[Pkg-octave-commit] [octave-tisean] 01/01: Imported Upstream version 0.2.3
Rafael Laboissière
rlaboiss-guest at moszumanska.debian.org
Thu Sep 1 16:20:29 UTC 2016
This is an automated email from the git hooks/post-receive script.
rlaboiss-guest pushed a commit to branch master
in repository octave-tisean.
commit fca1d5cce5b8d9b4116b5dc63ee7c87cf720dea6
Author: Rafael Laboissiere <rafael at debian.org>
Date: Sat Aug 20 16:19:39 2016 -0300
Imported Upstream version 0.2.3
---
.gitignore | 13 +
COPYING | 674 +++
DESCRIPTION | 11 +
INDEX | 46 +
NEWS | 112 +
README.md | 21 +
bootstrap | 9 +
contributors.txt | 1 +
debian/changelog | 5 +
debian/compat | 1 +
debian/control | 21 +
debian/copyright | 101 +
debian/patches/series | 1 +
debian/patches/typo-in-lazy-docstring.patch | 16 +
debian/rules | 4 +
debian/source/format | 1 +
debian/source/options | 1 +
debian/watch | 2 +
inst/av_d2.m | 282 ++
inst/boxcount.m | 192 +
inst/c1.m | 223 +
inst/c2d.m | 135 +
inst/c2g.m | 174 +
inst/c2t.m | 191 +
inst/d2.m | 342 ++
inst/delay.m | 276 ++
inst/endtoend.m | 325 ++
inst/false_nearest.m | 198 +
inst/ghkss.m | 202 +
inst/henon.m | 137 +
inst/ikeda.m | 142 +
inst/lfo_ar.m | 209 +
inst/lfo_run.m | 158 +
inst/lfo_test.m | 210 +
inst/lyap_k.m | 251 ++
inst/lyap_r.m | 171 +
inst/lyap_spec.m | 251 ++
inst/lzo_gm.m | 185 +
inst/lzo_run.m | 196 +
inst/lzo_test.m | 234 ++
inst/pca.m | 207 +
inst/poincare.m | 187 +
inst/polynom.m | 195 +
inst/rbf.m | 263 ++
inst/spectrum.m | 164 +
inst/spikeauto.m | 146 +
inst/spikespec.m | 223 +
inst/surrogates.m | 225 +
inst/timerev.m | 135 +
inst/upo.m | 242 ++
inst/upoembed.m | 174 +
inst/xzero.m | 142 +
src/Makefile.in | 90 +
src/__boxcount__.cc | 282 ++
src/__c1__.cc | 142 +
src/__c2g__.cc | 120 +
src/__d2__.cc | 615 +++
src/__delay__.cc | 115 +
src/__false_nearest__.cc | 256 ++
src/__ghkss__.cc | 453 ++
src/__henon__.cc | 80 +
src/__ikeda__.cc | 86 +
src/__lfo_ar__.cc | 371 ++
src/__lfo_run__.cc | 416 ++
src/__lfo_test__.cc | 421 ++
src/__lyap_k__.cc | 280 ++
src/__lyap_r__.cc | 230 +
src/__lyap_spec__.cc | 568 +++
src/__lzo_gm__.cc | 201 +
src/__lzo_run__.cc | 298 ++
src/__lzo_test__.cc | 242 ++
src/__pca__.cc | 251 ++
src/__poincare__.cc | 147 +
src/__polynom__.cc | 309 ++
src/__rbf__.cc | 321 ++
src/__spikeauto__.cc | 72 +
src/__surrogates__.cc | 97 +
src/__upo__.cc | 104 +
src/__xzero__.cc | 149 +
src/aclocal.m4 | 15 +
src/configure | 4108 ++++++++++++++++++
src/configure.ac | 53 +
src/lazy.cc | 213 +
src/m4/ax_cxx_compile_stdcxx_11.m4 | 142 +
src/mutual.cc | 270 ++
src/routines_c/TISEAN_rand.cc | 129 +
src/routines_c/TISEAN_rand.h | 54 +
src/routines_c/check_alloc.cc | 33 +
src/routines_c/eigen.cc | 526 +++
src/routines_c/exclude_interval.cc | 42 +
src/routines_c/find_multi_neighbors.cc | 120 +
src/routines_c/find_neighbors.cc | 58 +
src/routines_c/invert_matrix.cc | 49 +
src/routines_c/make_box.cc | 44 +
src/routines_c/make_multi_box.cc | 71 +
src/routines_c/rescale_data.cc | 61 +
src/routines_c/solvele.cc | 67 +
src/routines_c/tisean_cec.h | 85 +
src/routines_c/tsa.h | 145 +
src/routines_c/variance.cc | 49 +
src/source_f/d1.f | 121 +
src/source_f/istdio.f | 44 +
src/source_f/neigh.f | 263 ++
src/source_f/normal.f | 101 +
src/source_f/rank.f | 153 +
src/source_f/slatec/Makefile.in | 28 +
src/source_f/slatec/chkder.f | 158 +
src/source_f/slatec/d1mach.f | 19 +
src/source_f/slatec/dqk15.f | 185 +
src/source_f/slatec/enorm.f | 117 +
src/source_f/slatec/fdjac3.f | 114 +
src/source_f/slatec/fdump.f | 31 +
src/source_f/slatec/i1mach.f | 142 +
src/source_f/slatec/j4save.f | 65 +
src/source_f/slatec/lmpar.f | 267 ++
src/source_f/slatec/pythag.f | 39 +
src/source_f/slatec/qrfac.f | 170 +
src/source_f/slatec/qrsolv.f | 198 +
src/source_f/slatec/r1mach.f | 23 +
src/source_f/slatec/radb2.f | 61 +
src/source_f/slatec/radb3.f | 85 +
src/source_f/slatec/radb4.f | 109 +
src/source_f/slatec/radb5.f | 132 +
src/source_f/slatec/radbg.f | 189 +
src/source_f/slatec/radf2.f | 61 +
src/source_f/slatec/radf3.f | 83 +
src/source_f/slatec/radf4.f | 105 +
src/source_f/slatec/radf5.f | 128 +
src/source_f/slatec/radfg.f | 194 +
src/source_f/slatec/rand.f | 122 +
src/source_f/slatec/rfftb1.f | 143 +
src/source_f/slatec/rfftf1.f | 144 +
src/source_f/slatec/rffti1.f | 110 +
src/source_f/slatec/rgauss.f | 43 +
src/source_f/slatec/rs.f | 90 +
src/source_f/slatec/rwupdt.f | 120 +
src/source_f/slatec/snls1.f | 1023 +++++
src/source_f/slatec/tql2.f | 203 +
src/source_f/slatec/tqlrat.f | 165 +
src/source_f/slatec/tred1.f | 142 +
src/source_f/slatec/tred2.f | 166 +
src/source_f/slatec/xercnt.f | 62 +
src/source_f/slatec/xerhlt.f | 39 +
src/source_f/slatec/xermsg.f | 364 ++
src/source_f/slatec/xerprn.f | 228 +
src/source_f/slatec/xersve.f | 155 +
src/source_f/slatec/xgetua.f | 51 +
src/source_f/store_spec.f | 51 +
src/source_f/ts_lazy.f | 124 +
src/source_f/ts_surrogates.f | 146 +
src/source_f/ts_upo.f | 273 ++
tests/addnoise/procedure.txt | 15 +
tests/corr/amp_ar.dat | 5012 ++++++++++++++++++++++
tests/corr/amp_ar_corr.dat | 5002 ++++++++++++++++++++++
tests/corr/amplitude.dat | 5000 ++++++++++++++++++++++
tests/corr/amplitude_tisean.dat | 5002 ++++++++++++++++++++++
tests/corr/amplitude_tisean_norm.dat | 5002 ++++++++++++++++++++++
tests/corr/ar.dat | 5012 ++++++++++++++++++++++
tests/corr/ar_tisean.dat | 5002 ++++++++++++++++++++++
tests/corr/ar_tisean_norm.dat | 5002 ++++++++++++++++++++++
tests/corr/procedure.txt | 32 +
tests/corr/square.dat | 6002 +++++++++++++++++++++++++++
tests/corr/square_tisean.dat | 6002 +++++++++++++++++++++++++++
tests/corr/square_tisean_norm.dat | 6002 +++++++++++++++++++++++++++
tests/corr/test_corr.m | 58 +
tests/extrema/amplitude.dat | 5000 ++++++++++++++++++++++
tests/extrema/amplitude_tisean_max.dat | 153 +
tests/extrema/amplitude_tisean_min.dat | 152 +
tests/extrema/procedure.txt | 3 +
tests/extrema/test_extrema.m | 59 +
tests/histogram/amplitude.dat | 5000 ++++++++++++++++++++++
tests/histogram/amplitude_histogram.dat | 53 +
tests/histogram/procedure.txt | 30 +
tests/histogram/test_histogram.m | 41 +
tests/lfo_run/hen1000.dat | 1007 +++++
tests/lfo_run/lfo_run_hen.dat | 1000 +++++
tests/lfo_run/test_lfo_run.m | 13 +
tests/polynom/amplitude.dat | 5000 ++++++++++++++++++++++
tests/polynom/amplitude_tisean.dat | 1075 +++++
tests/polynom/polynom_res_am.dat | 1076 +++++
tests/polynom/procedure.txt | 21 +
tests/polynom/test_polynom.m | 47 +
tests/rms/procedure.txt | 11 +
tests/spectrum/amplitude.dat | 5000 ++++++++++++++++++++++
tests/spectrum/amplitude_tisean.dat | 2501 +++++++++++
tests/spectrum/ar.dat | 5012 ++++++++++++++++++++++
tests/spectrum/ar_tisean.dat | 834 ++++
tests/spectrum/procedure.txt | 19 +
tests/spectrum/square.dat | 6002 +++++++++++++++++++++++++++
tests/spectrum/square_tisean.dat | 3001 ++++++++++++++
tests/spectrum/test_spectrum.m | 75 +
191 files changed, 128756 insertions(+)
diff --git a/.gitignore b/.gitignore
new file mode 100644
index 0000000..499e262
--- /dev/null
+++ b/.gitignore
@@ -0,0 +1,13 @@
+/.pc/
+/debian/.debhelper/
+/debian/files
+/debian/octave-tisean.debhelper.log
+/debian/octave-tisean.substvars
+/debian/octave-tisean/
+/*-list
+/inst/*-api-v*/
+/src/**/Makefile
+/src/config.*
+src/source_f/libsla.a
+/src/**/*.o
+/src/*.oct
diff --git a/COPYING b/COPYING
new file mode 100644
index 0000000..94a9ed0
--- /dev/null
+++ b/COPYING
@@ -0,0 +1,674 @@
+ GNU GENERAL PUBLIC LICENSE
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diff --git a/DESCRIPTION b/DESCRIPTION
new file mode 100644
index 0000000..b3ebd2e
--- /dev/null
+++ b/DESCRIPTION
@@ -0,0 +1,11 @@
+Name: TISEAN
+Version: 0.2.3
+Date: 2015-08-14
+Author: various authors
+Maintainer: Piotr Held <pjheld at gmail.com>
+Title: Nonlinear Time Series Analysis.
+Description: Port of TISEAN 3.0.1
+Depends: octave (>= 4.0.0), signal (>= 1.3.0)
+Autoload: no
+License: GPLv3+
+Url: https://bitbucket.org/josiah425/tisean
diff --git a/INDEX b/INDEX
new file mode 100644
index 0000000..7b8db84
--- /dev/null
+++ b/INDEX
@@ -0,0 +1,46 @@
+tisean >> Nonlinear Time Series Analysis
+Generating time series
+ henon
+ ikeda
+Linear tools
+ spectrum
+Phase space representation
+ delay
+ false_nearest
+ mutual
+ pca
+ poincare
+Nonlinear noise reduction
+ lazy
+ ghkss
+Nonlinear prediction
+ upo
+ upoembed
+ lzo_gm
+ lzo_run
+ lzo_test
+ lfo_ar
+ lfo_run
+ lfo_test
+ polynom
+ rbf
+ xzero
+Lyapunov exponents
+ lyap_k
+ lyap_r
+ lyap_spec
+Dimensions and entropies
+ d2
+ av_d2
+ c2t
+ c2g
+ c1
+ c2d
+ boxcount
+Testing for nonlinearity
+ surrogates
+ endtoend
+ timerev
+Spike trains
+ spikeauto
+ spikespec
diff --git a/NEWS b/NEWS
new file mode 100644
index 0000000..e5284f5
--- /dev/null
+++ b/NEWS
@@ -0,0 +1,112 @@
+===============================================================================
+tisean-0.2.3 Release Date: 2015-08-14 Release Manager: Piotr Held
+===============================================================================
+
+** Added functions:
+
+ spikespec
+ spikeauto
+
+** Modified all isnumeric to isreal since only real values are accepted by
+ the TISEAN package.
+
+===============================================================================
+tisean-0.2.2 Release Date: 2015-08-11 Release Manager: Piotr Held
+===============================================================================
+
+** Added functions:
+
+ surrogates
+ timerev
+ endtoend
+
+===============================================================================
+tisean-0.2.1 Release Date: 2015-07-03 Release Manager: Piotr Held
+===============================================================================
+
+** Removed deprecated functions:
+
+ addnoise
+ project
+
+===============================================================================
+tisean-0.2.0 Release Date: 2015-07-03 Release Manager: Piotr Held
+===============================================================================
+
+** Added new functions:
+
+ d2 c2d
+ av_d2 c2g
+ c2t c1
+ boxcount
+
+** Minor types of improvements on rest of code.
+
+===============================================================================
+tisean-0.1.1 Release Date: 2015-06-16 Release Manager: Piotr Held
+===============================================================================
+
+** Added new functions:
+
+ lyap_k
+ lyap_r
+ lyap_spec
+
+** delay
+ Fixed minor bug.
+
+** Minor typos and code style improvements.
+
+===============================================================================
+tisean-0.1.0 Release Date: 2015-06-09 Release Manager: Piotr Held
+===============================================================================
+
+** Added new functions:
+
+ ikeda poincare
+ false_nearest ghkss
+ upo upoembed
+ lzo_gm lzo_run
+ lzo_test lfo_ar
+ lfo_run lfo_test
+ polynom xzero
+ rbf
+
+** General maintenance changes
+ Removed compile time warnings, and change most of data allocation to
+ OCTAVE_LOCAL_BUFFER.
+
+** The following have been deprecated:
+
+ project
+
+===============================================================================
+tisean-0.0.1 Release Date: 2015-05-15 Release Manager: Piotr Held
+===============================================================================
+
+** Added new functions:
+
+ mutual
+ spectrum
+ lazy
+ delay
+ pca
+
+** addnoise
+ This function is now deprecated. It is no longer needed. But will be left
+ in the package for now.
+
+** project
+ -- Bugfix: improved argument checking and documenation.
+ -- Wrote demo to show how this function works.
+
+** henon
+ Optimized henon to run about 10 times faster.
+
+===============================================================================
+tisean-0.0.0 Release Date: Release Manager:
+===============================================================================
+Summary of important user-visible changes for tisiean 0.0.0:
+
+** First package version, to get started
+----------------------------------------------------------
diff --git a/README.md b/README.md
new file mode 100644
index 0000000..9a28d93
--- /dev/null
+++ b/README.md
@@ -0,0 +1,21 @@
+TISEAN Package port for Octave
+====
+
+TISEAN stands for TIme SEries ANalysis.
+
+To use the functions use the m-files. The `__*__.oct` files are for internal use.
+
+The m-files are in folder `./inst`
+
+Before compilation go to root folder and execute:
+
+1. `./bootstrap`
+2. `cd src && ./configure && cd ..`
+
+Compile using:
+
+`make all`
+
+If you want to check out how these functions work use:
+
+`make run`
\ No newline at end of file
diff --git a/bootstrap b/bootstrap
new file mode 100755
index 0000000..c6dd0ec
--- /dev/null
+++ b/bootstrap
@@ -0,0 +1,9 @@
+#!/bin/bash
+## Octave-Forge: image package bootstrap script
+## Run this to generate the configure script
+
+set -e # halt if unhandled error
+
+cd src/
+aclocal -Im4 # get macros into aclocal.m4
+autoconf # generate configure script
diff --git a/contributors.txt b/contributors.txt
new file mode 100644
index 0000000..c74a42a
--- /dev/null
+++ b/contributors.txt
@@ -0,0 +1 @@
+Piotr Held
diff --git a/debian/changelog b/debian/changelog
new file mode 100644
index 0000000..5b8319d
--- /dev/null
+++ b/debian/changelog
@@ -0,0 +1,5 @@
+octave-tisean (0.2.3-1) unstable; urgency=low
+
+ * Initial release (closes: #XXXXXX)
+
+ -- Rafael Laboissiere <rafael at debian.org> Sat, 20 Aug 2016 16:19:40 -0300
diff --git a/debian/compat b/debian/compat
new file mode 100644
index 0000000..f11c82a
--- /dev/null
+++ b/debian/compat
@@ -0,0 +1 @@
+9
\ No newline at end of file
diff --git a/debian/control b/debian/control
new file mode 100644
index 0000000..0289684
--- /dev/null
+++ b/debian/control
@@ -0,0 +1,21 @@
+Source: octave-tisean
+Section: math
+Priority: optional
+Maintainer: Debian Octave Group <pkg-octave-devel at lists.alioth.debian.org>
+Uploaders: Rafael Laboissiere <rafael at debian.org>
+Build-Depends: debhelper (>= 9), cdbs, octave-pkg-dev (>= 1.4.2)
+Standards-Version: 3.9.8
+Homepage: http://octave.sourceforge.net/tisean/
+Vcs-Git: https://anonscm.debian.org/git/pkg-octave/octave-tisean.git
+Vcs-Browser: https://anonscm.debian.org/gitweb/?p=pkg-octave/octave-tisean.git
+
+Package: octave-tisean
+Architecture: any
+Depends: ${misc:Depends}, ${octave:Depends}, ${shlibs:Depends}
+Description: nonlinear time series analysis for Octave
+ This package contains the port of TISEAN for Octave, a scientific
+ computation package. TISEAN is a software project for the analysis of
+ time series with methods based on the theory of nonlinear
+ deterministic dynamical systems, or chaos theory.
