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#! /usr/bin/env python
# Last Change: Fri Dec 15 10:00 PM 2006 J
# TODO: - proper test
# TODO: - proper profiling
from numpy.fft import fft, ifft
from numpy import correlate, log2, floor, conj, real, \
concatenate, sum, max
from warnings import warn
# use ctype to have one sided c imp of autocorr
import ctypes
from ctypes import c_uint, c_int
from numpy.ctypeslib import ndpointer, load_library
ctypes_major = int(ctypes.__version__.split('.')[0])
if ctypes_major < 1:
msg = "version of ctypes is %s, expected at least %s" \
% (ctypes.__version__, '1.0.1')
raise importerror(msg)
import numpy as N
# load autocorr lib
_autocorr = load_library('gabsig.so', __file__)
#===============================
# define the functions with args
#===============================
# contiguous 1d
arg1 = ndpointer(dtype = N.float64, flags='CONTIGUOUS,ALIGNED')
arg2 = c_uint
arg3 = ndpointer(dtype = N.float64, flags='CONTIGUOUS,ALIGNED')
arg4 = c_uint
_autocorr.dbl_xcorr_nofft_1d.argtypes = [arg1, arg2, arg3, arg4]
_autocorr.dbl_xcorr_nofft_1d.restype = c_int
arg1 = ndpointer(dtype = N.float32, flags='CONTIGUOUS,ALIGNED')
arg2 = c_uint
arg3 = ndpointer(dtype = N.float32, flags='CONTIGUOUS,ALIGNED')
arg4 = c_uint
_autocorr.flt_xcorr_nofft_1d.argtypes = [arg1, arg2, arg3, arg4]
_autocorr.flt_xcorr_nofft_1d.restype = c_int
# non contiguous 1d
arg1 = ndpointer(dtype = N.float64, flags = 'ALIGNED')
arg2 = c_uint
arg3 = c_uint
arg4 = ndpointer(dtype = N.float64, flags = 'ALIGNED')
arg5 = c_uint
arg6 = c_uint
_autocorr.dbl_xcorr_nofft_1d_noncontiguous.argtypes = [arg1, \
arg2, arg3, arg4, arg5, arg6]
_autocorr.dbl_xcorr_nofft_1d_noncontiguous.restype = c_int
arg1 = ndpointer(dtype = N.float32, flags = 'ALIGNED')
arg2 = c_uint
arg3 = c_uint
arg4 = ndpointer(dtype = N.float32, flags = 'ALIGNED')
arg5 = c_uint
arg6 = c_uint
_autocorr.flt_xcorr_nofft_1d_noncontiguous.argtypes = [arg1, \
arg2, arg3, arg4, arg5, arg6]
_autocorr.flt_xcorr_nofft_1d_noncontiguous.restype = c_int
# contiguous 2d
arg1 = ndpointer(dtype = N.float64, flags='ALIGNED')
arg2 = c_uint
arg3 = c_uint
arg4 = ndpointer(dtype = N.float64, flags='ALIGNED')
arg5 = c_uint
_autocorr.dbl_xcorr_nofft_2d.argtypes = [arg1, arg2, arg3, arg4, arg5]
_autocorr.dbl_xcorr_nofft_2d.restype = c_int
arg1 = ndpointer(dtype = N.float32, flags='ALIGNED')
arg2 = c_uint
arg3 = c_uint
arg4 = ndpointer(dtype = N.float32, flags='ALIGNED')
arg5 = c_uint
_autocorr.flt_xcorr_nofft_2d.argtypes = [arg1, arg2, arg3, arg4, arg5]
_autocorr.flt_xcorr_nofft_2d.restype = c_int
# non contiguous 2d
arg1 = ndpointer(dtype = N.float64, flags='ALIGNED')
arg2 = c_uint
arg3 = c_uint
arg4 = c_uint
arg5 = c_uint
arg6 = ndpointer(dtype = N.float64, flags='ALIGNED')
arg7 = c_uint
arg8 = c_uint
arg9 = c_uint
_autocorr.dbl_xcorr_nofft_2d_noncontiguous.argtypes = [arg1, arg2, \
arg3, arg4, arg5, arg6, arg7, arg8, arg9]
_autocorr.dbl_xcorr_nofft_2d_noncontiguous.restype = c_int
arg1 = ndpointer(dtype = N.float32, flags='ALIGNED')
arg2 = c_uint
arg3 = c_uint
arg4 = c_uint
arg5 = c_uint
arg6 = ndpointer(dtype = N.float32, flags='ALIGNED')
arg7 = c_uint
arg8 = c_uint
arg9 = c_uint
_autocorr.flt_xcorr_nofft_2d_noncontiguous.argtypes = [arg1, arg2, \
arg3, arg4, arg5, arg6, arg7, arg8, arg9]
_autocorr.flt_xcorr_nofft_2d_noncontiguous.restype = c_int
#======================================
# Fonctions to be used for testing only
#======================================
def _raw_autocorr_1d(signal, lag):
assert signal.ndim == 1
assert signal.flags['CONTIGUOUS']
if lag >= signal.size:
raise RuntimeError("lag should be < to input size")
if signal.dtype == N.float64:
