--- /dev/null
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ *
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/*Author: Rainer Hegger, last modified: Mar 20, 1999 */
+#include <stdio.h>
+#include <stdlib.h>
+#include <math.h>
+#include <limits.h>
+#include <string.h>
+#include "routines/tsa.h"
+
+#define WID_STR "Estimates the finite size Lyapunov exponent; Vulpiani et al."
+
+
+#define NMAX 256
+
+char *outfile=NULL;
+char *infile=NULL;
+char epsset=0,stdo=1;
+double *series;
+long box[NMAX][NMAX],*list;
+unsigned int dim=2,delay=1,mindist=0;
+unsigned int column=1;
+unsigned int verbosity=0xff;
+const unsigned int nmax=NMAX-1;
+unsigned long length=ULONG_MAX,exclude=0;
+double eps0=1.e-3,eps,epsinv,epsmax,epsfactor;
+int howmany;
+
+struct fsle {
+ double time,factor,eps;
+ long count;
+} *data;
+
+void show_options(char *progname)
+{
+ what_i_do(progname,WID_STR);
+ fprintf(stderr," Usage: %s [options]\n",progname);
+ fprintf(stderr," Options:\n");
+ fprintf(stderr,"Everything not being a valid option will be interpreted"
+ " as a possible"
+ " datafile.\nIf no datafile is given stdin is read. Just - also"
+ " means stdin\n");
+ fprintf(stderr,"\t-l # of datapoints [default is whole file]\n");
+ fprintf(stderr,"\t-x # of lines to be ignored [default is 0]\n");
+ fprintf(stderr,"\t-c column to read[default 1]\n");
+ fprintf(stderr,"\t-m embedding dimension [default 2]\n");
+ fprintf(stderr,"\t-d delay [default 1]\n");
+ fprintf(stderr,"\t-t time window to omit [default 0]\n");
+ fprintf(stderr,"\t-r epsilon size to start with [default "
+ "(std. dev. of data)/1000]\n");
+ fprintf(stderr,"\t-o name of output file [default 'datafile'.fsl ,"
+ "without -o: stdout]\n");
+ fprintf(stderr,"\t-V verbosity level [default 1]\n\t\t"
+ "0='only panic messages'\n\t\t"
+ "1='+ input/output messages'\n");
+ fprintf(stderr,"\t-h show these options\n");
+ fprintf(stderr,"\n");
+ exit(0);
+}
+
+void scan_options(int n,char **argv)
+{
+ char *out;
+
+ if ((out=check_option(argv,n,'l','u')) != NULL)
+ sscanf(out,"%lu",&length);
+ if ((out=check_option(argv,n,'x','u')) != NULL)
+ sscanf(out,"%lu",&exclude);
+ if ((out=check_option(argv,n,'c','u')) != NULL)
+ sscanf(out,"%u",&column);
+ if ((out=check_option(argv,n,'m','u')) != NULL)
+ sscanf(out,"%u",&dim);
+ if ((out=check_option(argv,n,'d','u')) != NULL)
+ sscanf(out,"%u",&delay);
+ if ((out=check_option(argv,n,'t','u')) != NULL)
+ sscanf(out,"%u",&mindist);
+ if ((out=check_option(argv,n,'V','u')) != NULL)
+ sscanf(out,"%u",&verbosity);
+ if ((out=check_option(argv,n,'r','f')) != NULL) {
+ epsset=1;
+ sscanf(out,"%lf",&eps0);
+ }
+ if ((out=check_option(argv,n,'o','o')) != NULL) {
+ stdo=0;
+ if (strlen(out) > 0)
+ outfile=out;
+ }
+}
+
+void put_in_boxes(void)
+{
+ int i,j,x,y,del;
+
+ for (i=0;i<NMAX;i++)
+ for (j=0;j<NMAX;j++)
+ box[i][j]= -1;
+
+ del=delay*(dim-1);
+ for (i=0;i<length-del;i++) {
+ x=(int)(series[i]*epsinv)&nmax;
+ y=(int)(series[i+del]*epsinv)&nmax;
+ list[i]=box[x][y];
+ box[x][y]=i;
+ }
+}
+
+char make_iterate(long act)
+{
+ char ok=0;
+ int x,y,i,j,i1,k,del1=dim*delay,which;
+ long element,minelement= -1;
+ double dx=0.0,mindx=2.0,stime;
+
+ x=(int)(series[act]*epsinv)&nmax;
+ y=(int)(series[act+delay*(dim-1)]*epsinv)&nmax;
+ for (i=x-1;i<=x+1;i++) {
+ i1=i&nmax;
+ for (j=y-1;j<=y+1;j++) {
+ element=box[i1][j&nmax];
+ while (element != -1) {
+ if (labs(act-element) > mindist) {
+ for (k=0;k<del1;k+=delay) {
+ dx = fabs(series[act+k]-series[element+k]);
+ if (dx > eps)