+ .
+ This Octave add-on package is part of the Octave-Forge project.
diff --git a/debian/copyright b/debian/copyright
new file mode 100644
index 0000000..e6efe54
--- /dev/null
+++ b/debian/copyright
@@ -0,0 +1,101 @@
+Format: http://www.debian.org/doc/packaging-manuals/copyright-format/1.0/
+Upstream-Name: Nonlinear Time Series Analysis
+Upstream-Contact: Piotr Held <pjheld at gmail.com>
+Source: https://bitbucket.org/josiah425/tisean
+
+Files: *
+Copyright: 1996-2015, Piotr Held <pjheld at gmail.com>
+ 2015, Juan Pablo Carbajal
+License: GPL-3+
+
+Files: src/__d2__.cc
+ src/__false_nearest__.cc
+ src/__ghkss__.cc
+ src/__lfo_ar__.cc
+ src/__lfo_run__.cc
+ src/__lfo_test__.cc
+ src/__lyap_k__.cc
+ src/__lyap_r__.cc
+ src/__lyap_spec__.cc
+ src/__lzo_run__.cc
+ src/__pca__.cc
+ src/__poincare__.cc
+ src/__polynom__.cc
+ src/__rbf__.cc
+ src/__xzero__.cc
+ src/mutual.cc
+ src/routines_c/TISEAN_rand.cc
+ src/routines_c/check_alloc.cc
+ src/routines_c/exclude_interval.cc
+ src/routines_c/find_multi_neighbors.cc
+ src/routines_c/find_neighbors.cc
+ src/routines_c/invert_matrix.cc
+ src/routines_c/make_box.cc
+ src/routines_c/make_multi_box.cc
+ src/routines_c/rescale_data.cc
+ src/routines_c/solvele.cc
+ src/routines_c/tisean_cec.h
+ src/routines_c/tsa.h
+ src/routines_c/variance.cc
+ src/source_f/d1.f
+ src/source_f/istdio.f
+ src/source_f/neigh.f
+ src/source_f/normal.f
+ src/source_f/rank.f
+ src/source_f/store_spec.f
+ src/source_f/ts_lazy.f
+ src/source_f/ts_surrogates.f
+ src/source_f/ts_upo.f
+ src/__delay__.cc
+ src/__lzo_gm__.cc
+ src/__lzo_test__.cc
+Copyright: 1998-2007, Rainer Hegger, Holger Kantz, Thomas Schreiber
+License: GPL-2+
+ This program is free software; you can redistribute it and/or modify
+ it under the terms of the GNU General Public License as published by
+ the Free Software Foundation, either version 2 of the License, or
+ (at your option) any later version.
+ .
+ This program is distributed in the hope that it will be useful,
+ but WITHOUT ANY WARRANTY; without even the implied warranty of
+ MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ GNU General Public License for more details.
+ .
+ You should have received a copy of the GNU General Public License along
+ with this program. If not, see <http://www.gnu.org/licenses/>.
+ .
+ On Debian systems, the complete text of the GNU General Public
+ License, version 3, can be found in the file
+ `/usr/share/common-licenses/GPL-2'.
+
+Files: src/source_f/slatec/*
+Copyright: none
+License: public-domain
+ The Library is in the public domain and distributed by the Energy Science
+ and Technology Software Center.
+ .
+ Energy Science and Technology Software Center
+ P.O. Box 1020
+ Oak Ridge, TN 37831
+
+Files: debian/*
+Copyright: 2016 Rafael Laboissiere <rafael at debian.org>
+License: GPL-3+
+
+License: GPL-3+
+ This program is free software; you can redistribute it and/or modify
+ it under the terms of the GNU General Public License as published by
+ the Free Software Foundation, either version 3 of the License, or
+ (at your option) any later version.
+ .
+ This program is distributed in the hope that it will be useful,
+ but WITHOUT ANY WARRANTY; without even the implied warranty of
+ MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ GNU General Public License for more details.
+ .
+ You should have received a copy of the GNU General Public License along
+ with this program. If not, see <http://www.gnu.org/licenses/>.
+ .
+ On Debian systems, the complete text of the GNU General Public
+ License, version 3, can be found in the file
+ `/usr/share/common-licenses/GPL-3'.
diff --git a/debian/patches/series b/debian/patches/series
new file mode 100644
index 0000000..5d2f617
--- /dev/null
+++ b/debian/patches/series
@@ -0,0 +1 @@
+typo-in-lazy-docstring.patch
diff --git a/debian/patches/typo-in-lazy-docstring.patch b/debian/patches/typo-in-lazy-docstring.patch
new file mode 100644
index 0000000..82570c9
--- /dev/null
+++ b/debian/patches/typo-in-lazy-docstring.patch
@@ -0,0 +1,16 @@
+Description: Fix typo in the docstring of the lazy function
+Author: Rafael Laboissiere <rafael at debian.org>
+Forwarded: https://savannah.gnu.org/bugs/index.php?48969
+Last-Update: 2016-09-01
+
+--- octave-tisean-0.2.3.orig/src/lazy.cc
++++ octave-tisean-0.2.3/src/lazy.cc
+@@ -35,7 +35,7 @@ Performs simple nonlinear noise reductio
+ @item X\n\
+ Must be realvector. If it is a row vector then the output will be row vectors as well.\n\
+ @item m\n\
+-Embedding dimension. Must be postive integer.\n\
++Embedding dimension. Must be positive integer.\n\
+ @item rv\n\
+ If @var{rv} > 0 then it is equal to the absolute radius of the neighbourhoods. If @var{rv} < 0 then its opposite (- at var{rv}) is equal to the fraction of standard deviation used. It cannot be equal 0.\n\
+ @item imax\n\
diff --git a/debian/rules b/debian/rules
new file mode 100755
index 0000000..71fb86c
--- /dev/null
+++ b/debian/rules
@@ -0,0 +1,4 @@
+#!/usr/bin/make -f
+# -*- makefile -*-
+
+include /usr/share/cdbs/1/class/octave-pkg.mk
diff --git a/debian/source/format b/debian/source/format
new file mode 100644
index 0000000..163aaf8
--- /dev/null
+++ b/debian/source/format
@@ -0,0 +1 @@
+3.0 (quilt)
diff --git a/debian/source/options b/debian/source/options
new file mode 100644
index 0000000..466b047
--- /dev/null
+++ b/debian/source/options
@@ -0,0 +1 @@
+extend-diff-ignore=src/Makefile|src/config.status|src/config.log|src/source_f/slatec/Makefile
diff --git a/debian/watch b/debian/watch
new file mode 100644
index 0000000..dc0bbdf
--- /dev/null
+++ b/debian/watch
@@ -0,0 +1,2 @@
+version=3
+http://sf.net/octave/tisean-(.+)\.tar\.gz
diff --git a/inst/av_d2.m b/inst/av_d2.m
new file mode 100644
index 0000000..3c897cd
--- /dev/null
+++ b/inst/av_d2.m
@@ -0,0 +1,282 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output} =} av_d2 (@var{d2_c2d_c1_out})
+## @deftypefnx{Function File} {@var{output} =} av_d2 (@var{d2_c2d_c1_out}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## This program takes the output of d2, c2d or c1 and smooths it by averaging
+## over a given interval. It is also possible to specify the range of
+## embedding dimensions to be smoothed. This function makes most sense for
+## the "d2" field of the d2 output or the output of c2d. By default it only
+## smooths field "d2" of the d2 output.
+##
+## Assuming the two column vectors of a matrix (one of the fields of the input
+## struct) are @var{r} and @var{d} then one of the output matrices will be of
+## the form:
+##
+## @iftex
+## @tex
+## $$\begin{bmatrix} r_i & \frac{\sum_{j=-a}^{a}d_{i-j}}{2a+1} \end{bmatrix}$$
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## _ _
+## | __ a |
+## | 1 \ |
+## | r , ---- | d |
+## |_ i 2a+1 /__ j=-a i-j _|
+## @end example
+## @end ifnottex
+##
+## @strong{Input}
+##
+## The input needs to be the output of d2, c2d or c1.
+##
+## @strong{Parameters}
+##
+## @table @var
+## @item mindim
+## Minimum dimension to smooth, this also determines the size of the output
+## struct [default = 1].
+## @item maxdim
+## Maximum dimension to smooth (also determines size of output struct)
+## [default = 1].
+## @item a
+## Smooth over an interval of @code{2 * a + 1} points [default = 1].
+## @end table
+##
+## @strong{Switch}
+##
+## @table @var
+## @item smoothall
+## This switch makes only works for inputs that were generated by d2.
+## If this switch is set all of the fields of the input are smoothed and not
+## just field "d2".
+## @end table
+##
+## @strong{Output}
+##
+## The output is a struct array, which is a subarray of the input. The indexes
+## used to create the subarray are @var{mindim}:@var{maxdim}. Some or all
+## of the fields of this output have been smoothed (depending on the
+## @var{smoothall} switch).
+##
+## @seealso{demo av_d2, d2, c2t, c2g}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on av-d2 of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = av_d2 (d2_c2d_c1_out, varargin)
+
+ if (nargin < 1)
+ print_usage;
+ endif
+
+ if (!(isfield (d2_c2d_c1_out, "dim") && (isfield (d2_c2d_c1_out, "c2") ...
+ && isfield (d2_c2d_c1_out, "d2") && isfield (d2_c2d_c1_out, "h2") ...
+ || isfield (d2_c2d_c1_out, "d") || isfield (d2_c2d_c1_out, "c1"))))
+ error ('Octave:invalid-input-arg', ["d2_c2d_c1_out must be the output of ",...
+ "d2 or c2d"])
+ endif
+
+ # Default values
+ mindim = 1;
+ maxdim = max (cell2mat ({d2_c2d_c1_out.dim}));
+ aver = 1;
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "av_d2";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+
+ p.addParamValue ("mindim", mindim, isPositiveIntScalar);
+ p.addParamValue ("maxdim", maxdim, isPositiveIntScalar);
+ p.addParamValue ("a", aver, isPositiveIntScalar);
+ p.addSwitch ("smoothall");
+
+ p.parse (varargin{:});
+
+ # Assign input
+ mindim = p.Results.mindim;
+ maxdim = p.Results.maxdim;
+ aver = p.Results.a;
+ smoothall = p.Results.smoothall;
+
+ # Input validation
+ # Make note whether the input is from d2 or from c2d
+ if (isfield (d2_c2d_c1_out, "d2"))
+ input_type = 'd2';
+ elseif (isfield (d2_c2d_c1_out, "d"))
+ input_type = 'c2d';
+ else # isfield (d2_c2d_c1_out, "c1") == true -- was checked previously
+ input_type = 'c1';
+ endif
+
+ # If mindim is too large shrink it
+ if (mindim > maxdim)
+ warning ("Octave:tisean", ["Parameter 'mindim' is greater than ", ...
+ "'maxdim', setting 'mindim' = 'maxdim'"]);
+ mindim = maxdim;
+ endif
+
+ # Create smoothing functions
+ # Smoothes single column
+ smooth_column = @(col) sum (col((-aver:aver) ...
+ .+(aver+1:(length(col)-aver)).'),2) ...
+ ./(2*aver + 1);
+ # Smoothes one cell
+ smooth_cell = @(cell_mat) [smooth_column(cell_mat{1}(:,1)), ...
+ smooth_column(cell_mat{1}(:,2))];
+ # Smoothes whole cell array
+ smooth_array = @(cell_array) arrayfun (smooth_cell, cell_array, ...
+ 'UniformOutput', false);
+
+ # Smooth the input
+ output = d2_c2d_c1_out(mindim:maxdim);
+
+ switch (input_type)
+ case 'd2'
+ if (smoothall)
+ output = struct ("dim", {output.dim}.', ...
+ "c2", smooth_array ({output.c2}.'), ...
+ "d2", smooth_array ({output.d2}.'), ...
+ "h2", smooth_array ({output.h2}.'));
+ else
+ output = struct ("dim", {output.dim}.', ...
+ "c2", {output.c2}.', ...
+ "d2", smooth_array ({output.d2}.'), ...
+ "h2", {output.h2}.');
+ endif
+ case 'c2d'
+ if (smoothall)
+ warning ("Octave:tisean", ["Input is from c2d - only one field ",...
+ "to smooth"]);
+ endif
+ output = struct ("dim", {output.dim}.', ...
+ "d", smooth_array ({output.d}.'));
+ case 'c1'
+ if (smoothall)
+ warning ("Octave:tisean", ["Input is from c1 - only one field ",...
+ "to smooth"]);
+ endif
+ output = struct ("dim", {output.dim}.', ...
+ "c1", smooth_array ({output.c1}.'));
+ endswitch
+
+# Below is the same code as above but uses loops, and only smoothes .d2
+# It is left to easily see what the algorithm does.
+# iterator = 1;
+# output = struct ("d2",[]);
+# for i = 1:size(d2_c2d_c1_out,1)
+# tmp = d2_c2d_c1_out(i);
+# if (tmp.dim >= mindim && tmp.dim <= maxdim)
+# d2_smooth = zeros (length(tmp.d2)-2*aver,2);
+# for k = aver+1:(length(tmp.d2)-aver)
+# d2_smooth(k-aver,:) = sum (tmp.d2((-aver:aver)+k,:))./(2*aver + 1);
+# endfor
+# output = [output; struct("d2",d2_smooth)];
+# endif
+# endfor
+# output(1) = [];
+
+endfunction
+
+%!demo
+%! vals = d2 (henon (1000), 'd', 1, 't', 50, 'm', 5);
+%!
+%! subplot (2,3,1)
+%! do_plot_slope = @(x) semilogx (x{1}(:,1),x{1}(:,2),'b');
+%! hold on
+%! arrayfun (do_plot_slope, {vals.d2});
+%! hold off
+%! axis tight
+%! xlabel ("Epsilon")
+%! ylabel ("Local slopes")
+%! title ("Original");
+%!
+%! smooth = av_d2 (vals,'a',2);
+%!
+%! subplot (2,3,4)
+%! do_plot_slope = @(x,y) semilogx (x{1}(:,1),x{1}(:,2),'r',...
+%! y{1}(:,1),y{1}(:,2),'b');
+%! hold on
+%! arrayfun (do_plot_slope, {smooth.d2}, {vals.d2} );
+%! hold off
+%! axis tight
+%! xlabel ("Epsilon")
+%! ylabel ("Local slopes")
+%! title ("Superimposed");
+%!
+%! subplot (2,3,[2 3 5 6])
+%! do_plot_slope = @(x) semilogx (x{1}(:,1),x{1}(:,2),'r');
+%! hold on
+%! arrayfun (do_plot_slope, {smooth.d2});
+%! hold off
+%! axis tight
+%! xlabel ("Epsilon")
+%! ylabel ("Local slopes")
+%! title ("Smooth");
+%!###############################################################
+
+%!shared val, c2d_res, c1_res
+%! val = d2 (henon (1000), 'd', 1, 't', 50, 'm', 5);
+
+%% test against some results from program av-d2 from TISEAN 3.0.1
+%!test
+%! av_d2_res = [2.227339 0.02227155;2.077224 0.07391772;1.937226 0.2742541;1.806664 0.482474;1.684901 0.603453;1.571344 0.598633;1.465441 0.5230358;1.366675 0.4940035;1.274566 0.4025534;1.188664 0.4291942;1.108552 0.720235;1.033839 0.9861274;0.9641622 1.036355;0.8991808 0.8166605;0.8385791 0.6758107;0.7820616 0.6766519;0.7293533 0.7019168;0.6801973 0.7465489;0.6343543 0.7729089;0.5916009 0.7865262;0.551729 0.7587416;0.5145443 0.7644434;0.4798658 0.8011066;0.4475244 0.8391553;0.4173628 0. [...]
+%! res = av_d2 (val);
+%! assert (cell2mat({res.d2}.')(1:length(av_d2_res),:), av_d2_res, -1e-6);
+
+%% test against some results from program av-d2 from TISEAN 3.0.1
+%!test
+%! av_d2_res_h2 = [1.965624 0.0536151;1.833148 0.07254237;1.7096 0.09431121;1.594379 0.1214435;1.486923 0.1495628;1.386709 0.1786416;1.29325 0.2090021;1.206089 0.2400019;1.124803 0.2694222;1.048995 0.2958831;0.978296 0.3231978;0.912362 0.3510871;0.8508719 0.3752123;0.7935261 0.3983067;0.740045 0.4201098;0.6901685 0.4411169;0.6436534 0.462419;0.6002733 0.4845437;0.5598169 0.5095501;0.5220871 0.5324418;0.4869002 0.55473;0.4540848 0.5774259;0.423481 0.6002299;0.3949398 0.6220529;0.3683222 0 [...]
+%! res = av_d2 (val, 'mindim', 2, 'maxdim', 7, 'a',4,'smoothall');
+%! assert (cell2mat({res.h2}.')(1:length(av_d2_res_h2),:), av_d2_res_h2,-1e-6);
+
+%% testing if input from c2d is accepted
+%! c2d_res = c2d (c1 (henon (1000)), 2);
+%!test assert (!isequal(av_d2 (c2d_res),c2d_res(1)));
+
+%% testing if input from c1 is accepted
+%! c1_res = c1 (henon (1000));
+%!test assert (!isequal(av_d2 (c1_res),c1_res(1)));
+
+%% Testing input validation
+%!error <output> av_d2 (1);
+%% Promote warnings to error to not execute program
+%!error <greater> warning("error", "Octave:tisean"); ...
+%! av_d2 (struct("d2",0,"h2",0,"c2",0,"dim",1), 'mindim',3, ...
