How to create a Gaussian kernel of arbitrary width? - c++

How to create a Gaussian kernel by only specifying its width w (3,5,7,9...), and without specifying its variance sigma?
In other word, how to adapt sigma so that the Gaussian distribution 'fits well' w?
I would be interested in a C++ implementation:
void create_gaussian_kernel(int w, std::vector<std::vector<float>>& kernel)
{
kernel = std::vector<std::vector<float>>(w, std::vector<float>(w, 0.f)); // 2D array of size w x w
const Scalar sigma = 1.0; // how to adapt sigma to w ???
const int hw = (w-1)/2; // half width
for(int di = -hw; di <= +hw; ++di)
{
const int i = hw + di;
for(int dj = -hw; dj <= +hw; ++dj)
{
const int j = hw + dj;
kernel[i][j] = gauss2D(di, dj, sigma);
}
}
}
Everything I see on the Internet use a fixed size w and a fixed variance sigma :
geeksforgeeks.org/gaussian-filter-generation-c/
tutorialspoint.com/gaussian-filter-generation-in-cplusplus
stackoverflow.com/a/8204880/5317819
stackoverflow.com/q/42186498/5317819
stackoverflow.com/a/54615770/5317819

I found a simple (arbitrary) relation between sigma and w.
I want the next value outside the kernel (along one axis) below a very small value epsilon:
exp( - (half_width + 1)^2 / (2 * sigma^2) ) < epsilon
with half_width the kernel 'half width'.
The result is
sigma^2 = - (half_width + 1)^2 / (2 * log(epsilon))
I use the following c++ code:
#include <vector>
#include <cmath>
#include <cassert>
using Matrix = std::vector<std::vector<float>>;
// compute sigma^2 that 'fit' the kernel half width
float compute_squared_variance(int half_width, float epsilon = 0.001)
{
assert(0 < epsilon && epsilon < 1); // small value required
return - (half_width + 1.0) * (half_width + 1.0) / 2.0 / std::log(epsilon);
}
float gaussian_exp(float y, float x, float sigma2)
{
assert(0 < sigma2);
return std::exp( - (x*x + y*y) / (2 * sigma2) );
}
// create a Gaussian kernel of size 2*half_width+1 x 2*half_width+1
Matrix make_gaussian_kernel(int half_width)
{
if(half_width <= 0)
{
// kernel of size 1 x 1
Matrix kernel(1, std::vector<float>(1, 1.0));
return kernel;
}
Matrix kernel(2*half_width+1, std::vector<float>(2*half_width+1, 0.0));
const float sigma2 = compute_squared_variance(half_width, 0.1);
float sum = 0;
for(int di = -half_width; di <= +half_width; ++di)
{
const int i = half_width + di;
for(int dj = -half_width; dj <= +half_width; ++dj)
{
const int j = half_width + dj;
kernel[i][j] = gaussian_exp(di, dj, sigma2);
sum += kernel[i][j];
}
}
assert(0 < sum);
// normalize
for(int i=0; i<2*half_width+1; ++i)
{
for(int j=0; j<2*half_width+1; ++j)
{
kernel[i][j] /= sum;
}
}
return kernel;
}

Related

Lennard-Jones / WCA Potential Simulation

i am trying to implement a molecular dynamics simulation with the Lennard Jones potential.
I have the time evolution of the positions and velocities of the particles in multiple config files (n = 0,...,99) in steps of dt, such that t=n dt. So the actual simulation part is taken care of in that sense, for now i only have to calculate the potential energy and the force on each particle.
I already implemented a function to read in the config.dat files and put them in vectors, that part works as far as i know without an error. Then i wrote functions that calculate the force and the potential energy with a given distance r_ij between two particles (also used Newtown's third law so that i don't have to calculate the forces multiple times for the same interaction).
I also (hopefully correctly) implemented the periodic boundary conditions so that the particles can interact with their own images in the image boxes.
To test if my code works, i wanted to plot the total potential energy for all t=n dt.
However that does not work as intended because for some reason the potential energy that is written into the output files is always zero (the function for the potential energy returns zero if r_ij > r_cut, r_cut is where the potential is set to zero).
#include <iostream>
#include <math.h>
#include <fstream>
#include <stdlib.h>
#include <vector>
#include <string>
#include <utility>
#include <stdexcept>
#include <sstream>
using namespace std;
// Python >> C/C++
// Reads the initial states from the files
// The whole simulation in Python would have been as long as the function in c++ that just reads in the input
void read_input(int num_file, vector<double>& n, vector<double>& x, vector<double>& y, vector<double>& vx, vector<double>& vy, double& lx, double& ly) {
// Variable file name + opening it
ifstream file("configurations/config_" + to_string(num_file) + ".dat");
// Temp variables for reading in the file
double num, temp_x, temp_y, temp_vx, temp_vy;
// Looping over it
if (file.is_open()) {
string line;
while (getline(file, line)) {
// For the header; The header contains only the dimensions, e.g, 14 14, there are only 5 characters
if (line.length() == 5) {
stringstream dim_str(line);
dim_str >> lx >> ly;
continue;
}
// For the rest files
stringstream temp_str(line);
temp_str >> num >> temp_x >> temp_y >> temp_vx >> temp_vy;
n.push_back(num);
x.push_back(temp_x);
y.push_back(temp_y);
vx.push_back(temp_vx);
vy.push_back(temp_vy);
}
file.close();
}
}
// Calculates the potential for rij
double calc_pot(double r) {
double sigma = 1.0;
double epsilon = 1.0;
if (r <= pow(2, (1.0 / 6)) * sigma) {
double res = 4.0 * epsilon * (pow(sigma / r, 12) - pow(sigma / r, 6)) + epsilon;
return res;
}
else {
return 0;
}
}
// Calculates the force for rij
double calc_force(double r) {
double sigma = 1.0;
// Replaced the sigma^n with 1 bcs sigma = 1
double epsilon = 1.0;
if (r <= pow(2, (1.0 / 6)) * sigma) {
double res = (48.0 * epsilon / pow(r, 13)) - (24 * epsilon / pow(r, 7));
return res;
}
else {
return 0;
}
}
// Calculates the distance of the
double dist(double rx, double ry) {
return sqrt(rx * rx + ry * ry);
}
int main() {
// Misc. parameters
int N = 144;
double mass = 1.0;
double sigma = 1.0;
double epsilon = 1.0;
// Tau = sqrt(mass*sigma^2/epsilon) = (here) 1
double tau = 1.0;
double dt = 0.02;
// Vectors for the read in values for i and i+1
vector<double> n, x, y, vx, vy;
double lx, ly;
// Vector for the potential and two for the force, x and y
vector<double> epot(N), f_x(N), f_y(N);
for (int i = 0; i < N; i++) {
epot[i], f_x[i], f_y[i] = 0;
}
// Outerloop for time steps (in this case the files n = {0,..,99})
for (int k = 0; k <= 99; k++) {
string fname = "output/epot_" + to_string(k) + ".txt";
ofstream output(fname);
read_input(k, n, x, y, vx, vy, lx, ly);
// Inner two loops to accses every possible interaction without doing them twice
for (int i = 0; i < N - 1; i++) {
// Vecctor for particle i
double rix = x[i];
double riy = y[i];
for (int j = i + 1; j < N; j++) {
// Vector for particle i+1
double rjx = x[j];
double rjy = y[j];
// Periodic boundary cond.
