Updated comments and test code
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@ -1,9 +1,4 @@
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//! Averaged power spectra module. Used to compute power spectra estimations on
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use super::timebuffer::TimeBuffer;
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//! long datasets, where nfft << length of data. This way, the variance of a
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//! single periodogram is suppressed with increasing number of averages.
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//!
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//! For more information, see the book on numerical recipes.
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//!
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use super::*;
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use super::*;
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use crate::config::*;
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use crate::config::*;
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use anyhow::{bail, Result};
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use anyhow::{bail, Result};
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@ -1,8 +1,17 @@
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//! Power spectra, averaged power spectra, etc. This module contains several
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//!
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pub mod window;
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//! Provides code to estimate (cross)[PowerSpectra], averaged power spectra
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pub mod ps;
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//! [AvPowerSpectra] using
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mod fft;
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//! Welch' method, and windows for time-windowing the data with non-rectangular
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//! windows (also known as 'tapers').
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//!
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mod aps;
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mod aps;
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mod fft;
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mod ps;
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mod timebuffer;
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mod window;
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use crate::config::*;
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pub type CrossPowerSpecra = Array3<Cflt>;
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pub use aps::{ApsMode, AvPowerSpectra, Overlap, ApsResult};
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pub use ps::PowerSpectra;
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pub use ps::PowerSpectra;
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pub use window::{Window, WindowType};
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pub use window::{Window, WindowType};
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159
src/ps/ps.rs
159
src/ps/ps.rs
@ -1,5 +1,3 @@
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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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use crate::config::*;
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use crate::config::*;
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use ndarray::parallel::prelude::*;
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use ndarray::parallel::prelude::*;
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use num::pow::Pow;
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use num::pow::Pow;
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@ -9,20 +7,25 @@ use std::usize;
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use crate::Dcol;
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use crate::Dcol;
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use super::fft::FFT;
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use super::{fft::FFT, CrossPowerSpecra};
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use super::window::*;
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use super::window::*;
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use std::mem::MaybeUninit;
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use std::mem::MaybeUninit;
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use realfft::{RealFftPlanner, RealToComplex};
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use realfft::{RealFftPlanner, RealToComplex};
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/// Singlesided cross-Power spectra computation engine.
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/// Single-sided (cross)power spectra estimator, that uses a Windowed FFT to estimate cross-power
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///
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/// spectra. Window functions are documented in the `window` module. Note that
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/// Computes the signal(s) auto power and cross-power spectrum in each frequency
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/// directly using this power spectra estimator is generally not useful as it is
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/// bin.
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/// basically the periodogram estimator, with its high variance.
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///
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/// This power spectrum estimator is instead used as a building block for for
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/// example the computations of spectrograms, or Welch' method of spectral
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/// estimation.
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///
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pub struct PowerSpectra {
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pub struct PowerSpectra {
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// Window used in estimator
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/// Window used in estimator
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pub window: Window,
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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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/// The window power, is corrected for in power spectra estimants
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pub sqrt_win_pwr: Flt,
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pub sqrt_win_pwr: Flt,
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ffts: Vec<FFT>,
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ffts: Vec<FFT>,
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@ -34,7 +37,7 @@ pub struct PowerSpectra {
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}
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}
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impl PowerSpectra {
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impl PowerSpectra {
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/// Return the FFT length used in power spectra computations
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/// Returns the FFT length used in power spectra computations
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pub fn nfft(&self) -> usize {
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pub fn nfft(&self) -> usize {
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self.window.win.len()
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self.window.win.len()
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}
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}
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@ -44,9 +47,14 @@ impl PowerSpectra {
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///
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///
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/// - If win.len() != nfft
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/// - If win.len() != nfft
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/// - if nfft == 0
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/// - if nfft == 0
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///
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/// # Args
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///
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/// - `window` - A `Window` struct, from which NFFT is also used.
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///
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pub fn newFromWindow(window: Window) -> PowerSpectra {
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pub fn newFromWindow(window: Window) -> PowerSpectra {
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let nfft = window.win.len();
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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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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 > 0);
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assert!(nfft % 2 == 0);
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assert!(nfft % 2 == 0);
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@ -64,7 +72,8 @@ impl PowerSpectra {
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}
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}
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}
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}
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// Compute FFTs of input channel data.
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/// Compute FFTs of input channel data. Stores the scaled FFT data in
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/// self.freqdata.
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fn compute_ffts(&mut self, timedata: ArrayView2<Flt>) -> &Array2<Cflt> {
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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 (n, nch) = timedata.dim();
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let nfft = self.nfft();
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let nfft = self.nfft();
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@ -76,9 +85,7 @@ impl PowerSpectra {
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self.freqdata
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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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.push_column(Ccol::from_vec(vec![Cflt::new(0., 0.); nfft / 2 + 1]).view())
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.unwrap();
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.unwrap();
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self.timedata
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self.timedata.push_column(Dcol::zeros(nfft).view()).unwrap();
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.push_column(Dcol::zeros(nfft).view())
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.unwrap();
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}
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}
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assert!(n == self.nfft());
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assert!(n == self.nfft());
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@ -105,25 +112,39 @@ impl PowerSpectra {
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/// Compute cross power spectra from input time data. First axis is
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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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/// frequency, second axis is channel i, third axis is channel j.