res = N.zeros((lag+1), N.float64)
_autocorr.dbl_xcorr_nofft_1d(signal, signal.size, res, lag)
elif signal.dtype == N.float32:
res = N.zeros((lag+1), N.float32)
_autocorr.flt_xcorr_nofft_1d(signal, signal.size, res, lag)
else:
raise TypeError("only float 32 and 64 bits supported for now")
return res
def _raw_autocorr_1d_noncontiguous(signal, lag):
assert signal.ndim == 1
if lag >= signal.size:
raise RuntimeError("lag should be < to input size")
if signal.dtype == N.float64:
res = N.zeros((lag+1), N.float64)
_autocorr.dbl_xcorr_nofft_1d_noncontiguous(signal, signal.size,
signal.strides[0], res, res.strides[0], lag)
elif signal.dtype == N.float32:
res = N.zeros((lag+1), N.float32)
_autocorr.flt_xcorr_nofft_1d_noncontiguous(signal, signal.size,
signal.strides[0], res, res.strides[0], lag)
else:
raise TypeError("only float 32 and 64 bits supported for now")
return res
# python implementation of autocorr for rank <= 2
def _autocorr_oneside_nofft_py(signal, lag, axis = -1):
if signal.ndim > 2:
raise NotImplemented("only for rank <=2")
if axis % 2 == 0:
res = N.zeros((lag+1, signal.shape[1]), signal.dtype)
center = signal.shape[0] - 1
for i in range(signal.shape[1]):
#print "compute corr of " + str(signal[:, i])
res[:, i] = correlate(signal[:, i], signal[:, i], \
'full')[center:center+lag+1]
elif axis % 2 == 1:
res = N.zeros((signal.shape[0], lag+1), signal.dtype)
center = signal.shape[1] - 1
for i in range(signal.shape[0]):
#print "compute corr of " + str(signal[i])
res[i] = correlate(signal[i], signal[i], \
'full')[center:center+lag+1]
else:
raise RuntimeError("this should bnot happen, please fill a bug")
return res
#=============
# Public API
#=============
def autocorr_oneside_nofft(signal, lag, axis = -1):
"""Compute the righ side of autocorrelation along the axis, for lags up to lag.
This implementation does NOT use FFT."""
# TODO For rank < 2, the overhead of python code may be significant. Should
# TODO not be difficult to do in C anyway (we can still use ctypes)
# rank 0, 1
if signal.ndim < 2:
size = signal.shape[-1]
if lag >= size:
raise RuntimeError("lag should be < to input size")
res = N.zeros((lag+1), signal.dtype)
if signal.flags['CONTIGUOUS']:
if signal.dtype == N.float64:
_autocorr.dbl_xcorr_nofft_1d(signal, size, res, lag)
elif signal.dtype == N.float32:
_autocorr.flt_xcorr_nofft_1d(signal, size, res, lag)
else:
raise TypeError("only float 32 and 64 bits supported for now")
else:
istride = signal.strides[0]
ostride = signal.itemsize
if signal.dtype == N.float64:
_autocorr.dbl_xcorr_nofft_1d_noncontiguous(signal, size, istride,
res, ostride, lag)
elif signal.dtype == N.float32:
_autocorr.flt_xcorr_nofft_1d_noncontiguous(signal, size, istride,
res, ostride, lag)
else:
raise TypeError("only float 32 and 64 bits supported for now")
# rank 2 case
elif signal.ndim == 2:
size = signal.shape[axis]
if lag >= size:
raise RuntimeError("lag should be < to input size")
res = N.zeros((signal.shape[0], lag+1), signal.dtype)
else:
res = N.zeros((lag+1, signal.shape[1]), signal.dtype)
if signal.dtype == N.float64:
# contiguous case
if signal.flags['C'] and axis % 2 == 1:
res = N.zeros((signal.shape[0], lag+1), signal.dtype)
_autocorr.dbl_xcorr_nofft_2d(signal, signal.shape[0], signal.shape[1],
res, lag)
# contiguous case
elif signal.flags['F'] and axis % 2 == 0:
res = N.zeros((lag+1, signal.shape[1]), signal.dtype, order = 'F')
_autocorr.dbl_xcorr_nofft_2d(signal, signal.shape[1], signal.shape[0],
res, lag)
# non contiguous case
elif axis % 2 == 0:
res = N.zeros((lag+1, signal.shape[1]), signal.dtype)
warn("non contiguous used, this will be slow")
_autocorr.dbl_xcorr_nofft_2d_noncontiguous(signal,
