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authortorset2008-12-02 14:29:12 +0000
committertorset2008-12-02 14:29:12 +0000
commite5782f79b99e997732f92838a121228f695c9287 (patch)
tree91c1ddaafb0acfd2176265e3947abca811a9d82c /src/signalProcessing/levin
parent16b90c523439fc108213f91dae23a248ccec9d54 (diff)
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Add Levin function
Diffstat (limited to 'src/signalProcessing/levin')
-rw-r--r--src/signalProcessing/levin/Makefile.am76
-rw-r--r--src/signalProcessing/levin/Makefile.in681
-rw-r--r--src/signalProcessing/levin/dlevina.c193
-rw-r--r--src/signalProcessing/levin/levinUtils.c259
-rw-r--r--src/signalProcessing/levin/slevina.c193
-rw-r--r--src/signalProcessing/levin/testDoubleLevin.c117
-rw-r--r--src/signalProcessing/levin/testFloatLevin.c117
7 files changed, 1636 insertions, 0 deletions
diff --git a/src/signalProcessing/levin/Makefile.am b/src/signalProcessing/levin/Makefile.am
new file mode 100644
index 00000000..d7a53870
--- /dev/null
+++ b/src/signalProcessing/levin/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
+##
+##
+
+
+
+
+libLevin_la_CFLAGS = -I $(top_builddir)/type \
+ -I $(top_builddir)/matrixOperations/includes \
+ -I $(top_builddir)/operations/includes \
+ -I $(top_builddir)/auxiliaryFunctions/includes \
+ -I $(top_builddir)/elementaryFunctions/includes \
+ -I $(top_builddir)/signalProcessing/includes
+
+
+instdir = $(top_builddir)/lib
+
+
+pkglib_LTLIBRARIES = libLevin.la
+
+HEAD = ../includes/levin.h
+
+
+libLevin_la_SOURCES = $(HEAD) \
+ levinUtils.c \
+ slevina.c \
+ dlevina.c
+
+
+###############
+#### Check ####
+###############
+check_PROGRAMS = testDoubleLevin testFloatLevin
+
+
+check_LDADD = $(top_builddir)/type/libDoubleComplex.la \
+ $(top_builddir)/type/libFloatComplex.la \
+ $(top_builddir)/lib/blas/libsciblas.la \
+ $(top_builddir)/lib/lapack/libscilapack.la \
+ $(top_builddir)/matrixOperations/inversion/libMatrixInversion.la \
+ $(top_builddir)/matrixOperations/multiplication/libMatrixMultiplication.la \
+ $(top_builddir)/matrixOperations/subtraction/libMatrixSubtraction.la \
+ $(top_builddir)/matrixOperations/jmat/libJmat.la \
+ $(top_builddir)/matrixOperations/eye/libMatrixEye.la \
+ $(top_builddir)/signalProcessing/levin/libLevin.la \
+ $(top_builddir)/operations/addition/libAddition.la \
+ $(top_builddir)/operations/multiplication/libMultiplication.la \
+ $(top_builddir)/operations/subtraction/libSubtraction.la \
+ @LIBMATH@
+
+
+check_INCLUDES = -I $(top_builddir)/type \
+ -I $(top_builddir)/matrixOperations/includes \
+ -I $(top_builddir)/operations/includes \
+ -I $(top_builddir)/auxiliaryFunctions/includes \
+ -I $(top_builddir)/signalProcessing/includes
+
+
+testDoubleLevin_SOURCES = testDoubleLevin.c
+testDoubleLevin_LDADD = $(check_LDADD)
+testDoubleLevin_CFLAGS = $(check_INCLUDES)
+
+testFloatLevin_SOURCES = testFloatLevin.c
+testFloatLevin_LDADD = $(check_LDADD)
+testFloatLevin_CFLAGS = $(check_INCLUDES)
+
+
+TESTS = testDoubleLevin testFloatLevin
diff --git a/src/signalProcessing/levin/Makefile.in b/src/signalProcessing/levin/Makefile.in
new file mode 100644
index 00000000..0fb71c9b
--- /dev/null
+++ b/src/signalProcessing/levin/Makefile.in
@@ -0,0 +1,681 @@
+# Makefile.in generated by automake 1.10.1 from Makefile.am.
+# @configure_input@
+
+# Copyright (C) 1994, 1995, 1996, 1997, 1998, 1999, 2000, 2001, 2002,
+# 2003, 2004, 2005, 2006, 2007, 2008 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@
+
+VPATH = @srcdir@
+pkgdatadir = $(datadir)/@PACKAGE@
+pkglibdir = $(libdir)/@PACKAGE@
+pkgincludedir = $(includedir)/@PACKAGE@
+am__cd = CDPATH="$${ZSH_VERSION+.}$(PATH_SEPARATOR)" && cd
+install_sh_DATA = $(install_sh) -c -m 644
+install_sh_PROGRAM = $(install_sh) -c
+install_sh_SCRIPT = $(install_sh) -c
+INSTALL_HEADER = $(INSTALL_DATA)
+transform = $(program_transform_name)
+NORMAL_INSTALL = :
+PRE_INSTALL = :
+POST_INSTALL = :
+NORMAL_UNINSTALL = :
+PRE_UNINSTALL = :
+POST_UNINSTALL = :
+build_triplet = @build@
+host_triplet = @host@
+check_PROGRAMS = testDoubleLevin$(EXEEXT) testFloatLevin$(EXEEXT)
+TESTS = testDoubleLevin$(EXEEXT) testFloatLevin$(EXEEXT)
+subdir = signalProcessing/levin
+DIST_COMMON = $(srcdir)/Makefile.am $(srcdir)/Makefile.in
+ACLOCAL_M4 = $(top_srcdir)/aclocal.m4
+am__aclocal_m4_deps = $(top_srcdir)/configure.ac
+am__configure_deps = $(am__aclocal_m4_deps) $(CONFIGURE_DEPENDENCIES) \
+ $(ACLOCAL_M4)
+mkinstalldirs = $(install_sh) -d
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+CONFIG_CLEAN_FILES =
+am__vpath_adj_setup = srcdirstrip=`echo "$(srcdir)" | sed 's|.|.|g'`;
+am__vpath_adj = case $$p in \
+ $(srcdir)/*) f=`echo "$$p" | sed "s|^$$srcdirstrip/||"`;; \
+ *) f=$$p;; \
+ esac;
+am__strip_dir = `echo $$p | sed -e 's|^.*/||'`;
+am__installdirs = "$(DESTDIR)$(pkglibdir)"
+pkglibLTLIBRARIES_INSTALL = $(INSTALL)
+LTLIBRARIES = $(pkglib_LTLIBRARIES)
+libLevin_la_LIBADD =
+am__objects_1 =
+am_libLevin_la_OBJECTS = $(am__objects_1) libLevin_la-levinUtils.lo \
+ libLevin_la-slevina.lo libLevin_la-dlevina.lo
+libLevin_la_OBJECTS = $(am_libLevin_la_OBJECTS)
+libLevin_la_LINK = $(LIBTOOL) --tag=CC $(AM_LIBTOOLFLAGS) \
+ $(LIBTOOLFLAGS) --mode=link $(CCLD) $(libLevin_la_CFLAGS) \
+ $(CFLAGS) $(AM_LDFLAGS) $(LDFLAGS) -o $@
+am_testDoubleLevin_OBJECTS = \
+ testDoubleLevin-testDoubleLevin.$(OBJEXT)
+testDoubleLevin_OBJECTS = $(am_testDoubleLevin_OBJECTS)
+am__DEPENDENCIES_1 = $(top_builddir)/type/libDoubleComplex.la \
+ $(top_builddir)/type/libFloatComplex.la \
+ $(top_builddir)/lib/blas/libsciblas.la \
+ $(top_builddir)/lib/lapack/libscilapack.la \
+ $(top_builddir)/matrixOperations/inversion/libMatrixInversion.la \
+ $(top_builddir)/matrixOperations/multiplication/libMatrixMultiplication.la \
