64 lines
1.6 KiB
C++
64 lines
1.6 KiB
C++
#include <cmath>
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#include "nr.h"
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using namespace std;
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void NR::fasper(Vec_I_DP &x, Vec_I_DP &y, const DP ofac, const DP hifac,
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Vec_O_DP &wk1, Vec_O_DP &wk2, int &nout, int &jmax, DP &prob)
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{
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const int MACC=4;
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int j,k,ndim,nfreq,nfreqt;
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DP ave,ck,ckk,cterm,cwt,den,df,effm,expy,fac,fndim,hc2wt,hs2wt,
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hypo,pmax,sterm,swt,var,xdif,xmax,xmin;
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int n=x.size();
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int nwk=wk1.size();
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nout=0.5*ofac*hifac*n;
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nfreqt=ofac*hifac*n*MACC;
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nfreq=64;
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while (nfreq < nfreqt) nfreq <<= 1;
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ndim=nfreq << 1;
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if (ndim > nwk) nrerror("workspaces too small in fasper");
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avevar(y,ave,var);
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if (var == 0.0) nrerror("zero variance in fasper");
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xmin=x[0];
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xmax=xmin;
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for (j=1;j<n;j++) {
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if (x[j] < xmin) xmin=x[j];
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if (x[j] > xmax) xmax=x[j];
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}
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xdif=xmax-xmin;
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Vec_DP wk1_t(0.0,ndim);
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Vec_DP wk2_t(0.0,ndim);
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fac=ndim/(xdif*ofac);
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fndim=ndim;
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for (j=0;j<n;j++) {
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ck=fmod((x[j]-xmin)*fac,fndim);
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ckk=2.0*(ck++);
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ckk=fmod(ckk,fndim);
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++ckk;
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spread(y[j]-ave,wk1_t,ck,MACC);
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spread(1.0,wk2_t,ckk,MACC);
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}
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realft(wk1_t,1);
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realft(wk2_t,1);
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df=1.0/(xdif*ofac);
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pmax = -1.0;
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for (k=2,j=0;j<nout;j++,k+=2) {
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hypo=sqrt(wk2_t[k]*wk2_t[k]+wk2_t[k+1]*wk2_t[k+1]);
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hc2wt=0.5*wk2_t[k]/hypo;
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hs2wt=0.5*wk2_t[k+1]/hypo;
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cwt=sqrt(0.5+hc2wt);
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swt=SIGN(sqrt(0.5-hc2wt),hs2wt);
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den=0.5*n+hc2wt*wk2_t[k]+hs2wt*wk2_t[k+1];
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cterm=SQR(cwt*wk1_t[k]+swt*wk1_t[k+1])/den;
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sterm=SQR(cwt*wk1_t[k+1]-swt*wk1_t[k])/(n-den);
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wk1[j]=(j+1)*df;
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wk2[j]=(cterm+sterm)/(2.0*var);
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if (wk2[j] > pmax) pmax=wk2[jmax=j];
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}
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expy=exp(-pmax);
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effm=2.0*nout/ofac;
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prob=effm*expy;
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if (prob > 0.01) prob=1.0-pow(1.0-expy,effm);
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}
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