{-# LANGUAGE TypeFamilies #-} {-# LANGUAGE FlexibleContexts #-} {-# LANGUAGE FlexibleInstances #-} ----------------------------------------------------------------------------- -- | -- Module : Numeric.Signal.Internal -- Copyright : (c) Alexander Vivian Hugh McPhail 2010, 2014 -- License : BSD3 -- -- Maintainer : haskell.vivian.mcphail gmail com -- Stability : provisional -- Portability : uses FFI -- -- low-level interface -- ----------------------------------------------------------------------------- module Numeric.Signal.Internal ( Convolvable(..), Filterable(..), freqz, pwelch, hilbert ) where import Data.Packed.Development(createVector,vec,app1,app2,app3,app4) --import Data.Packed.Vector import Numeric.LinearAlgebra --import Numeric.LinearAlgebra.Algorithms --import Numeric.LinearAlgebra.Linear import qualified Numeric.GSL.Fourier as F import Foreign --import Data.Complex import Foreign.C.Types import Prelude hiding(filter) import System.IO.Unsafe(unsafePerformIO) ----------------------------------------------------------------------------- type PD = Ptr Double type PC = Ptr (Complex Double) type PF = Ptr Float ----------------------------------------------------------------------------- class Convolvable a where -- | convolve two containers, output is the size of the second argument, no zero padding convolve :: a -> a -> a ----------------------------------------------------------------------------- class (Storable a, Container Vector a, Num (Vector a) , Convert a, Floating (Vector a), RealElement a , Num a) => Filterable a where -- | conver from Vector Double fromDouble :: Vector Double -> Vector a -- b ~ ComplexOf a, Container Vector b, Convert b) => Filterable a where -- | filter a signal filter_ :: Vector a -- ^ zero coefficients -> Vector a -- ^ pole coefficients -> Vector a -- ^ input signal -> Vector a -- ^ output signal -- | coefficients of a Hamming window hamming_ :: Int -- ^ length -> Vector a -- ^ the Hamming coeffficents -- | the complex power : real $ v * (conj v) complex_power_ :: Vector (Complex Double) -- ^ input -> Vector a -- ^ output -- | resample, take one sample every n samples in the original downsample_ :: Int -> Vector a -> Vector a -- | the difference between consecutive elements of a vector deriv_ :: Vector a -> Vector a -- | unwrap the phase of signal (input expected to be within (-pi,pi) unwrap_ :: Vector a -> Vector a -- | evaluate a real coefficient polynomial for complex arguments polyEval_ :: Vector a -- ^ the real coefficients -> Vector (Complex Double) -- ^ the points at which to be evaluated -> Vector (Complex Double) -- ^ the values -- | the cross covariance of two signals cross_covariance_ :: Int -- ^ maximum delay -> Vector a -- ^ time series -> Vector a -- ^ time series -> (a,a,Vector a) -- ^ (sd_x,sd_y,cross_covariance) -- | the cumulative sum of a signal cumulative_sum_ :: Vector a -- ^ time series -> Vector a -- ^ result ----------------------------------------------------------------------------- instance Convolvable (Vector Double) where convolve x y = fst $ fromComplex $ F.ifft $ (F.fft (complex x) * F.fft (complex y)) -- convolve = convolve_vector_double convolve_vector_double c a = unsafePerformIO $ do r <- createVector (dim a) app3 signal_vector_double_convolve vec c vec a vec r "signalDoubleConvolve" return r foreign import ccall "signal-aux.h vector_double_convolve" signal_vector_double_convolve :: CInt -> PD -> CInt -> PD -> CInt -> PD -> IO CInt instance Convolvable (Vector Float) where convolve x y = single $ fst $ fromComplex $ F.ifft $ (F.fft (complex $ double x) * F.fft (complex $ double y)) -- convolve = convolve_vector_double convolve_vector_float c a = unsafePerformIO $ do r <- createVector (dim a) app3 signal_vector_float_convolve vec c vec a vec r "signalFloatConvolve" return r foreign import ccall "signal-aux.h vector_float_convolve" signal_vector_float_convolve :: CInt -> PF -> CInt -> PF -> CInt -> PF -> IO CInt ----------------------------------------------------------------------------- instance Convolvable (Vector (Complex Double)) where convolve x y = F.ifft $ (F.fft x * F.fft y) -- convolve = convolve_vector_complex convolve_vector_complex c a = unsafePerformIO $ do r <- createVector (dim a) app3 signal_vector_complex_convolve vec c vec a vec r "signalComplexConvolve" return r foreign import ccall "signal-aux.h vector_complex_convolve" signal_vector_complex_convolve :: CInt -> PC -> CInt -> PC -> CInt -> PC -> IO CInt instance Convolvable (Vector (Complex Float)) where convolve x y = single $ F.ifft $ (F.fft (double x) * F.fft (double y)) ----------------------------------------------------------------------------- instance Filterable Double where fromDouble = id filter_ = filterD hamming_ = hammingD complex_power_ = complex_powerD downsample_ = downsampleD deriv_ = derivD unwrap_ = unwrapD polyEval_ = polyEval cross_covariance_ = crossCovarianceD cumulative_sum_ = cumSumD instance Filterable Float where fromDouble = single filter_ = filterF hamming_ = hammingF complex_power_ = complex_powerF downsample_ = downsampleF deriv_ = derivF unwrap_ = unwrapF polyEval_ c = polyEval (double c) cross_covariance_ = crossCovarianceF cumulative_sum_ = cumSumF ----------------------------------------------------------------------------- -- | filters the signal filterD :: Vector Double -- ^ zero coefficients -> Vector Double -- ^ pole coefficients -> Vector Double -- ^ input signal -> Vector Double -- ^ output signal filterD l k v = unsafePerformIO $ do r <- createVector (dim v) app4 signal_filter_double vec l vec k vec v vec r "signalFilter" return r foreign import ccall "signal-aux.h filter_double" signal_filter_double :: CInt -> PD -> CInt -> PD -> CInt -> PD -> CInt -> PD -> IO CInt -- | filters the signal filterF :: Vector Float -- ^ zero coefficients -> Vector Float -- ^ pole coefficients -> Vector Float -- ^ input signal -> Vector Float -- ^ output signal filterF l k v = unsafePerformIO $ do r <- createVector (dim v) app4 signal_filter_float vec l vec k vec v vec r "signalFilter" return r foreign import ccall "signal-aux.h filter_float" signal_filter_float :: CInt -> PF -> CInt -> PF -> CInt -> PF -> CInt -> PF -> IO CInt ----------------------------------------------------------------------------- -- | Hilbert transform with original vector as real value, transformed as imaginary hilbert :: Vector Double -> Vector (Complex Double) hilbert v = unsafePerformIO $ do let r = complex v -- could use (complex v) to make a complex vector in haskell rather than C app1 signal_hilbert vec r "hilbert" return r foreign import ccall "signal-aux.h hilbert" signal_hilbert :: CInt -> PC -> IO CInt ----------------------------------------------------------------------------- -- | Welch (1967) power spectrum density using periodogram/FFT method pwelch :: Int -- ^ window size (multiple of 2) -> Vector Double -- ^ input signal -> Vector Double -- ^ power density pwelch w v = unsafePerformIO $ do let r = constant 0.0 ((w `div` 2) + 1) app2 (signal_pwelch $ fromIntegral w) vec (complex v) vec r "pwelch" return r foreign import ccall "signal-aux.h pwelch" signal_pwelch :: CInt -> CInt -> PC -> CInt -> PD -> IO CInt ----------------------------------------------------------------------------- -- | coefficients of a Hamming window hammingD :: Int -- ^ length -> Vector Double -- ^ the Hamming