if (rix > lx) {
rix -= lx;
}
if (riy > ly) {
riy -= ly;
}
if (rjx > lx) {
rjx -= lx;
}
if (rjy > ly) {
rjy -= ly;
}
if (rix < 0) {
rix += lx;
}
if (riy < 0) {
riy += ly;
}
if (rjx < 0) {
rjx += lx;
}
if (rjy < 0) {
rjy += ly;
}
// Component wise distance for the force
double dist_x = rix - rjx;
double dist_y = riy - rjy;
// Minimum image convention
if (abs(dist_x) > lx / 2) {
dist_x = (lx - abs(dist_x)) * (-dist_x) / abs(dist_x);
}
if (abs(dist_y) > ly / 2) {
dist_y = (ly - abs(dist_y)) * (-dist_y) / abs(dist_y);
}
// Normalized Force/R
f_x[i] += calc_force(dist_x) * (1 / dist(dist_x, dist_y));
f_y[i] += calc_force(dist_y) * (1 / dist(dist_x, dist_y));
f_y[j] += -calc_force(dist_x) * (1 / dist(dist_x, dist_y));
f_y[j] += -calc_force(dist_y) * (1 / dist(dist_x, dist_y));
// Potential energy
epot[i] += calc_pot(dist(dist_x, dist_y));
}
// Potential energy per particle
output << fixed << std::setprecision(4) << epot[i] / (N) << endl;
}
}
}
A config file looks something like this
14 14
0 0 0 1.0292605474705 0.394157727758591
1 0 1.16666666666667 1.05721528014223 1.9850461002085
2 0 2.33333333333333 1.18385526103892 0.143930912297367
3 0 3.5 -0.938850340823852 1.71993225409788
4 0 4.66666666666667 1.99468650405917 0.952210892864475
5 0 5.83333333333333 -0.985361963654284 3.05201529674118
6 0 7 2.84071317501321 0.0689241023507716
7 0 8.16666666666667 3.56152464385237 2.88858201933488
8 0 9.33333333333333 0.147896423269195 1.40592679110988
The header contains the dimensions of the simulation box, here (14,14).
Then all the lines have the corresponding values of {#Particle, x, y, velocity x, Velocity y).
The file above shows this for the first 9 particles.
I am relatively new to c/c++ so have mercy with me 😄.
Also i am aware that the code has still potential to be optimised but i will deal with that when i can calculate the force on each particle correctly.
Edit:
Here is the formula for the potential energy:
The force can be calculated via F= -d/dr U(r).

Geometric Brownian motion C++

I am trying to devellop a small option pricer using win32 API.
To do that I use monte carlo simulation to compute the price of a call option but there is a mistake in my simulation and I don't see where.
Someone can tell me why the two prices are different ?
The price for a call with the black and scholes formula is 6.84 but the one given by the monte carlo simulation is 7.54.
(There is no error in the price from the black and scholes formula)
This is the code :
std::vector<double> vecteur_pas(double T) {
std::vector<double> pas;
pas.push_back(0);
double x = T / nb_pas;
for (int i = 1; i <= nb_pas; i++) {
pas.push_back(pas[i-1] + x);
}
return pas;
std::vector <double> NormalRnd() {
std::vector <double> brow;
brow.push_back(0);
double unif_1, unif_2;
for (int i = 0; i < nb_pas; i++) {
unif_1 = (double(rand() + 0.5)) / (double(RAND_MAX) + 1.0);
unif_2 = (double(rand() + 0.5)) / (double(RAND_MAX) + 1.0);
brow.push_back(sqrt(-2 * log(unif_1)) * cos(2 * M_PI * unif_2));
}
return brow;
std::vector<double> MBG(double S, double mu, double vol, double T) {
std::vector<double> traj;
traj.push_back(S);
std::vector <double> b =NormalRnd();
std::vector<double> pas = vecteur_pas(T);
double drift = 0.0;
double diffusion = 0.0;
for (int i = 1; i <= nb_pas; i++) {
drift = (mu - 0.5 * pow(vol, 2)) * (pas[i]-pas[i-1]);
diffusion = vol * b[i] * sqrt(pas[i] - pas[i - 1]);
traj.push_back(traj[i - 1] * exp(drift + diffusion));
}
return traj;
The MBG function is called in a loop after :
for (int i = 0; i < 100000; i++)
{
if ((i % 1000) == 0)
{
SendDlgItemMessage(Calcul, IDE_PB, PBM_STEPIT, 0, 0);
}
vector<double> proc_prix = MBG(actif.S, actif.r, actif.v, actif.T);
double last_value = proc_prix[proc_prix.size() - 1];
Prime = Prime + std::max(last_value - actif.K, 0.0);
}
Prime = Prime / 100000;
This is the output

How to smooth vector of 2d coordinates by gaussian smoothing (c++)?

I have a std::vector of 2d or 3d coordinates. I need to apply gaussian smoothing to it, to get a smoothed curve.
How to do it? I can smooth vector of float values, but I don't know how to smooth multidimensial values.
Ok, I just smoothed each coordinate independently and it works:
void PathControllerGaussian::smooth_path_gaussian(FuturePath & path, unsigned future_steps)
{
smooth_dimension_gaussian(path.pos, 0, future_steps);
smooth_dimension_gaussian(path.pos, 1, future_steps);
smooth_dimension_gaussian(path.pos, 2, future_steps);
}
void PathControllerGaussian::smooth_dimension_gaussian(PathVec & vec, unsigned dim_index, unsigned vec_size)
{
float sum;
for (unsigned i = gaussian_kernel_size / 2; i < vec_size - gaussian_kernel_size / 2; ++i)
{
sum = 0;
for (int j = 0; j < gaussian_kernel_size; ++j)
{
sum += vec[i + j - gaussian_kernel_size / 2][dim_index] * gaussian_kernel[j];
}
vec[i][dim_index] = sum;
}
}
float PathControllerGaussian::gaussian(float value, float sigma)
{
return 1 / sqrt(2 * M_PI * sigma * sigma) * std::exp(- (value * value) / (2 * sigma * sigma));
}
void PathControllerGaussian::prepare_gaussian_kernel(unsigned size, float sigma)
{
gaussian_kernel_size = size;
gaussian_sigma = sigma;
gaussian_kernel.clear();
int mid_point = gaussian_kernel_size / 2;
for (int i = 0; i < gaussian_kernel_size; ++i)
{
gaussian_kernel.push_back(gaussian(i - mid_point, gaussian_sigma));
}
}

opencv: Rigid Transformation between two 3D point clouds

I have two 3D point clouds, and I'd like to use opencv to find the rigid transformation matrix (translation, rotation, constant scaling among all 3 axes).
I've found an estimateRigidTransformation function, but it's only for 2D points apparently
In addition, I've found estimateAffine3D, but it doesn't seem to support rigid transformation mode.
Do I need to just write my own rigid transformation function?