+ $(top_builddir)/matrixOperations/subtraction/libMatrixSubtraction.la \
+ $(top_builddir)/matrixOperations/jmat/libJmat.la \
+ $(top_builddir)/matrixOperations/eye/libMatrixEye.la \
+ $(top_builddir)/signalProcessing/levin/libLevin.la \
+ $(top_builddir)/operations/addition/libAddition.la \
+ $(top_builddir)/operations/multiplication/libMultiplication.la \
+ $(top_builddir)/operations/subtraction/libSubtraction.la
+testDoubleLevin_DEPENDENCIES = $(am__DEPENDENCIES_1)
+testDoubleLevin_LINK = $(LIBTOOL) --tag=CC $(AM_LIBTOOLFLAGS) \
+ $(LIBTOOLFLAGS) --mode=link $(CCLD) $(testDoubleLevin_CFLAGS) \
+ $(CFLAGS) $(AM_LDFLAGS) $(LDFLAGS) -o $@
+am_testFloatLevin_OBJECTS = testFloatLevin-testFloatLevin.$(OBJEXT)
+testFloatLevin_OBJECTS = $(am_testFloatLevin_OBJECTS)
+testFloatLevin_DEPENDENCIES = $(am__DEPENDENCIES_1)
+testFloatLevin_LINK = $(LIBTOOL) --tag=CC $(AM_LIBTOOLFLAGS) \
+ $(LIBTOOLFLAGS) --mode=link $(CCLD) $(testFloatLevin_CFLAGS) \
+ $(CFLAGS) $(AM_LDFLAGS) $(LDFLAGS) -o $@
+DEFAULT_INCLUDES = -I.@am__isrc@ -I$(top_builddir)/includes
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+am__depfiles_maybe = depfiles
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+SOURCES = $(libLevin_la_SOURCES) $(testDoubleLevin_SOURCES) \
+ $(testFloatLevin_SOURCES)
+DIST_SOURCES = $(libLevin_la_SOURCES) $(testDoubleLevin_SOURCES) \
+ $(testFloatLevin_SOURCES)
+ETAGS = etags
+CTAGS = ctags
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+top_builddir = @top_builddir@
+top_srcdir = @top_srcdir@
+libLevin_la_CFLAGS = -I $(top_builddir)/type \
+ -I $(top_builddir)/matrixOperations/includes \
+ -I $(top_builddir)/operations/includes \
+ -I $(top_builddir)/auxiliaryFunctions/includes \
+ -I $(top_builddir)/elementaryFunctions/includes \
+ -I $(top_builddir)/signalProcessing/includes
+
+instdir = $(top_builddir)/lib
+pkglib_LTLIBRARIES = libLevin.la
+HEAD = ../includes/levin.h
+libLevin_la_SOURCES = $(HEAD) \
+ levinUtils.c \
+ slevina.c \
+ dlevina.c
+
+check_LDADD = $(top_builddir)/type/libDoubleComplex.la \
+ $(top_builddir)/type/libFloatComplex.la \
+ $(top_builddir)/lib/blas/libsciblas.la \
+ $(top_builddir)/lib/lapack/libscilapack.la \
+ $(top_builddir)/matrixOperations/inversion/libMatrixInversion.la \
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+ $(top_builddir)/matrixOperations/subtraction/libMatrixSubtraction.la \
+ $(top_builddir)/matrixOperations/jmat/libJmat.la \
+ $(top_builddir)/matrixOperations/eye/libMatrixEye.la \
+ $(top_builddir)/signalProcessing/levin/libLevin.la \
+ $(top_builddir)/operations/addition/libAddition.la \
+ $(top_builddir)/operations/multiplication/libMultiplication.la \
+ $(top_builddir)/operations/subtraction/libSubtraction.la \
+ @LIBMATH@
+
+check_INCLUDES = -I $(top_builddir)/type \
+ -I $(top_builddir)/matrixOperations/includes \
+ -I $(top_builddir)/operations/includes \
+ -I $(top_builddir)/auxiliaryFunctions/includes \
+ -I $(top_builddir)/signalProcessing/includes
+
+testDoubleLevin_SOURCES = testDoubleLevin.c
+testDoubleLevin_LDADD = $(check_LDADD)
+testDoubleLevin_CFLAGS = $(check_INCLUDES)
+testFloatLevin_SOURCES = testFloatLevin.c
+testFloatLevin_LDADD = $(check_LDADD)
+testFloatLevin_CFLAGS = $(check_INCLUDES)
+all: all-am
+
+.SUFFIXES:
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+ *$$dep*) \
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+ done; \
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+ cd $(top_srcdir) && \
+ $(AUTOMAKE) --foreign signalProcessing/levin/Makefile
+.PRECIOUS: Makefile
+Makefile: $(srcdir)/Makefile.in $(top_builddir)/config.status
+ @case '$?' in \
+ *config.status*) \
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+ esac;
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+ echo "rm -f \"$${dir}/so_locations\""; \
+ rm -f "$${dir}/so_locations"; \
+ done
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+ $(libLevin_la_LINK) -rpath $(pkglibdir) $(libLevin_la_OBJECTS) $(libLevin_la_LIBADD) $(LIBS)
+
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+ echo " rm -f $$p $$f"; \
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+ done
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+ $(testDoubleLevin_LINK) $(testDoubleLevin_OBJECTS) $(testDoubleLevin_LDADD) $(LIBS)
+testFloatLevin$(EXEEXT): $(testFloatLevin_OBJECTS) $(testFloatLevin_DEPENDENCIES)
+ @rm -f testFloatLevin$(EXEEXT)
+ $(testFloatLevin_LINK) $(testFloatLevin_OBJECTS) $(testFloatLevin_LDADD) $(LIBS)
+
+mostlyclean-compile:
+ -rm -f *.$(OBJEXT)
+
+distclean-compile:
+ -rm -f *.tab.c
+
+@AMDEP_TRUE@@am__include@ @am__quote@./$(DEPDIR)/libLevin_la-dlevina.Plo@am__quote@
+@AMDEP_TRUE@@am__include@ @am__quote@./$(DEPDIR)/libLevin_la-levinUtils.Plo@am__quote@
+@AMDEP_TRUE@@am__include@ @am__quote@./$(DEPDIR)/libLevin_la-slevina.Plo@am__quote@
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+
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+
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diff --git a/src/signalProcessing/levin/dlevina.c b/src/signalProcessing/levin/dlevina.c
new file mode 100644
index 00000000..f3daed9f
--- /dev/null
+++ b/src/signalProcessing/levin/dlevina.c
@@ -0,0 +1,193 @@
+/*
+ * 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 "levin.h"
+#include "matrixInversion.h"
+#include "matrixMultiplication.h"
+#include <malloc.h>
+#include <stdio.h>
+
+void dlevina (int n, double* cov, int lCov, int cCov, double* la, double* sig, double* lb){
+/*
+ [la and lb]
+ In Scilab, the return value la is a list of n elements. Each element is a matrix cCov*cCov,
+ and each element of the matrix is a polynome whose degree is n, so the polynome got n+1 elements.
+ The greatest size of a element of the list is : (n+1)*cCov*cCov.