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///
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///
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/// # Argument
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/// # Panics
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///
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///
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/// - When `timedata.nrows() != self.nfft()`
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///
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/// # Args
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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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/// * `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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/// 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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///
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/// # Returns
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///
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/// - 3D complex array of signal cross-powers with the following shape
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/// (nfft/2+1,timedata.ncols(), timedata.ncols()). Its content is:
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/// [freq_index, chi, chj] = crosspower: chi*conj(chj)
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///
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pub fn compute<'a, T>(&mut self, tdata: T) -> CrossPowerSpecra
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where
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where
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T: Into<ArrayView<'a, Flt, Ix2>>,
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T: AsArray<'a, Flt, Ix2>,
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{
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{
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let tdata = tdata.into();
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let tdata = tdata.into();
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let clen = self.nfft() / 2 + 1;
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let nfft = self.nfft();
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let nchannel = tdata.ncols();
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let clen = nfft / 2 + 1;
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let win_pwr = self.sqrt_win_pwr;
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if tdata.nrows() != nfft {
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panic!("Invalid timedata length! Should be equal to nfft={nfft}");
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}
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let nchannels = tdata.ncols();
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// Compute fft of input data, and store in self.freqdata
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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 fd = self.compute_ffts(tdata);
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let fdconj = fd.mapv(|c| c.conj());
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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 result = Array3::uninit((clen, nchannels, nchannels));
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let mut result: Array3<Cflt> = unsafe { result.assume_init() };
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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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// Loop over result axis one and channel i IN PARALLEL
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.and(fd.axis_iter(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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.par_for_each(|mut out, chi| {
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// out: channel i of output 3D array, channel j all
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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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// chi: channel i
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Zip::from(out.axis_iter_mut(Axis(1)))
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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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.and(fdconj.axis_iter(Axis(1)))
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.for_each(|mut out, chj| {
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.for_each(|mut out, chj| {
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@ -140,18 +161,16 @@ impl PowerSpectra {
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Zip::from(&mut out)
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Zip::from(&mut out)
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.and(chi)
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.and(chi)
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.and(chj)
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.and(chj)
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.for_each(|out, chi, chjc|{
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.for_each(|out, chi, chjc| {
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// Loop over frequency components
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// Loop over frequency components
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*out = 0.5 * chi * chjc;
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*out = 0.5 * chi * chjc;
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}
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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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// 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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// 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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// here we undo the 0.5 of 4 lines above here.
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out[0] *= 2.;
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out[0] *= 2.;
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out[clen-1] *= 2.;
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out[clen - 1] *= 2.;
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});
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});
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});
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});
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result
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result
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use rand_distr::StandardNormal;
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use rand_distr::StandardNormal;
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/// Generate a sine wave at the order i
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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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fn generate_sinewave(nfft: usize, order: usize) -> Dcol {
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Dcol::from_iter((0..nfft).map(|i| {
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Dcol::from_iter(
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Flt::sin(i as Flt/(nfft) as Flt * order as Flt * 2.*pi)
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(0..nfft).map(|i| 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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}
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}
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/// Generate a sine wave at the order i
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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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fn generate_cosinewave(nfft: usize, order: usize) -> Dcol {
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Dcol::from_iter((0..nfft).map(|i| {
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Dcol::from_iter(
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Flt::cos(i as Flt/(nfft) as Flt * order as Flt * 2.*pi)
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(0..nfft).map(|i| 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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}
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}
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use super::*;
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use super::*;
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@ -206,8 +225,7 @@ mod test {
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// Start with a time signal
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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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let mut t: Dmat = Dmat::default((nfft, 0));
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t.push_column(generate_sinewave(nfft,1).view())
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t.push_column(generate_sinewave(nfft, 1).view()).unwrap();
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.unwrap();
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// println!("{:?}", t);
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// println!("{:?}", t);
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let fd = ps.compute_ffts(t.view());
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let fd = ps.compute_ffts(t.view());
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@ -227,37 +245,44 @@ mod test {
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);
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);
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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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/// 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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/// 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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/// value^2 at frequency index 0.