+ break;
+ }
+ if (k==del1) {
+ if (dx < mindx) {
+ ok=1;
+ if (dx > 0.0) {
+ mindx=dx;
+ minelement=element;
+ }
+ }
+ }
+ }
+ element=list[element];
+ }
+ }
+ }
+
+ if ((minelement != -1) && (mindx < eps)) {
+ act += del1-delay+1;
+ minelement += del1-delay+1;
+ which=(int)(log(mindx/eps0)/log(epsfactor));
+ if (which < 0) {
+ while ((dx=fabs(series[act]-series[minelement])) < data[0].eps) {
+ act++;
+ minelement++;
+ if ((act >= length) || (minelement >= length))
+ return ok;
+ }
+ mindx=dx;
+ which=(int)(log(mindx/eps0)/log(epsfactor));
+ }
+ for (i=which;i<howmany-1;i++) {
+ stime=0;
+ while ((dx=fabs(series[act]-series[minelement])) < data[i+1].eps) {
+ act++;
+ minelement++;
+ if ((act >= length) || (minelement >= length))
+ return ok;
+ stime++;
+ }
+ if (stime > 0) {
+ data[i].time += stime;
+ data[i].factor += log(dx/mindx);
+ data[i].count++;
+ }
+ mindx=dx;
+ }
+ }
+ return ok;
+}
+
+int main(int argc,char **argv)
+{
+ char stdi=0,*done,alldone;
+ int i;
+ long n;
+ long maxlength;
+ double min,max,se_av,se_var,se0_av,se0_var;
+ FILE *file;
+
+ if (scan_help(argc,argv))
+ show_options(argv[0]);
+
+ scan_options(argc,argv);
+#ifndef OMIT_WHAT_I_DO
+ if (verbosity&VER_INPUT)
+ what_i_do(argv[0],WID_STR);
+#endif
+
+ infile=search_datafile(argc,argv,&column,verbosity);
+ if (infile == NULL)
+ stdi=1;
+
+ if (outfile == NULL) {
+ if (!stdi) {
+ check_alloc(outfile=(char*)calloc(strlen(infile)+5,(size_t)1));
+ strcpy(outfile,infile);
+ strcat(outfile,".fsl");
+ }
+ else {
+ check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
+ strcpy(outfile,"stdin.fsl");
+ }
+ }
+ if (!stdo)
+ test_outfile(outfile);
+
+ series=(double*)get_series(infile,&length,exclude,column,verbosity);
+ variance(series,length,&se0_av,&se0_var);
+ rescale_data(series,length,&min,&max);
+ variance(series,length,&se_av,&se_var);
+
+ if (epsset) {
+ eps0 /= max;
+ epsmax=se0_var;
+ }
+ else {
+ eps0 *= se_var;
+ epsmax=se_var;
+ }
+ if (eps0 >= epsmax) {
+ fprintf(stderr,"The minimal epsilon is too large. Exiting!\n");
+ exit(FSLE__TOO_LARGE_MINEPS);
+ }
+ epsfactor=sqrt(2.0);
+
+ howmany=(int)(log(epsmax/eps0)/log(epsfactor))+1;
+ check_alloc(data=(struct fsle*)malloc(sizeof(struct fsle)*howmany));
+ eps=eps0/epsfactor;
+ for (i=0;i<howmany;i++) {
+ data[i].time=data[i].factor=0.0;
+ data[i].eps= (eps *= epsfactor);
+ data[i].count=0;
+ }
+
+ check_alloc(list=(long*)malloc(length*sizeof(long)));
+ check_alloc(done=(char*)malloc(length));
+
+ for (i=0;i<length;i++)
+ done[i]=0;
+
+ maxlength=length-delay*(dim-1)-1-mindist;
+ alldone=0;
+ for (eps=eps0;(eps<=epsmax) && (!alldone);eps*=epsfactor) {
+ epsinv=1.0/eps;
+ put_in_boxes();
+ alldone=1;
+ for (n=0;n<=maxlength;n++) {
+ if (!done[n])
+ done[n]=make_iterate(n);
+ alldone &= done[n];
+ }
+ }
+ if (!stdo) {
+ file=fopen(outfile,"w");
+ if (verbosity&VER_INPUT)
+ fprintf(stderr,"Opened %s for writing\n",outfile);
+ for (i=0;i<howmany;i++)
+ if (data[i].factor > 0.0)
+ fprintf(file,"%e %e %ld\n",data[i].eps*max,
+ data[i].factor/data[i].time,data[i].count);
+ fclose(file);
+ }
+ else {
+ if (verbosity&VER_INPUT)
+ fprintf(stderr,"Writing to stdout\n");
+ for (i=0;i<howmany;i++)
+ if (data[i].factor > 0.0)
+ fprintf(stdout,"%e %e %ld\n",data[i].eps*max,
+ data[i].factor/data[i].time,data[i].count);
+ }
+
+ if (infile != NULL)
+ free(infile);
+ if (outfile != NULL)
+ free(outfile);
+ free(series);
+ free(data);
+ free(list);
+ free(done);
+
+ return 0;
+}
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