2024-07-03 18:01:12 +00:00
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//! Power spectra estimator, that uses a Windowed FFT to estimate cross-power
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//! spectra. Window functions are documented in the `window` module.
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2024-06-25 14:20:47 +00:00
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use crate::config::*;
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use ndarray::parallel::prelude::*;
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use num::pow::Pow;
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use reinterpret::reinterpret_slice;
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use std::sync::Arc;
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use std::usize;
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use crate::Dcol;
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use super::fft::FFT;
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use super::window::*;
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use std::mem::MaybeUninit;
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use realfft::{RealFftPlanner, RealToComplex};
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/// Singlesided cross-Power spectra computation engine.
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2024-07-03 18:01:12 +00:00
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///
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/// Computes the signal(s) auto power and cross-power spectrum in each frequency
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/// bin.
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pub struct PowerSpectra {
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2024-06-25 14:20:47 +00:00
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// Window used in estimator
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pub window: Window,
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// The window power, is corrected for in power spectra estimants
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pub sqrt_win_pwr: Flt,
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ffts: Vec<FFT>,
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// Time-data buffer used for multiplying signals with Window
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timedata: Array2<Flt>,
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// Frequency domain buffer used for storage of signal FFt's in inbetween stage
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freqdata: Array2<Cflt>,
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}
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impl PowerSpectra {
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/// Return the FFT length used in power spectra computations
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pub fn nfft(&self) -> usize {
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self.window.win.len()
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}
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/// Create new power spectra estimator. Uses FFT size from window length
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///
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/// # Panics
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///
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/// - If win.len() != nfft
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/// - if nfft == 0
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pub fn newFromWindow(window: Window) -> PowerSpectra {
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let nfft = window.win.len();
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let win_pwr = window.win.mapv(|w| w.powi(2)).sum()/(nfft as Flt);
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assert!(nfft > 0);
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assert!(nfft % 2 == 0);
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let mut planner = RealFftPlanner::<Flt>::new();
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let fft = planner.plan_fft_forward(nfft);
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let Fft = FFT::new(fft);
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PowerSpectra {
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window,
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sqrt_win_pwr: Flt::sqrt(win_pwr),
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ffts: vec![Fft],
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timedata: Array2::zeros((nfft, 1)),
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freqdata: Array2::zeros((nfft / 2 + 1, 1)),
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}
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}
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// Compute FFTs of input channel data.
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fn compute_ffts(&mut self, timedata: ArrayView2<Flt>) -> &Array2<Cflt> {
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let (n, nch) = timedata.dim();
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let nfft = self.nfft();
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assert!(n == nfft);
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// Make sure enough fft engines are available
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while nch > self.ffts.len() {
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self.ffts.push(self.ffts.last().unwrap().clone());
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self.freqdata
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.push_column(Ccol::from_vec(vec![Cflt::new(0., 0.); nfft / 2 + 1]).view())
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.unwrap();
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self.timedata
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.push_column(Dcol::zeros(nfft).view())
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.unwrap();
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}
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assert!(n == self.nfft());
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assert!(n == self.window.win.len());
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let sqrt_win_pwr = self.sqrt_win_pwr;
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// Multiply signals with window function, and compute fft's for each channel
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Zip::from(timedata.axis_iter(Axis(1)))
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.and(self.timedata.axis_iter_mut(Axis(1)))
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.and(&mut self.ffts)
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.and(self.freqdata.axis_iter_mut(Axis(1)))
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.par_for_each(|time_in,mut time, fft, mut freq| {
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// Multiply with window and copy over to local time data buffer
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azip!((t in &mut time, &tin in time_in, &win in &self.window.win) *t=tin*win/sqrt_win_pwr);
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let tslice = time.as_slice().unwrap();
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let fslice = freq.as_slice_mut().unwrap();
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fft.process(tslice, fslice);
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});
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&self.freqdata
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}
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/// Compute cross power spectra from input time data. First axis is
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/// frequency, second axis is channel i, third axis is channel j.
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///
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/// # Argument
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///
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/// * `tdata` - Input time data. This is a 2D array, where the first axis is
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/// time and the second axis is the channel number.