I did not find the required functionality in OpenCV so I have written my own implementation. Based on ideas from OpenSFM.
cv::Vec3d
CalculateMean(const cv::Mat_<cv::Vec3d> &points)
{
cv::Mat_<cv::Vec3d> result;
cv::reduce(points, result, 0, CV_REDUCE_AVG);
return result(0, 0);
}
cv::Mat_<double>
FindRigidTransform(const cv::Mat_<cv::Vec3d> &points1, const cv::Mat_<cv::Vec3d> points2)
{
/* Calculate centroids. */
cv::Vec3d t1 = -CalculateMean(points1);
cv::Vec3d t2 = -CalculateMean(points2);
cv::Mat_<double> T1 = cv::Mat_<double>::eye(4, 4);
T1(0, 3) = t1[0];
T1(1, 3) = t1[1];
T1(2, 3) = t1[2];
cv::Mat_<double> T2 = cv::Mat_<double>::eye(4, 4);
T2(0, 3) = -t2[0];
T2(1, 3) = -t2[1];
T2(2, 3) = -t2[2];
/* Calculate covariance matrix for input points. Also calculate RMS deviation from centroid
* which is used for scale calculation.
*/
cv::Mat_<double> C(3, 3, 0.0);
double p1Rms = 0, p2Rms = 0;
for (int ptIdx = 0; ptIdx < points1.rows; ptIdx++) {
cv::Vec3d p1 = points1(ptIdx, 0) + t1;
cv::Vec3d p2 = points2(ptIdx, 0) + t2;
p1Rms += p1.dot(p1);
p2Rms += p2.dot(p2);
for (int i = 0; i < 3; i++) {
for (int j = 0; j < 3; j++) {
C(i, j) += p2[i] * p1[j];
}
}
}
cv::Mat_<double> u, s, vh;
cv::SVD::compute(C, s, u, vh);
cv::Mat_<double> R = u * vh;
if (cv::determinant(R) < 0) {
R -= u.col(2) * (vh.row(2) * 2.0);
}
double scale = sqrt(p2Rms / p1Rms);
R *= scale;
cv::Mat_<double> M = cv::Mat_<double>::eye(4, 4);
R.copyTo(M.colRange(0, 3).rowRange(0, 3));
cv::Mat_<double> result = T2 * M * T1;
result /= result(3, 3);
return result.rowRange(0, 3);
}
I've found PCL to be a nice adjunct to OpenCV. Take a look at their Iterative Closest Point (ICP) example. The provided example registers the two point clouds and then displays the rigid transformation.
Here's my rmsd code:
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include <math.h>
#include <assert.h>
typedef struct
{
float m[4][4];
} MATRIX;
#define vdiff2(a,b) ( ((a)[0]-(b)[0]) * ((a)[0]-(b)[0]) + \
((a)[1]-(b)[1]) * ((a)[1]-(b)[1]) + \
((a)[2]-(b)[2]) * ((a)[2]-(b)[2]) )
static double alignedrmsd(float *v1, float *v2, int N);
static void centroid(float *ret, float *v, int N);
static int getalignmtx(float *v1, float *v2, int N, MATRIX *mtx);
static void crossproduct(float *ans, float *pt1, float *pt2);
static void mtx_root(MATRIX *mtx);
static int almostequal(MATRIX *a, MATRIX *b);
static void mulpt(MATRIX *mtx, float *pt);
static void mtx_mul(MATRIX *ans, MATRIX *x, MATRIX *y);
static void mtx_identity(MATRIX *mtx);
static void mtx_trans(MATRIX *mtx, float x, float y, float z);
static int mtx_invert(float *mtx, int N);
static float absmaxv(float *v, int N);
/*
calculate rmsd between two structures
Params: v1 - first set of points
v2 - second set of points
N - number of points
mtx - return for transfrom matrix used to align structures
Returns: rmsd score
Notes: mtx can be null. Transform will be rigid. Inputs must
be previously aligned for sequence alignment
*/
double rmsd(float *v1, float *v2, int N, float *mtx)
{
float cent1[3];
float cent2[3];
MATRIX tmtx;
MATRIX tempmtx;
MATRIX move1;
MATRIX move2;
int i;
double answer;
float *temp1 = 0;
float *temp2 = 0;
int err;
assert(N > 3);
temp1 = malloc(N * 3 * sizeof(float));
temp2 = malloc(N * 3 * sizeof(float));
if(!temp1 || !temp2)
goto error_exit;
centroid(cent1, v1, N);
centroid(cent2, v2, N);
for(i=0;i<N;i++)
{
temp1[i*3+0] = v1[i*3+0] - cent1[0];
temp1[i*3+1] = v1[i*3+1] - cent1[1];
temp1[i*3+2] = v1[i*3+2] - cent1[2];
temp2[i*3+0] = v2[i*3+0] - cent2[0];
temp2[i*3+1] = v2[i*3+1] - cent2[1];
temp2[i*3+2] = v2[i*3+2] - cent2[2];
}
err = getalignmtx(temp1, temp2, N, &tmtx);
if(err == -1)
goto error_exit;
mtx_trans(&move1, -cent2[0], -cent2[1], -cent2[2]);
mtx_mul(&tempmtx, &move1, &tmtx);
mtx_trans(&move2, cent1[0], cent1[1], cent1[2]);
mtx_mul(&tmtx, &tempmtx, &move2);
memcpy(temp2, v2, N * sizeof(float) * 3);
for(i=0;i<N;i++)
mulpt(&tmtx, temp2 + i * 3);
answer = alignedrmsd(v1, temp2, N);
free(temp1);
free(temp2);
if(mtx)
memcpy(mtx, &tmtx.m, 16 * sizeof(float));
return answer;
error_exit:
free(temp1);
free(temp2);
if(mtx)
{
for(i=0;i<16;i++)
mtx[i] = 0;
}
return sqrt(-1.0);
}
/*
calculate rmsd between two aligned structures (trivial)
Params: v1 - first structure
v2 - second structure
N - number of points
Returns: rmsd
*/
static double alignedrmsd(float *v1, float *v2, int N)
{
double answer =0;
int i;
for(i=0;i<N;i++)
answer += vdiff2(v1 + i *3, v2 + i * 3);
return sqrt(answer/N);
}
/*
compute the centroid
*/
static void centroid(float *ret, float *v, int N)
{
int i;
ret[0] = 0;
ret[1] = 0;
ret[2] = 0;
for(i=0;i<N;i++)
{
ret[0] += v[i*3+0];
ret[1] += v[i*3+1];
ret[2] += v[i*3+2];
}
ret[0] /= N;
ret[1] /= N;
ret[2] /= N;
}
/*
get the matrix needed to align two structures
Params: v1 - reference structure
v2 - structure to align
N - number of points
mtx - return for rigid body alignment matrix
Notes: only calculates rotation part of matrix.
assumes input has been aligned to centroids
*/
static int getalignmtx(float *v1, float *v2, int N, MATRIX *mtx)
{
MATRIX A = { {{0,0,0,0},{0,0,0,0},{0,0,0,0},{0,0,0,1}} };
MATRIX At;
MATRIX Ainv;
MATRIX temp;
float tv[3];
float tw[3];
float tv2[3];
float tw2[3];
int k, i, j;
int flag = 0;
float correction;
correction = absmaxv(v1, N * 3) * absmaxv(v2, N * 3);
for(k=0;k<N;k++)
for(i=0;i<3;i++)
for(j=0;j<3;j++)
A.m[i][j] += (v1[k*3+i] * v2[k*3+j])/correction;
while(flag < 3)
{
for(i=0;i<4;i++)
for(j=0;j<4;j++)
At.m[i][j] = A.m[j][i];
memcpy(&Ainv, &A, sizeof(MATRIX));
/* this will happen if all points are in a plane */
if( mtx_invert((float *) &Ainv, 4) == -1)
{
if(flag == 0)
{
crossproduct(tv, v1, v1+3);
crossproduct(tw, v2, v2+3);
}
else
{
crossproduct(tv2, tv, v1);
crossproduct(tw2, tw, v2);
memcpy(tv, tv2, 3 * sizeof(float));
memcpy(tw, tw2, 3 * sizeof(float));
}
for(i=0;i<3;i++)
for(j=0;j<3;j++)
A.m[i][j] += tv[i] * tw[j];
flag++;
}
else
flag = 5;
}
if(flag != 5)
return -1;
mtx_mul(&temp, &At, &A);
mtx_root(&temp);
mtx_mul(mtx, &temp, &Ainv);
return 0;
}
/*
get the crossproduct of two vectors.
