Class: GSL::Vector

Inherits:
Object
  • Object
show all
Defined in:
lib/correlation.rb

Overview

This Extension of the GNU Scientific Library bindings by Yoshiki Tsunesada (rb-gsl.rubyforge.org) provides the computation of the correlation of two GSL::Vectors. It is implemented as a method of a GSL::Vector for most easy usage. see project page: rubyforge.org/projects/extcsv

Instance Method Summary collapse

Instance Method Details

#autocorrelation ⇒ Object 



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# File 'lib/correlation.rb', line 39

def autocorrelation
  correlation(self)
end

#correlation(other) ⇒ Object

Follow the usual definition, e.g. from Sheriff and Geldart “Exploitation Seismology”, p. 289: cor(v,w)(i) = sum_over_k (v*w)

This means, that

  • for positive values of i, w is shifted to the left, i.e. in the direction of smaller indizees of v

  • for negative i, w is shifted to the right, i.e. in the direction of larger indizees of v



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# File 'lib/correlation.rb', line 15

def correlation(other)
  unless size == other.size
    warn "Vectors/Datasets must have the same size."
    raise
  end

  # predefine result vector
  correlation = GSL::Vector.alloc(2*size)

  # Alternate definition, which is actually the opposite direction of the definition
  # (0...size).each {|i|
  #   correlation << self[0..i]*other[-i-1..-1].col
  # }
  # (1...size).each {|i|
  #   correlation << self[i..size-1]*other[0...size-i].col
  # }
  (0...size).each {|i|
    correlation[0] = (self.to_a[-i-1..-1].to_gv)*(other.to_a[0..i].to_gv.col)
  }
  (1...size).each {|i|
    correlation[size+i] = (self.to_a[0...size-i].to_gv)*(other.to_a[i..size-1].to_gv.col)
  }
  [GSL::Vector.linspace(-size+1, size-1, 2*size-1) , correlation]
end