/* movstat/test_minmax.c
*
* Copyright (C) 2018 Patrick Alken
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 3 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
#include <gsl/gsl_math.h>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_test.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_movstat.h>
/* compute filtered data by explicitely constructing window and finding min/max */
int
slow_minmax(const gsl_movstat_end_t etype, const gsl_vector * x, gsl_vector * y_min, gsl_vector * y_max,
const int H, const int J)
{
const size_t n = x->size;
const int K = H + J + 1;
double *window = malloc(K * sizeof(double));
size_t i;
for (i = 0; i < n; ++i)
{
size_t wsize = gsl_movstat_fill(etype, x, i, H, J, window);
gsl_vector_view v = gsl_vector_view_array(window, wsize);
double min, max;
gsl_vector_minmax(&v.vector, &min, &max);
gsl_vector_set(y_min, i, min);
gsl_vector_set(y_max, i, max);
}
free(window);
return GSL_SUCCESS;
}
static double
func_min(const size_t n, double x[], void * params)
{
gsl_vector_view v = gsl_vector_view_array(x, n);
(void) params;
return gsl_vector_min(&v.vector);
}
static double
func_max(const size_t n, double x[], void * params)
{
gsl_vector_view v = gsl_vector_view_array(x, n);
(void) params;
return gsl_vector_max(&v.vector);
}
static void
test_minmax_x(const double tol, const gsl_vector * x, const int H, const int J,
const gsl_movstat_end_t endtype, const char * desc)
{
const size_t n = x->size;
gsl_vector * u_min = gsl_vector_alloc(n);
gsl_vector * y_min = gsl_vector_alloc(n);
gsl_vector * z_min = gsl_vector_alloc(n);
gsl_vector * u_max = gsl_vector_alloc(n);
gsl_vector * y_max = gsl_vector_alloc(n);
gsl_vector * z_max = gsl_vector_alloc(n);
gsl_movstat_workspace * w = gsl_movstat_alloc2(H, J);
gsl_movstat_function F1, F2;
char buf[2048];
F1.function = func_min;
F1.params = NULL;
F2.function = func_max;
F2.params = NULL;
/* compute moving min/max */
gsl_movstat_min(endtype, x, u_min, w);
gsl_movstat_max(endtype, x, u_max, w);
gsl_movstat_minmax(endtype, x, y_min, y_max, w);
/* compute moving min/max with slow brute force method */
slow_minmax(endtype, x, z_min, z_max, H, J);
sprintf(buf, "test_minmax: %s min endtype=%d n=%zu H=%d J=%d", desc, endtype, n, H, J);
compare_vectors(tol, u_min, z_min, buf);
sprintf(buf, "test_minmax: %s max endtype=%d n=%zu H=%d J=%d", desc, endtype, n, H, J);
compare_vectors(tol, u_max, z_max, buf);
sprintf(buf, "test_minmax: %s minmax(minimum) endtype=%d n=%zu H=%d J=%d", desc, endtype, n, H, J);
compare_vectors(tol, y_min, z_min, buf);
sprintf(buf, "test_minmax: %s minmax(maximum) endtype=%d n=%zu H=%d J=%d", desc, endtype, n, H, J);
compare_vectors(tol, y_max, z_max, buf);
/* in-place tests */
gsl_vector_memcpy(u_min, x);
gsl_vector_memcpy(u_max, x);
gsl_movstat_min(endtype, u_min, u_min, w);
gsl_movstat_max(endtype, u_max, u_max, w);
sprintf(buf, "test_minmax: %s in-place min endtype=%d n=%zu H=%d J=%d", desc, endtype, n, H, J);
compare_vectors(tol, u_min, z_min, buf);
sprintf(buf, "test_minmax: %s in-place max endtype=%d n=%zu H=%d J=%d", desc, endtype, n, H, J);
compare_vectors(tol, u_max, z_max, buf);
/* user-defined function tests */
gsl_movstat_apply(endtype, &F1, x, z_min, w);
sprintf(buf, "n=%zu H=%d J=%d endtype=%u min user", n, H, J, endtype);
compare_vectors(tol, z_min, y_min, buf);
gsl_movstat_apply(endtype, &F2, x, z_max, w);
sprintf(buf, "n=%zu H=%d J=%d endtype=%u max user", n, H, J, endtype);
compare_vectors(tol, z_max, y_max, buf);
gsl_vector_free(u_min);
gsl_vector_free(y_min);
gsl_vector_free(z_min);
gsl_vector_free(u_max);
gsl_vector_free(y_max);
gsl_vector_free(z_max);
gsl_movstat_free(w);
}
/* test alternating sequence [a,b,a,b,...] input */
static void
test_minmax_alt(const double tol, const size_t n, const int H, const int J,
const gsl_movstat_end_t endtype)
{
const double a = 5.0;
const double b = -5.0;
gsl_vector * x = gsl_vector_alloc(n);
size_t i;
for (i = 0; i < n; ++i)
{
if (i % 2 == 0)
gsl_vector_set(x, i, a);
else
gsl_vector_set(x, i, b);
}
test_minmax_x(tol, x, H, J, endtype, "alternating");
gsl_vector_free(x);
}
/* test noisy sine wave input */
static void
test_minmax_sine(const double tol, const size_t n, const int H, const int J,
const gsl_movstat_end_t endtype, gsl_rng * rng_p)
{
gsl_vector * x = gsl_vector_alloc(n);
/* construct noisy sine signal */
test_noisy_sine(0.5, x, rng_p);
test_minmax_x(tol, x, H, J, endtype, "noisy_sine");
gsl_vector_free(x);
}
/* test random input */
static void
test_minmax_random(const double tol, const size_t n, const int H, const int J,