coeffficents hammingD l | l == 1 = constant 1.0 1 | otherwise = unsafePerformIO $ do r <- createVector l app1 signal_hamming_double vec r "Hamming" return r foreign import ccall "signal-aux.h hamming_double" signal_hamming_double :: CInt -> PD -> IO CInt -- | coefficients of a Hamming window hammingF :: Int -- ^ length -> Vector Float -- ^ the Hamming coeffficents hammingF l | l == 1 = constant 1.0 1 | otherwise = unsafePerformIO $ do r <- createVector l app1 signal_hamming_float vec r "Hamming" return r foreign import ccall "signal-aux.h hamming_float" signal_hamming_float :: CInt -> PF -> IO CInt ----------------------------------------------------------------------------- -- | determine the frequency response of a filter {-freqz :: (Filterable a, Storable a, Container Vector a, Convert a, RealElement a, DoubleOf a ~ DoubleOf (RealOf b), RealElement c, c ~ DoubleOf a, c ~ DoubleOf (RealOf b), b ~ Complex a, b ~ ComplexOf a, Convert b, Container Vector b, Container Vector c, Convert c, b ~ ComplexOf a, b ~ ComplexOf c) ⇒ Vector a -- ^ zero coefficients -> Vector a -- ^ pole coefficients -> Vector a -- ^ points (between 0 and 2*pi) -> Vector a -- ^ response -} freqz :: (Filterable a, Complex Double ~ ComplexOf (DoubleOf a) ,Filterable (DoubleOf a)) => Vector a -- ^ zero coefficients -> Vector a -- ^ pole coefficients -> Vector a -- ^ points (between 0 and 2*pi) -> Vector a -- ^ response freqz b a w = let k = max (dim b) (dim a) hb = polyEval_ (postpad b k) (exp (scale (0 :+ 1) ((complex $ double w)))) ha = polyEval_ (postpad a k) (exp (scale (0 :+ 1) ((complex $ double w)))) in complex_power_ (hb / ha) postpad v n = let d = dim v in if d < n then join [v,(constant 0.0 (n-d))] else v ----------------------------------------------------------------------------- -- | evaluate a real coefficient polynomial for complex arguments polyEval :: Vector Double -- ^ the real coefficients -> Vector (Complex Double) -- ^ the points at which to be evaluated -> Vector (Complex Double) -- ^ the values polyEval c z = unsafePerformIO $ do r <- createVector (dim z) app3 signal_real_poly_complex_eval vec c vec z vec r "polyEval" return r foreign import ccall "signal-aux.h real_poly_complex_eval" signal_real_poly_complex_eval :: CInt -> PD -> CInt -> PC -> CInt -> PC -> IO CInt ----------------------------------------------------------------------------- -- | the complex power : real $ v * (conj v) complex_powerD :: Vector (Complex Double) -- ^ input -> Vector Double -- ^ output complex_powerD v = unsafePerformIO $ do r <- createVector (dim v) app2 signal_complex_power_double vec v vec r "complex_power" return r foreign import ccall "signal-aux.h complex_power_double" signal_complex_power_double :: CInt -> PC -> CInt -> PD -> IO CInt -- | the complex power : real $ v * (conj v) complex_powerF :: Vector (Complex Double) -- ^ input -> Vector Float -- ^ output complex_powerF v = unsafePerformIO $ do r <- createVector (dim v) app2 signal_complex_power_float vec v vec r "complex_power" return r foreign import ccall "signal-aux.h complex_power_float" signal_complex_power_float :: CInt -> PC -> CInt -> PF -> IO CInt ----------------------------------------------------------------------------- -- | resample, take one sample every n samples in the original downsampleD :: Int -> Vector Double -> Vector Double downsampleD n v = unsafePerformIO $ do r <- createVector (dim v `div` n) app2 (signal_downsample_double $ fromIntegral n) vec v vec r "downsample" return r foreign import ccall "signal-aux.h downsample_double" signal_downsample_double :: CInt -> CInt -> PD -> CInt -> PD -> IO CInt -- | resample, take one sample every n samples in the original