Params: ans - return pinter for answer.
pt1 - first vector
pt2 - second vector.
Notes: crossproduct is at right angles to the two vectors.
*/
static void crossproduct(float *ans, float *pt1, float *pt2)
{
ans[0] = pt1[1] * pt2[2] - pt1[2] * pt2[1];
ans[1] = pt1[0] * pt2[2] - pt1[2] * pt2[0];
ans[2] = pt1[0] * pt2[1] - pt1[1] * pt2[0];
}
/*
Denman-Beavers square root iteration
*/
static void mtx_root(MATRIX *mtx)
{
MATRIX Y = *mtx;
MATRIX Z;
MATRIX Y1;
MATRIX Z1;
MATRIX invY;
MATRIX invZ;
MATRIX Y2;
int iter = 0;
int i, ii;
mtx_identity(&Z);
do
{
invY = Y;
invZ = Z;
if( mtx_invert((float *) &invY, 4) == -1)
return;
if( mtx_invert((float *) &invZ, 4) == -1)
return;
for(i=0;i<4;i++)
for(ii=0;ii<4;ii++)
{
Y1.m[i][ii] = 0.5 * (Y.m[i][ii] + invZ.m[i][ii]);
Z1.m[i][ii] = 0.5 * (Z.m[i][ii] + invY.m[i][ii]);
}
Y = Y1;
Z = Z1;
mtx_mul(&Y2, &Y, &Y);
}
while(!almostequal(&Y2, mtx) && iter++ < 20 );
*mtx = Y;
}
/*
Check two matrices for near-enough equality
Params: a - first matrix
b - second matrix
Returns: 1 if almost equal, else 0, epsilon 0.0001f.
*/
static int almostequal(MATRIX *a, MATRIX *b)
{
int i, ii;
float epsilon = 0.001f;
for(i=0;i<4;i++)
for(ii=0;ii<4;ii++)
if(fabs(a->m[i][ii] - b->m[i][ii]) > epsilon)
return 0;
return 1;
}
/*
multiply a point by a matrix.
Params: mtx - matrix
pt - the point (transformed)
*/
static void mulpt(MATRIX *mtx, float *pt)
{
float ans[4] = {0};
int i;
int ii;
for(i=0;i<4;i++)
{
for(ii=0;ii<3;ii++)
{
ans[i] += pt[ii] * mtx->m[ii][i];
}
ans[i] += mtx->m[3][i];
}
pt[0] = ans[0];
pt[1] = ans[1];
pt[2] = ans[2];
}
/*
multiply two matrices.
Params: ans - return pointer for answer.
x - first matrix
y - second matrix.
Notes: ans may not be equal to x or y.
*/
static void mtx_mul(MATRIX *ans, MATRIX *x, MATRIX *y)
{
int i;
int ii;
int iii;
for(i=0;i<4;i++)
for(ii=0;ii<4;ii++)
{
ans->m[i][ii] = 0;
for(iii=0;iii<4;iii++)
ans->m[i][ii] += x->m[i][iii] * y->m[iii][ii];
}
}
/*
create an identity matrix.
Params: mtx - return pointer.
*/
static void mtx_identity(MATRIX *mtx)
{
int i;
int ii;
for(i=0;i<4;i++)
for(ii=0;ii<4;ii++)
{
if(i==ii)
mtx->m[i][ii] = 1.0f;
else
mtx->m[i][ii] = 0;
}
}
/*
create a translation matrix.
Params: mtx - return pointer for matrix.
x - x translation.
y - y translation.
z - z translation
*/
static void mtx_trans(MATRIX *mtx, float x, float y, float z)
{
mtx->m[0][0] = 1;
mtx->m[0][1] = 0;
mtx->m[0][2] = 0;
mtx->m[0][3] = 0;
mtx->m[1][0] = 0;
mtx->m[1][1] = 1;
mtx->m[1][2] = 0;
mtx->m[1][3] = 0;
mtx->m[2][0] = 0;
mtx->m[2][1] = 0;
mtx->m[2][2] = 1;
mtx->m[2][3] = 0;
mtx->m[3][0] = x;
mtx->m[3][1] = y;
mtx->m[3][2] = z;
mtx->m[3][3] = 1;
}
/*
matrix invert routine
Params: mtx - the matrix in raw format, in/out
N - width and height
Returns: 0 on success, -1 on fail
*/
static int mtx_invert(float *mtx, int N)
{
int indxc[100]; /* these 100s are the only restriction on matrix size */
int indxr[100];
int ipiv[100];
int i, j, k;
int irow, icol;
double big;
double pinv;
int l, ll;
double dum;
double temp;
assert(N <= 100);
for(i=0;i<N;i++)
ipiv[i] = 0;
for(i=0;i<N;i++)
{
big = 0.0;
/* find biggest element */
for(j=0;j<N;j++)
if(ipiv[j] != 1)
for(k=0;k<N;k++)
if(ipiv[k] == 0)
if(fabs(mtx[j*N+k]) >= big)
{
big = fabs(mtx[j*N+k]);
irow = j;
icol = k;
}
ipiv[icol]=1;
if(irow != icol)
for(l=0;l<N;l++)
{
temp = mtx[irow * N + l];
mtx[irow * N + l] = mtx[icol * N + l];
mtx[icol * N + l] = temp;
}
indxr[i] = irow;
indxc[i] = icol;
/* if biggest element is zero matrix is singular, bail */
if(mtx[icol* N + icol] == 0)
goto error_exit;
pinv = 1.0/mtx[icol * N + icol];
mtx[icol * N + icol] = 1.0;
for(l=0;l<N;l++)
mtx[icol * N + l] *= pinv;
for(ll=0;ll<N;ll++)
if(ll != icol)
{
dum = mtx[ll * N + icol];
mtx[ll * N + icol] = 0.0;
for(l=0;l<N;l++)
mtx[ll * N + l] -= mtx[icol * N + l]*dum;
}
}
/* unscramble matrix */
for (l=N-1;l>=0;l--)
{
if (indxr[l] != indxc[l])
for (k=0;k<N;k++)
{
temp = mtx[k * N + indxr[l]];
mtx[k * N + indxr[l]] = mtx[k * N + indxc[l]];
mtx[k * N + indxc[l]] = temp;
}
}
return 0;
error_exit:
return -1;
}
/*
get the asolute maximum of an array
*/
static float absmaxv(float *v, int N)
{
float answer;
int i;
for(i=0;i<N;i++)
if(answer < fabs(v[i]))
answer = fabs(v[i]);
return answer;
}
#include <stdio.h>
/*
debug utlitiy
*/
static void printmtx(FILE *fp, MATRIX *mtx)
{
int i, ii;
for(i=0;i<4;i++)
{
for(ii=0;ii<4;ii++)
fprintf(fp, "%f, ", mtx->m[i][ii]);
fprintf(fp, "\n");
}
}
int rmsdmain(void)
{
float one[4*3] = {0,0,0, 1,0,0, 2,1,0, 0,3,1};
float two[4*3] = {0,0,0, 0,1,0, 1,2,0, 3,0,1};
MATRIX mtx;
double diff;
int i;
diff = rmsd(one, two, 4, (float *) &mtx.m);
printf("%f\n", diff);
printmtx(stdout, &mtx);
for(i=0;i<4;i++)
{
mulpt(&mtx, two + i * 3);
printf("%f %f %f\n", two[i*3], two[i*3+1], two[i*3+2]);
}
return 0;
}
I took #vagran's implementation and added RANSAC on top of it, since estimateRigidTransform2d does it and it was helpful for me since my data is noisy. (Note: This code doesn't have constant scaling along all 3 axes; you can add it back in easily by comparing to vargran's).