+%! 'maxdim',2);
+%% Test if the warning pops up when pass switch 'smoothall' with c2d output
+%!error <one field> warning("error", "Octave:tisean"); ...
+%! av_d2 (c2d_res,'smoothall');
+%% Test if the warning pops up when pass switch 'smoothall' with c1 output
+%!error <one field> warning("error", "Octave:tisean"); ...
+%! av_d2 (c1_res,'smoothall');
diff --git a/inst/boxcount.m b/inst/boxcount.m
new file mode 100644
index 0000000..e4b3613
--- /dev/null
+++ b/inst/boxcount.m
@@ -0,0 +1,192 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output} =} boxcount (@var{S})
+## @deftypefnx{Function File} {@var{output} =} boxcount (@var{S}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Estimates the Renyi entropy of Qth order using a partition of the phase
+## space instead of using the Grassberger-Procaccia scheme.
+##
+## The program also can handle multivariate data, so that the phase space is
+## build of the components of the time series plus a temporal embedding, if
+## desired. Also, note that the memory requirement does not increase
+## exponentially like 1/epsilon^M but only like M*(length of series). So it can
+## also be used for small epsilon and large M.
+## No finite sample corrections are implemented so far.
+##
+## @strong{Input}
+##
+## @table @var
+## @item S
+## This function always assumes that each time series is along the longer
+## dimension of matrix @var{S}. It also assumes that every dimension
+## (counting along the shorter dimension) of @var{S} is considered a
+## component of the time series.
+## @end table
+##
+## @strong{Parameters}
+##
+## @table @var
+## @item m
+## The maximum embedding dimension [default = 10].
+## @item d
+## The delay used [default = 1].
+## @item q
+## Order of the entropy [default = 2.0].
+## @item rlow
+## Minimum length scale [default = 1e-3].
+## @item rhigh
+## Maximum length scale [default = 1].
+## @item eps_no
+## Number of length scale values [default = 20].
+## @end table
+##
+## @strong{Output}
+##
+## The output is alligned with the input. If the input components where column
+## vectors then the output is a
+## maximum-embedding-dimension x number-of-components struct array with the
+## following fields:
+## @table @var
+## @item dim
+## Holds the embedding dimension of the struct.
+## @item entropy
+## The entropy output. Contains three columns which hold:
+## @enumerate
+## @item
+## epsilon
+## @item
+## Qth order entropy (Hq (dimension,epsilon))
+## @item
+## Qth order differential entropy
+## (Hq (dimension,epsilon) - Hq (dimension-1,epsilon))
+## @end enumerate
+## @end table
+##
+## @seealso{demo boxcount, d2, c1}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on boxcount of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = boxcount (S, varargin)
+
+ if (nargin < 1)
+ print_usage;
+ endif
+
+ if ((ismatrix (S) == false) || (isreal(S) == false) || ...
+ (isreal(S) == false))
+ error ('Octave:invalid-input-arg', "S must be a realmatrix");
+ endif
+
+ # Default values
+ maxembed = 10;
+ delay = 1;
+ Q = 2;
+ epsmin = 1e-3;
+ epsmax = 1;
+ epscount = 20;
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "d2";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ isPositiveScalar = @(x) isreal(x) && isscalar (x) && (x > 0);
+
+ p.addParamValue ("m", maxembed, isPositiveIntScalar);
+ p.addParamValue ("d", delay, isPositiveIntScalar);
+ p.addParamValue ("q", Q, isPositiveScalar);
+ p.addParamValue ("rlow", epsmin, isPositiveScalar);
+ p.addParamValue ("rhigh", epsmax, isPositiveScalar);
+ p.addParamValue ("eps_no", epscount, isPositiveIntScalar);
+
+ p.parse (varargin{:});
+
+ # Assign inputs
+ maxembed = p.Results.m;
+ delay = p.Results.d;
+ Q = p.Results.q;
+ epsmin = p.Results.rlow;
+ epsminset = !ismember ('rlow', p.UsingDefaults);
+ epsmax = p.Results.rhigh;
+ epsmaxset = !ismember ('rhigh', p.UsingDefaults);
+ epscount = p.Results.eps_no;
+
+ if (epsmin >= epsmax)
+ error ("Octave:invalid-input-arg", ["'rlow' cannot be greater or equal "...
+ "to 'rhigh'"]);
+ endif
+
+ # Correct S to always have more rows than columns
+ trnspsd = false;
+ if (rows (S) < columns (S))
+ S = S.';
+ trnspsd = true;
+ endif
+
+ output = __boxcount__ (S, maxembed, delay, Q, epsmin, epsminset, epsmax, ...
+ epsmaxset, epscount);
+
+ if (trnspsd)
+ output = output.';
+ endif
+
+endfunction
+
+%!demo
+%! res = boxcount (henon (1000),'m',5);
+%!
+%! do_plot_entrop = @(x) semilogx (x{1}(:,1),x{1}(:,3),'g');
+%! hold on
+%! # Show only for first component
+%! arrayfun (do_plot_entrop, {res(:,1).entropy});
+%! hold off
+%! axis tight
+%! xlabel ("Epsilon")
+%! ylabel ("Differential Entropies");
+%! title ("Entropies")
+%!###############################################################
+
+%!shared boxcount_res
+%! boxcount_res = [2.556748 -0 -0;0.4546613 1.486674 1.486674;0.08085148 3.235789 3.235789;0.01437765 4.783408 4.783408;0.002556748 6.040018 6.040018;2.556748 -0 0;0.4546613 2.362885 0.8762114;0.08085148 4.498971 1.263182;0.01437765 6.037491 1.254084;0.002556748 6.728119 0.6881009;2.556748 -0 0;0.4546613 3.101632 0.7387475;0.08085148 5.287536 0.7885657;0.01437765 6.427517 0.3900256;0.002556748 6.843597 0.1154786;2.556748 -0 0;0.4546613 3.41436 0.3127275;0.08085148 5.496185 0.2086484;0.01 [...]
+
+%!test
+%! res = boxcount (henon (1000), 'm', 2, 'd', 2, 'eps_no', 5);
+%! assert (cell2mat (vec (reshape ({res.entropy}, size (res)).')),
+%! boxcount_res, -1e-6);
+
+%% Check if transposition executes properly
+%!test
+%! res = boxcount (henon (1000).', 'm', 2, 'd', 2, 'eps_no', 5);
+%! assert (cell2mat (vec (reshape ({res.entropy}, size (res).'))),
+%! boxcount_res, -1e-6);
+
+%% check input validation
+%!error <greater> boxcount (henon (100), 'rlow',4,'rhigh',1);
+%!error <equal> boxcount (henon (100), 'rlow',1,'rhigh',1);
diff --git a/inst/c1.m b/inst/c1.m
new file mode 100644
index 0000000..f4295cb
--- /dev/null
+++ b/inst/c1.m
@@ -0,0 +1,223 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output} =} c1 (@var{S})
+## @deftypefnx{Function File} {@var{output} =} c1 (@var{S}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Computers curves for the fixed mass computation of information dimension
+## (mentioned in TISEAN 3.0.1 documentation).
+##
+## A logarithmic range of masses between 1/N and 1 is realised by varying the
+## neighbour order k as well as the subsequence length n. For a given mass
+## k/n, n is chosen as small is possible as long as k is not smaller than the
+## value specified by parameter @var{k} .
+##
+## You will probably use the auxiliary functions c2d or c2t to process the
+## output further. The formula used for the Gaussian kernel correlation sum
+## does not apply to the information dimension.
+##
+## @strong{Input}
+##
+## @table @var
+## @item S
+## This function always assumes that each time series is along the longer
+## dimension of matrix @var{S}. It also assumes that every dimension
+## (counting along the shorter dimension) of @var{S} is considered a
+## component of the time series.
+## @end table
+##
+## @strong{Parameters}
+##
+## @table @var
+## @item mindim
+## The minimum embedding dimension [default = 1].
+## @item maxdim
+## The maximum embedding dimension [default = 10].
+## @item d
+## The delay used [default = 1].
+## @item t
+## Minimum time separation [default = 0].
+## @item n
+## The number of reference points. That number of points are selected at
+## random from all time indices [default = 100].
+## @item res
+## Resolution, values per octave [default = 2].
+## @item i
+## Seed for the random numbers [use default seed].
+## @item k
+## Maximum number of neighbors [default = 100].
+## @end table
+##
+## @strong{Switch}
+##
+## @table @var
+## @item verbose
+## Display information about current mass during execution.
+## @end table
+##
+## @strong{Output}
+##
+## The output is a @var{maxdim} - @var{mindim} + 1 x 1 struct array with the
+## following fields:
+## @table @var
+## @item dim
+## The embedding dimension of the struct.
+## @item c1
+## A matrix with two collumns that contain the following data:
+## @enumerate
+## @item
+## radius
+## @item
+## 'mass'
+## @end enumerate
+## @end table
+##
+## @seealso{demo c1, c2d, c2t}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on c1 of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = c1 (S, varargin)
+
+ if (nargin < 1)
+ print_usage;
+ endif
+
+ if ((ismatrix (S) == false) || (isreal(S) == false) || ...
+ (isreal(S) == false))
+ error ('Octave:invalid-input-arg', "S must be a realmatrix");
+ endif
+
+ # Default values
+ mindim = 1;
+ maxdim = 10;
+ delay = 1;
+ tmin = 0;
+ cmin = 100;
+ resolution = 2;
+ seed = 0;
+ kmax = 100;
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "c1";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ isNonNegativeIntScalar = @(x) isPositiveIntScalar (x) || (x == 0);
+ isNonNegativeScalar = @(x) isreal(x) && isscalar (x) && (x >=0);
+
+ p.addParamValue ("mindim", mindim, isPositiveIntScalar);
+ p.addParamValue ("maxdim", maxdim, isPositiveIntScalar);
+ p.addParamValue ("d", delay, isPositiveIntScalar);
+ p.addParamValue ("t", tmin, isNonNegativeIntScalar);
+ p.addParamValue ("n", cmin, isPositiveIntScalar);
+ p.addParamValue ("res", resolution, isPositiveIntScalar);
+ p.addParamValue ("i", seed, isNonNegativeScalar);
+ p.addParamValue ("k", kmax, isPositiveIntScalar);
+ p.addSwitch ("verbose");
+
+ p.parse (varargin{:});
+
+ # Assign input
+ mindim = p.Results.mindim;
+ maxdim = p.Results.maxdim;
+ delay = p.Results.d;
+ tmin = p.Results.t;
+ cmin = p.Results.n;
+ resolution = p.Results.res;
+ seed = p.Results.i;
+ kmax = p.Results.k;
+ verbose = p.Results.verbose;
+
+ if (mindim > maxdim)
+ warning ("Octave:tisean", ["Parameter 'mindim' is greater than ", ...
+ "'maxdim', setting 'mindim' = 'maxdim'"]);
+ mindim = maxdim;
+ endif
+
+ # Correct S to always have more rows than columns
+ trnspsd = false;
+ if (rows (S) < columns (S))
+ S = S.';
+ trnspsd = true;
+ endif
+
+ output = __c1__ (S, mindim, maxdim, delay, tmin, cmin, resolution, seed,
+ kmax, verbose);
+
+endfunction
+
+%!demo
+%! res = c1 (henon (5000)(:,1), 'd', 1, 'maxdim', 6, 't',50, 'n', 500);
+%! slope = c2d (res, 2);
+%!
+%! do_plot_c1 = @(x) semilogx (x{1}(:,1),x{1}(:,2),'g');
+%! hold on
+%! arrayfun (do_plot_c1, {slope.d});
+%! plot ([5e-4 1],[1.2 1.2])
+%! hold off
+%! axis tight
+%! ylim ([0 3]);
+%! xlabel ("Epsilon")
+%! ylabel ("Local slopes");
+%! title ("Information dimension")
+%!###############################################################
+
+
+%% testing if it works with default parameters
+%!test
+%% res_c1 was generated by TISEAN 3.0.1
+%! res_c1 = [0.00204866193 0.000562021392;0.00458388403 0.00152773259;0.00732116727 0.00251880521;0.0114847319 0.00351527636;0.0178178754 0.00551304966;0.0229953099 0.00751305372;0.0337692834 0.0115151331;0.0432167873 0.0155181978;0.070036374 0.0225279164;0.0809115991 0.0315354168;0.105735436 0.045548249;0.137048692 0.0635655001;0.198512435 0.0905919373;0.249011219 0.127565667;0.336370319 0.180583045;0.417932093 0.255131334;0.533079803 0.361822665;0.760820627 0.510262668;1.17550445 0.72 [...]
+%! clear __c1__
+%! res = c1 (henon (1000), 'maxdim', 2);
+%! res_mat = cell2mat({res.c1}.');
+%% row 23 and 25 are excluded because TISEAN data was calculated using floats
+%% this program uses doubles
+%! good_idx = [1:22,24,26:38];
+%! assert (res_mat(good_idx,:), res_c1(good_idx,:),-1e-5);
+%% bad_idx are used as the idx of those that were further apart than the rest
+%! bad_idx = setdiff (1:length(res_c1),good_idx);
+%! assert (res_mat(bad_idx,:), res_c1(bad_idx,:),6e-3);
+
+%% testing if works with other-than-default parameters
+%!test
+%! res_c1 = [0.0343293324 0.000628733949;0.0685995296 0.00170907611;0.104914345 0.00281779026;0.147767007 0.00393254356;0.187380955 0.00616745465;0.242883027 0.00840486214;0.320845127 0.0117625576;0.424331248 0.0162406135;0.5311203 0.0229629427;0.638983071 0.0319196843;0.77487731 0.0453561395;0.95007056 0.0643920898;1.13252032 0.0912670717;1.33960843 0.129390419;1.51084828 0.182906702;1.65632439 0.259117812;1.78787661 0.365813404;1.93386149 0.518235624;2.13333058 0.731626809;0.0578132086 [...]
+%! clear __c1__
+%! res = c1 (henon (1000), 'mindim', 8, 'd',2,'i',0.5,'t',50,'n',500);
+%% row 1, 2, 22 are excluded because TISEAN data was calculated using floats
+%% this program uses doubles
+%! good_idx = [3:21,23:57];
+%! assert (cell2mat({res.c1}.')(good_idx,:), res_c1(good_idx,:), 1e-5);
+%% bad_idx are used as the idx of those that were further apart than the rest
+%! bad_idx = setdiff (1:length(res_c1),good_idx);
+%! assert (cell2mat({res.c1}.')(bad_idx,:), res_c1(bad_idx,:),-3e-3);
+
+%% Test input validation
+%% Promote warnings to error to not execute program
+%!error <greater> warning("error", "Octave:tisean"); c1 ([1 2 3], 'mindim', 3, 'maxdim', 2);
+
diff --git a/inst/c2d.m b/inst/c2d.m
new file mode 100644
index 0000000..59134f5
--- /dev/null
+++ b/inst/c2d.m
@@ -0,0 +1,135 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output} =} c2d (@var{c1_out})
+## @deftypefnx{Function File} {@var{output} =} c2d (@var{c1_out}, @var{iav})
+##
+## This program calculates the local slopes by fitting straight lines onto
+## c1 correlation sum data (the 'c1' field of the c1 output).
+##
+## @strong{Inputs}
+##
+## @table @var
+## @item c1_out
+## The output of function c1.
+## @item iav
+## Set what range the average should be calculated on
+## (- at var{iav}, @dots{}, + at var{iav}) [default = 1].
+## @end table
+##
+## @strong{Output}
+##
+## The output is a struct array of the same length as the input.
+## It contains the following fiels:
+##
+## @table @var
+## @item dim
+## The dimension for each matrix @var{d}.
+## @item d
+## Contains the local slopes of the logarithm of the correlation sum.
+## @end table
+##
+## @seealso{c1, d2}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on c2t of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = c2d (c1_out, iav)
+
+ if (nargin != 1 && nargin != 2)
+ print_usage;
+ endif
+
+
+ # Assign default value if not provided
+ if (nargin == 1)
+ iav = 1;
+ endif
+
+ # Input validation
+ if ((!isfield (c1_out, "dim")) || (!isfield (c1_out, "c1")))
+ error ('Octave:invalid-input-arg', "c1_out must be the output of c1");
+ endif
+
+ if (iav < 1)
+ error ("Octave:invalid-input-arg", "iav is too small");
+ endif
+
+ isPositiveInteger = @(x) isreal(x) && isscalar (x) && (x > 0) ...
+ && (x-round(x) == 0);
+ if (!isPositiveInteger(iav))
+ error ("Octave:invalid-input-arg", "iav must be a positive integer");
+ endif
+
+ # Calculate output
+ d_out = cell (length (c1_out),1);
+ # Calculate output for each struct in the input struct array
+ for i = 1:size(c1_out,1)
+ tmp = c1_out(i);
+
+ # Limit to only the first positive correlation sums
+ # (do not calculate output for any past first negative sum)
+ idx_lt0 = min (find (tmp.c1(:,2) <= 0));
+ if (!isempty (idx_lt0))
+ tmp.c1 = tmp.c1(1:idx_lt0-1,:);
+ endif
+
+ # Create log of input
+ emat = log (tmp.c1(:,1));
+ cmat = log (tmp.c1(:,2));
+
+ # Calculate slopes (output)
+ idx = iav+1:length(emat)-iav;
+ sidx = idx.' + (-iav:iav); # this is instead of loops in original TISEAN
+ sx = sum (emat(sidx), 2);
+ sa = sum ((emat(sidx)-sx/(2*iav+1)).^2, 2);
+ a = sum (cmat(sidx).*(emat(sidx)-sx/(2*iav+1)), 2);
+ a = a ./ sa;
+
+ d_out{i} = [(exp (0.5*(emat(idx+iav) + emat(idx-iav)))), a];
+ endfor
+
+ output = struct ("dim", {c1_out.dim}.', "d", d_out);
+endfunction
+
+%!test
+%! c2d_res = [0.0802038833 1.30005336;0.129080057 1.26480043;0.183470041 1.31809092;0.25040397 1.31098711;0.315470815 1.24258268;0.393951952 1.35819948;0.498613715 1.54006541;0.63493669 1.72518802;0.775567234 1.81067181;0.925195694 1.87816846;1.08199906 2.0603919;1.2544421 2.44373727;1.42295694 3.00687265;1.60953939 3.80531406;1.79531026 4.09372187;0.127373591 1.40561604;0.193788737 1.33527219;0.270300597 1.433846;0.353568524 1.41282487;0.441288173 1.41831315;0.533717155 1.58177018;0.651 [...]