signal.shape[1], signal.shape[0],
signal.strides[1], signal.strides[0],
res, res.strides[1], res.strides[0], lag)
elif axis % 2 == 1:
res = N.zeros((signal.shape[0], lag+1), signal.dtype)
warn("non contiguous used, this will be slow")
_autocorr.dbl_xcorr_nofft_2d_noncontiguous(signal,
signal.shape[0], signal.shape[1],
signal.strides[0], signal.strides[1],
res, res.strides[0], res.strides[1], lag)
elif signal.dtype == N.float32:
# contiguous case
if signal.flags['C'] and axis % 2 == 1:
res = N.zeros((signal.shape[0], lag+1), signal.dtype)
_autocorr.flt_xcorr_nofft_2d(signal, signal.shape[0], signal.shape[1],
res, lag)
# contiguous case
elif signal.flags['F'] and axis % 2 == 0:
res = N.zeros((lag+1, signal.shape[1]), signal.dtype, order = 'F')
_autocorr.flt_xcorr_nofft_2d(signal, signal.shape[1], signal.shape[0],
res, lag)
# non contiguous case
elif axis % 2 == 0:
res = N.zeros((lag+1, signal.shape[1]), signal.dtype)
warn("non contiguous used, this will be slow")
_autocorr.flt_xcorr_nofft_2d_noncontiguous(signal,
signal.shape[1], signal.shape[0],
signal.strides[1], signal.strides[0],
res, res.strides[1], res.strides[0], lag)
elif axis % 2 == 1:
res = N.zeros((signal.shape[0], lag+1), signal.dtype)
warn("non contiguous used, this will be slow")
_autocorr.flt_xcorr_nofft_2d_noncontiguous(signal,
signal.shape[0], signal.shape[1],
signal.strides[0], signal.strides[1],
res, res.strides[0], res.strides[1], lag)
else:
raise TypeError("only float 32 and 64 bits supported for now")
else:
raise RuntimeError("rank > 2 not supported yet")
return res
def nextpow2(n):
"""Returns p such as 2 ** p >= n """
p = N.floor(N.log2(n))
if 2 ** p == n:
return p
else:
return p + 1
def autocorr_fft(signal, axis = -1):
"""Return full autocorrelation along specified axis. Use fft
for computation."""
if N.ndim(signal) == 0:
return signal
elif signal.ndim == 1:
n = signal.shape[0]
nfft = int(2 ** nextpow2(2 * n - 1))
lag = n - 1
a = fft(signal, n = nfft, axis = -1)
au = ifft(a * N.conj(a), n = nfft, axis = -1)
return N.require(N.concatenate((au[-lag:], au[:lag+1])), dtype = signal.dtype)
elif signal.ndim == 2:
n = signal.shape[axis]
lag = n - 1
nfft = int(2 ** nextpow2(2 * n - 1))
a = fft(signal, n = nfft, axis = axis)
au = ifft(a * N.conj(a), n = nfft, axis = axis)
if axis == 0:
return N.require(N.concatenate( (au[-lag:], au[:lag+1]), axis = axis), \
dtype = signal.dtype)
else:
return N.require(N.concatenate( (au[:, -lag:], au[:, :lag+1]),
axis = axis), dtype = signal.dtype)
else:
raise RuntimeError("rank >2 not supported yet")
def bench():
size = 256
nframes = 4000
lag = 24
X = N.random.randn(nframes, size)
X = N.require(X, requirements = 'C')
niter = 10
# Contiguous
print "Running optimized with ctypes"
def contig(*args, **kargs):
return autocorr_oneside_nofft(*args, **kargs)
for i in range(niter):
Yt = contig(X, lag, axis = 1)
Yr = _autocorr_oneside_nofft_py(X, lag, axis = 1)
N.testing.assert_array_almost_equal(Yt, Yr, 10)
# Non contiguous
print "Running optimized with ctypes (non contiguous)"
def ncontig(*args, **kargs):
return autocorr_oneside_nofft(*args, **kargs)
X = N.require(X, requirements = 'F')
for i in range(niter):
Yt = ncontig(X, lag, axis = 1)
Yr = _autocorr_oneside_nofft_py(X, lag, axis = 1)
N.testing.assert_array_almost_equal(Yt, Yr, 10)
print "Benchmark func done"
if __name__ == '__main__':
import hotshot, hotshot.stats
profile_file = 'autocorr.prof'
prof = hotshot.Profile(profile_file, lineevents=1)
prof.runcall(bench)
p = hotshot.stats.load(profile_file)
print p.sort_stats('cumulative').print_stats(20)
prof.close()
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