cv::Vec3f CalculateMean(const cv::Mat_<cv::Vec3f> &points)
{
if(points.size().height == 0){
return 0;
}
assert(points.size().width == 1);
double mx = 0.0;
double my = 0.0;
double mz = 0.0;
int n_points = points.size().height;
for(int i = 0; i < n_points; i++){
double x = double(points(i)[0]);
double y = double(points(i)[1]);
double z = double(points(i)[2]);
mx += x;
my += y;
mz += z;
}
return cv::Vec3f(mx/n_points, my/n_points, mz/n_points);
}
cv::Mat_<double>
FindRigidTransform(const cv::Mat_<cv::Vec3f> &points1, const cv::Mat_<cv::Vec3f> points2)
{
/* Calculate centroids. */
cv::Vec3f t1 = CalculateMean(points1);
cv::Vec3f t2 = CalculateMean(points2);
cv::Mat_<double> T1 = cv::Mat_<double>::eye(4, 4);
T1(0, 3) = double(-t1[0]);
T1(1, 3) = double(-t1[1]);
T1(2, 3) = double(-t1[2]);
cv::Mat_<double> T2 = cv::Mat_<double>::eye(4, 4);
T2(0, 3) = double(t2[0]);
T2(1, 3) = double(t2[1]);
T2(2, 3) = double(t2[2]);
/* Calculate covariance matrix for input points. Also calculate RMS deviation from centroid
* which is used for scale calculation.
*/
cv::Mat_<double> C(3, 3, 0.0);
for (int ptIdx = 0; ptIdx < points1.rows; ptIdx++) {
cv::Vec3f p1 = points1(ptIdx) - t1;
cv::Vec3f p2 = points2(ptIdx) - t2;
for (int i = 0; i < 3; i++) {
for (int j = 0; j < 3; j++) {
C(i, j) += double(p2[i] * p1[j]);
}
}
}
cv::Mat_<double> u, s, vt;
cv::SVD::compute(C, s, u, vt);
cv::Mat_<double> R = u * vt;
if (cv::determinant(R) < 0) {
R -= u.col(2) * (vt.row(2) * 2.0);
}
cv::Mat_<double> M = cv::Mat_<double>::eye(4, 4);
R.copyTo(M.colRange(0, 3).rowRange(0, 3));
cv::Mat_<double> result = T2 * M * T1;
result /= result(3, 3);
return result;
}
cv::Mat_<double> RANSACFindRigidTransform(const cv::Mat_<cv::Vec3f> &points1, const cv::Mat_<cv::Vec3f> &points2)
{
cv::Mat points1Homo;
cv::convertPointsToHomogeneous(points1, points1Homo);
int iterations = 100;
int min_n_points = 3;
int n_points = points1.size().height;
std::vector<int> range(n_points);
cv::Mat_<double> best;
int best_inliers = -1;
// inlier points should be projected within this many units
float threshold = .02;
std::iota(range.begin(), range.end(), 0);
auto gen = std::mt19937{std::random_device{}()};
for(int i = 0; i < iterations; i++) {
std::shuffle(range.begin(), range.end(), gen);
cv::Mat_<cv::Vec3f> points1subset(min_n_points, 1, cv::Vec3f(0,0,0));
cv::Mat_<cv::Vec3f> points2subset(min_n_points, 1, cv::Vec3f(0,0,0));
for(int j = 0; j < min_n_points; j++) {
points1subset(j) = points1(range[j]);
points2subset(j) = points2(range[j]);
}
cv::Mat_<float> rigidT = FindRigidTransform(points1subset, points2subset);
cv::Mat_<float> rigidT_float = cv::Mat::eye(4, 4, CV_32F);
rigidT.convertTo(rigidT_float, CV_32F);
std::vector<int> inliers;
for(int j = 0; j < n_points; j++) {
cv::Mat_<float> t1_3d = rigidT_float * cv::Mat_<float>(points1Homo.at<cv::Vec4f>(j));
if(t1_3d(3) == 0) {
continue; // Avoid 0 division
}
float dx = (t1_3d(0)/t1_3d(3) - points2(j)[0]);
float dy = (t1_3d(1)/t1_3d(3) - points2(j)[1]);
float dz = (t1_3d(2)/t1_3d(3) - points2(j)[2]);
float square_dist = dx * dx + dy * dy + dz * dz;
if(square_dist < threshold * threshold){
inliers.push_back(j);
}
}
int n_inliers = inliers.size();
if(n_inliers > best_inliers) {
best_inliers = n_inliers;
best = rigidT;
}
}
return best;
}
#vagran Thanks for the code! Seems to work very well.
I do have a little terminology suggestion though. Since you are estimating and applying a scale during the transformation, it is a 7-parameter transformation, or Helmert / similarity transformation. And in a rigid transformation, no scaling is applied because all Euclidiean distances need to be reserved.
I would've added this as comment, but don't have enough points.. D: sorry for that.
rigid transformation: https://en.wikipedia.org/wiki/Rigid_transformation
Helmert transformation: https://www.researchgate.net/publication/322841143_Parameter_estimation_in_3D_affine_and_similarity_transformation_implementation_of_variance_component_estimation

bandpass butterworth filter implementation in C++

I am implementing an image analysis algorithm using openCV and c++, but I found out openCV doesnt have any function for Butterworth Bandpass filter officially.