+%% reset random generator
+%%! clear __c1__
+%! c1_r = c1 (henon(1000), 'mindim', 8, 'd', 2, 't', 50, 'n',500, 'i', 0.5);
+%! res = c2d (c1_r,2);
+%% rows 1,2,16,17 and are excluded because TISEAN 'c1' uses floats
+%% and the ported function 'c1' uses doubles
+%! good_idx = [3:15,19:45];
+%! assert (cell2mat({res.d}.')(good_idx,:), c2d_res(good_idx,:), -2.5e-5);
+%% bad_idx are used as the idx of those that were further apart than the rest
+%! bad_idx = setdiff (1:length(c2d_res),good_idx);
+%! assert (cell2mat({res.d}.')(bad_idx,:), c2d_res(bad_idx,:), 5e-3);
+
+%% testing input validation
+%!error <small> c2d (struct ("dim", 1,"c1", 2),0);
+%!error <integer> c2d (struct ("dim", 1,"c1", 2),1.5);
diff --git a/inst/c2g.m b/inst/c2g.m
new file mode 100644
index 0000000..c0dc02e
--- /dev/null
+++ b/inst/c2g.m
@@ -0,0 +1,174 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output} =} c2g (@var{d2_out})
+##
+## This program calculates the Gaussian kernel correlation integral
+## and its logarithmic derivatice from correlation sums calculated by d2
+## (the 'c2' field of the d2 output).
+##
+## It uses the following formula to calculate the Gaussian kernel correlation
+## integral:
+##
+## @iftex
+## @tex
+## $$C_G(r)=\frac{1}{r^2}\int_{0}^{\infty}dx\, e^{-\frac{x^2}{2r^2}}C(x)$$
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## /00 2
+## 1 | / x \
+## C (r) = --- | dx exp |- ----- | x C(x)
+## G 2 | \ 2 /
+## r /0 2r
+## @end example
+## @end ifnottex
+##
+## And the logarithmic derivative is calculated using:
+##
+## @iftex
+## @tex
+## $$D_G(r) = \frac{d}{d\log r}\log{C_G(r)}$$
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## d
+## D (r) = ------- log C (r)
+## G d log r G
+## @end example
+## @end ifnottex
+##
+## @strong{Input}
+##
+## The input needs to be the output of d2.
+##
+## @strong{Output}
+##
+## The output is a struct array of the same length as the input.
+## It contains the following fiels:
+##
+## @table @var
+## @item dim
+## The dimension for each matrix @var{g}.
+## @item g
+## Matrix with three columns. The first contains epsilon (the first column
+## of field 'c2' from the d2 output), the second is the Gaussian kernel
+## correlation integral and the third its logarithmic derivative.
+## @end table
+##
+## @seealso{demo c2g, d2, c2t, av_d2}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on c2g of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = c2g (d2_out)
+ if (nargin != 1)
+ print_usage;
+ endif
+
+ if ((!isfield (d2_out, "dim")) || (!isfield (d2_out, "c2")) ...
+ || (!isfield (d2_out, "d2")) || (!isfield (d2_out, "h2")))
+ error ('Octave:invalid-input-arg', "d2_out must be the output of d2");
+ endif
+
+ if (! exist ("__c2g__"))
+ error ('Octave:tisean', ["__c2g__ was not found in path ",...
+ "- if package was installed properly the ",...
+ "compiler might not support C++11 standard"])
+ endif
+
+ # Create the cell that will become the 'g' field of the output
+ g_out = cell (length (d2_out),1);
+
+ # Calculate output for each struct in the input struct array
+ for i = 1:size(d2_out,1)
+ tmp = d2_out(i);
+
+ # Limit to only the first positive correlation sums
+ # (do not calculate output for any past first negative sum)
+ idx_lt0 = min (find (tmp.c2(:,2) <= 0));
+ if (!isempty (idx_lt0))
+ tmp.c2 = tmp.c2(1:idx_lt0-1,:);
+ endif
+
+ [s,idx] = sort (tmp.c2(:,1));
+ emat = log (tmp.c2(idx,1));
+ cmat = log (tmp.c2(idx,2));
+
+ # Create column vectors instead of using loop
+ k_id = 1:length(tmp.c2)-1;
+ f = exp((emat(k_id+1).*cmat(k_id).-emat(k_id).*cmat(k_id+1))
+ ./(emat(k_id+1).-emat(k_id)));
+ d = (cmat(k_id+1).-cmat(k_id))./(emat(k_id+1).-emat(k_id));
+ a = emat(k_id);
+ b = emat(k_id+1);
+
+ # Create row vector instead of using loop
+ h = exp(emat).';
+
+ # Create output
+ # __c2g__ performs integration on the function func and funcd
+ # (depending on whether 'false' or 'true' is passed as the last argument)
+ # from original TISEAN on vectors (matrices) of parameters
+ g = sum (__c2g__ (h, f, d, a, b, false));
+ gd = sum (__c2g__ (h, f, d, a, b, true));
+ de = emat(end);
+ cgauss = g ./ (h.^2) + exp (-exp (2.*de) ./ (2.*h.^2));
+ cgd = gd ./ (h.^4) + (2 + exp (2*de) ./ h.^2) ...
+ .* exp (-exp (2*de) ./ (2.*h.^2));
+
+ g_out{i} = [h.', cgauss.', (-2+cgd./cgauss).'];
+ endfor
+
+ output = struct ("dim", {d2_out.dim}.', "g", g_out);
+
+endfunction
+
+%!demo
+%! vals = d2 (henon (5000), 'd', 1, 't', 50);
+%! kernel = c2g (vals);
+%! do_plot_slope = @(x) semilogx (x{1}(:,1),x{1}(:,3),'r');
+%! hold on
+%! arrayfun (do_plot_slope, {kernel.g});
+%! hold off
+%! axis tight
+%! xlabel ("Epsilon")
+%! ylabel ("logarithmic derivative")
+%! title ("Gaussian kernel");
+%!###############################################################
+
+%% test against the result obtain from program c2g of TISEAN 3.0.1
+%!test
+%! c2g_res = [0.00255674845539033 0.00262371218 1.56393838;0.00274151703342795 0.00291572767 1.46379328;0.00293963821604848 0.00321952766 1.37964845;0.00315207871608436 0.00353588979 1.30904245;0.00337987160310149 0.00386583689 1.2498455;0.00362412468530238 0.00421059737 1.20023394;0.00388602935709059 0.00457157521 1.1586616;0.00416686292737722 0.00495032407 1.12383032;0.00446798978373408 0.00534852408 1.09465814;0.00479088025167584 0.00576799177 1.07024431;0.00513710314407945 0.00621065 [...]
+%! val = d2 (henon (1000), 'd', 1, 't', 50, 'm', 5);
+%! res = c2g (val);
+%! assert (cell2mat ({res.g}.')(1:rows(c2g_res),:), c2g_res, -1e-5);
+
+%% input validation
+%!error <output> c2g (1)
diff --git a/inst/c2t.m b/inst/c2t.m
new file mode 100644
index 0000000..4cb0d43
--- /dev/null
+++ b/inst/c2t.m
@@ -0,0 +1,191 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output} =} c2t (@var{d2_c1_out})
+##
+## This program calculates the maximum likelihood estimator (the Takens'
+## estimator) from correlation sums of the output of d2 (the 'c2' field of
+## the d2 output) or c1 (the 'c1' field of c1 output).
+##
+## The estimator is calculated using the following equation (the integral
+## is computed for the discrete values of C(r) by assuming an exact power
+## law between the available points):
+##
+## @iftex
+## @tex
+## $$D_T(r)=\frac{C(r)}{\int_{0}^{r}dx\, \frac{C(x)}{x}}$$
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## C(r)
+## D (r) = ------------
+## T /r C(x)
+## | dx ----
+## /0 x
+## @end example
+## @end ifnottex
+##
+## @strong{Input}
+##
+## The input needs to be the output of d2 or c1.
+##
+## @strong{Output}
+##
+## The output is a struct array of the same length as the input.
+## It contains the following fiels:
+##
+## @table @var
+## @item dim
+## The dimension for each matrix @var{t}.
+## @item t
+## Matrix with two columns. The first contains epsilon (the first column
+## of field 'c2' from d2 output or field 'c1' from c1 output) and the second
+## is the maximum likelihood estimator (Takens' estimator).
+## @end table
+##
+## @seealso{demo c2t, d2, c1, c2g, av_d2}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on c2t of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = c2t (d2_c1_out)
+
+ if (nargin != 1)
+ print_usage;
+ endif
+
+ if (!(isfield (d2_c1_out, "dim") && (isfield (d2_c1_out, "c2") ...
+ && isfield (d2_c1_out, "d2") && isfield (d2_c1_out, "h2") ...
+ || isfield (d2_c1_out, "c1"))))
+ error ('Octave:invalid-input-arg', ["d2_c1_out must be the output of ", ...
+ "d2 or c1"]);
+ endif
+
+ t_out = cell (length (d2_c1_out), 1);
+ for j = 1:size(d2_c1_out,1)
+ tmp = d2_c1_out(j);
+
+ if (isfield (d2_c1_out, "c2"))
+ corr_sums = tmp.c2;
+ elseif (isfield (d2_c1_out, "c1"))
+ corr_sums = tmp.c1;
+ # there is no else: we checked in input validation that d2_c1_out has one
+ # of the above
+ endif
+
+ # Limit to only the first positive correlation sums
+ # (do not calculate output for any past first negative sum)
+ idx_lt0 = min (find (corr_sums(:,2) <= 0));
+ if (!isempty (idx_lt0))
+ corr_sums = corr_sums(1:idx_lt0-1,:);
+ endif
+
+ [s,idx] = sort (corr_sums(:,1));
+ emat = log (corr_sums(idx,1));
+ cmat = log (corr_sums(idx,2));
+
+ b = (emat(2:end) .* cmat(1:end-1) .- emat(1:end-1) .* cmat(2:end)) ...
+ ./ (emat(2:end) .- emat(1:end-1));
+ a = (cmat(2:end) - cmat(1:end-1)) ./ (emat(2:end) - emat(1:end-1));
+
+ cint = (exp (b) ./ a) ...
+ .* (exp (a .* emat(2:end)) - exp (a .* emat(1:end-1)));
+ # If a(i) == 0 then the right side above is '+/-Inf * (1-1)' which is NaN.
+ tidx = find (isnan (cint));
+ cint(tidx) = exp (b(tidx)) .* (emat(tidx+1) - emat(tidx));
+ cint = cumsum (cint);
+
+ t_out{j} = [exp(emat(2:end)),exp(cmat(2:end))./cint];
+ endfor
+
+ output = struct ("dim", {d2_c1_out.dim}.', "t", t_out);
+
+# Below is the same code as above but uses loops
+# It is left to easily see what the algorithm does.
+# output = d2_c1_out;
+# for j = 1:size(d2_c1_out,1)
+# tmp = d2_c1_out(j);
+# [s,idx] = sort (corr_sums(:,1));
+# emat = log (corr_sums(idx,1));
+# cmat = log (corr_sums(idx,2));
+
+# c2_out = zeros (length(corr_sums)-1,2);
+# cint = 0;
+# for i = 2:length(corr_sums)
+# b = (emat(i)*cmat(i-1)-emat(i-1)*cmat(i))/(emat(i)-emat(i-1));
+# a = (cmat(i)-cmat(i-1))/(emat(i)-emat(i-1));
+
+# if (a != 0)
+# cint=cint+(exp(b)/a)*(exp(a*emat(i))-exp(a*emat(i-1)));
+# else
+# cint=cint+exp(b)*(emat(i)-emat(i-1));
+# endif
+# c2_out(i-1,1) = exp (emat(i));
+# c2_out(i-1,2) = exp (cmat(i))/cint;
+# endfor
+# output(j).c2 = c2_out;
+# endfor
+
+
+endfunction
+
+%!demo
+%! vals = d2 (henon (1000), 'd', 1, 't', 50, 'm', 5);
+%! takens = c2t (vals);
+%! do_plot_slope = @(x) semilogx (x{1}(:,1),x{1}(:,2),'r');
+%! hold on
+%! arrayfun (do_plot_slope, {takens.t});
+%! hold off
+%! axis tight
+%! ylim ([0 3]);
+%! xlabel ("Epsilon")
+%! title ("Takens' Estimator");
+%!###############################################################
+
+%!test
+%! c2t_res = [0.00274151703 14.7681456;0.00293963822 7.62825966;0.00315207872 5.24064684;0.0033798716 4.0903101;0.00362412469 3.3594861;0.00388602936 2.86986566;0.00416686293 2.51803875;0.00446798978 2.26902509;0.00479088025 2.09245157;0.00513710314 1.94326866;0.00550834602 1.82226741;0.00590642029 1.73174965;0.00633325987 1.63774204;0.00679094903 1.57059276;0.00728171039 1.50973487;0.00780794164 1.455006;0.00837219786 1.40932345;0.00897723623 1.37041831;0.00962599367 1.33392417;0.010321 [...]
+%! val = d2 (henon (1000), 'd', 1, 't', 50, 'm', 5);
+%! res = c2t (val);
+%! assert (cell2mat({res.t}.')(1:length(c2t_res),:), c2t_res, -2.51e-5);
+
+%% Check if limiting of negative correlation sums works
+%!test
+%! c2t_res = [1.20000005 11.9785480;1.29999995 7.00581074;1.50000000 5.05822706;2.00000000 1.75614762];
+%! in_c2 = [2 4;1.5 5;1.3 3;1.2 2.5;1.1 2.3;1 -1;0.9 1.3;0.8 1.4;0.7 1.6];
+%! in = struct ("dim",1,"c2",in_c2,"d2",0,"h2",0);
+%! res = c2t (in);
+%! assert (cell2mat({res.t}.'), c2t_res, -1e-5);
+
+%% Check if funciton accepts output from c1 and produces nonzero output
+%!test
+%! c2t_c1_res = c2t (c1 (henon (1000)));
+%! assert (!isequal (c2t_c1_res, []));
+%! assert (isfield (c2t_c1_res, "t"));
+
+%% Testing input validation
+%!error <output> av_d2 (1);
diff --git a/inst/d2.m b/inst/d2.m
new file mode 100644
index 0000000..3205939
--- /dev/null
+++ b/inst/d2.m
@@ -0,0 +1,342 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {[@var{values}, @var{pars}] =} d2 (@var{S})
+## @deftypefnx{Function File} {[@var{values}, @var{pars}] =} d2 (@var{S}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## This program estimates the correlation sum, the correlation dimension and
+## the correlation entropy of a given, possibly multivariate, data set. It uses
+## the box assisted search algorithm and is quite fast as long as one is not
+## interested in large length scales. All length scales are computed
+## simultaneously and the current center and epsilon are written every 2 min
+## (real time, not cpu time) or every set number of center value increases.
+## It is possible to set a maximum number of pairs. If this number is
+## reached for a given length scale, the length scale will no longer be treated
+## for the rest of the estimate.
+##
+## @strong{Input}
+##
+## @table @var
+## @item S
+## This function always assumes that each time series is along the longer
+## dimension of matrix @var{S}. It also assumes that every dimension
+## (counting along the shorter dimension) of @var{S} is considered a
+## component of the time series.
+## @end table
+##
+## @strong{Parameters}
+##
+## @table @var
+## @item m
+## The maximum embedding dimension [default = 10].
+## @item d
+## The delay used [default = 1].
+## @item t
+## Theiler window [default = 0].
+## @item rlow
+## Minimum length scale [default = 1e-3].
+## @item rhigh
+## Maximum length scale [default = 1].
+## @item eps_no
+## Number of length scale values [default = 100].
+## @item n
+## Maximum number of pairs to be used (value 0 means all possible pairs)
+## [default = 1000].
+## @item p
+## This parameter determines after how many iterations (center points)
+## should the program pause and write out how many center points have been
+## treated so far and the current epsilon. If @var{plot_corr} or
+## @var{plot_slopes} or @var{plot_entrop} is set then during the pause a plot
+## of the current state of @var{c2}, @var{d2} or @var{h2} (respectively)
+## is produced. Regardless of the value of this parameter the program will
+## pause every two minutes [default = only pause every 2 minutes].
+## @end table
+##
+## @strong{Switches}
+##
+## @table @var
+## @item normalized
+## When this switch is set the program uses data normalized to [0,1] for all
+## components.
+## @item plot_corr
+## If this switch is set then whenever the execution is paused (the frequency
+## can be set with parameter @var{p}) the most recent correlation sums are
+## plotted. The color used for them is blue.
+## @item plot_slopes
+## Same as @var{plot_corr} except the plotted values are the local slopes.
+## They are plotted in red.
+## @item plot_entrop
+## Same as @var{plot_corr} except the correlation entropies are plotted.
+## They are plotted in green.
+## @end table
+##
+## @strong{Output}
+##
+## @table @var
+## @item values
+## This is a struct array that contains the following fields:
+## @itemize @bullet
+## @item
+## dim - the dimension of the data
+## @item
+## c2 - the first column is the epsilon and the second the correlation sums for
+## a particular embedding dimension
+## @item
+## d2 - the first column is the epsilon and the second the local slopes of
+## the logarithm of the corrlation sum
+## @item
+## h2 - the first column is the epsilon and the second the correlation
+## entropies
+## @end itemize
+## @item pars
+## This is a struct. It contains the following fields:
+## @itemize @bullet
+## @item
+## treated - the number of center points treated
+## @item
+## eps - the maximum epsilon used
+## @end itemize
+## @end table
+##
+## @seealso{demo d2, av_d2, c2t, c2g}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on d2 of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function [values, pars] = d2 (S, varargin)
+
+ if (nargin < 1 || nargout > 2)
+ print_usage;
+ endif
+
+ if ((ismatrix (S) == false) || (isreal(S) == false) || ...