+
+ Here, la is a matrix which contain all elements of the list, its size is n*(n+1)*cCov*cCov. We take the
+ maximum size for all elements.
+ The first element of the list is the first (n+1)*cCov*cCov elements of la, namely la[0] to la[(n+1)*cCov*cCov-1].
+ The second element of the list is the elements of la between (n+1)*cCov*cCov and 2*(n+1)*cCov*cCov,namely la[(n+1)*cCov*cCov]
+ to la[2*(n+1)*cCov*cCov-1],...
+
+ Enter now in a element of the list. Take the first for example.
+ This is, like said before, a cCov*cCov matrix. In la, it contains (n+1)*cCov*cCov. Each element of the matrix contains (n+1)
+ elements. As it's stocked by columns, if we represent a matrix like [a c], for example, the elements 0 to n of la represent
+ [b d]
+ a, the elements (n+1) to 2(n+1)-1 represent b,...
+
+ To finish, look at the elements of the matrix, the polynomes. The coefficients of the polynomes are stocked in increasing order.
+
+ For example, if la in Scilab is : list( [3+2x 5-2x ],[3+x-x^2 -1+2x ])
+ ( [-5+x -2+4x],[1+6x+3x^2 -2x-x^2 ]), the result in dlevin will be :
+ -la is a table of 2*3*2*2 elements(n=2,cCov=2);
+ -la[]={3,2,0, -5,1,0, 5,-2,0, -2,4,0, 3,1,-1, 1,6,3 -1,2,0, 0,-2,-1}.
+
+ It's the same for lb.
+
+ [sig]
+ In Scilab, the return value sig is a list of n elements. Each element is a matrix cCov*cCov,
+ and each element of the matrix is a scalar, so 1 element.
+ The greatest size of a element of the list is : cCov*cCov.
+
+ Let see an example so know how it's stocked.
+ In Scilab, if sig is : list( [1 3],[5 7])
+ ( [2 4],[6 8]),the result in dlevin will be :
+ -sig={1,2, 5,6, 3,4, 7,8}.
+ It's as if we put the matrix the ones under the others and we take the first column, the second,...
+
+
+
+
+*/
+ int i=0;
+/*version ISO C99
+ double tmp1[n*cCov*cCov], tmp2[n*cCov*cCov];
+ double sig1[cCov], gam[cCov];
+ double R1[n*cCov],R2[n*cCov],R3[n*cCov],R4[n*cCov];
+*/
+/*version pas ISO C99 */
+ double *tmp1, *tmp2;
+ double *sig1, *gam;
+ double *R1,*R2,*R3,*R4;
+
+
+
+ tmp1=malloc((unsigned int)((n+1)*cCov*cCov)*sizeof(double));
+ tmp2=malloc((unsigned int)((n+1)*cCov*cCov)*sizeof(double));
+ sig1=malloc((unsigned int)(cCov*cCov)*sizeof(double));
+ gam=malloc((unsigned int)(cCov*cCov)*sizeof(double));
+ R1=malloc((unsigned int)(n*cCov*cCov)*sizeof(double));
+ R2=malloc((unsigned int)(n*cCov*cCov)*sizeof(double));
+ R3=malloc((unsigned int)(n*cCov*cCov)*sizeof(double));
+ R4=malloc((unsigned int)(n*cCov*cCov)*sizeof(double));
+
+
+
+ /*
+ * Initializations
+ * */
+ dinitTab(sig,n*cCov*cCov);
+ dinitTab(la,n*(n+1)*cCov*cCov);
+ dinitTab(lb,n*(n+1)*cCov*cCov);
+
+ /*equal to eye(la) and eye(lb)
+ but we can't use eye cause to the indexation*/
+ for (i=0;i<cCov;i++){
+ la[i*((n+1)*(cCov+1))]=1;
+ lb[i*((n+1)*(cCov+1))]=1;
+ }
+
+ dr1(cov,lCov,cCov,n,R1);
+ dr2(cov,lCov,cCov,n,R2);
+ dr3(cov,lCov,cCov,n,R3);
+ dr4(cov,lCov,cCov,n,R4);
+
+/* case i=0 */
+
+
+ /*calculation of sig */
+ dlevinmul(la,R4,n,cCov,0,sig,n*cCov,0,'d');
+ /*calculation of gam1 */
+ dlevinmul(lb,R2,n,cCov,0,gam,cCov,0,'u');
+ /*calculation of c1*r1 */
+ dlevinmul(la,R1,n,cCov,0,tmp1,cCov,0,'u');
+ /*calculation of inv(gam1) */
+ dinverma(gam,sig1,cCov);
+ dinitTab(gam,cCov*cCov);
+ /*calculation of k1 = c1*r1*inv(gam1) */
+ dmulma(tmp1,cCov,cCov,sig1,cCov,cCov,tmp2);
+ dinitTab(tmp1,n*cCov*cCov);
+ dinitTab(sig1,cCov*cCov);
+ /*calculation of k1*lb */
+ dlevinmul2(tmp2,lb,0,n,cCov,tmp1);
+ dinitTab(tmp2,n*cCov*cCov);
+ /*calculation of k1*lb*z */
+ ddecalage(tmp1,0,n,cCov,tmp1);
+ /*calculation of la */
+ dlevinsub(la,tmp1,n,cCov,0,0,la);
+ dinitTab(tmp1,n*cCov*cCov);
+
+ /*calculation of sig1 (we extract the value if sig at time 0)*/
+ dlevinsig(sig,0,cCov,n*cCov,sig1);
+ /*calculation of c2*r3 */
+ dlevinmul(lb,R3,n,cCov,0,tmp1,cCov,0,'d');
+ /*calculation of inv(sig1)*/
+ dinverma(sig1,gam,cCov);
+ dinitTab(sig1,cCov*cCov);
+ /*calculation of k2 = c2*r3*inv(sig1) */
+ dmulma(tmp1,cCov,cCov,gam,cCov,cCov,tmp2);
+ dinitTab(tmp1,n*cCov*cCov);
+ dinitTab(gam,cCov*cCov);
+ /*calculation of k2*la (here it's lb cause la have been modified
+ and the precedent values hadn't been saved)*/
+ dlevinmul2(tmp2,lb,0,n,cCov,tmp1);
+ dinitTab(tmp2,n*cCov*cCov);
+ /*calculation of lb*z */
+ ddecalage(lb,0,n,cCov,lb);
+ /*calculation of lb */
+ dlevinsub(lb,tmp1,n,cCov,0,0,lb);
+ dinitTab(tmp1,n*cCov*cCov);
+ dinitTab(tmp2,n*cCov*cCov);
+
+
+ for (i=1;i<n;i++){
+ dlevinmul(la,R4,n,cCov,i,sig,n*cCov,1,'d');
+ dlevinmul(lb,R2,n,cCov,i,gam,cCov,0,'u');
+ dlevinmul(la,R1,n,cCov,i,tmp1,cCov,0,'u');
+ dinverma(gam,sig1,cCov);
+ dinitTab(gam,cCov*cCov);
+ dmulma(tmp1,cCov,cCov,sig1,cCov,cCov,tmp2);
