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source: trunk/sources/HeuristicLab.ExtLibs/HeuristicLab.ALGLIB/2.5.0/ALGLIB-2.5.0/fht.cs @ 3839

Last change on this file since 3839 was 3839, checked in by mkommend, 14 years ago

implemented first version of LR (ticket #1012)

File size: 3.7 KB
Line 
1/*************************************************************************
2Copyright (c) 2009, Sergey Bochkanov (ALGLIB project).
3
4>>> SOURCE LICENSE >>>
5This program is free software; you can redistribute it and/or modify
6it under the terms of the GNU General Public License as published by
7the Free Software Foundation (www.fsf.org); either version 2 of the
8License, or (at your option) any later version.
9
10This program is distributed in the hope that it will be useful,
11but WITHOUT ANY WARRANTY; without even the implied warranty of
12MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
13GNU General Public License for more details.
14
15A copy of the GNU General Public License is available at
16http://www.fsf.org/licensing/licenses
17
18>>> END OF LICENSE >>>
19*************************************************************************/
20
21using System;
22
23namespace alglib
24{
25    public class fht
26    {
27        /*************************************************************************
28        1-dimensional Fast Hartley Transform.
29
30        Algorithm has O(N*logN) complexity for any N (composite or prime).
31
32        INPUT PARAMETERS
33            A   -   array[0..N-1] - real function to be transformed
34            N   -   problem size
35           
36        OUTPUT PARAMETERS
37            A   -   FHT of a input array, array[0..N-1],
38                    A_out[k] = sum(A_in[j]*(cos(2*pi*j*k/N)+sin(2*pi*j*k/N)), j=0..N-1)
39
40
41          -- ALGLIB --
42             Copyright 04.06.2009 by Bochkanov Sergey
43        *************************************************************************/
44        public static void fhtr1d(ref double[] a,
45            int n)
46        {
47            ftbase.ftplan plan = new ftbase.ftplan();
48            int i = 0;
49            AP.Complex[] fa = new AP.Complex[0];
50
51            System.Diagnostics.Debug.Assert(n>0, "FHTR1D: incorrect N!");
52           
53            //
54            // Special case: N=1, FHT is just identity transform.
55            // After this block we assume that N is strictly greater than 1.
56            //
57            if( n==1 )
58            {
59                return;
60            }
61           
62            //
63            // Reduce FHt to real FFT
64            //
65            fft.fftr1d(ref a, n, ref fa);
66            for(i=0; i<=n-1; i++)
67            {
68                a[i] = fa[i].x-fa[i].y;
69            }
70        }
71
72
73        /*************************************************************************
74        1-dimensional inverse FHT.
75
76        Algorithm has O(N*logN) complexity for any N (composite or prime).
77
78        INPUT PARAMETERS
79            A   -   array[0..N-1] - complex array to be transformed
80            N   -   problem size
81
82        OUTPUT PARAMETERS
83            A   -   inverse FHT of a input array, array[0..N-1]
84
85
86          -- ALGLIB --
87             Copyright 29.05.2009 by Bochkanov Sergey
88        *************************************************************************/
89        public static void fhtr1dinv(ref double[] a,
90            int n)
91        {
92            int i = 0;
93
94            System.Diagnostics.Debug.Assert(n>0, "FHTR1DInv: incorrect N!");
95           
96            //
97            // Special case: N=1, iFHT is just identity transform.
98            // After this block we assume that N is strictly greater than 1.
99            //
100            if( n==1 )
101            {
102                return;
103            }
104           
105            //
106            // Inverse FHT can be expressed in terms of the FHT as
107            //
108            //     invfht(x) = fht(x)/N
109            //
110            fhtr1d(ref a, n);
111            for(i=0; i<=n-1; i++)
112            {
113                a[i] = a[i]/n;
114            }
115        }
116    }
117}
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