+ (isreal(S) == false))
+ error ('Octave:invalid-input-arg', "S must be a realmatrix");
+ endif
+
+ # Default values
+ embed = 10;
+ delay = 1;
+ mindist = 0;
+ epsmin = 1e-3;
+ epsmax = 1.0;
+ howoften = 100;
+ maxfound = 1000;
+ iterator_pause = length (S);
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "d2";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ isNonNegativeIntScalar = @(x) isPositiveIntScalar (x) || (x == 0);
+ isPositiveScalar = @(x) isreal(x) && isscalar (x) && (x > 0);
+
+ p.addParamValue ("m", embed, isPositiveIntScalar);
+ p.addParamValue ("d", delay, isPositiveIntScalar);
+ p.addParamValue ("t", mindist, isNonNegativeIntScalar);
+ p.addParamValue ("rlow", epsmin, isPositiveScalar);
+ p.addParamValue ("rhigh", epsmax, isPositiveScalar);
+ p.addParamValue ("eps_no", howoften, isPositiveIntScalar);
+ p.addParamValue ("n", maxfound, isNonNegativeIntScalar);
+ p.addParamValue ("p", iterator_pause, isPositiveIntScalar);
+ p.addSwitch ("normalized");
+ p.addSwitch ("plot_corr");
+ p.addSwitch ("plot_slopes");
+ p.addSwitch ("plot_entrop");
+
+ p.parse (varargin{:});
+
+ # Assign inputs
+ embed = p.Results.m;
+ delay = p.Results.d;
+ mindist = p.Results.t;
+ epsmin = p.Results.rlow;
+ eps_min_set = !ismember ("rlow", p.UsingDefaults);
+ epsmax = p.Results.rhigh;
+ eps_max_set = !ismember ("rhigh", p.UsingDefaults);
+ howoften = p.Results.eps_no;
+ maxfound = p.Results.n;
+ rescale_set = p.Results.normalized;
+ iterator_pause = p.Results.p;
+ plot_corr = p.Results.plot_corr;
+ plot_slopes = p.Results.plot_slopes;
+ plot_entrop = p.Results.plot_entrop;
+
+ # Input validation
+ # Check if the delay and embedding dimensions are too large
+ if ((length (S)-(embed-1)*delay) <= 0)
+ error ("Octave:invalid-input-arg","Embedding dimension and delay are too \
+large, the delay vector would be longer than the whole series.");
+ endif
+
+ # Check if rlow is smaller than rhigh
+ if (epsmin >= epsmax)
+ warning ("Octave:tisean", "'rlow' is greater or equal to 'rhigh'");
+ endif
+
+ # Correct S to always have more rows than columns
+ trnspsd = false;
+ if (rows (S) < columns (S))
+ S = S.';
+ trnspsd = true;
+ endif
+
+ [values, vars] = __d2__ (S, embed, delay, mindist, epsmin, eps_min_set,
+ epsmax, eps_max_set, howoften, maxfound,
+ rescale_set,iterator_pause);
+
+ # Pause calculations and if flags are set, plot current state of the output.
+ calc_paused = false;
+ while (isfield (vars, "counter") ...
+ && vars.counter < (length (S) - (embed-1)*delay))
+
+ calc_paused = true;
+
+ printf ("\n");
+ treated = vars.treated
+ epsilon = vars.eps
+ fflush (stdout);
+
+ figure_no = 1;
+ if (plot_corr)
+ h = figure (figure_no);
+ figure_no += 1;
+ do_plot_corr = @(x) loglog (x{1}(:,1),x{1}(:,2),'b');
+ clf (h)
+ hold on
+ arrayfun (do_plot_corr, {values.c2});
+ hold off
+ xlabel ("Epsilon")
+ ylabel ("Correlation sums")
+ drawnow ()
+ endif
+ if (plot_slopes)
+ h = figure (figure_no);
+ figure_no += 1;
+ do_plot_slope = @(x) semilogx (x{1}(:,1),x{1}(:,2),'r');
+ clf (h)
+ hold on
+ arrayfun (do_plot_slope, {values.d2});
+ hold off
+ xlabel ("Epsilon")
+ ylabel ("Local slopes")
+ drawnow ()
+ endif
+ if (plot_entrop)
+ h =figure (figure_no);
+ figure_no += 1;
+ do_plot_entrop = @(x) semilogx (x{1}(:,1),x{1}(:,2),'g');
+ clf (h)
+ hold on
+ arrayfun (do_plot_entrop, {values.h2});
+ hold off
+ xlabel ("Epsilon")
+ ylabel ("Correlation entropies");
+ drawnow ()
+ endif
+
+ # Continue on with computation
+ [values, vars] = __d2__ (S, embed, delay, mindist, vars.EPSMIN,
+ eps_min_set, vars.EPSMAX, eps_max_set, howoften,
+ maxfound, rescale_set, iterator_pause,
+ vars.counter, vars.found, vars.norm, vars.boxc1,
+ vars.box, vars.list, vars.listc1, vars.imin,
+ vars.EPSMAX1);
+ endwhile
+
+ if (calc_paused)
+ printf ("\n");
+ fflush (stdout);
+ endif
+
+ pars = vars;
+
+endfunction
+
+%!demo
+%! vals = d2 (henon (1000), 'd', 1, 'm', 5, 't',50);
+%!
+%! subplot (2,3,1)
+%! do_plot_corr = @(x) loglog (x{1}(:,1),x{1}(:,2),'b');
+%! hold on
+%! arrayfun (do_plot_corr, {vals.c2});
+%! hold off
+%! axis tight
+%! xlabel ("Epsilon")
+%! ylabel ("Correlation sums")
+%! title ("c2");
+%!
+%! subplot (2,3,4)
+%! do_plot_entrop = @(x) semilogx (x{1}(:,1),x{1}(:,2),'g');
+%! hold on
+%! arrayfun (do_plot_entrop, {vals.h2});
+%! hold off
+%! axis tight
+%! xlabel ("Epsilon")
+%! ylabel ("Correlation entropies");
+%! title ("h2")
+%!
+%! subplot (2,3,[2 3 5 6])
+%! do_plot_slope = @(x) semilogx (x{1}(:,1),x{1}(:,2),'r');
+%! hold on
+%! arrayfun (do_plot_slope, {vals.d2});
+%! hold off
+%! axis tight
+%! xlabel ("Epsilon")
+%! ylabel ("Local slopes")
+%! title ("d2");
+%!###############################################################
+
+%!shared res, pars
+%! [res, pars] = d2 (henon (100)(:,1),'m',2,'eps_no',20,'t',50);
+
+%!test
+%! res_d2_stat = [98 1.777433e+00];
+%! assert ([pars.treated pars.eps], res_d2_stat, -1e-6);
+
+%% test d2 field of output
+%!test
+%! res_d2_d2 = [1.777433 0.30648;1.235659 0.5606802;0.859021 0.7008824;0.5971852 0.8064865;0.4151589 0.9044852;0.2886154 0.9689651;0.2006434 0.8540874;0.1394858 0.8112826;0.09696954 0.8935407;0.06741253 0.9143867;0.0468647 0.856615;0.03258 0.8627251;0.02264938 1.503286;0.01574569 1.447036;0.01094629 0.7216412;0.007609782 0.6137634;0.005290265 1.29276;0.003677754 1.405042;1.777433 0.645521;1.235659 1.002253;0.859021 1.056272;0.5971852 1.026064;0.4151589 1.402018;0.2886154 1.565816;0.20064 [...]
+%! assert (cell2mat({res.d2}.'), res_d2_d2, -1e-6);
+
+%% test h2 field of output
+%!test
+%! res_d2_h2 = [2.556748 -0;1.777433 0.1114257;1.235659 0.31527;0.859021 0.5700871;0.5971852 0.8632982;0.4151589 1.192138;0.2886154 1.544421;0.2006434 1.854938;0.1394858 2.149893;0.09696954 2.474754;0.06741253 2.807194;0.0468647 3.11863;0.03258 3.432288;0.02264938 3.978832;0.01574569 4.504925;0.01094629 4.767289;0.007609782 4.990433;0.005290265 5.460436;0.003677754 5.971262;2.556748 0;1.777433 0.1232638;1.235659 0.2838046;0.859021 0.4130123;0.5971852 0.4928431;0.4151589 0.6737291;0.28861 [...]
+%! assert (cell2mat({res.h2}.'), res_d2_h2, -1e-6);
+
+%% test c2 field of output
+%!test
+%! res_d2_c2 = [2.556748 1;1.777433 0.8945578;1.235659 0.7295918;0.859021 0.5654762;0.5971852 0.4217687;0.4151589 0.3035714;0.2886154 0.2134354;0.2006434 0.1564626;0.1394858 0.1164966;0.09696954 0.08418367;0.06741253 0.06037415;0.0468647 0.04421769;0.03258 0.03231293;0.02264938 0.01870748;0.01574569 0.01105442;0.01094629 0.008503401;0.007609782 0.006802721;0.005290265 0.004251701;0.003677754 0.00255102;0.002556748 0;2.556748 1;1.777433 0.7908163;1.235659 0.5493197;0.859021 0.3741497;0.5 [...]
+%! assert (cell2mat({res.c2}.'), res_d2_c2, -1e-6);
+
+%% Test input validation
+%!error <too large> d2 (1:5);
+%% Promote warnings to error to not execute program
+%!error <greater> warning("error", "Octave:tisean"); ...
+%! d2 (henon (1000), 'rlow', 4, 'rhigh', 1);
diff --git a/inst/delay.m b/inst/delay.m
new file mode 100644
index 0000000..ab89bc6
--- /dev/null
+++ b/inst/delay.m
@@ -0,0 +1,276 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output} =} delay (@var{S})
+## @deftypefnx{Function File} {@var{output} =} delay (@var{S}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Produce delay vectors
+##
+## @strong{Input}
+##
+## @table @var
+## @item S
+## This function always assumes that each time series is along the longer
+## dimension of matrix @var{S}. It also assumes that every dimension (counting
+## along the shorter dimension) of @var{S} is considered a component of the time
+## series. So
+## @example
+##
+## @var{S} = [[1:1000];[5:1004]]
+##
+## @end example
+## would be considered a 2 component, 1000 element time series. Thus a typical
+## call of 'henon' requires to choose one column of it. For instance:
+## @example
+##
+## res = henon (5000);
+## delay (res(:,1));
+##
+## @end example
+## @end table
+##
+## @strong{Parameters}
+##
+## @table @var
+## @item d
+## Delay of the embedding vector. Can be either a vector of delays or a single
+## value. Replaces flags '-d' and '-D' from TISEAN package. Example
+## @example
+##
+## delay ([1:10], 'd', [2,4], 'm', 3)
+##
+## @end example
+## This input will produce a delay vetor of the form
+## @example
+##
+## (@var{x}(i), at var{x}(i-2), at var{x}(i-2-4))
+##
+## @end example
+## It is important to remember to keep (lenght of 'D') == (value of flag '-M' from
+## TISEAN == number of components of (@var{S})) whenever parameter 'D' is a vector.
+## @item f
+## The format of the embedding vector. Replaces flag '-F' from TISEAN. Example
+## (assuming @var{a} and @var{b} are column vectors of the same length)
+## @example
+##
+## delay ([@var{a}, at var{b}], 'f', [3,2])
+##
+## @end example
+## This input will produce a delay vector in the form
+## @example
+##
+## (@var{a}(i), at var{a}(i-1), at var{a}(i-2), at var{b}(i), at var{b}(i-1))
+##
+## @end example
+## @item m
+## The embedding dimension. Replaces flag '-m' from TISEAN. Must be scalar
+## integer. Also it needs to be integer multiple of number of components of
+## (@var{S}) or else 'F' needs to be set. The following two examples are
+## equivalent calls (@var{a}, @var{b}, @var{c} are column vectors of the same size)
+## @example
+##
+## delay ([@var{a}, at var{b}, at var{c}], 'm', 9)
+## delay ([@var{a}, at var{b}, at var{c}], 'f', [3,3,3])
+##
+## @end example
+## @end table
+##
+## @strong{Output}
+##
+## Produces a matrix that contains delay vectors.
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on delay of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = delay(S,varargin)
+
+ if (nargin < 1)
+ print_usage;
+ endif
+
+ if ((!ismatrix (S)) || (!isreal(S)))
+ error ('Octave:invalid-input-arg', "S is not a realmatrix");
+ endif
+
+ # Define default values for delay variables
+ indim = 1;
+
+ embdim = 2;
+ dimset = 0; # is not the default?
+
+ d = 1;
+
+ formatdelay = [indim,indim];
+ formatset = 0; # is not the default?
+
+ delaylist = d;
+ mdelayset = 0; # is not the default?
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "delay";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ isPositiveIntVector = @(x) isreal(x) && isvector (x) && ...
+ all (x > 0) && all (x-round(x) == 0);
+
+ p.addParamValue ("d", d, isPositiveIntVector);
+ p.addParamValue ("m", embdim, isPositiveIntScalar);
+ p.addParamValue ("f", formatdelay, isPositiveIntVector);
+
+ p.parse (varargin{:});
+
+ # Assign inputs
+ embdim = p.Results.m;
+ embset = !ismember ('m',p.UsingDefaults);
+
+ # Placed old '-d' and '-D' flags into parameter 'd'
+ if (!ismember ('d',p.UsingDefaults))
+ d = p.Results.d;
+ if (length (d) > 1)
+ mdelayset = 1;
+ delaylist = p.Results.d;
+ endif
+ endif
+
+ formatdelay = p.Results.f;
+ formatset = !ismember('f', p.UsingDefaults);
+
+ # Correct S to always have more rows than columns
+ trnspsd = false;
+ if (rows (S) < columns (S))
+ S = S.';
+ trnspsd = true;
+ endif
+
+ # Assume all input is time series (ommit '-M' from original)
+ if (indim != columns (S))
+ dimset = 1;
+ indim = columns (S);
+ endif
+
+ # Input checking from original main()
+ # Check that if delays were not given the embeding dimension is a multiple of
+ # the input data dimension.
+ if (!formatset)
+ if (mod (embdim, indim))
+ error ('Octave:invalid-input-arg',...
+ ["Inconsistent parameter 'm' and number of components of S.",...
+ " Please set parameter 'f'"]);
+ endif
+
+ formatdelay = ones(1,indim) * floor (embdim / indim);
+
+ endif
+
+ # Check that if delays were not given in a vector if so then
+ # create a default vector out of the given scalar delay.
+ if (!mdelayset)
+ delaylist = ones(1,sum (formatdelay)) * d;
+ endif
+
+ # Input checking from original create_delay_list()
+ # Check if the vector of delays given has the proper length
+ # that is that it is equal to the difference between the embedding
+ # dimension and the number of components.
+ if (mdelayset && (length (delaylist) != (embdim - indim)))
+ error ('Octave:invalid-input-arg', "Wrong number of delays");
+ endif
+
+ # Input checking from original create_format_list()
+ if (formatset)
+ # Check if the list of format delays is as long as the number
+ # components.
+ if (dimset && (length (formatdelay) != indim))
+ error ('Octave:invalid-input-arg',...
+ "Parameter 'f' length is not equal to the number of components");
+ endif
+ # Check if the sum of the formats is equal to the embedding dimensions
+ # if it is set.
+ if (embset && (sum (formatdelay) != embdim))
+ error ('Octave:invalid-input-arg',...
+ "The dimensions given in parameter 'm' and 'f' are not equal!");
+ endif
+
+ # If the number of input components is not set then set it.
+ if (!dimset)
+ indim = length (formatdelay);
+ endif
+ # If the embedding dimension is not set then set it.
+ if (!embset)
+ embdim = sum (formatdelay);
+ endif
+ endif
+
+ output = __delay__ (S, length(S), indim, formatdelay, delaylist);
+
+ if (trnspsd)
+ output = output.';
+ endif
+
+endfunction
+
+%!test delay(1:10,'m',3,'d',6);
+
+%!test
+%! a = 1:5;
+%! d1 = 2:5;
+%! d2 = 1:4;
+%! d = delay (a);
+%! assert (d, [d1;d2], 1e-6);
+
+%!test
+%! a = 1:5;
+%! d1 = 3:5;
+%! d2 = 1:3;
+%! d = delay (a,'d',2);
+%! assert (d, [d1;d2], 1e-6);
+
+%!test
+%! a = 1:10;
+%! dg = [3 1 3 1;4 2 4 2;5 3 5 3;6 4 6 4;7 5 7 5;8 6 8 6;9 7 9 7;10 8 10 8];
+%! d = delay ([a;a].','d',2,'m',4);
+%! assert (d, dg, 1e-6);
+
+%!test
+%! a = 1:10;
+%! dg = [3 2 3 1;4 3 4 2;5 4 5 3;6 5 6 4;7 6 7 5;8 7 8 6;9 8 9 7;10 9 10 8];
+%! d = delay ([a;a].','d',[1 2],'m',4);
+%! assert (d, dg, 1e-6);
+
+%!test
+%! a = 1:10;
+%! dg = [4 3 1;5 4 2;6 5 3;7 6 4;8 7 5;9 8 6;10 9 7];
+%! d = delay (a.','d',[1 2],'m',3);
+%! assert (d, dg, 1e-6);
+
+%!test
+%! a = 1:10;
+%! dg = [5 5 3 1; 6 6 4 2; 7 7 5 3; 8 8 6 4; 9 9 7 5; 10 10 8 6];
+%! d = delay ([a;a].','d',2,'f',[1,3],'m',4);
+%! assert (d, dg, 1e-6);
diff --git a/inst/endtoend.m b/inst/endtoend.m
new file mode 100644
index 0000000..2a9154d
--- /dev/null
+++ b/inst/endtoend.m
@@ -0,0 +1,325 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output} =} endtoend (@var{S})
+## @deftypefnx{Function File} {@var{output} =} endtoend (@dots{}, 'verbose', @dots{})
+## @deftypefnx{Function File} {@var{output} =} endtoend (@dots{}, @var{weigth_jump}, @dots{})
+##
+## Determine the effect of an end-to-end mismatch on the autocorrelation
+## structure for various sub-sequence lengths.