+
+ dinitTab(tmp1,n*cCov*cCov);
+ dlevinmul2(tmp2,lb,i-1,n,cCov,tmp1);
+ dinitTab(tmp2,n*cCov*cCov);
+ ddecalage(tmp1,0,n,cCov,tmp1);
+ dlevinsub(la,tmp1,n,cCov,i,i,la);/*a*/
+ dinitTab(tmp1,n*cCov*cCov);
+
+ /*calculation of sig1 (we extract the value if sig at time i)*/
+ dlevinsig(sig,i,cCov,n*cCov,sig1);
+ dlevinmul(lb,R3,n,cCov,i,tmp1,cCov,0,'d');
+ dinverma(sig1,gam,cCov);
+ dinitTab(sig1,cCov*cCov);
+ dmulma(tmp1,cCov,cCov,gam,cCov,cCov,tmp2);
+ dinitTab(tmp1,n*cCov*cCov);
+ /*calculation of k2*la (now it's la at time (i-1))*/
+ dlevinmul2(tmp2,la,i-1,n,cCov,tmp1);
+ dinitTab(tmp2,n*cCov*cCov);
+ ddecalage(lb,(i-1)*(n+1)*cCov*cCov,n,cCov,tmp2);
+ dlevinsub(tmp2,tmp1,n,cCov,0,i,lb);
+ dinitTab(tmp1,n*cCov*cCov);
+ dinitTab(tmp2,n*cCov*cCov);
+ }
+
+
+ free(R4);
+ free(R3);
+ free(R2);
+ free(R1);
+ free(gam);
+ free(sig1);
+ free(tmp2);
+ free(tmp1);
+}
diff --git a/src/signalProcessing/levin/levinUtils.c b/src/signalProcessing/levin/levinUtils.c
new file mode 100644
index 00000000..b7eb2b4a
--- /dev/null
+++ b/src/signalProcessing/levin/levinUtils.c
@@ -0,0 +1,259 @@
+#include "levin.h"
+
+/* Double Functions */
+void dr1(double *in,int lines, int rows, int n, double * out){
+ int i,j;
+ for (i=0;i<n*rows;i++) {
+ for (j=0;j<rows;j++){
+ out[i+j*n*rows]=in[(n-i/rows)*rows + i%rows + j*lines];
+ }
+ }
+}
+
+void dr2(double *in,int lines, int rows, int n, double * out){
+ int i,j;
+ for (i=0;i<n*rows;i++) {
+ for (j=0;j<rows;j++){
+ out[i+j*n*rows]=in[(n-1-i/rows)*rows + i%rows + j*lines];
+ }
+ }
+}
+
+
+void dr3(double *in,int lines, int rows, int n, double * out){
+ int i,j;
+ for (i=0;i<n*rows;i++) {
+ for (j=0;j<rows;j++){
+ out[i+j*n*rows]=in[(i/rows+1)*rows + j%rows + (i%rows)*lines];
+ }
+ }
+}
+
+
+void dr4(double *in,int lines, int rows, int n, double * out){
+ int i,j;
+ for (i=0;i<n*rows;i++) {
+ for (j=0;j<rows;j++){
+ out[i+j*n*rows]=in[i + j%rows + (i%rows)*(lines-1)];
+ }
+ }
+}
+
+
+
+void dlevinmul(double* in1, double* in2, int n, int rows, int ind_boucle, double* out, int lines, int deb_out,char choix){
+ int i=0, j=0, debut=0,start_out=0;
+ double accu;
+
+ if (ind_boucle==0) debut=0;
+ else debut = (ind_boucle-1)*(n+1)*rows*rows;
+
+ start_out = deb_out*ind_boucle*rows;
+
+ switch(choix){
+ case 'u' :
+ for (i=0;i<rows*rows;i++){
+ accu=0;
+ for(j=0;j<ind_boucle*rows+rows;j++){
+ accu += in1[debut+i%rows*(n+1) + (rows*(n+1))*(j%rows)+j/rows] * in2[n*rows-((ind_boucle+1)*rows)+j+(i/rows)*n*rows];
+ }
+ out[start_out+i%rows+(i/rows)*lines] = accu;
+ }
+ break;
+ case 'd' :
+ for (i=0;i<rows*rows;i++){
+ accu=0;
+ for(j=0;j<ind_boucle*rows+rows;j++){
+ accu+=in1[debut+i%rows*(n+1) + (rows*(n+1))*(j%rows)+j/rows]*in2[j+(i/rows)*n*rows];
+ }
+ out[start_out+i%rows+(i/rows)*lines] = accu;
+ }
+ break;
+ default : break;
+ }
+}
+
+
+
+void dlevinsig(double *sig,int n, int rows, int lines, double *sig1){
+ int i=0;
+ for (i=0;i<rows*rows;i++){
+ sig1[i]=sig[n*rows + i%rows +(i/rows)*lines];
+ }
+}
+
+
+void dlevinmul2(double* in1, double *in2,int ind_boucle,int n,int rows,double* out){
+ int i=0,j=0, debut;
+ double accu;
+ debut = ind_boucle*(n+1)*rows*rows;
+ for(i=0;i<(n+1)*rows*rows;i++){
+ accu=0;
+ for (j=0;j<rows;j++){
+ accu += in1[(i/(n+1))%rows+j*rows]*in2[debut+i%(n+1)+(i/((n+1)*rows))*(n+1)*rows+j*(n+1)];
+ }
+ out[i]=accu;
+ }
+}
+
+
+void dlevinsub(double* in1, double* in2, int n, int rows, int deb_in, int ind_boucle, double* out){
+ int i=0;
+ int deb_out= ind_boucle*(n+1)*rows*rows;
+ int deb_in1;
+
+ if (deb_in==0) deb_in1=0;
+ else deb_in1=(deb_in-1)*(n+1)*rows*rows;
+
+ for (i=0;i<(n+1)*rows*rows;i++){
+ out[deb_out + i] = in1[deb_in1+i]-in2[i];
+ }
+}
+
+void dinitTab(double* in, int size){
+ int i;
+ for (i=0;i<size;i++) in[i]=0;
+}
+
+
+void ddecalage(double* in, int deb_in,int n,int rows,double *out){
+ int i=0,j=0;
+
+ for (i=0;i<rows*rows;i++){
+ for(j=n;j>0;j--) {out[i*(n+1)+j]=in[i*(n+1)+deb_in+j-1];}
+ out[i*(n+1)]=0;
+ }
+
+}
+
+
+
+
+
+/* Float Functions */
+
+void sr1(float *in,int lines, int rows, int n, float * out){
+ int i,j;
+ for (i=0;i<n*rows;i++) {
+ for (j=0;j<rows;j++){
+ out[i+j*n*rows]=in[(n-i/rows)*rows + i%rows + j*lines];
+ }
+ }
+}
+
+void sr2(float *in,int lines, int rows, int n, float * out){
+ int i,j;
+ for (i=0;i<n*rows;i++) {
+ for (j=0;j<rows;j++){
+ out[i+j*n*rows]=in[(n-1-i/rows)*rows + i%rows + j*lines];
+ }
+ }
+}
+
+
+void sr3(float *in,int lines, int rows, int n, float * out){
+ int i,j;
+ for (i=0;i<n*rows;i++) {
+ for (j=0;j<rows;j++){
+ out[i+j*n*rows]=in[(i/rows+1)*rows + j%rows + (i%rows)*lines];
+ }
+ }
+}
+
+
+void sr4(float *in,int lines, int rows, int n, float * out){