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pub fn compute<'a, T>(&mut self, tdata: T) -> Array3<Cflt>
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where
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T: Into<ArrayView<'a, Flt, Ix2>>,
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{
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let tdata = tdata.into();
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let clen = self.nfft() / 2 + 1;
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let nchannel = tdata.ncols();
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let win_pwr = self.sqrt_win_pwr;
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// Compute fft of input data, and store in self.freqdata
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let fd = self.compute_ffts(tdata);
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let fdconj = fd.mapv(|c| c.conj());
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let result = Array3::uninit((clen, nchannel, nchannel));
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let mut result: Array3<Cflt> = unsafe { result.assume_init() };
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// Loop over result axis one and channel i IN PARALLEL
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Zip::from(result.axis_iter_mut(Axis(1)))
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.and(fd.axis_iter(Axis(1)))
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.par_for_each(|mut out, chi| {
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// out: channel i of output 3D array, channel j all
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// chi: channel i
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Zip::from(out.axis_iter_mut(Axis(1)))
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.and(fdconj.axis_iter(Axis(1)))
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.for_each(|mut out, chj| {
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// out: channel i, j
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// chj: channel j conjugated
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Zip::from(&mut out)
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.and(chi)
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.and(chj)
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.for_each(|out, chi, chjc|{
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// Loop over frequency components
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*out = 0.5 * chi * chjc;
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}
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);
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// The DC component has no 0.5 correction, as it only
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// occurs ones in a (double-sided) power spectrum. So
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// here we undo the 0.5 of 4 lines above here.
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out[0] *= 2.;
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out[clen-1] *= 2.;
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});
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});
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result
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}
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}
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#[cfg(test)]
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mod test {
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use approx::{abs_diff_eq, assert_relative_eq, assert_ulps_eq, ulps_eq};
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// For absolute value
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use num::complex::ComplexFloat;
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use rand_distr::StandardNormal;
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/// Generate a sine wave at the order i
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fn generate_sinewave(nfft: usize,order: usize) -> Dcol {
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Dcol::from_iter((0..nfft).map(|i| {
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Flt::sin(i as Flt/(nfft) as Flt * order as Flt * 2.*pi)
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}))
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}
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/// Generate a sine wave at the order i
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fn generate_cosinewave(nfft: usize,order: usize) -> Dcol {
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Dcol::from_iter((0..nfft).map(|i| {
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Flt::cos(i as Flt/(nfft) as Flt * order as Flt * 2.*pi)
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}))
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}
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use super::*;
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#[test]
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/// Test whether DC part of single-sided FFT has right properties
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fn test_fft_DC() {
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const nfft: usize = 10;
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let rect = Window::new(WindowType::Rect, nfft);
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let mut ps = PowerSpectra::newFromWindow(rect);
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let td = Dmat::ones((nfft, 1));
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let fd = ps.compute_ffts(td.view());
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// println!("{:?}", fd);
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assert_relative_eq!(fd[(0, 0)].re, 1.);
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assert_relative_eq!(fd[(0, 0)].im, 0.);
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let abs_fneq0 = fd.slice(s![1.., 0]).sum();
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assert_relative_eq!(abs_fneq0.re, 0.);
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assert_relative_eq!(abs_fneq0.im, 0.);
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}
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/// Test whether AC part of single-sided FFT has right properties
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#[test]
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fn test_fft_AC() {
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const nfft: usize = 256;
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let rect = Window::new(WindowType::Rect, nfft);
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let mut ps = PowerSpectra::newFromWindow(rect);
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// Start with a time signal
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let mut t: Dmat = Dmat::default((nfft, 0));
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t.push_column(generate_sinewave(nfft,1).view())
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.unwrap();
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// println!("{:?}", t);
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let fd = ps.compute_ffts(t.view());
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// println!("{:?}", fd);
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assert_relative_eq!(fd[(0, 0)].re, 0., epsilon = Flt::EPSILON * nfft as Flt);
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assert_relative_eq!(fd[(0, 0)].im, 0., epsilon = Flt::EPSILON * nfft as Flt);
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assert_relative_eq!(fd[(1, 0)].re, 0., epsilon = Flt::EPSILON * nfft as Flt);
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assert_ulps_eq!(fd[(1, 0)].im, -1., epsilon = Flt::EPSILON * nfft as Flt);
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// Sum of all terms at frequency index 2 to ...
