autocorr.hpp file
Typedefs
-
using Vec2 = numeric::
Vector2<double> -
using Mat2 = numeric::
Matrix2<Vec2>
Functions
- auto initial_autocorr(const std::vector<double>& coeffs) -> std::vector< Vec2 > -> auto
- auto pbairstow_autocorr(const std::vector<double>& coeffs, std::vector<Vec2>& vrs, const Options& options) -> std::pair< unsigned int, bool > -> auto
- Multi-threading Bairstow's method (specific for auto-correlation function)
- void extract_autocorr(Vec2& vr)
Function documentation
auto initial_autocorr(const std::vector<double>& coeffs) -> std::vector< Vec2 >
| Parameters | |
|---|---|
| coeffs in | The parameter coeffs is a vector of doubles. |
| Returns | The function initial_autocorr returns a vector of Vec2 objects. |
The function calculates the initial autocorrelation values (specific for auto-correlation function)
auto pbairstow_autocorr(const std::vector<double>& coeffs, std::vector<Vec2>& vrs, const Options& options) -> std::pair< unsigned int, bool >
Multi-threading Bairstow's method (specific for auto-correlation function)
| Parameters | |
|---|---|
| coeffs in | polynomial |
| vrs in/out | vector of iterates |
| options in | maximum iterations and tolorance |
| Returns | std::pair<unsigned int, bool> |
The function pbairstow_autocorr is implementing the Bairstow's method for finding the roots of a real polynomial (specific for auto-correlation function)
void extract_autocorr(Vec2& vr)
| Parameters | |
|---|---|
| vr in/out | The parameter vr is of type Vec2, which is a custom class representing a 2D vector. It contains two components, x and y, which are accessed using the x() and y() member functions respectively. |
The function extracts the autocorrelation values from a given vector.
x^2 - r*x - q or (-1/q) + (r/q) * x + x^2 (x - a1)(x - a2) = x^2 - (a1 + a2) x + a1 * a2
x^2 + r*x + t or x^2 + (r/t) * x + (1/t) (x + a1)(x + a2) = x^2 + (a1 + a2) x + a1 * a2