+ int i,j;
+ for (i=0;i<n*rows;i++) {
+ for (j=0;j<rows;j++){
+ out[i+j*n*rows]=in[i + j%rows + (i%rows)*(lines-1)];
+ }
+ }
+}
+
+
+
+void slevinmul(float* in1, float* in2, int n, int rows, int ind_boucle, float* out, int lines, int deb_out,char choix){
+ int i=0, j=0, debut=0,start_out=0;
+ float accu;
+
+ if (ind_boucle==0) debut=0;
+ else debut = (ind_boucle-1)*(n+1)*rows*rows;
+
+ start_out = deb_out*ind_boucle*rows;
+
+ switch(choix){
+ case 'u' :
+ for (i=0;i<rows*rows;i++){
+ accu=0;
+ for(j=0;j<ind_boucle*rows+rows;j++){
+ accu += in1[debut+i%rows*(n+1) + (rows*(n+1))*(j%rows)+j/rows] * in2[n*rows-((ind_boucle+1)*rows)+j+(i/rows)*n*rows];
+ }
+ out[start_out+i%rows+(i/rows)*lines] = accu;
+ }
+ break;
+ case 'd' :
+ for (i=0;i<rows*rows;i++){
+ accu=0;
+ for(j=0;j<ind_boucle*rows+rows;j++){
+ accu+=in1[debut+i%rows*(n+1) + (rows*(n+1))*(j%rows)+j/rows]*in2[j+(i/rows)*n*rows];
+ }
+ out[start_out+i%rows+(i/rows)*lines] = accu;
+ }
+ break;
+ default : break;
+ }
+}
+
+
+
+void slevinsig(float *sig,int n, int rows, int lines, float *sig1){
+ int i=0;
+ for (i=0;i<rows*rows;i++){
+ sig1[i]=sig[n*rows + i%rows +(i/rows)*lines];
+ }
+}
+
+
+void slevinmul2(float* in1, float *in2,int ind_boucle,int n,int rows,float* out){
+ int i=0,j=0, debut;
+ float accu;
+ debut = ind_boucle*(n+1)*rows*rows;
+ for(i=0;i<(n+1)*rows*rows;i++){
+ accu=0;
+ for (j=0;j<rows;j++){
+ accu += in1[(i/(n+1))%rows+j*rows]*in2[debut+i%(n+1)+(i/((n+1)*rows))*(n+1)*rows+j*(n+1)];
+ }
+ out[i]=accu;
+ }
+}
+
+
+void slevinsub(float* in1, float* in2, int n, int rows, int deb_in, int ind_boucle, float* out){
+ int i=0;
+ int deb_out= ind_boucle*(n+1)*rows*rows;
+ int deb_in1;
+
+ if (deb_in==0) deb_in1=0;
+ else deb_in1=(deb_in-1)*(n+1)*rows*rows;
+
+ for (i=0;i<(n+1)*rows*rows;i++){
+ out[deb_out + i] = in1[deb_in1+i]-in2[i];
+ }
+}
+
+void sinitTab(float* in, int size){
+ int i;
+ for (i=0;i<size;i++) in[i]=0;
+}
+
+
+void sdecalage(float* in, int deb_in,int n,int rows,float *out){
+ int i=0,j=0;
+
+ for (i=0;i<rows*rows;i++){
+ for(j=n;j>0;j--) {out[i*(n+1)+j]=in[i*(n+1)+deb_in+j-1];}
+ out[i*(n+1)]=0;
+ }
+
+}
+
diff --git a/src/signalProcessing/levin/slevina.c b/src/signalProcessing/levin/slevina.c
new file mode 100644
index 00000000..636aa285
--- /dev/null
+++ b/src/signalProcessing/levin/slevina.c
@@ -0,0 +1,193 @@
+/*
+ * 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 "levin.h"
+#include "matrixInversion.h"
+#include "matrixMultiplication.h"
+#include <malloc.h>
+#include <stdio.h>
+
+void slevina (int n, float* cov, int lCov, int cCov, float* la, float* sig, float* lb){
+/*
+ [la and lb]
+ In Scilab, the return value la is a list of n elements. Each element is a matrix cCov*cCov,
+ and each element of the matrix is a polynome whose degree is n, so the polynome got n+1 elements.
+ The greatest size of a element of the list is : (n+1)*cCov*cCov.
+
+ Here, la is a matrix which contain all elements of the list, its size is n*(n+1)*cCov*cCov. We take the
+ maximum size for all elements.
+ The first element of the list is the first (n+1)*cCov*cCov elements of la, namely la[0] to la[(n+1)*cCov*cCov-1].
+ The second element of the list is the elements of la between (n+1)*cCov*cCov and 2*(n+1)*cCov*cCov,namely la[(n+1)*cCov*cCov]
+ to la[2*(n+1)*cCov*cCov-1],...
+
+ Enter now in a element of the list. Take the first for example.
+ This is, like said before, a cCov*cCov matrix. In la, it contains (n+1)*cCov*cCov. Each element of the matrix contains (n+1)
+ elements. As it's stocked by columns, if we represent a matrix like [a c], for example, the elements 0 to n of la represent
+ [b d]
+ a, the elements (n+1) to 2(n+1)-1 represent b,...
+
+ To finish, look at the elements of the matrix, the polynomes. The coefficients of the polynomes are stocked in increasing order.
+
+ For example, if la in Scilab is : list( [3+2x 5-2x ],[3+x-x^2 -1+2x ])
+ ( [-5+x -2+4x],[1+6x+3x^2 -2x-x^2 ]), the result in dlevin will be :
+ -la is a table of 2*3*2*2 elements(n=2,cCov=2);
+ -la[]={3,2,0, -5,1,0, 5,-2,0, -2,4,0, 3,1,-1, 1,6,3 -1,2,0, 0,-2,-1}.
+
+ It's the same for lb.
+
+ [sig]
+ In Scilab, the return value sig is a list of n elements. Each element is a matrix cCov*cCov,
+ and each element of the matrix is a scalar, so 1 element.
+ The greatest size of a element of the list is : cCov*cCov.
+
+ Let see an example so know how it's stocked.
+ In Scilab, if sig is : list( [1 3],[5 7])
+ ( [2 4],[6 8]),the result in dlevin will be :
+ -sig={1,2, 5,6, 3,4, 7,8}.
+ It's as if we put the matrix the ones under the others and we take the first column, the second,...
