// // Math.NET Numerics, part of the Math.NET Project // http://numerics.mathdotnet.com // http://github.com/mathnet/mathnet-numerics // http://mathnetnumerics.codeplex.com // // Copyright (c) 2009-2013 Math.NET // // Permission is hereby granted, free of charge, to any person // obtaining a copy of this software and associated documentation // files (the "Software"), to deal in the Software without // restriction, including without limitation the rights to use, // copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following // conditions: // // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT // HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, // WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR // OTHER DEALINGS IN THE SOFTWARE. // using System; using System.Collections.Generic; using System.Linq; using MathNet.Numerics.Distributions; using MathNet.Numerics.Properties; using MathNet.Numerics.Random; namespace MathNet.Numerics { #if !NOSYSNUMERICS using System.Numerics; #endif public static class Generate { /// /// Generate samples by sampling a function at the provided points. /// public static T[] Map(TA[] points, Func map) { var res = new T[points.Length]; for (int i = 0; i < points.Length; i++) { res[i] = map(points[i]); } return res; } /// /// Generate a sample sequence by sampling a function at the provided point sequence. /// public static IEnumerable MapSequence(IEnumerable points, Func map) { return points.Select(map); } /// /// Generate samples by sampling a function at the provided points. /// public static T[] Map2(TA[] pointsA, TB[] pointsB, Func map) { if (pointsA.Length != pointsB.Length) { throw new ArgumentException(Resources.ArgumentArraysSameLength, "pointsB"); } var res = new T[pointsA.Length]; for (int i = 0; i < res.Length; i++) { res[i] = map(pointsA[i], pointsB[i]); } return res; } /// /// Generate a sample sequence by sampling a function at the provided point sequence. /// public static IEnumerable Map2Sequence(IEnumerable pointsA, IEnumerable pointsB, Func map) { return pointsA.Zip(pointsB, map); } /// /// Generate a linearly spaced sample vector of the given length between the specified values (inclusive). /// Equivalent to MATLAB linspace but with the length as first instead of last argument. /// public static double[] LinearSpaced(int length, double start, double stop) { if (length <= 0) return new double[0]; if (length == 1) return new[] { stop }; double step = (stop - start)/(length - 1); var data = new double[length]; for (int i = 0; i < data.Length; i++) { data[i] = start + i*step; } data[data.Length - 1] = stop; return data; } /// /// Generate samples by sampling a function at linearly spaced points between the specified values (inclusive). /// public static T[] LinearSpacedMap(int length, double start, double stop, Func map) { if (length <= 0) return new T[0]; if (length == 1) return new[] { map(stop) }; double step = (stop - start)/(length - 1); var data = new T[length]; for (int i = 0; i < data.Length; i++) { data[i] = map(start + i*step); } data[data.Length - 1] = map(stop); return data; } /// /// Generate a base 10 logarithmically spaced sample vector of the given length between the specified decade exponents (inclusive). /// Equivalent to MATLAB logspace but with the length as first instead of last argument. /// public static double[] LogSpaced(int length, double startExponent, double stopExponent) { if (length <= 0) return new double[0]; if (length == 1) return new[] { Math.Pow(10, stopExponent) }; double step = (stopExponent - startExponent)/(length - 1); var data = new double[length]; for (int i = 0; i < data.Length; i++) { data[i] = Math.Pow(10, startExponent + i*step); } data[data.Length - 1] = Math.Pow(10, stopExponent); return data; } /// /// Generate a linearly spaced sample vector within the inclusive interval (start, stop) and step 1. /// Equivalent to MATLAB colon operator (:). /// public static double[] LinearRange(int start, int stop) { if (start == stop) return new double[] { start }; if (start < stop) { var data = new double[stop - start + 1]; for (int i = 0; i < data.Length; i++) { data[i] = start + i; } return data; } else { var data = new double[start - stop + 1]; for (int i = 0; i < data.Length; i++) { data[i] = start - i; } return data; } } /// /// Generate a linearly spaced sample vector within the inclusive interval (start, stop) and the provide step. /// The start value is aways included as first value, but stop is only included if it stop-start is a multiple of step. /// Equivalent to MATLAB double colon operator (::). /// public static double[] LinearRange(int start, int step, int stop) { if (start == stop) return new double[] { start }; if (start < stop && step < 0 || start > stop && step > 0 || step == 0d) { return new double[0]; } var data = new double[(stop - start)/step + 1]; for (int i = 0; i < data.Length; i++) { data[i] = start + i*step; } return data; } /// /// Generate a linearly spaced sample vector within the inclusive interval (start, stop) and the provide step. /// The start value is aways included as first value, but stop is only included if it stop-start is a multiple of step. /// Equivalent to MATLAB double colon operator (::). /// public static double[] LinearRange(double start, double step, double stop) { if (start == stop) return new double[] { start }; if (start < stop && step < 0 || start > stop && step > 0 || step == 0d) { return new double[0]; } var data = new double[(int)Math.Floor((stop - start)/step + 1d)]; for (int i = 0; i < data.Length; i++) { data[i] = start + i*step; } return data; } /// /// Generate samples by sampling a function at linearly spaced points within the inclusive interval (start, stop) and the provide step. /// The start value is aways included as first value, but stop is only included if it stop-start is a multiple of step. /// public static T[] LinearRangeMap(double start, double step, double stop, Func map) { if (start == stop) return new T[] { map(start) }; if (start < stop && step < 0 || start > stop && step > 0 || step == 0d) { return new T[0]; } var data = new T[(int)Math.Floor((stop - start)/step + 1d)]; for (int i = 0; i < data.Length; i++) { data[i] = map(start + i*step); } return data; } /// /// Create a periodic sample vector. /// /// The number of samples to generate. /// Samples per time unit (Hz). Must be larger than twice the frequency to satisfy the Nyquist criterion. /// Frequency in periods per time unit (Hz). /// The lenght of the period when sampled at one sample per time unit. This is the interval of the periodic domain, a typical value is 1.0, or 2*Pi for angular functions. /// Optional phase offset. /// Optional delay, relative to the phase. public static double[] Periodic(int length, double samplingRate, double frequency, double amplitude = 1.0, double phase = 0.0, int delay = 0) { double step = frequency/samplingRate*amplitude; phase = Euclid.Modulus(phase - delay*step, amplitude); var data = new double[length]; for (int i = 0, k = 0; i < data.Length; i++, k++) { var x = phase + k*step; if (x >= amplitude) { x %= amplitude; phase = x; k = 0; } data[i] = x; } return data; } /// /// Create a periodic sample vector. /// /// The number of samples to generate. /// The function to apply to each of the values and evaluate the resulting sample. /// Samples per time unit (Hz). Must be larger than twice the frequency to satisfy the Nyquist criterion. /// Frequency in periods per time unit (Hz). /// The lenght of the period when sampled at one sample per time unit. This is the interval of the periodic domain, a typical value is 1.0, or 2*Pi for angular functions. /// Optional phase offset. /// Optional delay, relative to the phase. public static T[] PeriodicMap(int length, Func map, double samplingRate, double frequency, double amplitude = 1.0, double phase = 0.0, int delay = 0) { double step = frequency/samplingRate*amplitude; phase = Euclid.Modulus(phase - delay*step, amplitude); var data = new T[length]; for (int i = 0, k = 0; i < data.Length; i++, k++) { var x = phase + k*step; if (x >= amplitude) { x %= amplitude; phase = x; k = 0; } data[i] = map(x); } return data; } /// /// Create an infinite periodic sample sequence. /// /// Samples per time unit (Hz). Must be larger than twice the frequency to satisfy the Nyquist criterion. /// Frequency in periods per time unit (Hz). /// The lenght of the period when sampled at one sample per time unit. This is the interval of the periodic domain, a typical value is 1.0, or 2*Pi for angular functions. /// Optional phase offset. /// Optional delay, relative to the phase. public static IEnumerable PeriodicSequence(double samplingRate, double frequency, double amplitude = 1.0, double phase = 0.0, int delay = 0) { double step = frequency/samplingRate*amplitude; phase = Euclid.Modulus(phase - delay*step, amplitude); int k = 0; while (true) { var x = phase + (k++)*step; if (x >= amplitude) { x %= amplitude; phase = x; k = 1; } yield return x; } } /// /// Create an infinite periodic sample sequence. /// /// The function to apply to each of the values and evaluate the resulting sample. /// Samples per time unit (Hz). Must be larger than twice the frequency to satisfy the Nyquist criterion. /// Frequency in periods per time unit (Hz). /// The lenght of the period when sampled at one sample per time unit. This is the interval of the periodic domain, a typical value