in my project I have to pass a time series of pixels into the Butterworth 5 order filter and the function will return the filtered time series pixels. Butterworth(pixelseries,order, frequency), if you have any idea to help me of how to start please let me know. Thank you
EDIT :
after getting help, finally I come up with the following code. which can calculate the Numerator Coefficients and Denominator Coefficients, but the problem is that some of the numbers is not as same as matlab results. here is my code:
#include <iostream>
#include <stdio.h>
#include <vector>
#include <math.h>
using namespace std;
#define N 10 //The number of images which construct a time series for each pixel
#define PI 3.14159
double *ComputeLP( int FilterOrder )
{
double *NumCoeffs;
int m;
int i;
NumCoeffs = (double *)calloc( FilterOrder+1, sizeof(double) );
if( NumCoeffs == NULL ) return( NULL );
NumCoeffs[0] = 1;
NumCoeffs[1] = FilterOrder;
m = FilterOrder/2;
for( i=2; i <= m; ++i)
{
NumCoeffs[i] =(double) (FilterOrder-i+1)*NumCoeffs[i-1]/i;
NumCoeffs[FilterOrder-i]= NumCoeffs[i];
}
NumCoeffs[FilterOrder-1] = FilterOrder;
NumCoeffs[FilterOrder] = 1;
return NumCoeffs;
}
double *ComputeHP( int FilterOrder )
{
double *NumCoeffs;
int i;
NumCoeffs = ComputeLP(FilterOrder);
if(NumCoeffs == NULL ) return( NULL );
for( i = 0; i <= FilterOrder; ++i)
if( i % 2 ) NumCoeffs[i] = -NumCoeffs[i];
return NumCoeffs;
}
double *TrinomialMultiply( int FilterOrder, double *b, double *c )
{
int i, j;
double *RetVal;
RetVal = (double *)calloc( 4 * FilterOrder, sizeof(double) );
if( RetVal == NULL ) return( NULL );
RetVal[2] = c[0];
RetVal[3] = c[1];
RetVal[0] = b[0];
RetVal[1] = b[1];
for( i = 1; i < FilterOrder; ++i )
{
RetVal[2*(2*i+1)] += c[2*i] * RetVal[2*(2*i-1)] - c[2*i+1] * RetVal[2*(2*i-1)+1];
RetVal[2*(2*i+1)+1] += c[2*i] * RetVal[2*(2*i-1)+1] + c[2*i+1] * RetVal[2*(2*i-1)];
for( j = 2*i; j > 1; --j )
{
RetVal[2*j] += b[2*i] * RetVal[2*(j-1)] - b[2*i+1] * RetVal[2*(j-1)+1] +
c[2*i] * RetVal[2*(j-2)] - c[2*i+1] * RetVal[2*(j-2)+1];
RetVal[2*j+1] += b[2*i] * RetVal[2*(j-1)+1] + b[2*i+1] * RetVal[2*(j-1)] +
c[2*i] * RetVal[2*(j-2)+1] + c[2*i+1] * RetVal[2*(j-2)];
}
RetVal[2] += b[2*i] * RetVal[0] - b[2*i+1] * RetVal[1] + c[2*i];
RetVal[3] += b[2*i] * RetVal[1] + b[2*i+1] * RetVal[0] + c[2*i+1];
RetVal[0] += b[2*i];
RetVal[1] += b[2*i+1];
}
return RetVal;
}
double *ComputeNumCoeffs(int FilterOrder)
{
double *TCoeffs;
double *NumCoeffs;
int i;
NumCoeffs = (double *)calloc( 2*FilterOrder+1, sizeof(double) );
if( NumCoeffs == NULL ) return( NULL );
TCoeffs = ComputeHP(FilterOrder);
if( TCoeffs == NULL ) return( NULL );
for( i = 0; i < FilterOrder; ++i)
{
NumCoeffs[2*i] = TCoeffs[i];
NumCoeffs[2*i+1] = 0.0;
}
NumCoeffs[2*FilterOrder] = TCoeffs[FilterOrder];
free(TCoeffs);
return NumCoeffs;
}
double *ComputeDenCoeffs( int FilterOrder, double Lcutoff, double Ucutoff )
{
int k; // loop variables
double theta; // PI * (Ucutoff - Lcutoff) / 2.0
double cp; // cosine of phi
double st; // sine of theta
double ct; // cosine of theta
double s2t; // sine of 2*theta
double c2t; // cosine 0f 2*theta
double *RCoeffs; // z^-2 coefficients
double *TCoeffs; // z^-1 coefficients
double *DenomCoeffs; // dk coefficients
double PoleAngle; // pole angle
double SinPoleAngle; // sine of pole angle
double CosPoleAngle; // cosine of pole angle
double a; // workspace variables
cp = cos(PI * (Ucutoff + Lcutoff) / 2.0);
theta = PI * (Ucutoff - Lcutoff) / 2.0;
st = sin(theta);
ct = cos(theta);
s2t = 2.0*st*ct; // sine of 2*theta
c2t = 2.0*ct*ct - 1.0; // cosine of 2*theta
RCoeffs = (double *)calloc( 2 * FilterOrder, sizeof(double) );
TCoeffs = (double *)calloc( 2 * FilterOrder, sizeof(double) );
for( k = 0; k < FilterOrder; ++k )
{
PoleAngle = PI * (double)(2*k+1)/(double)(2*FilterOrder);
SinPoleAngle = sin(PoleAngle);
CosPoleAngle = cos(PoleAngle);
a = 1.0 + s2t*SinPoleAngle;
RCoeffs[2*k] = c2t/a;
RCoeffs[2*k+1] = s2t*CosPoleAngle/a;
TCoeffs[2*k] = -2.0*cp*(ct+st*SinPoleAngle)/a;
TCoeffs[2*k+1] = -2.0*cp*st*CosPoleAngle/a;
}
DenomCoeffs = TrinomialMultiply(FilterOrder, TCoeffs, RCoeffs );
free(TCoeffs);
free(RCoeffs);
DenomCoeffs[1] = DenomCoeffs[0];
DenomCoeffs[0] = 1.0;
for( k = 3; k <= 2*FilterOrder; ++k )
DenomCoeffs[k] = DenomCoeffs[2*k-2];
return DenomCoeffs;
}
void filter(int ord, double *a, double *b, int np, double *x, double *y)
{
int i,j;
y[0]=b[0] * x[0];
for (i=1;i<ord+1;i++)
{
y[i]=0.0;
for (j=0;j<i+1;j++)
y[i]=y[i]+b[j]*x[i-j];
for (j=0;j<i;j++)
y[i]=y[i]-a[j+1]*y[i-j-1];
}
for (i=ord+1;i<np+1;i++)
{
y[i]=0.0;
for (j=0;j<ord+1;j++)
y[i]=y[i]+b[j]*x[i-j];
for (j=0;j<ord;j++)
y[i]=y[i]-a[j+1]*y[i-j-1];
}
}
int main(int argc, char *argv[])
{
//Frequency bands is a vector of values - Lower Frequency Band and Higher Frequency Band
//First value is lower cutoff and second value is higher cutoff
double FrequencyBands[2] = {0.25,0.375};//these values are as a ratio of f/fs, where fs is sampling rate, and f is cutoff frequency
//and therefore should lie in the range [0 1]
//Filter Order
int FiltOrd = 5;
//Pixel Time Series
/*int PixelTimeSeries[N];
int outputSeries[N];
*/
//Create the variables for the numerator and denominator coefficients
double *DenC = 0;
double *NumC = 0;
//Pass Numerator Coefficients and Denominator Coefficients arrays into function, will return the same
NumC = ComputeNumCoeffs(FiltOrd);
for(int k = 0; k<11; k++)
{
printf("NumC is: %lf\n", NumC[k]);
}
//is A in matlab function and the numbers are correct
DenC = ComputeDenCoeffs(FiltOrd, FrequencyBands[0], FrequencyBands[1]);
for(int k = 0; k<11; k++)
{
printf("DenC is: %lf\n", DenC[k]);
}
double y[5];
double x[5]={1,2,3,4,5};
filter(5, DenC, NumC, 5, x, y);
return 1;
}
I get this resutls for my code :
B= 1,0,-5,0,10,0,-10,0,5,0,-1
A= 1.000000000000000, -4.945988709743181, 13.556489496973796, -24.700711850327743,
32.994881546824828, -33.180726698160655, 25.546126213403539, -14.802008410165968,
6.285430089797051, -1.772929809750849, 0.277753012228403
but if I want to test the coefficinets in same frequency band in MATLAB, I get the following results:
>> [B, A]=butter(5, [0.25,0.375])
B = 0.0002, 0, -0.0008, 0, 0.0016, 0, -0.0016, 0, 0.0008, 0, -0.0002
A = 1.0000, -4.9460, 13.5565, -24.7007, 32.9948, -33.1806, 25.5461, -14.8020, 6.2854, -1.7729, 0.2778
I have test this website :http://www.exstrom.com/journal/sigproc/ code, but the result is equal as mine, not matlab. anybody knows why? or how can I get the same result as matlab toolbox?