+
+
+
+
+*/
+ int i=0;
+/*version ISO C99
+ double tmp1[n*cCov*cCov], tmp2[n*cCov*cCov];
+ double sig1[cCov], gam[cCov];
+ double R1[n*cCov],R2[n*cCov],R3[n*cCov],R4[n*cCov];
+*/
+/*version pas ISO C99 */
+ float *tmp1, *tmp2;
+ float *sig1, *gam;
+ float *R1,*R2,*R3,*R4;
+
+
+
+ tmp1=malloc((unsigned int)((n+1)*cCov*cCov)*sizeof(float));
+ tmp2=malloc((unsigned int)((n+1)*cCov*cCov)*sizeof(float));
+ sig1=malloc((unsigned int)(cCov*cCov)*sizeof(float));
+ gam=malloc((unsigned int)(cCov*cCov)*sizeof(float));
+ R1=malloc((unsigned int)(n*cCov*cCov)*sizeof(float));
+ R2=malloc((unsigned int)(n*cCov*cCov)*sizeof(float));
+ R3=malloc((unsigned int)(n*cCov*cCov)*sizeof(float));
+ R4=malloc((unsigned int)(n*cCov*cCov)*sizeof(float));
+
+
+
+ /*
+ * Initializations
+ * */
+ sinitTab(sig,n*cCov*cCov);
+ sinitTab(la,n*(n+1)*cCov*cCov);
+ sinitTab(lb,n*(n+1)*cCov*cCov);
+
+ /*equal to eye(la) and eye(lb)
+ but we can't use eye cause to the indexation*/
+ for (i=0;i<cCov;i++){
+ la[i*((n+1)*(cCov+1))]=1;
+ lb[i*((n+1)*(cCov+1))]=1;
+ }
+
+ sr1(cov,lCov,cCov,n,R1);
+ sr2(cov,lCov,cCov,n,R2);
+ sr3(cov,lCov,cCov,n,R3);
+ sr4(cov,lCov,cCov,n,R4);
+
+/* case i=0 */
+
+
+ /*calculation of sig */
+ slevinmul(la,R4,n,cCov,0,sig,n*cCov,0,'d');
+ /*calculation of gam1 */
+ slevinmul(lb,R2,n,cCov,0,gam,cCov,0,'u');
+ /*calculation of c1*r1 */
+ slevinmul(la,R1,n,cCov,0,tmp1,cCov,0,'u');
+ /*calculation of inv(gam1) */
+ sinverma(gam,sig1,cCov);
+ sinitTab(gam,cCov*cCov);
+ /*calculation of k1 = c1*r1*inv(gam1) */
+ smulma(tmp1,cCov,cCov,sig1,cCov,cCov,tmp2);
+ sinitTab(tmp1,n*cCov*cCov);
+ sinitTab(sig1,cCov*cCov);
+ /*calculation of k1*lb */
+ slevinmul2(tmp2,lb,0,n,cCov,tmp1);
+ sinitTab(tmp2,n*cCov*cCov);
+ /*calculation of k1*lb*z */
+ sdecalage(tmp1,0,n,cCov,tmp1);
+ /*calculation of la */
+ slevinsub(la,tmp1,n,cCov,0,0,la);
+ sinitTab(tmp1,n*cCov*cCov);
+
+ /*calculation of sig1 (we extract the value if sig at time 0)*/
+ slevinsig(sig,0,cCov,n*cCov,sig1);
+ /*calculation of c2*r3 */
+ slevinmul(lb,R3,n,cCov,0,tmp1,cCov,0,'d');
+ /*calculation of inv(sig1)*/
+ sinverma(sig1,gam,cCov);
+ sinitTab(sig1,cCov*cCov);
+ /*calculation of k2 = c2*r3*inv(sig1) */
+ smulma(tmp1,cCov,cCov,gam,cCov,cCov,tmp2);
+ sinitTab(tmp1,n*cCov*cCov);
+ sinitTab(gam,cCov*cCov);
+ /*calculation of k2*la (here it's lb cause la have been modified
+ and the precedent values hadn't been saved)*/
+ slevinmul2(tmp2,lb,0,n,cCov,tmp1);
+ sinitTab(tmp2,n*cCov*cCov);
+ /*calculation of lb*z */
+ sdecalage(lb,0,n,cCov,lb);
+ /*calculation of lb */
+ slevinsub(lb,tmp1,n,cCov,0,0,lb);
+ sinitTab(tmp1,n*cCov*cCov);
+ sinitTab(tmp2,n*cCov*cCov);
+
+
+ for (i=1;i<n;i++){
+ slevinmul(la,R4,n,cCov,i,sig,n*cCov,1,'d');
+ slevinmul(lb,R2,n,cCov,i,gam,cCov,0,'u');
+ slevinmul(la,R1,n,cCov,i,tmp1,cCov,0,'u');
+ sinverma(gam,sig1,cCov);
+ sinitTab(gam,cCov*cCov);
+ smulma(tmp1,cCov,cCov,sig1,cCov,cCov,tmp2);
+
+ sinitTab(tmp1,n*cCov*cCov);
+ slevinmul2(tmp2,lb,i-1,n,cCov,tmp1);
+ sinitTab(tmp2,n*cCov*cCov);
+ sdecalage(tmp1,0,n,cCov,tmp1);
+ slevinsub(la,tmp1,n,cCov,i,i,la);/*a*/
+ sinitTab(tmp1,n*cCov*cCov);
+
+ /*calculation of sig1 (we extract the value if sig at time i)*/
+ slevinsig(sig,i,cCov,n*cCov,sig1);
+ slevinmul(lb,R3,n,cCov,i,tmp1,cCov,0,'d');
+ sinverma(sig1,gam,cCov);
+ sinitTab(sig1,cCov*cCov);
+ smulma(tmp1,cCov,cCov,gam,cCov,cCov,tmp2);
+ sinitTab(tmp1,n*cCov*cCov);
+ /*calculation of k2*la (now it's la at time (i-1))*/
+ slevinmul2(tmp2,la,i-1,n,cCov,tmp1);
+ sinitTab(tmp2,n*cCov*cCov);
+ sdecalage(lb,(i-1)*(n+1)*cCov*cCov,n,cCov,tmp2);
+ slevinsub(tmp2,tmp1,n,cCov,0,i,lb);
+ sinitTab(tmp1,n*cCov*cCov);
+ sinitTab(tmp2,n*cCov*cCov);
+ }
+
+
+ free(R4);
+ free(R3);
+ free(R2);
+ free(R1);
+ free(gam);
+ free(sig1);
+ free(tmp2);
+ free(tmp1);
+}
diff --git a/src/signalProcessing/levin/testDoubleLevin.c b/src/signalProcessing/levin/testDoubleLevin.c
new file mode 100644
index 00000000..20560da4
--- /dev/null
+++ b/src/signalProcessing/levin/testDoubleLevin.c
@@ -0,0 +1,117 @@
+/*
+ * 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 "levin.h"
+
+
+
+static void dlevinaTest(void) {
+ int n=15;
+
+/* int i=0;
+
+ double cov[128]={2.1632471,0.6253206,-0.2212568,-0.6154865,-0.2646837,0.0144518,-0.2511410,-0.5401314, \
+-0.3017069,0.6439519,1.0938702,0.5916342,-0.2832519,-0.5799388,-0.2711958,0.0740953,\
+-0.2646536,-0.6427527,-0.2888743,0.5798061,1.0301717,0.5939465,-0.1991420,-0.6068337,\
+-0.2532973,-0.0156329,-0.2872505,-0.5836588,-0.2913317,0.5783603,1.0635956,0.5822280,\
+-0.2711408,-0.6209564,-0.2485693,-0.0334097,-0.2733096,-0.5363602,-0.2689253,0.5987651,\
+1.0441869,0.5835384,-0.2934934,-0.5838854,-0.2848314,-0.0111112,-0.2838466,-0.5757844, \
+-0.2925714,0.5468999,1.0859833,0.6045700,-0.2491218,-0.6152090,-0.2322848,-0.0206893, \
+-0.3015463,-0.5653637,-0.2812883,0.5947973,1.0040374,0.5830293,-0.2684794,-0.5986135, \
+-0.2673449,-0.0504689,-0.2989750,-0.5510215,-0.2771791,0.5943756,0.9436008,0.5795994, \
+-0.2586094,-0.5544826,-0.2474743,0.0262180,-0.2474046,-0.5373957,-0.2932611,0.5803651,\