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let sum_higher_freqs_abs = Cflt::abs(fd.slice(s![2.., 0]).sum());
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assert_ulps_eq!(
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sum_higher_freqs_abs,
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0.,
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epsilon = Flt::EPSILON * nfft as Flt
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);
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}
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/// Thest whether power spectra scale properly. Signals with amplitude of 1
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/// should come back with a power of 0.5. DC offsets should come in as
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/// value^2 at frequency index 0.
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#[test]
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fn test_ps_scale() {
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const nfft: usize = 124;
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let rect = Window::new(WindowType::Rect, nfft);
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let mut ps = PowerSpectra::newFromWindow(rect);
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// Start with a time signal
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let mut t: Dmat = Dmat::default((nfft, 0));
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t.push_column(generate_cosinewave(nfft,1).view())
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.unwrap();
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let dc_component = 0.25;
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let dc_power = dc_component.pow(2);
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t.mapv_inplace(|t| t + dc_component);
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let power = ps.compute(t.view());
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assert_relative_eq!(power[(0, 0,0)].re, dc_power, epsilon = Flt::EPSILON * nfft as Flt);
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assert_relative_eq!(power[(1, 0,0)].re, 0.5, epsilon = Flt::EPSILON * nfft as Flt);
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assert_relative_eq!(power[(1, 0,0)].im, 0.0, epsilon = Flt::EPSILON * nfft as Flt);
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}
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use ndarray_rand::RandomExt;
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// Test parseval's theorem for some random data
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#[test]
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fn test_parseval() {
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const nfft: usize = 512;
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let rect = Window::new(WindowType::Rect, nfft);
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let mut ps = PowerSpectra::newFromWindow(rect);
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// Start with a time signal
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let t: Dmat = Dmat::random((nfft, 1), StandardNormal);
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let tavg = t.sum()/(nfft as Flt);
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let t_dc_power = tavg.powi(2);
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// println!("dc power in time domain: {:?}", t_dc_power);
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let signal_pwr = t.mapv(|t| t.powi(2)).sum()/(nfft as Flt);
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// println!("Total signal power in time domain: {:?} ", signal_pwr);
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let power = ps.compute(t.view());
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// println!("freq domain power: {:?}", power);
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let fpower = power.sum().abs();
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assert_ulps_eq!(t_dc_power, power[(0,0,0)].abs(), epsilon = Flt::EPSILON * (nfft as Flt).powi(2));
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assert_ulps_eq!(signal_pwr, fpower, epsilon = Flt::EPSILON * (nfft as Flt).powi(2));
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}
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// Test parseval's theorem for some random data
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#[test]
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fn test_parseval_with_window() {
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2024-07-03 18:01:12 +00:00
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// A sufficiently high value is required here, to show that it works.
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const nfft: usize = 2usize.pow(20);
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let window = Window::new(WindowType::Hann, nfft);
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// let window = Window::new(WindowType::Rect, nfft);
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let mut ps = PowerSpectra::newFromWindow(window);
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// Start with a time signal
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let t: Dmat = 2.*Dmat::random((nfft, 1), StandardNormal);
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let tavg = t.sum()/(nfft as Flt);
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let t_dc_power = tavg.powi(2);
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// println!("dc power in time domain: {:?}", t_dc_power);
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let signal_pwr = t.mapv(|t| t.powi(2)).sum()/(nfft as Flt);
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// println!("Total signal power in time domain: {:?} ", signal_pwr);
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let power = ps.compute(t.view());
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// println!("freq domain power: {:?}", power);
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let fpower = power.sum().abs();
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assert_ulps_eq!(t_dc_power, power[(0,0,0)].abs(), epsilon = Flt::EPSILON * (nfft as Flt).powi(2));
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// This one fails when nfft is too short.
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assert_ulps_eq!(signal_pwr, fpower, epsilon = 1e-2);
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}
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}
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