diff maths/Correlation.cpp @ 16:2e3f5d2d62c1

* Move dsp/maths to maths ; bring PCA and HMM across from Soundbite

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/maths/Correlation.cpp	Wed Jan 09 10:31:29 2008 +0000
@@ -0,0 +1,51 @@
+/* -*- c-basic-offset: 4 indent-tabs-mode: nil -*-  vi:set ts=8 sts=4 sw=4: */
+
+/*
+    QM DSP Library
+
+    Centre for Digital Music, Queen Mary, University of London.
+    This file copyright 2005-2006 Christian Landone.
+    All rights reserved.
+*/
+
+#include "Correlation.h"
+
+//////////////////////////////////////////////////////////////////////
+// Construction/Destruction
+//////////////////////////////////////////////////////////////////////
+
+Correlation::Correlation()
+{
+
+}
+
+Correlation::~Correlation()
+{
+
+}
+
+void Correlation::doAutoUnBiased(double *src, double *dst, unsigned int length)
+{
+    double tmp = 0.0;
+    double outVal = 0.0;
+
+    unsigned int i,j;
+
+    for( i = 0; i <  length; i++)
+    {
+	for( j = i; j < length; j++)
+	{
+	    tmp += src[ j-i ] * src[ j ]; 
+	}
+
+
+	outVal = tmp / ( length - i );
+
+	if( outVal <= 0 )
+	    dst[ i ] = EPS;
+	else
+	    dst[ i ] = outVal;
+
+	tmp = 0.0;
+    }
+}