+0.9859401,0.5729370,-0.2169815,-0.5399512,-0.2332551,-0.0151484,-0.274592,-0.5905861, \
+-0.2844705,0.5987613,0.9710525,0.5330744,-0.2443102,-0.5858032,-0.2166843,-0.0028519, \
+-0.2613759,-0.5451755,-0.2489879,0.4847080,0.9502086,0.5870537,-0.2648506,-0.5585377, \
+-0.2867994,0.0067153,-0.2101314,-0.5189354,-0.2473348,0.5727840,0.9393745,0.5947526, \
+-0.2382349,-0.5675628,-0.2202667,-0.0863862,-0.2534431,-0.5561705,-0.2503315,0.5649435, \
+0.9288405,0.5373113,-0.2468931,-0.5345938,-0.2767231,-0.0397433,-0.2345866,-0.4977333};*/
+
+ double cov2[256]={1.8542341,0.2302480,0.5424259,0.2396233,-0.2802882,-0.1343754,-0.4585444,-0.0852306,\
+ -0.3683334,0.0258069,-0.0655487,0.1546545,-0.3655665,-0.0310238,-0.4565569,0.0441730,\
+ -0.1386023,-0.0434076,0.5189599,0.0357233,1.0210283,0.1781705,0.5183526,0.0801215,\
+ -0.1862581,-0.1739927,-0.4755297,-0.1160617,-0.2512805,0.1471775,-0.0995046,0.1707012,\
+ -0.3269761,-0.0112160,-0.4411032,-0.0872514,-0.1757269,-0.1472844,0.5471859,-0.0644483,\
+ 0.8977092,0.2136813,0.3942809,-0.0382849,-0.1260751,-0.0965459,-0.5126250,-0.1452914,\
+ -0.3046589,-0.0022501,0.0350519,0.2645226,-0.2509645,-0.0365893,-0.5183898,-0.0318046,\
+ -0.1743803,-0.0873962,0.5372009,-0.1704277,0.7164172,0.1710189,0.4685590,-0.0759859,\
+ -0.1911539,-0.0679539,-0.4706253,-0.0519689,-0.2791620,-0.0583353,-0.0267250,0.1014851,\
+ -0.1576785,-0.1655821,-0.3847449,-0.0386553,-0.1297910,0.0083667,0.4836641,-0.0939749,\
+ 0.7437560,0.2901242,0.3853338,0.0798201,-0.1689064,-0.1747635,-0.5110532,-0.1476417,\
+ -0.1808702,0.0963522,0.0174652,0.2306552,-0.2592396,-0.1491170,-0.3227275,0.0629281,\
+ -0.1185767,-0.0827683,0.4598633,0.0349602,0.6505747,0.3114497,0.2631378,-0.0103355,\
+ -0.3194549,-0.2351815,-0.4274886,-0.1750659,-0.0813017,0.1245920,-0.0664094,0.1473835,\
+ -0.2078978,-0.1688748,-0.3425365,0.1354790,-0.1685176,-0.1444135,0.3966746,-0.177444,\
+ 0.5809542,0.2654948,0.3486682,0.0369250,-0.1920808,-0.1351589,-0.4381282,-0.1431602,\
+0.2302480,2.020749,-0.1453147,-0.4816412,-0.1059289,-0.3953205,0.0167060,0.5071499,\
+ -0.0438978,-0.2461159,0.1641866,-0.0420505,-0.0166320,-0.1641097,-0.2515164,0.5068871,\
+ -0.2113012,-0.3582454,0.1358039,-0.5180938,0.3298329,1.0316539,-0.1190920,-0.4336184,\
+ -0.0743425,-0.1711531,0.0595813,0.5856594,0.0258974,-0.2492872,0.1667785,-0.1520977,\
+ -0.0087917,-0.1656533,0.0463118,0.4459719,-0.1475134,-0.2804235,-0.2214265,-0.3674264,\
+ 0.2137918,0.7380489,0.0643087,-0.4993311,0.0903295,-0.2392031,-0.0495192,0.4715900,\
+ 0.0560724,-0.0850974,0.1811686,0.0572052,-0.0733149,-0.3059423,-0.1168040,0.4098819,\
+ -0.1070201,-0.4125769,-0.0502986,-0.4541070,0.1923829,0.9167427,-0.0450642,-0.3861262,\
+ -0.0551742,-0.2979827,-0.0868854,0.4011319,0.1660530,-0.1986059,0.2734969,-0.0263159,\
+ 0.0112668,-0.0763537,-0.1452256,0.5250867,-0.1852298,-0.3335027,-0.1114010,-0.4129438,\
+ 0.1639697,0.7177437,-0.1688863,-0.4391817,-0.0468476,-0.2069082,-0.0635808,0.4981539,\
+ -0.0965365,-0.2057104,0.2059908,-0.2499686,-0.0270036,-0.0794378,-0.0264147,0.3461999,\
+ -0.0746288,-0.3044705,-0.1251745,-0.2032644,0.0744516,0.7004425,-0.1367678,-0.5699592,\
+ -0.0909027,-0.3123118,0.0731459,0.3900814,-0.0056685,-0.0145168,0.1415849,-0.0899785,\
+ -0.0770252,-0.1568634,0.0146449,0.2642178,-0.0843896,-0.2369412,0.0091955,-0.2899846,\
+ 0.0811130,0.6213581,-0.2800630,-0.3767941,-0.0630885,-0.155981,0.0395355,0.3978243};
+
+ double la[15*16*2*2],lb[15*16*2*2],sig[15*2*2];
+
+ dlevina(n,cov2,128,2,la,sig,lb);
+
+/*
+ for (i=0;i<15*16*2*2;i++){
+ printf("indice : %d valeur : %f - ",i,la[i]);
+ printf("\n");
+ if((i+1)%64==0)printf("------------------------------------\n");
+ if((i+1)%16==0)printf("###############\n");
+ }
+ printf("\n");
+ printf("\n");
+ printf("\n");
+ for (i=0;i<15;i++){
+ printf("i : %d - lb = ",i);
+ for (j=0;j<15;j++) printf(" %f - ",lb[15*i+j]);
+ printf("\n");
+ }
+ printf("\n");
+ printf("\n");
+ printf("\n");
+
+
+ for (i=0;i<15*2;i++){
+ printf("indice : %d %f | indice : %d %f\n",i,sig[i],i+30,sig[i+30]);
+ }
+*/
+
+}
+
+
+
+static int levinTest(void) {
+ printf("\n>>>> Levin Tests\n");
+ dlevinaTest();
+ return 0;
+}
+
+int main(void) {
+ assert( levinTest()== 0);
+ return 0;
+}
diff --git a/src/signalProcessing/levin/testFloatLevin.c b/src/signalProcessing/levin/testFloatLevin.c
new file mode 100644
index 00000000..82c874fa
--- /dev/null
+++ b/src/signalProcessing/levin/testFloatLevin.c
@@ -0,0 +1,117 @@
+/*
+ * 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 "levin.h"
+
+
+
+static void slevinaTest(void) {
+ int n=15;
+
+/* int i=0;
+*/
+ float cov[128]={2.1632471f,0.6253206f,-0.2212568f,-0.6154865f,-0.2646837f,0.0144518f,-0.2511410f,-0.5401314f, \
+-0.3017069f,0.6439519f,1.0938702f,0.5916342f,-0.2832519f,-0.5799388f,-0.2711958f,0.0740953f,\
+-0.2646536f,-0.6427527f,-0.2888743f,0.5798061f,1.0301717f,0.5939465f,-0.1991420f,-0.6068337f,\
+-0.2532973f,-0.0156329f,-0.2872505f,-0.5836588f,-0.2913317f,0.5783603f,1.0635956f,0.5822280f,\