+##
+## It is important to avoid jumps and phase slips that occur when the data is
+## periodically continued when making Fourier based surrogates, e.g. with
+## surrogates.
+##
+## The mismatch in value is measured by:
+## @iftex
+## @tex
+## d_{jump} = \frac{\left ( x(1) - x(N) \right )^2}{\sum\left ( x(n)
+## - \overline{x} \right )^2}
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## / \ 2
+## | x(1)-x(N) |
+## \ /
+## d = __________________
+## jump __
+## \ / _ \ 2
+## | | x(n)-x |
+## /__ \ /
+## @end example
+## @end ifnottex
+##
+## And the phase slip by:
+## @iftex
+## @tex
+## d_{slip} = \frac{\left ( (x(2) - x(1)) - (x(N) - x(N-1)) \right )^2}
+## {\sum\left ( x(n) - \overline{x} \right )^2}
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## / \ 2
+## | (x(2)-x(1))-(x(N)-x(N-1)) |
+## \ /
+## d = _________________________________
+## slip __
+## \ / _ \ 2
+## | | x(n)-x |
+## /__ \ /
+## @end example
+## @end ifnottex
+##
+## The weighted mismatch is then:
+## @iftex
+## @tex
+## weight * d_{jump} + (1 - weight) * d_{slip}
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## weight*d + (1-weight)*d
+## jump slip
+## @end example
+## @end ifnottex
+##
+## In the multivariate case, the values are computed for each channel
+## separately and then averaged.
+##
+## @strong{Inputs}
+##
+## @table @var
+## @item S
+## This function always assumes that each time series is along the longer
+## dimension of matrix @var{S}. It also assumes that every dimension
+## (counting along the shorter dimension) of @var{S} is considered a
+## component of the time series.
+## @item weight_jump
+## The weight used [default = 0.5].
+## @end table
+##
+## @strong {Switch}
+##
+## @table @var
+## @item verbose
+## If this switch is set the output will be displayed on the screen in
+## readible format.
+## @end table
+##
+## @strong{Output}
+##
+## @table @var
+## @item output
+## The output is a struct array that contains the following fields:
+## @itemize @bullet
+## @item
+## length - the length of the series used in calculating the mismatch
+## @item
+## offset - the offset (counting from the first element) of the subseries used
+## to calculate the mismatch
+## @item
+## lost - percent of the of the original series that was lost (not used)
+## @item
+## jump - the mismatch in value (given as percentage)
+## @item
+## slip - the phase slip (given as percentage)
+## @item
+## weigthed - the weigthed mismatch (given as percentage)
+## @end itemize
+## Each consecutive structure in this array has an increasingly lower
+## weighted mismatch
+## @end table
+##
+## @seealso{surrogates}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on endtoend of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = endtoend (S, varargin)
+
+ if (nargin < 1 || nargin > 3)
+ print_usage;
+ endif
+
+ if ((ismatrix (S) == false) || (isreal(S) == false) || ...
+ (isreal(S) == false))
+ error ('Octave:invalid-input-arg', "S must be a realmatrix");
+ endif
+
+ # Default value
+ weigth_jump = 0.5;
+ verbose = false;
+
+ # Parse varargin and assign weigth_jump if correct input
+ is_weigth = @(x) isreal (x) && isscalar (x) && x >= 0 && x <= 1;
+ if (nargin == 2)
+ if (is_weigth(varargin{1}))
+ weigth_jump = varargin{1};
+ elseif (strcmpi (varargin{1}, "verbose"))
+ verbose = true;
+ else
+ error ("Octave:invalid-input-arg", ["second argument must be ",...
+ "'verbose' or number ",...
+ "between 0 and 1"]);
+ endif
+ elseif (nargin == 3)
+ if (is_weigth(varargin{1}) && strcmpi (varargin{2}, "verbose"))
+ weigth_jump = varargin{1};
+ verbose = true;
+ elseif (is_weigth (varargin{2}) && strcmpi (varargin{1}, "verbose"))
+ weigth_jump = varargin{2};
+ verbose = true;
+ else
+ error ("Octave:invalid-input-arg", ["second and third arguments ",...
+ "must be 'verbose' and a ",...
+ "number between 0 and 1"]);
+ endif
+ endif
+
+ # Correct S to always have more rows than columns
+ trnspsd = false;
+ if (rows (S) < columns (S))
+ S = S.';
+ trnspsd = true;
+ endif
+
+ # Assign empty values so that not to get error with short S
+ length_used = {};
+ offset = {};
+ lost = {};
+ jump = {};
+ slip = {};
+ weigthed = {};
+
+ # Loop through tune offsets to minimize jump effect
+ nmaxp = rows (S);
+ etotm = columns (S);
+ original_col_S = columns (S);
+S= reshape (S, [rows(S),1,columns(S)]);
+
+ while (nmaxp > 2)
+ while (max (factor (nmaxp)) > 5)
+ nmaxp -= 1;
+ endwhile
+ etot = original_col_S;
+ for nj = 0:(rows (S) - nmaxp)
+ [x,s] = mismatch (S((1:nmaxp).+nj,1,:));
+ xj(1+nj) = x;
+ sj(1+nj) = s;
+ endfor
+ [min_weighted, min_idx] = min (weigth_jump .* xj + (1 - weigth_jump) .* sj);
+ if (min_weighted < etot)
+ etot = min_weighted;
+ ejump = xj(min_idx);
+ eslip = sj(min_idx);
+ njump = min_idx-1;
+ endif
+
+ # Main output creating part
+ if (etot < etotm)
+ etotm = etot;
+ if (any (size (length_used) == 0))
+ length_used = {nmaxp};
+ offset = {njump};
+ lost = {((rows (S) - nmaxp) / rows (S) * 100)};
+ jump = {ejump * 100};
+ slip = {eslip * 100};
+ weigthed = {etot * 100};
+ else
+ length_used(end+1) = nmaxp;
+ offset(end+1) = njump;
+ lost(end+1) = (rows (S) - nmaxp) / rows (S) * 100;
+ jump(end+1) = ejump * 100;
+ slip(end+1) = eslip * 100;
+ weigthed(end+1) = etot * 100;
+ endif
+ if (verbose)
+ printf ("\n");
+ printf ("length: %d, offset: %d, lost: %.1f %%\n", ...
+ length_used(end){1}, offset(end){1}, lost(end){1});
+ printf ("jump: %.2f %%\n", jump(end){1});
+ printf ("slip: %.2f %%\n", slip(end){1});
+ printf ("weighted: %.2f %%\n", weigthed(end){1});
+ endif
+ endif
+ if (etot < 1e-5)
+ nmaxp = 2;
+ endif
+ nmaxp -= 1;
+ endwhile
+
+ # If verbose is set and the output is not assigned, do not return anything
+ if (verbose == false || nargout == 1)
+ output = struct ("length", length_used, "offset", offset, "lost", lost, ...
+ "jump", jump, "slip", slip, "weigthed", weigthed);
+ endif
+
+endfunction
+
+# Function for calculating jump mismatch
+# For internal use only
+function [xjump, sjump] = mismatch (x)
+
+ denominator = (rows (x) - 1) .* var (x); # <- always nonnegative values
+ zero_var_idx = find (denominator == 0);
+ denominator (zero_var_idx) = -1; # <- to allow inverting
+ denominator = 1./denominator;
+ denominator (zero_var_idx) = 0;
+
+ xjump = sum ((x(1,:,:) - x(end,:,:)).^2 .* denominator,3);
+ sjump = sum (((x(end,:,:) - x(end-1,:,:)) - (x(2,:,:) - x(1,:,:))) .^ 2
+ .* denominator,3);
+endfunction
+
+%% Test output against TISEAN output
+%!test
+%! in = [1, 2, 3, 4, 5, 6, 7, 5, 4, 3, 10];
+%! endtoend_res_length = {10,9};
+%! endtoend_res_offset = {0, 1};
+%! endtoend_res_lost = {9.1, 18.2};
+%! endtoend_res_jump = {13.3333340, 5};
+%! endtoend_res_slip = {13.3333340, 20};
+%! endtoend_res_weigthed = {13.3333340, 12.5};
+%! res = endtoend (in);
+%! assert ({res.length}, endtoend_res_length);
+%! assert ({res.offset}, endtoend_res_offset);
+%! assert ({res.lost}, endtoend_res_lost, 0.1);
+%! assert ({res.jump}, endtoend_res_jump, 1e-6);
+%! assert ({res.slip}, endtoend_res_slip, 1e-6);
+%! assert ({res.weigthed}, endtoend_res_weigthed, 1e-6);
+
+%% Test if weigth input works as in TISEAN
+%!test
+%! in = [1, 2, 3, 4, 5, 6, 7, 5, 4, 3, 10];
+%! endtoend_res_weigthed = {13.3333340, 8.75000095, 7.20720673};
+%! res = endtoend (in, 0.75);
+%! assert ({res.weigthed}, endtoend_res_weigthed, 1e-6);
+
+%% Test multivariate case against TISEAN
+%!test
+%! in = [1 2;2 3;3 5;4 5;5 4;6 6;7 7;5 8;4 8;3 8;10 12];
+%! e2e_res_length = {10,8};
+%! e2e_res_offset = {0, 2};
+%! e2e_res_lost = {9.1, 27.3};
+%! e2e_res_jump = {98.2389908, 50.3496513};
+%! e2e_res_slip = {15.6918240, 28.8288269};
+%! e2e_res_weigthed = {56.9654121, 39.5892372};
+%! res = endtoend (in);
+%! assert ({res.length}, e2e_res_length);
+%! assert ({res.offset}, e2e_res_offset);
+%! assert ({res.lost}, e2e_res_lost, 0.1);
+%! assert ({res.jump}, e2e_res_jump, 1e-5);
+%! assert ({res.slip}, e2e_res_slip, 1e-5);
+%! assert ({res.weigthed}, e2e_res_weigthed, 1e-5);
+
+%% Test if input is properly parsed
+%!error <must be> endtoend (1:10,2);
+%!error <must be 'verbose'> endtoend (1:10,'verb');
+%!error <Invalid call to endtoend> endtoend (1,2,3,4);
+%!error <second and third> endtoend (1:10, 0.5, 0.5);
diff --git a/inst/false_nearest.m b/inst/false_nearest.m
new file mode 100644
index 0000000..fa5dfe1
--- /dev/null
+++ b/inst/false_nearest.m
@@ -0,0 +1,198 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {[@var{dim}, @var{frac}, @var{avgsize}, @var{avgsrtsize}] =} false_nearest (@var{S})
+## @deftypefnx{Function File} {@dots{} =} false_nearest (@var{S}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Determines the fraction of false nearest neighbors.
+##
+## @strong{Input}
+##
+## @table @var
+## @item S
+## This function always assumes that each time series is along the longer dimension of matrix
+## @var{S}. It also assumes that every dimension (counting along the shorter dimension) of
+## @var{S} is considered a component of the time series. So
+## @example
+##
+## @var{S} = [[1:1000];[5:1004]]
+##
+## @end example
+## would be considered a 2 component, 1000 element time series.
+## @end table
+##
+## @strong {Parameters}
+##
+## @table @var
+## @item minemb
+## This is the flag '-m' from TISEAN. It is the minimal embedding dimensions of
+## the vectors [default = 1].
+## @item maxemb
+## This parameter is consistent with the second part of the flag '-M' from TISEAN. The first part of
+## that flag is unnecessary as this function assumes that all components of the input data are used.
+## This parameter determines the maximum embedding dimension of the vectors [default = 5].
+## @item d
+## The delay of the vectors [default = 1].
+## @item t
+## The theiler window [default = 0].
+## @item f
+## Ratio factor [default = 2.0].
+## @end table
+##
+## @strong {Switches}
+##
+## @table @var
+## @item verbose
+## If this switch is selected the function will give progress reports along the way.
+## @end table
+##
+## @strong {Outputs}
+##
+## @table @var
+## @item dim
+## This holds the dimension of the output data.
+## @item frac
+## The fraction of false nearest neighbors.
+## @item avgsize
+## The average size of the neighborhood.
+## @item avgrtsize
+## The average of the squared size of the neighborhood.
+## @end table
+##
+## See also: http://www.mpipks-dresden.mpg.de/~tisean/Tisean_3.0.1/docs/docs_c/false_nearest.html
+## or demo for more information.
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on false_nearest of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function [dim, frac, avgsize, avgrtsize] = false_nearest (S,varargin)
+
+ if (nargin < 1)
+ print_usage;
+ endif
+
+ if ((!ismatrix (S)) || (!isreal(S)))
+ error ('Octave:invalid-input-arg', "S is not a realmatrix");
+ endif
+
+ # Define default values for delay variables
+ minemb = 1;
+ comp = 1;
+ maxemb = 5;
+ dimset = 0;
+ delay = 1;
+ rt = 2.0;
+ theiler = 0;
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "false_nearest";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ isUnsignedIntScalar = @(x) isPositiveIntScalar (x) || (x == 0);
+ isNumericScalar = @(x) isreal(x) && isscalar (x);
+
+ p.addParamValue ("minemb", minemb, isPositiveIntScalar);
+ p.addParamValue ("maxemb", maxemb, isPositiveIntScalar);
+ p.addParamValue ("d", delay, isPositiveIntScalar);
+ p.addParamValue ("t", theiler, isUnsignedIntScalar);
+ p.addParamValue ("f", rt, isNumericScalar);
+ p.addSwitch ("verbose");
+
+ p.parse (varargin{:});
+
+ # Assign inputs
+ minemb = p.Results.minemb;
+ maxemb = p.Results.maxemb;
+ dimset = !ismember ('maxemb',p.UsingDefaults);
+ delay = p.Results.d;
+ theiler = p.Results.t;
+ rt = p.Results.f;
+ verbose = p.Results.verbose;
+
+ # Correct S to always have more rows than columns
+ trnspsd = false;
+ if (rows (S) < columns (S))
+ S = S.';
+ trnspsd = true;
+ endif
+
+ # Use all columns as separate components (alter 'M' from original)
+ if (columns (S) > 1)
+ dimset = 1;
+ comp = columns (S);
+ endif
+
+ # Input checking from original main()
+ if (maxemb*delay + 1 >= length (S))
+ error ('Octave:invalid-input-arg', "Not enough points");
+ endif
+
+ [dim, frac, avgsize, avgrtsize] = ...
+__false_nearest__ (S, minemb, comp, maxemb, dimset, delay, theiler, rt,verbose);
+
+ if (trnspsd)
+ dim = dim.';
+ frac = frac.';
+ avgsize = avgsize.';
+ avgrtsize = avgsrtsize.';
+ endif
+
+endfunction
+
+%!demo
+%! ikd = ikeda (10000);
+%! hen = henon (10000);
+%! hen_noise = hen + mean (hen) * 0.01 .* (-6 + sum (rand ([size(hen), 12]), 3));
+%! [dikd, fikd] = false_nearest (ikd(:,1));
+%! [dhen, fhen] = false_nearest (hen(:,1));
+%! [dhno, fhno] = false_nearest (hen_noise(:,1));
+%! plot (dikd, fikd, '-b*', 'markersize', 15,...
+%! dhen, fhen, '-r+', 'markersize', 15,...
+%! dhno, fhno, '-gx', 'markersize', 15);
+%! legend ("Ikeda", "Henon", "Noisy Henon");
+%! ylim ([0, 1]);
+%!###############################################################
+
+%!fail ("false_nearest ((1:5))");
+%!xtest ("false_nearest (1:100)");
+
+%!test
+%! "res was generated using 'false_nearest hen.dat' from TISEAN package";
+%! res = [1, 9.248624e-01, 1.264834e-04, 2.051554e-04; 2, 3.312656e-01, 1.052529e-03, 1.494843e-03; 3, 2.923462e-01, 1.611237e-03, 2.331276e-03; 4, 2.880440e-01, 2.345412e-03, 3.454938e-03; 5, 2.695348e-01, 3.401341e-03, 5.028630e-03];
+%! hen = henon (10000);
+%! [d,f,a,s] = false_nearest (hen(:,1));
+%! assert ([d,f,a,s], res, 1e-6);
+
+%!test
+%!
+%! res = [3, 2.923462e-01, 1.611237e-03, 2.331276e-03; 6, 2.880440e-01, 2.345412e-03, 3.454938e-03; 9, 2.695348e-01, 3.401341e-03, 5.028630e-03];
+%! hen3 = henon (10000);
+%! hen3 = delay (hen3(:,1),'m',3);
+%! [d,f,a,s] = false_nearest (hen3, 'maxemb', 3);
+%! assert ([d,f,a,s], res, 1e-6);
diff --git a/inst/ghkss.m b/inst/ghkss.m
new file mode 100644
index 0000000..4930ec5
--- /dev/null
+++ b/inst/ghkss.m
@@ -0,0 +1,202 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output} =} ghkss (@var{S})
+## @deftypefnx{Function File} {@var{output} =} ghkss (@var{S}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Multivariate noise reduction using the GHKSS algorithm.
+##
+## @strong{Input}
+##
+## @table @var
+## @item S
+## This function always assumes that each time series is along the longer
+## dimension of matrix @var{S}. It also assumes that every dimension
+## (counting along the shorter dimension) of @var{S} is considered a
+## component of the time series.