downsampleF :: Int -> Vector Float -> Vector Float downsampleF n v = unsafePerformIO $ do r <- createVector (dim v `div` n) app2 (signal_downsample_float $ fromIntegral n) vec v vec r "downsample" return r foreign import ccall "signal-aux.h downsample_float" signal_downsample_float :: CInt -> CInt -> PF -> CInt -> PF -> IO CInt ----------------------------------------------------------------------------- -- | the difference between consecutive elements of a vector derivD :: Vector Double -> Vector Double derivD v = unsafePerformIO $ do r <- createVector (dim v - 1) app2 (signal_diff_double) vec v vec r "diff" return r foreign import ccall "signal-aux.h vector_diff_double" signal_diff_double :: CInt -> PD -> CInt -> PD -> IO CInt -- | the difference between consecutive elements of a vector derivF :: Vector Float -> Vector Float derivF v = unsafePerformIO $ do r <- createVector (dim v - 1) app2 (signal_diff_float) vec v vec r "diff" return r foreign import ccall "signal-aux.h vector_diff_float" signal_diff_float :: CInt -> PF -> CInt -> PF -> IO CInt ----------------------------------------------------------------------------- -- | unwrap the phase of signal (input expected to be within (-pi,pi) unwrapD :: Vector Double -> Vector Double unwrapD v = unsafePerformIO $ do r <- createVector $ dim v app2 signal_unwrap_double vec v vec r "unwrap" return r foreign import ccall "signal-aux.h unwrap_double" signal_unwrap_double :: CInt -> PD -> CInt -> PD -> IO CInt -- | unwrap the phase of signal (input expected to be within (-pi,pi) unwrapF :: Vector Float -> Vector Float unwrapF v = unsafePerformIO $ do r <- createVector $ dim v app2 signal_unwrap_float vec v vec r "unwrap" return r foreign import ccall "signal-aux.h unwrap_float" signal_unwrap_float :: CInt -> PF -> CInt -> PF -> IO CInt ----------------------------------------------------------------------------- -- | compute the cross covariance of two signals crossCovarianceD :: Int -> Vector Double -> Vector Double -> (Double,Double,Vector Double) crossCovarianceD l x y = unsafePerformIO $ do r <- createVector (2*l) alloca $ \sx -> alloca $ \sy -> do app3 (signal_cross_covariance_double (fromIntegral l) sx sy) vec x vec y vec r "cross_covariance" sx' <- peek sx sy' <- peek sy return (sx',sy',r) foreign import ccall "signal-aux.h cross_covariance_double" signal_cross_covariance_double :: CInt -> PD -> PD -> CInt -> PD -> CInt -> PD -> CInt -> PD -> IO CInt -- | compute the cross covariance of two signals crossCovarianceF :: Int -> Vector Float -> Vector Float -> (Float,Float,Vector Float) crossCovarianceF l x y = unsafePerformIO $ do r <- createVector (2*l) alloca $ \sx -> alloca $ \sy -> do app3 (signal_cross_covariance_float (fromIntegral l) sx sy) vec x vec y vec r "cross_covariance" sx' <- peek sx sy' <- peek sy return (sx',sy',r) foreign import ccall "signal-aux.h cross_covariance_float" signal_cross_covariance_float :: CInt -> PF -> PF -> CInt -> PF -> CInt -> PF -> CInt -> PF -> IO CInt ----------------------------------------------------------------------------- cumSumD :: Vector Double -> Vector Double cumSumD v = unsafePerformIO $ do r <- createVector (dim v) app2 signal_cum_sum_double vec v vec r "cumSumD" return r cumSumF :: Vector Float -> Vector Float cumSumF v = unsafePerformIO $ do r <- createVector (dim v) app2 signal_cum_sum_float vec v vec r "cumSumF" return r foreign import ccall "signal-aux.h cum_sum_double" signal_cum_sum_double :: CInt -> PD -> CInt -> PD -> IO CInt foreign import ccall "signal-aux.h cum_sum_float" signal_cum_sum_float :: CInt -> PF -> CInt -> PF -> IO CInt -----------------------------------------------------------------------------