I know this is a post on an old thread, and I would usually leave this as a comment, but I'm apparently not able to do that.
In any case, for people searching for similar code, I thought I would post the link from where this code originates (it also has C code for other types of Butterworth filter coefficients and some other cool signal processing code).
The code is located here:
http://www.exstrom.com/journal/sigproc/
Additionally, I think there is a piece of code which calculates said scaling factor for you already.
/**********************************************************************
sf_bwbp - calculates the scaling factor for a butterworth bandpass filter.
The scaling factor is what the c coefficients must be multiplied by so
that the filter response has a maximum value of 1.
*/
double sf_bwbp( int n, double f1f, double f2f )
{
int k; // loop variables
double ctt; // cotangent of theta
double sfr, sfi; // real and imaginary parts of the scaling factor
double parg; // pole angle
double sparg; // sine of pole angle
double cparg; // cosine of pole angle
double a, b, c; // workspace variables
ctt = 1.0 / tan(M_PI * (f2f - f1f) / 2.0);
sfr = 1.0;
sfi = 0.0;
for( k = 0; k < n; ++k )
{
parg = M_PI * (double)(2*k+1)/(double)(2*n);
sparg = ctt + sin(parg);
cparg = cos(parg);
a = (sfr + sfi)*(sparg - cparg);
b = sfr * sparg;
c = -sfi * cparg;
sfr = b - c;
sfi = a - b - c;
}
return( 1.0 / sfr );
}
I finally found it.
I just need to implement the following code from matlab source code to c++ . "the_mandrill" were right, I need to add the normalizing constant into the coefficient:
kern = exp(-j*w*(0:length(b)-1));
b = real(b*(kern*den(:))/(kern*b(:)));
EDIT:
and here is the final edition, which the whole code will return numbers exactly equal to MATLAB :
double *ComputeNumCoeffs(int FilterOrder,double Lcutoff, double Ucutoff, double *DenC)
{
double *TCoeffs;
double *NumCoeffs;
std::complex<double> *NormalizedKernel;
double Numbers[11]={0,1,2,3,4,5,6,7,8,9,10};
int i;
NumCoeffs = (double *)calloc( 2*FilterOrder+1, sizeof(double) );
if( NumCoeffs == NULL ) return( NULL );
NormalizedKernel = (std::complex<double> *)calloc( 2*FilterOrder+1, sizeof(std::complex<double>) );
if( NormalizedKernel == NULL ) return( NULL );
TCoeffs = ComputeHP(FilterOrder);
if( TCoeffs == NULL ) return( NULL );
for( i = 0; i < FilterOrder; ++i)
{
NumCoeffs[2*i] = TCoeffs[i];
NumCoeffs[2*i+1] = 0.0;
}
NumCoeffs[2*FilterOrder] = TCoeffs[FilterOrder];
double cp[2];
double Bw, Wn;
cp[0] = 2*2.0*tan(PI * Lcutoff/ 2.0);
cp[1] = 2*2.0*tan(PI * Ucutoff / 2.0);
Bw = cp[1] - cp[0];
//center frequency
Wn = sqrt(cp[0]*cp[1]);
Wn = 2*atan2(Wn,4);
double kern;
const std::complex<double> result = std::complex<double>(-1,0);
for(int k = 0; k<11; k++)
{
NormalizedKernel[k] = std::exp(-sqrt(result)*Wn*Numbers[k]);
}
double b=0;
double den=0;
for(int d = 0; d<11; d++)
{
b+=real(NormalizedKernel[d]*NumCoeffs[d]);
den+=real(NormalizedKernel[d]*DenC[d]);
}
for(int c = 0; c<11; c++)
{
NumCoeffs[c]=(NumCoeffs[c]*den)/b;
}
free(TCoeffs);
return NumCoeffs;
}
There are code which could be found online implementing butterworth filter. If you use the source code to try to get result matching MATLAB results, there will be the same problem.Basically the result you got from the code hasn't been normalized, and in the source code there is a variable sff in bwhp.c. If you set that to 1, the problem will be easily solved.
I recommend you to use this source code and
the source code and usage could be found here
I added the final edition of function ComputeNumCoeffs to the program and fix "FilterOrder" (k<11 to k<2*FiltOrd+1). Maybe it will save someone's time.
f1=0.5Gz, f2=10Gz, fs=127Gz/2
In MatLab
a={1.000000000000000,-3.329746259105707, 4.180522138699884,-2.365540522960743,0.514875789136976};
b={0.041065495448784, 0.000000000000000,-0.082130990897568, 0.000000000000000,0.041065495448784};
Program:
#include <iostream>
#include <stdio.h>
#include <vector>
#include <math.h>
#include <complex>
using namespace std;
#define N 10 //The number of images which construct a time series for each pixel
#define PI 3.1415926535897932384626433832795
double *ComputeLP(int FilterOrder)
{
double *NumCoeffs;
int m;
int i;
NumCoeffs = (double *)calloc(FilterOrder+1, sizeof(double));
if(NumCoeffs == NULL) return(NULL);
NumCoeffs[0] = 1;
NumCoeffs[1] = FilterOrder;
m = FilterOrder/2;
for(i=2; i <= m; ++i)
{
NumCoeffs[i] =(double) (FilterOrder-i+1)*NumCoeffs[i-1]/i;
NumCoeffs[FilterOrder-i]= NumCoeffs[i];
}
NumCoeffs[FilterOrder-1] = FilterOrder;
NumCoeffs[FilterOrder] = 1;
return NumCoeffs;
}
double *ComputeHP(int FilterOrder)
{
double *NumCoeffs;
int i;
NumCoeffs = ComputeLP(FilterOrder);
if(NumCoeffs == NULL) return(NULL);
for(i = 0; i <= FilterOrder; ++i)
if(i % 2) NumCoeffs[i] = -NumCoeffs[i];
return NumCoeffs;
}
double *TrinomialMultiply(int FilterOrder, double *b, double *c)
{
int i, j;
double *RetVal;
RetVal = (double *)calloc(4 * FilterOrder, sizeof(double));
if(RetVal == NULL) return(NULL);
RetVal[2] = c[0];
RetVal[3] = c[1];
RetVal[0] = b[0];
RetVal[1] = b[1];