const gsl_movstat_end_t endtype, gsl_rng * rng_p)
{
gsl_vector * x = gsl_vector_alloc(n);
/* construct random input signal */
random_vector(x, rng_p);
test_minmax_x(tol, x, H, J, endtype, "random");
gsl_vector_free(x);
}
static void
test_minmax(gsl_rng * rng_p)
{
/* alternating input */
test_minmax_alt(GSL_DBL_EPSILON, 1000, 7, 7, GSL_MOVSTAT_END_PADZERO);
test_minmax_alt(GSL_DBL_EPSILON, 1000, 5, 2, GSL_MOVSTAT_END_PADZERO);
test_minmax_alt(GSL_DBL_EPSILON, 500, 1, 3, GSL_MOVSTAT_END_PADZERO);
test_minmax_alt(GSL_DBL_EPSILON, 20, 50, 10, GSL_MOVSTAT_END_PADZERO);
test_minmax_alt(GSL_DBL_EPSILON, 20, 10, 50, GSL_MOVSTAT_END_PADZERO);
/* noisy sine wave input */
test_minmax_sine(GSL_DBL_EPSILON, 1000, 5, 7, GSL_MOVSTAT_END_PADZERO, rng_p);
test_minmax_sine(GSL_DBL_EPSILON, 2000, 0, 2, GSL_MOVSTAT_END_PADZERO, rng_p);
test_minmax_sine(GSL_DBL_EPSILON, 500, 3, 0, GSL_MOVSTAT_END_PADZERO, rng_p);
test_minmax_sine(GSL_DBL_EPSILON, 20, 50, 50, GSL_MOVSTAT_END_PADZERO, rng_p);
test_minmax_sine(GSL_DBL_EPSILON, 20, 10, 50, GSL_MOVSTAT_END_PADZERO, rng_p);
test_minmax_sine(GSL_DBL_EPSILON, 20, 50, 10, GSL_MOVSTAT_END_PADZERO, rng_p);
test_minmax_sine(GSL_DBL_EPSILON, 500, 5, 7, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_minmax_sine(GSL_DBL_EPSILON, 1000, 10, 20, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_minmax_sine(GSL_DBL_EPSILON, 1000, 3, 3, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_minmax_sine(GSL_DBL_EPSILON, 20, 50, 50, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_minmax_sine(GSL_DBL_EPSILON, 20, 10, 50, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_minmax_sine(GSL_DBL_EPSILON, 20, 50, 10, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_minmax_sine(GSL_DBL_EPSILON, 500, 5, 7, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_minmax_sine(GSL_DBL_EPSILON, 1000, 10, 20, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_minmax_sine(GSL_DBL_EPSILON, 1000, 3, 3, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_minmax_sine(GSL_DBL_EPSILON, 1000, 30, 5, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_minmax_sine(GSL_DBL_EPSILON, 1000, 5, 30, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_minmax_sine(GSL_DBL_EPSILON, 20, 50, 50, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_minmax_sine(GSL_DBL_EPSILON, 20, 10, 50, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_minmax_sine(GSL_DBL_EPSILON, 20, 50, 10, GSL_MOVSTAT_END_TRUNCATE, rng_p);
/* random input */
test_minmax_random(GSL_DBL_EPSILON, 1000, 0, 0, GSL_MOVSTAT_END_PADZERO, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 1000, 5, 7, GSL_MOVSTAT_END_PADZERO, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 2000, 0, 2, GSL_MOVSTAT_END_PADZERO, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 500, 3, 0, GSL_MOVSTAT_END_PADZERO, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 500, 10, 5, GSL_MOVSTAT_END_PADZERO, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 500, 5, 10, GSL_MOVSTAT_END_PADZERO, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 20, 50, 50, GSL_MOVSTAT_END_PADZERO, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 20, 10, 50, GSL_MOVSTAT_END_PADZERO, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 20, 50, 10, GSL_MOVSTAT_END_PADZERO, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 1000, 0, 0, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 1000, 5, 7, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 2000, 0, 2, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 500, 3, 0, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 500, 10, 5, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 500, 5, 10, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 20, 50, 50, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 20, 10, 50, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 20, 50, 10, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 1000, 0, 0, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 1000, 5, 7, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 2000, 0, 2, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 500, 3, 0, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 500, 10, 5, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 500, 5, 10, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 20, 50, 50, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 20, 10, 50, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_minmax_random(GSL_DBL_EPSILON, 20, 50, 10, GSL_MOVSTAT_END_TRUNCATE, rng_p);
}