+++ /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 May 27, 2000 */
-#include <stdio.h>
-#include <stdlib.h>
-#include <string.h>
-#include <math.h>
-#include <limits.h>
-#include "routines/tsa.h"
-
-#define WID_STR "Savitzky-Golay filter: Filters the data or estimates\n\t\
-filtered derivatives, respectively."
-
-unsigned long length=ULONG_MAX,exclude=0;
-unsigned int dim=1;
-char dimset=0;
-char *columns=NULL;
-unsigned int nf=2,nb=2,power=2,deriv=0;
-char *infile=NULL,*outfile=NULL,stdo=1;
-unsigned int verbosity=(VER_INPUT|VER_FIRST_LINE);
-
-double **series;
-
-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 datapoints [default is whole file]\n");
- fprintf(stderr,"\t-x exclude # points [default %ld]\n",exclude);
- fprintf(stderr,"\t-c columns [default 1]\n");
- fprintf(stderr,"\t-m no. of components [default %d]\n",dim);
- fprintf(stderr,"\t-n nb,nf [default %u,%u]\n",nb,nf);
- fprintf(stderr,"\t-p power of the polynomial [default %u]\n",power);
- fprintf(stderr,"\t-D order of the estimated derivative [default %u]\n",deriv);
- fprintf(stderr," \t-o outfile [default 'datafile'.sg; Without -o data"
- " is written to 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','s')) != NULL)
- columns=out;
- if ((out=check_option(argv,n,'m','u')) != NULL) {
- sscanf(out,"%u",&dim);
- dimset=1;
- }
- if ((out=check_option(argv,n,'n','2')) != NULL)
- sscanf(out,"%u,%u",&nb,&nf);
- if ((out=check_option(argv,n,'p','u')) != NULL)
- sscanf(out,"%u",&power);
- if ((out=check_option(argv,n,'D','u')) != NULL)
- sscanf(out,"%u",&deriv);
- if ((out=check_option(argv,n,'V','u')) != NULL)
- sscanf(out,"%u",&verbosity);
- if ((out=check_option(argv,n,'o','o')) != NULL) {
- stdo=0;
- if (strlen(out) > 0)
- outfile=out;
- }
-}
-
-double** make_coeff(void)
-{
- long i,j,k;
- double **mat,**imat,**rmat;
-
- check_alloc(mat=(double**)malloc(sizeof(double*)*(power+1)));
- for (i=0;i<=power;i++)
- check_alloc(mat[i]=(double*)malloc(sizeof(double)*(power+1)));
- check_alloc(rmat=(double**)malloc(sizeof(double*)*(power+1)));
- for (i=0;i<=power;i++)
- check_alloc(rmat[i]=(double*)malloc(sizeof(double)*(nb+nf+1)));
-
- for (i=0;i<=power;i++)
- for (j=0;j<=power;j++) {
- mat[i][j]=0.0;
- for (k= -(int)nb;k<=(int)nf;k++)
- mat[i][j] += pow((double)k,(double)(i+j));
- }
-
- imat=invert_matrix(mat,(power+1));
-
- for (i=0;i<=power;i++)
- for (j=0;j<=(nb+nf);j++) {
- rmat[i][j]=0.0;
- for (k=0;k<=power;k++)
- rmat[i][j] += imat[i][k]*pow((double)(j-(int)nb),(double)k);
- }
-
- for (i=0;i<=power;i++) {
- free(mat[i]);
- free(imat[i]);
- }
- free(mat);
- free(imat);
-
- return rmat;
-}
-
-double make_norm(void)
-{
- double ret=1.0;
- long i;
-
- for (i=2;i<=deriv;i++)
- ret *= (double)i;
-
- return 1.0/ret;
-}
-
-int main(int argc,char **argv)
-{
- char stdi=0;
- long i,j,d;
- double **coeff,help,norm;
- FILE *fout;
-
- if (scan_help(argc,argv))
- show_options(argv[0]);
-
- scan_options(argc,argv);
-
- if (power >= (nb+nf+1)) {
- fprintf(stderr,"With these settings for the -n and -p flags,\nthe"
- " system is underdetermined. Exiting\n\n");
- exit(SAV_GOL__UNDERDETERMINED);
- }
- if (deriv > power) {
- fprintf(stderr,"The order of the derivative must not be larger\nthan"
- " the power of polynomial. Exiting\n\n");
- exit(SAV_GOL__TOO_LARGE_DERIVATIVE);
- }
-
-#ifndef OMIT_WHAT_I_DO
- if (verbosity&VER_INPUT)
- what_i_do(argv[0],WID_STR);
-#endif
-
- infile=search_datafile(argc,argv,NULL,verbosity);
- if (infile == NULL)
- stdi=1;
-
- if (outfile == NULL) {
- if (!stdi) {
- check_alloc(outfile=(char*)calloc(strlen(infile)+4,(size_t)1));
- sprintf(outfile,"%s.sg",infile);
- }
- else {
- check_alloc(outfile=(char*)calloc((size_t)9,(size_t)1));
- sprintf(outfile,"stdin.sg");
- }
- }
- if (!stdo)
- test_outfile(outfile);
-
- if (columns == NULL)
- series=(double**)get_multi_series(infile,&length,exclude,&dim,"",
- dimset,verbosity);
- else
- series=(double**)get_multi_series(infile,&length,exclude,&dim,
- columns,dimset,verbosity);
-
- coeff=make_coeff();
- norm=make_norm();
-
- if (stdo) {
- for (i=0;i<nb;i++) {
- for (d=0;d<dim;d++)
- fprintf(stdout,"%e ",(deriv==0)?series[d][i]:0.0);
- fprintf(stdout,"\n");
- }
- for (i=(long)nb;i<length-(long)nf;i++) {
- for (d=0;d<dim;d++) {
- help=0.0;
- for (j= -(long)nb;j<=(long)nf;j++)
- help += coeff[deriv][j+nb]*series[d][i+j];
- fprintf(stdout,"%e ",help*norm);
- }
- fprintf(stdout,"\n");
- }
- for (i=length-(long)nf;i<length;i++) {
- for (d=0;d<dim;d++)
- fprintf(stdout,"%e ",(deriv==0)?series[d][i]:0.0);
- fprintf(stdout,"\n");
- }
- }
- else {
- fout=fopen(outfile,"w");
- for (i=0;i<nb;i++) {
- for (d=0;d<dim;d++)
- fprintf(fout,"%e ",(deriv==0)?series[d][i]:0.0);
- fprintf(fout,"\n");
- }
- for (i=(long)nb;i<length-(long)nf;i++) {
- for (d=0;d<dim;d++) {
- help=0.0;
- for (j= -(long)nb;j<=(long)nf;j++)
- help += coeff[deriv][j+nb]*series[d][i+j];
- fprintf(fout,"%e ",help*norm);
- }
- fprintf(fout,"\n");
- }
- for (i=length-(long)nf;i<length;i++) {
- for (d=0;d<dim;d++)
- fprintf(fout,"%e ",(deriv==0)?series[d][i]:0.0);
- fprintf(fout,"\n");
- }
- fclose(fout);
- }
-
- for (i=0;i<dim;i++)
- free(series[i]);
- free(series);
- free(outfile);
- if (!stdi)
- free(infile);
- for (i=0;i<=power;i++)
- free(coeff[i]);
- free(coeff);
-
- return 0;
-}