+## @end table
+##
+## @strong {Parameters}
+##
+## @table @var
+## @item m
+## The embedding dimension used. It is synonymous to the second part
+## of flag '-m' from TISEAN. The first part of the TISEAN flag is omitted
+## as all of the available components of @var{S} are analyzed.
+## [default = 1].
+## @item d
+## The delay for the embedding [default = 1].
+## @item q
+## Dimension of the manifold to project to [default = 2].
+## @item k
+## Minimal number of neighbours [default = 50].
+## @item r
+## Minimal size of neighbourhood [default = 1/1000].
+## @item i
+## Number of iterations [default = 1].
+## @end table
+##
+## @strong {Switches}
+##
+## @table @var
+## @item euclidean
+## When this switch is selected the function will use the euclidean metric
+## instead of the tricky one.
+## @item verbose
+## If this switch is selected the function will give progress reports
+## along the way. Those include the average correction, trend and how many
+## points were corrected for which epsilon.
+## @end table
+##
+## @strong {Output}
+##
+## The @var{output} contains the cleaned time series. The output is of the
+## same size as the input.
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on ghkss of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = ghkss (S, varargin)
+
+ if (nargin < 1)
+ print_usage;
+ endif
+
+ if ((!ismatrix (S)) || (!isreal(S)))
+ error ('Octave:invalid-input-arg', "S is not a realmatrix");
+ endif
+
+ # Define default values
+ embed = 5;
+ comp = 1;
+ delay = 1;
+ qdim = 2;
+ minn = 50;
+ mineps = 1./1000.;
+ eps_set = 0;
+ iterations = 1;
+ euclidean = 0;
+ verbose = 0;
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "ghkss";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ isPositiveScalar = @(x) isreal(x) && isscalar (x) && (x > 0);
+
+ p.addParamValue ("m", embed, isPositiveIntScalar);
+ p.addParamValue ("d", delay, isPositiveIntScalar);
+ p.addParamValue ("q", qdim, isPositiveIntScalar);
+ p.addParamValue ("k", minn, isPositiveIntScalar);
+ p.addParamValue ("r", mineps, isPositiveScalar);
+ p.addParamValue ("i", iterations, isPositiveIntScalar);
+ p.addSwitch ("euclidean");
+ p.addSwitch ("verbose");
+
+ p.parse (varargin{:});
+
+ # Assign inputs
+ embed = p.Results.m;
+ delay = p.Results.d;
+ qdim = p.Results.q;
+ minn = p.Results.k;
+ mineps = p.Results.r;
+ eps_set = !ismember ('r', p.UsingDefaults);
+ iterations = p.Results.i;
+ euclidean = p.Results.euclidean;
+ verbose = p.Results.verbose;
+
+ # Correct S to always have more rows than columns
+ trnspsd = false;
+ if (rows (S) < columns (S))
+ S = S.';
+ trnspsd = true;
+ endif
+
+ # Use all columns as separate components (alter 'm' from original)
+ if (columns (S) > 1)
+ comp = columns (S);
+ endif
+
+ # Input checking from original main()
+ if (rows (S) < minn)
+ error ('Octave::invalid-input-arg', ...
+ "With %lu data you will never find %u neighbors.",rows(S),minn);
+ endif
+
+ output = __ghkss__ (S, embed, comp, delay, qdim, minn, mineps, eps_set, ...
+ iterations, euclidean, verbose);
+
+ if (trnspsd)
+ output = output.';
+ endif
+
+endfunction
+
+%!demo
+%! hen = henon (10000);
+%! # The following line is equvalent to 'addnoise -v0.02 hen' from TISEAN
+%! hen = hen + std (hen) * 0.02 .* (-6 + sum (rand ([size(hen), 12]), 3));
+%! hendel = delay (hen(:,1));
+%! hengk = ghkss (hen(:,1),'m',7,'q',2,'r',0.05,'k',20,'i',2);
+%! hengk = delay (hengk);
+%!
+%! subplot (2,3,1)
+%! plot (hendel(:,1), hendel(:,2), 'b.','markersize', 3);
+%! title ("Noisy data");
+%! pbaspect ([1 1 1]);
+%! axis tight
+%! axis off
+%!
+%! subplot (2,3,4)
+%! plot (hengk(:,1), hengk(:,2),'r.','markersize', 3);
+%! title ("Clean data");
+%! pbaspect ([1 1 1]);
+%! axis tight
+%! axis off
+%!
+%! subplot (2,3,[2 3 5 6])
+%! plot (hendel(:,1), hendel(:,2), 'b.','markersize', 3,...
+%! hengk(:,1), hengk(:,2),'r.','markersize', 3);
+%! legend ("Noisy", "Clean");
+%! title ("Superimposed data");
+%! axis tight
+
+%!###############################################################
+
+%!fail ("ghkss (1:10,'k',11)");
+%!fail ("ghkss (rand(50,1))");
+%!xtest ("ghkss (rand(50))");
+
+%!test
+%! "res was created running 'ghkss -k5' from TISEAN on 'in'";
+%! in = [1.103556129288296; 1.242752956263521; 1.083069768858902; 1.075266648105394; 1.400623241697165; 1.037690499824349; 1.461415094264967; 1.295560284337681; 1.116149954336578; 1.323253666984052];
+%! res = [1.103556e+00; 1.237084e+00; 1.192734e+00; 1.150288e+00; 1.360435e+00; 1.048788e+00; 1.337826e+00; 1.228952e+00; 1.156421e+00; 1.323254e+00];
+%! cln = ghkss (in, 'k', 5);
+%! assert (cln, res, 1e-6);
diff --git a/inst/henon.m b/inst/henon.m
new file mode 100644
index 0000000..2d9fab6
--- /dev/null
+++ b/inst/henon.m
@@ -0,0 +1,137 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on henon of TISEAN 3.0.1 https://github.com/heggus/Tisean"
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output_array} =} henon (@var{L}, @dots{})
+## @deftypefnx{Function File} {@var{output_array} =} henon (@var{L}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Generate Henon map
+##
+## @iftex
+## @tex
+## $$ x_{n+1} = 1 - ax_n^2 + by_n $$
+## $$ y_{n+1} = x_n$$
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## x(n+1) = 1 - a * x(n) * x(n) + b * y(n)
+## y(n+1) = x(n)
+## @end example
+## @end ifnottex
+##
+## @strong{Input}
+##
+## @table @var
+## @item L
+## The number of points (x,y), must be integer. Required value.
+## @end table
+##
+## @strong{Parameters}
+##
+## @table @var
+## @item a
+## Defines parameter 'a' (default=1.4)
+## @item b
+## Defines parameter 'b' (default=0.3)
+## @item x
+## Initial 'x' (default=0.68587)
+## @item y
+## Initial 'y' (defaul=0.65876)
+## @item ntrans
+## Defines number of transient points (default=10000), must be positive
+## integer scalar
+## @end table
+##
+## @strong{Output}
+##
+## @var{output_array} is of length @var{L}. It contains points on the
+## Henon Map.
+##
+## @strong{Usage example}
+##
+## @code{out = henon(1000, "a", 1.25)}
+##
+## After this command @var{out} will be a 1000x2 matrix with Henon map
+## points as rows. It will generate 1000 points.
+##
+## @strong{Algorithm}@*
+## On basis of TISEAN package henon
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on henon of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = henon (L, varargin)
+
+% Define default parameters.
+ a = 1.4;
+ b = 0.3;
+ x0 = 0.68587;
+ y0 = 0.65876;
+ ntransient = 10000;
+
+ isPositiveInteger = @(x) isreal(x) && isscalar (x) && (x > 0) && (x-round(x) == 0);
+
+ if (nargin < 1)
+ print_usage();
+ elseif (isPositiveInteger (L) != true)
+ error ('Octave:invalid-input-arg', "L must be a positive integer");
+ endif
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "henon";
+
+ p.addParamValue ("A",a, at isnumeric);
+ p.addParamValue ("B",b, at isnumeric);
+ p.addParamValue ("X",x0, at isnumeric);
+ p.addParamValue ("Y",y0, at isnumeric);
+
+ isNonNegative = @(x) isreal(x) && isscalar (x) && (x >= 0) && (x-round(x) == 0);
+
+ p.addParamValue ("ntrans",ntransient,isNonNegative);
+
+ p.parse (varargin{:});
+
+ # Asign input
+ nmax = L;
+
+ a = p.Results.A;
+ b = p.Results.B;
+ x0 = p.Results.X;
+ y0 = p.Results.Y;
+ ntransient = p.Results.ntrans;
+
+% Computing output
+ output = __henon__ (nmax, a, b, x0, y0, ntransient);
+
+endfunction
+
+%!test
+%! hen = [0.67778; 0.41367; 0.96376; -0.17626; 1.24563; -1.22512; -0.72760; -0.10869; 0.76518; 0.14769];
+%! res = henon (10);
+%!
+%! assert (res(:,1), hen, 1e-5);
+
diff --git a/inst/ikeda.m b/inst/ikeda.m
new file mode 100644
index 0000000..2a2bd92
--- /dev/null
+++ b/inst/ikeda.m
@@ -0,0 +1,142 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on henon of TISEAN 3.0.1 https://github.com/heggus/Tisean"
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output_array} =} ikeda (@var{L}, @dots{})
+## @deftypefnx{Function File} {@var{output_array} =} ikeda (@var{L}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Generate Ikeda map
+##
+## @iftex
+## @tex
+## $$ z_{n+1} = 1 + c * z_{n} * exp (a*i - {{b*i} \over {1+|z_{n}|}})$$
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## b*i
+## z(n+1) = 1 + c * z(n) * exp (a*i - ---------)
+## 1+|z(n)|
+## @end example
+## @end ifnottex
+##
+## @strong{Input}
+##
+## @table @var
+## @item L
+## The number of points (x,y), must be integer. Required value.
+## @end table
+##
+## @strong{Parameters}
+##
+## @table @var
+## @item a
+## Defines parameter 'a' (default=0.4)
+## @item b
+## Defines parameter 'b' (default=6.0)
+## @item c
+## Defines parameter 'c' (default=0.9)
+## @item R
+## Initial real value of 'z' (default=0.68587)
+## @item I
+## Initial imaginary value of 'z' (defaul=0.65876)
+## @item ntrans
+## Defines number of transient points (default=10000),
+## must be positive integer scalar
+## @end table
+##
+## @strong{Output}
+##
+## @var{output} is of length @var{L}. The first columns are the real values
+## of the Ikeda Map and the second are the imaginary values of the Ikeda map.
+## This is done to be work the same way that 'ikeda' in TISEAN works.
+##
+## @strong{Usage example}
+##
+## @code{out = ikeda(1000, "a", 1.25)}
+##
+## After this command @var{out} will be a 1000x2 matrix with Henon map
+## points as rows. It will generate 1000 points.
+##
+## @strong{Algorithm}
+## On basis of TISEAN package ikeda
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on ikeda of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = ikeda (L, varargin)
+
+% Define default parameters.
+ a = 0.4;
+ b = 6.0;
+ c = 0.9;
+ x0 = 0.68587;
+ y0 = 0.65876;
+ ntransient = 10000;
+
+ isPositiveInteger = @(x) isreal(x) && isscalar (x) && (x > 0) && (x-round(x) == 0);
+
+ if (nargin < 1)
+ print_usage();
+ elseif (isPositiveInteger (L) != true)
+ error ('Octave:invalid-input-arg', "L must be a positive integer");
+ endif
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "ikeda";
+
+ isRealScalar = @(x) isreal (x) && isscalar (x);
+ p.addParamValue ("A",a,isRealScalar);
+ p.addParamValue ("B",b,isRealScalar);
+ p.addParamValue ("C",c,isRealScalar);
+ p.addParamValue ("R",x0,isRealScalar);
+ p.addParamValue ("I",y0,isRealScalar);
+
+ isNonNegative = @(x) isreal(x) && isscalar (x) && (x >= 0) && (x-round(x) == 0);
+
+ p.addParamValue ("ntrans",ntransient,isNonNegative);
+
+ p.parse (varargin{:});
+
+ # Asign input
+ nmax = L;
+
+ a = p.Results.A;
+ b = p.Results.B;
+ c = p.Results.C;
+ x0 = p.Results.R;
+ y0 = p.Results.I;
+ ntransient = p.Results.ntrans;
+
+% Computing output
+ output = __ikeda__ (nmax, a, b, c, x0, y0, ntransient);
+
+endfunction
+
+%!test
+%! ikd = [0.28571947432035805 0.64340009417266342;0.50841625820931591 -0.39972597757561129;0.87547944209544659 0.56858743316662752;0.70057389172681206 -0.89053147224601548;-1.9710645882970557E-002 -1.0429004993745194E-002;0.99222205960974108 -1.8501225510088638E-002;0.21620211688366087 -0.42823693940249830;1.3295528700280905 0.27892721893609196;1.0842998438472966 -1.2197367054961652;0.28153619668028618 -1.2810993040439602];
+%! res = ikeda (10);
+%! assert (res, ikd, 1e-16);
diff --git a/inst/lfo_ar.m b/inst/lfo_ar.m
new file mode 100644
index 0000000..b5e8645
--- /dev/null
+++ b/inst/lfo_ar.m
@@ -0,0 +1,209 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output} =} lzo_gm (@var{S})
+## @deftypefnx{Function File} {@var{output} =} lzo_gm (@var{S}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## This program makes a local linear ansatz and estimates the one step
+## prediction error of the model. The difference to lfo-test is that it does
+## it as a function of the neighborhood size.
+## The name "lzo_ar" means 'local first order -> AR-model'.
+##
+## @strong{Input}
+##
+## @table @var
+## @item S
+## This function always assumes that each time series is along the longer
+## dimension of matrix @var{S}. It also assumes that every dimension
+## (counting along the shorter dimension) of @var{S} is considered a
+## component of the time series.
+## @end table
+##
+## @strong {Parameters}
+##
+## @table @var
+## @item m
+## The embedding dimension used. It is synonymous to the second part
+## of flag '-m' from TISEAN. The first part of the TISEAN flag is omitted
+## as all of the available components of @var{S} are analyzed
+## [default = 1].
+## @item d
+## Delay used for the embedding [default = 1].
+## @item i
+## For how many points should the error be calculated [default =
+## length (@var{S})].
+## @item rlow
+## The neighborhood size to start with [default = 1e-3].
+## @item rhigh
+## The neighborhood size to end with [default = 1].
+## @item f
+## Factor to increase neighborhood size if not enough neighbors were
+## found [default = 1.2].
+## @item s
+## Steps to be forecast @code{x(n+s) = f(x(n))} [default = 1].
+## @item c
+## Width of causality window [default = value of parameter @var{s}]
+## @end table
+##
+## @strong{Output}
+##
+## The output is alligned with the input. If the components of the
+## input(@var{S}) were column vectors then the number of columns of the
+## output is 4 + number of components of @var{S}. In this case the output
+## will have the following values in each row:
+## @itemize @bullet
+## @item
+## Neighborhood size (units of data)
+## @item
+## Relative forecast error ((forecast error)/(variance of data))
+## @item
+## Relative forecast error for the individual components of the input,
+## this will take as many columns as the input has
+## @item
+## Fraction of points for which neighbors were found for this neighborhood size
+## @item
+## Average number of neighbors found per point
+## @end itemize
+##
+## @seealso{demo lfo_ar, lfo_test, lfo_run}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on lfo-ar of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = lfo_ar (S, varargin)
+
+ if (nargin < 1)
+ print_usage;
+ endif
+
+ if ((ismatrix (S) == false) || (isreal(S) == false) || ...
+ (isreal(S) == false))
+ error ('Octave:invalid-input-arg', "S must be a realmatrix");
+ endif
+
+ # Default values
+ embed = 2;
+ delay = 1;
+ clength = length (S);
+ eps0 = 1e-3;
+ eps0set = false;
+ eps1 = 1;
+ eps1set = false;
+ epsf = 1.2;
+ step = 1;
+ causal = step;
+
+#### Parse the input
+ p = inputParser ();
+ p.FunctionName = "lfo_ar";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ isPositiveScalar = @(x) isreal(x) && isscalar (x) && (x > 0);
+
+ p.addParamValue ("m", embed, isPositiveIntScalar);
+ p.addParamValue ("d", delay, isPositiveIntScalar);
+ p.addParamValue ("i", clength, isPositiveIntScalar);
+ p.addParamValue ("rlow", eps0, isPositiveScalar);
+ p.addParamValue ("rhigh", eps1, isPositiveScalar);
+ p.addParamValue ("f", epsf, isPositiveScalar);
+ p.addParamValue ("s", step, isPositiveIntScalar);
+ p.addParamValue ("c", causal, isPositiveIntScalar);
+ p.addSwitch ("verbose");
+
+ p.parse (varargin{:});
+
+ # Assign inputs
+ embed = p.Results.m;
+ delay = p.Results.d;
+ clength = p.Results.i;
+ eps0 = p.Results.rlow;
+ eps0set = !ismember ('rlow', p.UsingDefaults);
+ eps1 = p.Results.rhigh;
+ eps1set = !ismember ('rhigh', p.UsingDefaults);
+ epsf = p.Results.f;
+ step = p.Results.s;
+ verbose = p.Results.verbose;
+
+ # If causal is not set the default is the value of parameter 's'
+ if (ismember ('c', p.UsingDefaults))
+ causal = step;
+ else
+ causal = p.Results.c;
+ endif
+
+ # Correct S to always have more rows than columns
+ trnspsd = false;
+ if (rows (S) < columns (S))
+ S = S.';
+ trnspsd = true;
+ endif
+
+ output = __lfo_ar__ (S, embed, delay, clength, eps0, eps0set, ...
+ eps1, eps1set, epsf, step, causal, verbose);
+
+ if (trnspsd)
+ output = output.';
+ endif
+endfunction
+
+%!demo
+%! verbose = yes_or_no ("Would you like this to be run verbose? (it may take\
+%! a while to complete)\n");
+%!