is 1.0, or 2*Pi for angular functions. /// Optional phase offset. /// Optional delay, relative to the phase. public static IEnumerable PeriodicMapSequence(Func map, double samplingRate, double frequency, double amplitude = 1.0, double phase = 0.0, int delay = 0) { double step = frequency/samplingRate*amplitude; phase = Euclid.Modulus(phase - delay*step, amplitude); int k = 0; while (true) { var x = phase + (k++)*step; if (x >= amplitude) { x %= amplitude; phase = x; k = 1; } yield return map(x); } } /// /// Create a Sine sample vector. /// /// The number of samples to generate. /// Samples per time unit (Hz). Must be larger than twice the frequency to satisfy the Nyquist criterion. /// Frequency in periods per time unit (Hz). /// The maximal reached peak. /// The mean, or dc part, of the signal. /// Optional phase offset. /// Optional delay, relative to the phase. public static double[] Sinusoidal(int length, double samplingRate, double frequency, double amplitude, double mean = 0.0, double phase = 0.0, int delay = 0) { double step = frequency/samplingRate*Constants.Pi2; phase = (phase - delay*step)%Constants.Pi2; var data = new double[length]; for (int i = 0; i < data.Length; i++) { data[i] = mean + amplitude*Math.Sin(phase + i*step); } return data; } /// /// Create an infinite Sine sample sequence. /// /// Samples per unit. /// Frequency in samples per unit. /// The maximal reached peak. /// The mean, or dc part, of the signal. /// Optional phase offset. /// Optional delay, relative to the phase. public static IEnumerable SinusoidalSequence(double samplingRate, double frequency, double amplitude, double mean = 0.0, double phase = 0.0, int delay = 0) { double step = frequency/samplingRate*Constants.Pi2; phase = (phase - delay*step)%Constants.Pi2; while (true) { for (int i = 0; i < 1000; i++) { yield return mean + amplitude*Math.Sin(phase + i*step); } phase = (phase + 1000*step)%Constants.Pi2; } } /// /// Create a Heaviside Step sample vector. /// /// The number of samples to generate. /// The maximal reached peak. /// Offset to the time axis. public static double[] Step(int length, double amplitude, int delay) { var data = new double[length]; for (int i = Math.Max(0, delay); i < data.Length; i++) { data[i] = amplitude; } return data; } /// /// Create an infinite Heaviside Step sample sequence. /// /// The maximal reached peak. /// Offset to the time axis. public static IEnumerable StepSequence(double amplitude, int delay) { for (int i = 0; i < delay; i++) { yield return 0d; } while (true) { yield return amplitude; } } /// /// Create a Dirac Delta Impulse sample vector. /// /// The number of samples to generate. /// impulse sequence period. -1 for single impulse only. /// The maximal reached peak. /// Offset to the time axis. Zero or positive. public static double[] Impulse(int length, int period, double amplitude, int delay) { var data = new double[length]; if (period <= 0) { if (delay >= 0 && delay < length) { data[delay] = amplitude; } } else { delay = ((delay%period) + period)%period; while (delay < length) { data[delay] = amplitude; delay += period; } } return data; } /// /// Create a Dirac Delta Impulse sample vector. /// /// impulse sequence period. -1 for single impulse only. /// The maximal reached peak. /// Offset to the time axis. Zero or positive. public static IEnumerable ImpulseSequence(int period, double amplitude, int delay) { if (period <= 0) { for (int i = 0; i < delay; i++) { yield return 0d; } yield return amplitude; while (true) { yield return 0d; } } else { delay = ((delay%period) + period)%period; for (int i = 0; i < delay; i++) { yield return 0d; } while (true) { yield return amplitude; for (int i = 1; i < period; i++) { yield return 0d; } } } } /// /// Create random samples. /// public static double[] Random(int length, IContinuousDistribution distribution) { return distribution.Samples().Take(length).ToArray(); } /// /// Create an infinite random sample sequence. /// public static IEnumerable Random(IContinuousDistribution distribution) { return distribution.Samples(); } /// /// Create random samples, uniform between 0 and 1. /// Faster than other methods but with reduced guarantees on randomness. /// public static double[] RandomUniform(int length) { return SystemRandomSource.Doubles(length); } /// /// Create an infinite random sample sequence, uniform between 0 and 1. /// Faster than other methods but with reduced guarantees on randomness. /// public static IEnumerable RandomUniform() { return SystemRandomSource.DoubleSequence(); } /// /// Create random samples. /// public static Complex[] RandomComplex(int length, IContinuousDistribution distribution) { return RandomMap2(length, distribution, (r, i) => new