for(i = 1; i < FilterOrder; ++i)
{
RetVal[2*(2*i+1)] += c[2*i] * RetVal[2*(2*i-1)] - c[2*i+1] * RetVal[2*(2*i-1)+1];
RetVal[2*(2*i+1)+1] += c[2*i] * RetVal[2*(2*i-1)+1] + c[2*i+1] * RetVal[2*(2*i-1)];
for(j = 2*i; j > 1; --j)
{
RetVal[2*j] += b[2*i] * RetVal[2*(j-1)] - b[2*i+1] * RetVal[2*(j-1)+1] +
c[2*i] * RetVal[2*(j-2)] - c[2*i+1] * RetVal[2*(j-2)+1];
RetVal[2*j+1] += b[2*i] * RetVal[2*(j-1)+1] + b[2*i+1] * RetVal[2*(j-1)] +
c[2*i] * RetVal[2*(j-2)+1] + c[2*i+1] * RetVal[2*(j-2)];
}
RetVal[2] += b[2*i] * RetVal[0] - b[2*i+1] * RetVal[1] + c[2*i];
RetVal[3] += b[2*i] * RetVal[1] + b[2*i+1] * RetVal[0] + c[2*i+1];
RetVal[0] += b[2*i];
RetVal[1] += b[2*i+1];
}
return RetVal;
}
double *ComputeNumCoeffs(int FilterOrder,double Lcutoff, double Ucutoff, double *DenC)
{
double *TCoeffs;
double *NumCoeffs;
std::complex<double> *NormalizedKernel;
double Numbers[11]={0,1,2,3,4,5,6,7,8,9,10};
int i;
NumCoeffs = (double *)calloc(2*FilterOrder+1, sizeof(double));
if(NumCoeffs == NULL) return(NULL);
NormalizedKernel = (std::complex<double> *)calloc(2*FilterOrder+1, sizeof(std::complex<double>));
if(NormalizedKernel == NULL) return(NULL);
TCoeffs = ComputeHP(FilterOrder);
if(TCoeffs == NULL) return(NULL);
for(i = 0; i < FilterOrder; ++i)
{
NumCoeffs[2*i] = TCoeffs[i];
NumCoeffs[2*i+1] = 0.0;
}
NumCoeffs[2*FilterOrder] = TCoeffs[FilterOrder];
double cp[2];
//double Bw;
double Wn;
cp[0] = 2*2.0*tan(PI * Lcutoff/ 2.0);
cp[1] = 2*2.0*tan(PI * Ucutoff/2.0);
//Bw = cp[1] - cp[0];
//center frequency
Wn = sqrt(cp[0]*cp[1]);
Wn = 2*atan2(Wn,4);
//double kern;
const std::complex<double> result = std::complex<double>(-1,0);
for(int k = 0; k<2*FilterOrder+1; k++)
{
NormalizedKernel[k] = std::exp(-sqrt(result)*Wn*Numbers[k]);
}
double b=0;
double den=0;
for(int d = 0; d<2*FilterOrder+1; d++)
{
b+=real(NormalizedKernel[d]*NumCoeffs[d]);
den+=real(NormalizedKernel[d]*DenC[d]);
}
for(int c = 0; c<2*FilterOrder+1; c++)
{
NumCoeffs[c]=(NumCoeffs[c]*den)/b;
}
free(TCoeffs);
return NumCoeffs;
}
double *ComputeDenCoeffs(int FilterOrder, double Lcutoff, double Ucutoff)
{
int k; // loop variables
double theta; // PI * (Ucutoff - Lcutoff)/2.0
double cp; // cosine of phi
double st; // sine of theta
double ct; // cosine of theta
double s2t; // sine of 2*theta
double c2t; // cosine 0f 2*theta
double *RCoeffs; // z^-2 coefficients
double *TCoeffs; // z^-1 coefficients
double *DenomCoeffs; // dk coefficients
double PoleAngle; // pole angle
double SinPoleAngle; // sine of pole angle
double CosPoleAngle; // cosine of pole angle
double a; // workspace variables
cp = cos(PI * (Ucutoff + Lcutoff)/2.0);
theta = PI * (Ucutoff - Lcutoff)/2.0;
st = sin(theta);
ct = cos(theta);
s2t = 2.0*st*ct; // sine of 2*theta
c2t = 2.0*ct*ct - 1.0; // cosine of 2*theta
RCoeffs = (double *)calloc(2 * FilterOrder, sizeof(double));
TCoeffs = (double *)calloc(2 * FilterOrder, sizeof(double));
for(k = 0; k < FilterOrder; ++k)
{
PoleAngle = PI * (double)(2*k+1)/(double)(2*FilterOrder);
SinPoleAngle = sin(PoleAngle);
CosPoleAngle = cos(PoleAngle);
a = 1.0 + s2t*SinPoleAngle;
RCoeffs[2*k] = c2t/a;
RCoeffs[2*k+1] = s2t*CosPoleAngle/a;
TCoeffs[2*k] = -2.0*cp*(ct+st*SinPoleAngle)/a;
TCoeffs[2*k+1] = -2.0*cp*st*CosPoleAngle/a;
}
DenomCoeffs = TrinomialMultiply(FilterOrder, TCoeffs, RCoeffs);
free(TCoeffs);
free(RCoeffs);
DenomCoeffs[1] = DenomCoeffs[0];
DenomCoeffs[0] = 1.0;
for(k = 3; k <= 2*FilterOrder; ++k)
DenomCoeffs[k] = DenomCoeffs[2*k-2];
return DenomCoeffs;
}
void filter(int ord, double *a, double *b, int np, double *x, double *y)
{
int i,j;
y[0]=b[0] * x[0];
for (i=1;i<ord+1;i++)
{
y[i]=0.0;
for (j=0;j<i+1;j++)
y[i]=y[i]+b[j]*x[i-j];
for (j=0;j<i;j++)
y[i]=y[i]-a[j+1]*y[i-j-1];
}
for (i=ord+1;i<np+1;i++)
{
y[i]=0.0;
for (j=0;j<ord+1;j++)
y[i]=y[i]+b[j]*x[i-j];
for (j=0;j<ord;j++)
y[i]=y[i]-a[j+1]*y[i-j-1];
}
}
int main(int argc, char *argv[])
{
(void)argc;
(void)argv;
//Frequency bands is a vector of values - Lower Frequency Band and Higher Frequency Band
//First value is lower cutoff and second value is higher cutoff
//f1 = 0.5Gz f2=10Gz
//fs=127Gz
//Kotelnikov/2=Nyquist (127/2)
double FrequencyBands[2] = {0.5/(127.0/2.0),10.0/(127.0/2.0)};//these values are as a ratio of f/fs, where fs is sampling rate, and f is cutoff frequency
//and therefore should lie in the range [0 1]
//Filter Order
int FiltOrd = 2;//5;
//Pixel Time Series
/*int PixelTimeSeries[N];
int outputSeries[N];
*/
//Create the variables for the numerator and denominator coefficients
double *DenC = 0;
double *NumC = 0;
//Pass Numerator Coefficients and Denominator Coefficients arrays into function, will return the same
printf("\n");
//is A in matlab function and the numbers are correct
DenC = ComputeDenCoeffs(FiltOrd, FrequencyBands[0], FrequencyBands[1]);
for(int k = 0; k<2*FiltOrd+1; k++)
{
printf("DenC is: %lf\n", DenC[k]);
}
printf("\n");
NumC = ComputeNumCoeffs(FiltOrd,FrequencyBands[0],FrequencyBands[1],DenC);
for(int k = 0; k<2*FiltOrd+1; k++)
{
printf("NumC is: %lf\n", NumC[k]);
}
double y[5];
double x[5]={1,2,3,4,5};
filter(5, DenC, NumC, 5, x, y);
return 1;
}