/* 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 #include #include #include #include /* 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); }