Complex(r, i)); } /// /// Create an infinite random sample sequence. /// public static IEnumerable RandomComplex(IContinuousDistribution distribution) { return RandomMap2Sequence(distribution, (r, i) => new Complex(r, i)); } /// /// Create samples with independent amplitudes of normal distribution and a flat spectral density. /// public static double[] WhiteGaussianNoise(int length, double mean, double standardDeviation) { return Normal.Samples(SystemRandomSource.Default, mean, standardDeviation).Take(length).ToArray(); } /// /// Create an infinite sample sequence with independent amplitudes of normal distribution and a flat spectral density. /// public static IEnumerable WhiteGaussianNoiseSequence(double mean, double standardDeviation) { return Normal.Samples(SystemRandomSource.Default, mean, standardDeviation); } /// /// Create skew alpha stable samples. /// /// The number of samples to generate. /// Stability alpha-parameter of the stable distribution /// Skewness beta-parameter of the stable distribution /// Scale c-parameter of the stable distribution /// Location mu-parameter of the stable distribution public static double[] StableNoise(int length, double alpha, double beta, double scale, double location) { return Stable.Samples(SystemRandomSource.Default, alpha, beta, scale, location).Take(length).ToArray(); } /// /// Create skew alpha stable samples. /// /// Stability alpha-parameter of the stable distribution /// Skewness beta-parameter of the stable distribution /// Scale c-parameter of the stable distribution /// Location mu-parameter of the stable distribution public static IEnumerable StableNoiseSequence(double alpha, double beta, double scale, double location) { return Stable.Samples(SystemRandomSource.Default, alpha, beta, scale, location); } /// /// Generate samples by sampling a function at samples from a probability distribution. /// public static T[] RandomMap(int length, IContinuousDistribution distribution, Func map) { var data = new T[length]; for (int i = 0; i < data.Length; i++) { data[i] = map(distribution.Sample()); } return data; } /// /// Generate a sample sequence by sampling a function at samples from a probability distribution. /// public static IEnumerable RandomMapSequence(IContinuousDistribution distribution, Func map) { return distribution.Samples().Select(map); } /// /// Generate samples by sampling a function at sample pairs from a probability distribution. /// public static T[] RandomMap2(int length, IContinuousDistribution distribution, Func map) { var data = new T[length]; for (int i = 0; i < data.Length; i++) { data[i] = map(distribution.Sample(), distribution.Sample()); } return data; } /// /// Generate a sample sequence by sampling a function at sample pairs from a probability distribution. /// public static IEnumerable RandomMap2Sequence(IContinuousDistribution distribution, Func map) { return distribution.Samples().Zip(distribution.Samples(), map); } /// /// Generate samples by sampling a function at samples from a probability distribution, uniform between 0 and 1. /// Faster than other methods but with reduced guarantees on randomness. /// public static T[] RandomUniformMap(int length, Func map) { var samples = SystemRandomSource.Doubles(length); var data = new T[length]; for (int i = 0; i < data.Length; i++) { data[i] = map(samples[i]); } return data; } /// /// Generate a sample sequence by sampling a function at samples from a probability distribution, uniform between 0 and 1. /// Faster than other methods but with reduced guarantees on randomness. /// public static IEnumerable RandomUniformMapSequence(Func map) { return SystemRandomSource.DoubleSequence().Select(map); } /// /// Generate samples by sampling a function at sample pairs from a probability distribution, uniform between 0 and 1. /// Faster than other methods but with reduced guarantees on randomness. /// public static T[] RandomUniformMap2(int length, Func map) { var samples1 = SystemRandomSource.Doubles(length); var samples2 = SystemRandomSource.Doubles(length); var data = new T[length]; for (int i = 0; i < data.Length; i++) { data[i] = map(samples1[i], samples2[i]); } return data; } /// /// Generate a sample sequence by sampling a function at sample pairs from a probability distribution, uniform between 0 and 1. /// Faster than other methods but with reduced guarantees on randomness. /// public static IEnumerable RandomUniformMap2Sequence(Func map) { var rnd1 = SystemRandomSource.Default; for (int i = 0; i < 128; i++) { yield return map(rnd1.NextDouble(), rnd1.NextDouble()); } var rnd2 = new System.Random(RandomSeed.Robust()); while (true) { yield return map(rnd2.NextDouble(), rnd2.NextDouble()); } } } }