--- /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;
+}