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#[test]
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#[test]
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fn test_ps_scale() {
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fn test_ps_scale() {
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const nfft: usize = 124;
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const nfft: usize = 124;
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let rect = Window::new(WindowType::Rect, nfft);
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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 mut ps = PowerSpectra::newFromWindow(rect);
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// Start with a time signal
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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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let mut t: Dmat = Dmat::default((nfft, 0));
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t.push_column(generate_cosinewave(nfft,1).view())
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t.push_column(generate_cosinewave(nfft, 1).view()).unwrap();
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.unwrap();
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let dc_component = 0.25;
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let dc_component = 0.25;
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let dc_power = dc_component.pow(2);
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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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t.mapv_inplace(|t| t + dc_component);
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let power = ps.compute(t.view());
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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!(
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assert_relative_eq!(power[(1, 0,0)].re, 0.5, epsilon = Flt::EPSILON * nfft as Flt);
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power[(0, 0, 0)].re,
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assert_relative_eq!(power[(1, 0,0)].im, 0.0, epsilon = Flt::EPSILON * nfft as Flt);
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dc_power,
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epsilon = Flt::EPSILON * nfft as Flt
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);
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assert_relative_eq!(
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power[(1, 0, 0)].re,
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0.5,
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epsilon = Flt::EPSILON * nfft as Flt
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);
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assert_relative_eq!(
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power[(1, 0, 0)].im,
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0.0,
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epsilon = Flt::EPSILON * nfft as Flt
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);
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}
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}
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use ndarray_rand::RandomExt;
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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 parseval's theorem for some random data
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#[test]
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#[test]
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fn test_parseval() {
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fn test_parseval() {
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const nfft: usize = 512;
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const nfft: usize = 512;
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let rect = Window::new(WindowType::Rect, nfft);
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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 mut ps = PowerSpectra::newFromWindow(rect);
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@ -265,11 +290,11 @@ mod test {
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// Start with a time signal
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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 t: Dmat = Dmat::random((nfft, 1), StandardNormal);
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let tavg = t.sum()/(nfft as Flt);
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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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let t_dc_power = tavg.powi(2);
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// println!("dc power in time domain: {:?}", t_dc_power);
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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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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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// println!("Total signal power in time domain: {:?} ", signal_pwr);
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let power = ps.compute(t.view());
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let power = ps.compute(t.view());
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@ -277,15 +302,21 @@ mod test {
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let fpower = power.sum().abs();
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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!(
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assert_ulps_eq!(signal_pwr, fpower, epsilon = Flt::EPSILON * (nfft as Flt).powi(2));
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t_dc_power,
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power[(0, 0, 0)].abs(),
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epsilon = Flt::EPSILON * (nfft as Flt).powi(2)
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);
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assert_ulps_eq!(
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signal_pwr,
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fpower,
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epsilon = Flt::EPSILON * (nfft as Flt).powi(2)
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);
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}
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}
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// Test parseval's theorem for some random data
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// Test parseval's theorem for some random data
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#[test]
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#[test]
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fn test_parseval_with_window() {
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fn test_parseval_with_window() {
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|
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||||||
// A sufficiently high value is required here, to show that it works.
|
// A sufficiently high value is required here, to show that it works.
|
||||||
const nfft: usize = 2usize.pow(20);
|
const nfft: usize = 2usize.pow(20);
|
||||||
let window = Window::new(WindowType::Hann, nfft);
|
let window = Window::new(WindowType::Hann, nfft);
|
||||||
@ -293,13 +324,13 @@ mod test {
|
|||||||
let mut ps = PowerSpectra::newFromWindow(window);
|
let mut ps = PowerSpectra::newFromWindow(window);
|
||||||
|
|
||||||
// Start with a time signal
|
// Start with a time signal
|
||||||
let t: Dmat = 2.*Dmat::random((nfft, 1), StandardNormal);
|
let t: Dmat = 2. * Dmat::random((nfft, 1), StandardNormal);
|
||||||
|
|
||||||
let tavg = t.sum()/(nfft as Flt);
|
let tavg = t.sum() / (nfft as Flt);
|
||||||
let t_dc_power = tavg.powi(2);
|
let t_dc_power = tavg.powi(2);
|
||||||
// println!("dc power in time domain: {:?}", t_dc_power);
|
// println!("dc power in time domain: {:?}", t_dc_power);
|
||||||
|
|
||||||
let signal_pwr = t.mapv(|t| t.powi(2)).sum()/(nfft as Flt);
|
let signal_pwr = t.mapv(|t| t.powi(2)).sum() / (nfft as Flt);
|
||||||
// println!("Total signal power in time domain: {:?} ", signal_pwr);
|
// println!("Total signal power in time domain: {:?} ", signal_pwr);
|
||||||
|
|
||||||
let power = ps.compute(t.view());
|
let power = ps.compute(t.view());
|
||||||
@ -307,11 +338,13 @@ mod test {
|
|||||||
|
|
||||||
let fpower = power.sum().abs();
|
let fpower = power.sum().abs();
|
||||||
|
|
||||||
assert_ulps_eq!(t_dc_power, power[(0,0,0)].abs(), epsilon = Flt::EPSILON * (nfft as Flt).powi(2));
|
assert_ulps_eq!(
|
||||||
|
t_dc_power,
|
||||||
|
power[(0, 0, 0)].abs(),
|
||||||
|
epsilon = Flt::EPSILON * (nfft as Flt).powi(2)
|
||||||
|
);
|
||||||
|
|
||||||
// This one fails when nfft is too short.
|
// This one fails when nfft is too short.
|
||||||
assert_ulps_eq!(signal_pwr, fpower, epsilon = 1e-2);
|
assert_ulps_eq!(signal_pwr, fpower, epsilon = 2e-2);
|
||||||
|
|
||||||
}
|
}
|
||||||
|
|
||||||
}
|
}
|
||||||
|
Loading…
Reference in New Issue
Block a user