+-0.2711408f,-0.6209564f,-0.2485693f,-0.0334097f,-0.2733096f,-0.5363602f,-0.2689253f,0.5987651f,\
+1.0441869f,0.5835384f,-0.2934934f,-0.5838854f,-0.2848314f,-0.0111112f,-0.2838466f,-0.5757844f, \
+-0.2925714f,0.5468999f,1.0859833f,0.6045700f,-0.2491218f,-0.6152090f,-0.2322848f,-0.0206893f, \
+-0.3015463f,-0.5653637f,-0.2812883f,0.5947973f,1.0040374f,0.5830293f,-0.2684794f,-0.5986135f, \
+-0.2673449f,-0.0504689f,-0.2989750f,-0.5510215f,-0.2771791f,0.5943756f,0.9436008f,0.5795994f, \
+-0.2586094f,-0.5544826f,-0.2474743f,0.0262180f,-0.2474046f,-0.5373957f,-0.2932611f,0.5803651f,\
+0.9859401f,0.5729370f,-0.2169815f,-0.5399512f,-0.2332551f,-0.0151484f,-0.274592f,-0.5905861f, \
+-0.2844705f,0.5987613f,0.9710525f,0.5330744f,-0.2443102f,-0.5858032f,-0.2166843f,-0.0028519f, \
+-0.2613759f,-0.5451755f,-0.2489879f,0.4847080f,0.9502086f,0.5870537f,-0.2648506f,-0.5585377f, \
+-0.2867994f,0.0067153f,-0.2101314f,-0.5189354f,-0.2473348f,0.5727840f,0.9393745f,0.5947526f, \
+-0.2382349f,-0.5675628f,-0.2202667f,-0.0863862f,-0.2534431f,-0.5561705f,-0.2503315f,0.5649435f, \
+0.9288405f,0.5373113f,-0.2468931f,-0.5345938f,-0.2767231f,-0.0397433f,-0.2345866f,-0.4977333f};
+
+/* float cov2[256]={1.8542341f,0.2302480f,0.5424259f,0.2396233f,-0.2802882f,-0.1343754f,-0.4585444f,-0.0852306f,\
+ -0.3683334f,0.0258069f,-0.0655487f,0.1546545f,-0.3655665f,-0.0310238f,-0.4565569f,0.0441730f,\
+ -0.1386023f,-0.0434076f,0.5189599f,0.0357233f,1.0210283f,0.1781705f,0.5183526f,0.0801215f,\
+ -0.1862581f,-0.1739927f,-0.4755297f,-0.1160617f,-0.2512805f,0.1471775f,-0.0995046f,0.1707012f,\
+ -0.3269761f,-0.0112160f,-0.4411032f,-0.0872514f,-0.1757269f,-0.1472844f,0.5471859f,-0.0644483f,\
+ 0.8977092f,0.2136813f,0.3942809f,-0.0382849f,-0.1260751f,-0.0965459f,-0.5126250f,-0.1452914f,\
+ -0.3046589f,-0.0022501f,0.0350519f,0.2645226f,-0.2509645f,-0.0365893f,-0.5183898f,-0.0318046f,\
+ -0.1743803f,-0.0873962f,0.5372009f,-0.1704277f,0.7164172f,0.1710189f,0.4685590f,-0.0759859f,\
+ -0.1911539f,-0.0679539f,-0.4706253f,-0.0519689f,-0.2791620f,-0.0583353f,-0.0267250f,0.1014851f,\
+ -0.1576785f,-0.1655821f,-0.3847449f,-0.0386553f,-0.1297910f,0.0083667f,0.4836641f,-0.0939749f,\
+ 0.7437560f,0.2901242f,0.3853338f,0.0798201f,-0.1689064f,-0.1747635f,-0.5110532f,-0.1476417f,\
+ -0.1808702f,0.0963522f,0.0174652f,0.2306552f,-0.2592396f,-0.1491170f,-0.3227275f,0.0629281f,\
+ -0.1185767f,-0.0827683f,0.4598633f,0.0349602f,0.6505747f,0.3114497f,0.2631378f,-0.0103355f,\
+ -0.3194549f,-0.2351815f,-0.4274886f,-0.1750659f,-0.0813017f,0.1245920f,-0.0664094f,0.1473835f,\
+ -0.2078978f,-0.1688748f,-0.3425365f,0.1354790f,-0.1685176f,-0.1444135f,0.3966746f,-0.177444f,\
+ 0.5809542f,0.2654948f,0.3486682f,0.0369250f,-0.1920808f,-0.1351589f,-0.4381282f,-0.1431602f,\
+0.2302480f,2.020749f,-0.1453147f,-0.4816412f,-0.1059289f,-0.3953205f,0.0167060f,0.5071499f,\
+ -0.0438978f,-0.2461159f,0.1641866f,-0.0420505f,-0.0166320f,-0.1641097f,-0.2515164f,0.5068871f,\
+ -0.2113012f,-0.3582454f,0.1358039f,-0.5180938f,0.3298329f,1.0316539f,-0.1190920f,-0.4336184f,\
+ -0.0743425f,-0.1711531f,0.0595813f,0.5856594f,0.0258974f,-0.2492872f,0.1667785f,-0.1520977f,\
+ -0.0087917f,-0.1656533f,0.0463118f,0.4459719f,-0.1475134f,-0.2804235f,-0.2214265f,-0.3674264f,\
+ 0.2137918f,0.7380489f,0.0643087f,-0.4993311f,0.0903295f,-0.2392031f,-0.0495192f,0.4715900f,\
+ 0.0560724f,-0.0850974f,0.1811686f,0.0572052f,-0.0733149f,-0.3059423f,-0.1168040f,0.4098819f,\
+ -0.1070201f,-0.4125769f,-0.0502986f,-0.4541070f,0.1923829f,0.9167427f,-0.0450642f,-0.3861262f,\
+ -0.0551742f,-0.2979827f,-0.0868854f,0.4011319f,0.1660530f,-0.1986059f,0.2734969f,-0.0263159f,\
+ 0.0112668f,-0.0763537f,-0.1452256f,0.5250867f,-0.1852298f,-0.3335027f,-0.1114010f,-0.4129438f,\
+ 0.1639697f,0.7177437f,-0.1688863f,-0.4391817f,-0.0468476f,-0.2069082f,-0.0635808f,0.4981539f,\
+ -0.0965365f,-0.2057104f,0.2059908f,-0.2499686f,-0.0270036f,-0.0794378f,-0.0264147f,0.3461999f,\
+ -0.0746288f,-0.3044705f,-0.1251745f,-0.2032644f,0.0744516f,0.7004425f,-0.1367678f,-0.5699592f,\
+ -0.0909027f,-0.3123118f,0.0731459f,0.3900814f,-0.0056685f,-0.0145168f,0.1415849f,-0.0899785f,\
+ -0.0770252f,-0.1568634f,0.0146449f,0.2642178f,-0.0843896f,-0.2369412f,0.0091955f,-0.2899846f,\
+ 0.0811130f,0.6213581f,-0.2800630f,-0.3767941f,-0.0630885f,-0.155981f,0.0395355f,0.3978243f};*/
+
+ float la[15*16*1*1],lb[15*16*1*1],sig[15*1*1];
+
+ slevina(n,cov,128,1,la,sig,lb);
+
+
+/* for (i=0;i<15*16*2*2;i++){
+ printf("indice : %d valeur : %f - ",i,la[i]);
+ printf("\n");
+ if((i+1)%64==0)printf("------------------------------------\n");
+ if((i+1)%16==0)printf("###############\n");
+ }
+ printf("\n");
+ printf("\n");
+ printf("\n");
+ for (i=0;i<15;i++){
+ printf("i : %d - lb = ",i);
+ for (j=0;j<15;j++) printf(" %f - ",lb[15*i+j]);
+ printf("\n");
+ }
+ printf("\n");
+ printf("\n");
+ printf("\n");
+
+
+ for (i=0;i<15*1;i++){
+ printf("indice : %d %f\n",i,sig[i]);
+ }
+*/
+
+}
+
+
+
+static int levinTest(void) {
+ printf("\n>>>> Levin Tests\n");
+ slevinaTest();
+ return 0;
+}
+
+int main(void) {
+ assert( levinTest()== 0);
+ return 0;
+}