+++ b/src/c/statisticsFunctions/includes/mvcorrel.h
@@ -0,0 +1,33 @@
+/* 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 __MVCORREL_H__
+#define __MVCORREL_H__
+
+#include "types.h"
+#include "doubleComplex.h"
+#include "uint16.h"
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+void dmvcorrela(double* , int, int, double* );
+
+
+
+#ifdef __cplusplus
+} /* extern "C" */
+#endif
+
+#endif /*__MVCORREL_H__*/
diff --git a/src/c/statisticsFunctions/interfaces/int_mvcorrel.h b/src/c/statisticsFunctions/interfaces/int_mvcorrel.h
new file mode 100644
index 0000000..361687b
--- /dev/null
+++ b/src/c/statisticsFunctions/interfaces/int_mvcorrel.h
@@ -0,0 +1,28 @@
+/* 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_MVCORREL_H__
+#define __INT_MVCORREL_H__
+
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+#define d2mvcorreld2(in1, size, out) dmvcorrela(in1, size[0] ,size[1], out)
+
+
+#ifdef __cplusplus
+} /* extern "C" */
+#endif
+
+#endif /*__INT_MVCORREL_H__*/
diff --git a/src/c/statisticsFunctions/mvcorrel/dmvcorrela.c b/src/c/statisticsFunctions/mvcorrel/dmvcorrela.c
new file mode 100644
index 0000000..646e3db
--- /dev/null
+++ b/src/c/statisticsFunctions/mvcorrel/dmvcorrela.c
@@ -0,0 +1,69 @@
+/* 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
+*/
+
+
+#include "mvcorrel.h"
+#include "stdio.h"
+#include "types.h"
+#include "uint16.h"
+#include "zeros.h"
+#include "sum.h"
+#include "ones.h"
+#include "matrixMultiplication.h"
+#include "subtraction.h"
+
+void dmvcorrela(double *in, int lx, int cx, double* out)
+{
+ double temp1[1* cx];
+ double xbar[1* cx];
+ double temp2[lx*1];
+ double temp3[lx*cx];
+ double temp4[lx*cx];
+ double temp5[1* cx];
+ double std[1*cx];
+
+ donesa ( temp2 , lx , 1 ); //temp2= ones(lx,1)
+
+ if(lx==1)
+ {
+ dzerosa ( out , lx ,cx ); //out= zeros(lx,cx)
+
+ }
+
+ else
+ {
+
+ drowsuma(in, lx, cx, temp1); //temp1= sum(x, "r")
+
+ for(int i=0; i< 1*cx; i++)
+ xbar[i]= temp1[i]/ lx; // xbar= sum(x, "r")/ lx
+ //Debug Only
+ for(int i= 0; i< 1*cx; i++)
+ printf("xbar[%d]= %lf", i, xbar[i]);
+ printf("\n");
+
+ dmulma(temp2, lx,1, xbar, 1, cx, temp3 ); //temp3= ones(lx,1)*xbar
+ ddiffa(in, lx*cx, temp3, lx*cx, temp4); //temp4= x-ones(lx,1)*xbar
+ for(int i=0; i< lx*cx; i++)
+ temp4[i]= pow(temp4[i], 2);
+ drowsuma(temp4, lx, cx, temp5); //temp5= sum(r.^2, "r")
+ for(int i=0; i< 1*cx; i++)
+ std[i]= pow(temp5[i], 0.5);
+ //Debug Only
+ for(int i= 0; i< 1*cx; i++)
+ printf("std[%d]= %lf", i, std[i]);
+ printf("\n");
+ }
+
+
+
+}
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