+%! ar4 = arma_rnd([0.3,0.3,-0.3,0.3],[],0.1,1000,100);
+%! if (verbose)
+%! res_hen = lfo_ar (henon(5000)(:,1),'m',4,'d',6,'verbose');
+%! res_ikeda = lfo_ar (ikeda(5000)(:,1), 'm',4, 'd', 3, 'verbose');
+%! res_ar = lfo_ar(ar4,'m',4,'d',1,'verbose');
+%! else
+%! res_hen = lfo_ar (henon(5000)(:,1),'m',4,'d',6);
+%! res_ikeda = lfo_ar (ikeda(5000)(:,1), 'm',4, 'd', 3);
+%! res_ar = lfo_ar(ar4,'m',3,'d',1);
+%! endif
+%!
+%! semilogx (res_hen(:,1), res_hen(:,2),'-g',...
+%! res_ikeda(:,1), res_ikeda(:,2),'-b',...
+%! res_ar(:,1), res_ar(:,2),'-r')
+%! ylim([0 1]);
+%! legend ('Henon', 'Ikeda','AR(4)')
+%! xlabel ("Neighborhood Radius (size)")
+%! ylabel ("Normalized error")
+%!###############################################################
+
+%!fail("lfo_ar(2)");
+
+%!test
+%! hen = henon (1000);
+%! lfo_ar_res = [0.7282938 1.131588 1.062527 1.200649 0.009562842 21.57143;0.8739526 1.137836 1.142633 1.133039 0.1270492 25.23656;1.048743 1.165663 1.163948 1.167378 0.4043716 34.79054;1.258492 1.106056 1.085286 1.126825 0.681694 51.45491;1.51019 1.089661 1.087304 1.092017 0.9262295 80.66667;1.812228 1.031237 1.015163 1.047312 1 149.6667;2.174674 1.010981 0.9995845 1.022378 1 247.6708;2.609608 1.004337 0.9968726 1.011801 1 305.3975];
+%! res = lfo_ar (hen, 'm',4,'d',6,'s',250);
+%! assert (res, lfo_ar_res, 1e-4);
+
+%% check for near singular matrix
+%!shared in
+%! in = [(sin ((1:800) / (180)).'), (cos ((1:800) / (180)).')];
+%!error <singular> lfo_ar(in, 'm', 4, 'd',6, 's',250);
diff --git a/inst/lfo_run.m b/inst/lfo_run.m
new file mode 100644
index 0000000..5d2f5e9
--- /dev/null
+++ b/inst/lfo_run.m
@@ -0,0 +1,158 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output} =} lfo_run (@var{S})
+## @deftypefnx{Function File} {@var{output} =} lfo_run (@var{S}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## This function depending on whether switch 'zeroth' is set produces either
+## a local linear ansatz or a zeroth order ansatz for a possibly multivariate
+## time series and iterates an artificial trajectory. The initial values for
+## the trajectory are the last points of the original time series.
+## Thus it actually forecasts the time series.
+##
+## @strong{Input}
+##
+## @table @var
+## @item S
+## This function always assumes that each time series is along the longer
+## dimension of matrix @var{S}. It also assumes that every dimension
+## (counting along the shorter dimension) of @var{S} is considered a
+## component of the time series.
+## @end table
+##
+## @strong{Parameters}
+##
+## @table @var
+## @item m
+## The embedding dimension used. It is synonymous to the second part
+## of flag '-m' from TISEAN. The first part of the TISEAN flag is omitted
+## as all of the available components of @var{S} are analyzed
+## [default = 1].
+## @item d
+## Delay used for the embedding [default = 1].
+## @item L
+## Number of iterations into the future, length of prediction [default = 1000].
+## @item k
+## Minimal number of neighbors for the fit [default = 30].
+## @item r
+## Neighborhood size to start with [default = 1e-3].
+## @item f
+## Factor to increase neighborhood size if not enough neighbors were
+## found [default = 1.2].
+## @end table
+##
+## @strong{Switch}
+##
+## @table @var
+## @item zeroth
+## Perform a zeroth order fit instead a local linear one. This is synonymous
+## with flag '-0' from TISEAN.
+## @end table
+##
+## @strong{Output}
+##
+## Components of the forecasted time series.
+##
+## @seealso{lfo_test, lfo_ar, lzo_run}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on lfo-run of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = lfo_run (S, varargin)
+
+ if (nargin < 1)
+ print_usage;
+ endif
+
+ if ((ismatrix (S) == false) || (isreal(S) == false) || ...
+ (isreal(S) == false))
+ error ('Octave:invalid-input-arg', "S must be a realmatrix");
+ endif
+
+ # Default values
+ embed = 2;
+ delay = 1;
+ flength = 1000;
+ minn = 30;
+ eps0 = 1e-3;
+ epsf = 1.2;
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "lfo_run";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ isNonNegativeIntScalar = @(x) isPositiveIntScalar (x) || (x == 0);
+ isPositiveScalar = @(x) isreal(x) && isscalar (x) && (x > 0);
+ isNonNegativeScalar = @(x) isPositiveScalar (x) || (x == 0);
+
+ p.addParamValue ("m", embed, isPositiveIntScalar);
+ p.addParamValue ("d", delay, isPositiveIntScalar);
+ p.addParamValue ("l", flength, isPositiveIntScalar);
+ p.addParamValue ("k", minn, isPositiveIntScalar);
+ p.addParamValue ("r", eps0, isPositiveScalar);
+ p.addParamValue ("f", epsf, isPositiveScalar);
+ p.addSwitch ("zeroth");
+
+ p.parse (varargin{:});
+
+ # Assign inputs
+ embed = p.Results.m;
+ delay = p.Results.d;
+ flength = p.Results.l;
+ minn = p.Results.k;
+ eps0 = p.Results.r;
+ epsset = !ismember ('r', p.UsingDefaults);
+ epsf = p.Results.f;
+ do_zeroth = p.Results.zeroth;
+
+ # Correct S to always have more rows than columns
+ trnspsd = false;
+ if (rows (S) < columns (S))
+ S = S.';
+ trnspsd = true;
+ endif
+
+ output = __lfo_run__ (S, embed, delay, flength, minn,
+ eps0, epsset, epsf, do_zeroth);
+
+ if (trnspsd)
+ output = output.';
+ endif
+endfunction
+
+%!test
+%! lfo_run_hen = [0.4178371 0.5916857;0.6124674 0.4178371;0.3080429 0.6124674;0.9938561 0.3080429;-0.3374249 0.9938561;0.7975559 -0.3374249;-0.1623264 0.7975559;0.4382906 -0.1623264;0.4370613 0.4382906;0.9818325 0.4370613;-0.3019938 0.9818325;0.8267984 -0.3019938;-0.2345942 0.8267984;0.5331624 -0.2345942;0.4509924 0.5331624];
+%! res = lfo_run (henon (1000),'m',4,'d',6,'l',15);
+%! assert (res, lfo_run_hen, 1e-5);
+
+%!error <singular> lfo_run(henon(1000));
+%!error <forecast failed> lfo_run(1:500,'m',1);
+
+%% Check for neverending execution
+%!error <too large> lfo_run(1:10, 'm',1);
diff --git a/inst/lfo_test.m b/inst/lfo_test.m
new file mode 100644
index 0000000..9c5442c
--- /dev/null
+++ b/inst/lfo_test.m
@@ -0,0 +1,210 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {[@var{rel}, @var{ind}] =} lfo_test (@var{S})
+## @deftypefnx{Function File} {[@var{rel}, @var{ind}] =} lfo_test (@var{S}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Makes a local linear ansatz and estimates the one step prediction error of
+## the model. It allows to determine the optimal set of parameters for the
+## program lfo-run, which iterates the local linear model to get a clean
+## trajectory. The given forecast error is normalized to the variance of
+## the data.
+##
+## @strong{Input}
+##
+## @table @var
+## @item S
+## This function always assumes that each time series is along the longer
+## dimension of matrix @var{S}. It also assumes that every dimension
+## (counting along the shorter dimension) of @var{S} is considered a
+## component of the time series.
+## @end table
+##
+## @strong {Parameters}
+##
+## @table @var
+## @item m
+## The embedding dimension used. It is synonymous to the second part
+## of flag '-m' from TISEAN. The first part of the TISEAN flag is omitted
+## as all of the available components of @var{S} are analyzed
+## [default = 1].
+## @item d
+## Delay used for the embedding [default = 1].
+## @item n
+## Sets for how many points the error should be calculated [default is
+## for all of the points].
+## @item k
+## Minimum number of neighbors for the fit [default = 30].
+## @item r
+## Size of neighbourhood to start with [default = 1/1000].
+## @item f
+## Factor to increase the neighbourhood size if not enough
+## naighbors were found [default = 1.2].
+## @item s
+## Steps to be forecast @code{x(n+s) = f(x(n))} [default = 1].
+## @item c
+## Width of causality window [default = value of parameter '@var{s}'].
+## @end table
+##
+## @strong{Outputs}
+##
+## @table @var
+## @item rel
+## This is a matrix of length equal to the parameter '@var{s}'. It contains
+## the relative forecast error. The first column (row depending on the input)
+## contains the steps forecasted. Relative means that the forecast error
+## is divided by the standard deviation of the vector component.
+## Note: This does output is different than that of lzo_test. Here it gives
+## relative forecast error for each component globally, not for each
+## forecasted datapoint of each component.
+## @item ind
+## This is a matrix that contais the individual forecast error for each
+## comonent of each reference point. This is the same as passing '-V2'
+## to TISEAN lfo-test.
+## @end table
+##
+## @seealso{lfo_ar, lfo_run}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on lfo-test of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function [rel, ind] = lfo_test (S,varargin)
+
+ if (nargin < 1 || nargout > 2)
+ print_usage;
+ endif
+
+ if ((ismatrix (S) == false) || (isreal(S) == false) || ...
+ (isreal(S) == false))
+ error ('Octave:invalid-input-arg', "S must be a realmatrix");
+ endif
+
+ # Default values
+ embed = 2;
+ delay = 1;
+ clength = length (S);
+ minn = 30;
+ eps0 = 1e-3;
+ epsf = 1.2;
+ step = 1;
+ causal = step;
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "lfo_test";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ isPositiveScalar = @(x) isreal(x) && isscalar (x) && (x > 0);
+
+ p.addParamValue ("m", embed, isPositiveIntScalar);
+ p.addParamValue ("d", delay, isPositiveIntScalar);
+ p.addParamValue ("n", clength, isPositiveIntScalar);
+ p.addParamValue ("k", minn, isPositiveIntScalar);
+ p.addParamValue ("r", eps0, isPositiveScalar);
+ p.addParamValue ("f", epsf, isPositiveScalar);
+ p.addParamValue ("s", step, isPositiveIntScalar);
+ p.addParamValue ("c", causal, isPositiveIntScalar);
+
+ p.parse (varargin{:});
+
+ # Assign inputs
+ embed = p.Results.m;
+ delay = p.Results.d;
+ clength = p.Results.n;
+ minn = p.Results.k;
+ eps0 = p.Results.r;
+ epsset = !ismember ('r',p.UsingDefaults);
+ epsf = p.Results.f;
+ step = p.Results.s;
+
+ # From lzo-test main()
+ if (ismember ('c', p.UsingDefaults))
+ causal = step;
+ else
+ causal = p.Results.c;
+ endif
+
+ # Correct S to always have more rows than columns
+ trnspsd = false;
+ if (rows (S) < columns (S))
+ S = S.';
+ trnspsd = true;
+ endif
+
+ # Input validation
+ # Ensure there is no segmentation fault in the program
+ if (clength < step)
+ error ('Octave:invalid-input-arg', ...
+ "The number of points for which to calculate error (parameter 'n')\
+is larger than steps to be forecast (parameter 's')");
+ endif
+
+ # Checks if the data is not too short
+ if ((length (S)-(embed-1)*delay) < minn)
+ error ('Octave:invalid-input-arg', ...
+ 'Data set is too short to find enough neighbors for the fit');
+ endif
+
+ if (nargout == 2)
+ [rel, ind] = __lfo_test__ (S, embed, delay, clength, ...
+ minn, eps0, epsset, ...
+ epsf, step, causal);
+ if (trnspsd)
+ ind = ind.';
+ endif
+ else
+ rel = __lfo_test__ (S, embed, delay, clength, ...
+ minn, eps0, epsset, ...
+ epsf, step, causal);
+ endif
+
+ if (trnspsd)
+ rel = rel.';
+ endif
+
+endfunction
+
+%!fail("lfo_test((1:30))");
+%!fail("lfo_test(henon(100),'s',26,'n',25)");
+
+%!shared rel
+
+%!test
+%! lfo_test_res = [-0.6092615 5.677122e-16;-0.08420277 -5.393266e-15;-0.2244035 4.257841e-15;-0.1662528 1.305738e-14;-0.3345843 1.135424e-15;0.3102795 -3.775286e-14;0.0515371 1.951511e-15;-0.6680323 3.264345e-15;-0.1297309 2.838561e-16;-0.1440459 1.135424e-15;-0.01528415 -1.135424e-15];
+%! [rel, ind] = lfo_test(henon(1000), 'm',4, 'd', 6, 'n', 30);
+%! assert (ind, lfo_test_res,1e-7)
+
+%!assert (rel, [4.438417e-01; 1.686444e-14], 1e-7);
+
+%% check for near singular matrix
+%!shared in
+%! in = [(sin ((1:800) / (180)).'), (cos ((1:800) / (180)).')];
+%!error <singular> lfo_test(in, 'm', 4, 'd',6, 's',250);
+
+%% Check for neverending execution
+%!error <too large> lfo_test(1:500, 's',250);
diff --git a/inst/lyap_k.m b/inst/lyap_k.m
new file mode 100644
index 0000000..7b24198
--- /dev/null
+++ b/inst/lyap_k.m
@@ -0,0 +1,251 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output} =} lyap_k (@var{X})
+## @deftypefnx{Function File} {@var{output} =} lyap_k (@var{X}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Estimates the maximum Lyapunov exponent using the algorithm described by
+## Kantz on the TISEAN reference page:
+##
+## http://www.mpipks-dresden.mpg.de/~tisean/Tisean_3.0.1/docs/chaospaper/citation.html
+##
+## @strong{Input}
+##
+## @table @var
+## @item X
+## Must be realvector.
+## @end table
+##
+## @strong{Parameters}
+##
+## @table @var
+## @item mmax
+## Maximum embedding dimension to use [default = 2].
+## @item mmin
+## Minimum embedding dimension to use [default = 2].
+## @item d
+## Delay used [default = 1].
+## @item rlow
+## Minimum length scale to search neighbors [default = 1e-3].
+## @item rhigh
+## Maximum length scale to search neighbors [default = 1e-2].
+## @item ecount
+## Number of length scales to use [default = 5].
+## @item n
+## Reference points to use [all].
+## @item s
+## Number of iterations in time [default = 50].
+## @item t
+## 'theiler window' [default = 0].
+## @end table
+##
+## @strong{Switch}
+##
+## @table @var
+## @item verbose
+## Prints information about the current length scale at runtime.
+## @end table
+##
+## @strong{Output}
+##
+## The output is a struct array of size:
+##
+## @code{'ecount' x ('mmax' - 'mmin' + 1)}
+##
+## It has the following fields:
+## @itemize @bullet
+## @item
+## @code{eps} - holds the epsilon for the exponent
+## @item
+## @code{dim} - holds the embedding dimension used in exponent
+## @item
+## @code{exp} - contains the exponent data. It consists of 3 columns:
+## @enumerate
+## @item
+## The number of the iteration
+## @item
+## The logarithm of the stretching factor (the slope is the Laypunov exponent
+## if it is a straight line)
+## @item
+## The number of points for which a neighborhood with enough points was found
+## @end enumerate
+## @end itemize
+##
+## @seealso{demo lyap_k, lyap_r, lyap_spec}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on lyap_k of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = lyap_k (X, varargin)
+
+ # Initial input validation
+ if (nargin < 1)
+ print_usage;
+ endif
+
+ if ((isvector (X) == false) || (isreal(X) == false))
+ error ('Octave:invalid-input-arg', "X must be a realvector");
+ endif
+
+ # Default parameters
+ maxdim = 2;
+ mindim = 2;
+ delay = 1;
+ epsmin = 1e-3;
+ epsmax = 1e-2;
+ epscount = 5;
+ reference = length (X);
+ maxiter = 50;
+ window = 0;
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "lyap_k";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ isNonNegativeIntScalar = @(x) isPositiveIntScalar (x) || (length (x) == 1 ...
+ &&(x == 0));
+ isPositiveScalar = @(x) isreal(x) && isscalar (x) && (x > 0);
+
+ p.addParamValue ("mmax", maxdim, isPositiveIntScalar);
+ p.addParamValue ("mmin", mindim, isPositiveIntScalar);
+ p.addParamValue ("d", delay, isPositiveIntScalar);
+ p.addParamValue ("rlow", epsmin, isPositiveScalar);
+ p.addParamValue ("rhigh", epsmax, isPositiveScalar);
+ p.addParamValue ("ecount", epscount, isPositiveIntScalar);
+ p.addParamValue ("n", reference, isPositiveIntScalar);
+ p.addParamValue ("s", maxiter, isPositiveIntScalar);
+ p.addParamValue ("t", window, isNonNegativeIntScalar);
+ p.addSwitch ("verbose");
+
+ p.parse (varargin{:});
+
+ # Assign inputs
+ maxdim = p.Results.mmax;
+ mindim = p.Results.mmin;
+ delay = p.Results.d;
+ epsmin = p.Results.rlow;
+ eps0set = !ismember ('rlow', p.UsingDefaults);
+ epsmax = p.Results.rhigh;
+ eps1set = !ismember ('rhigh', p.UsingDefaults);
+ epscount = p.Results.ecount;
+ reference = p.Results.n;
+ maxiter = p.Results.s;
+ window = p.Results.t;
+ verbose = p.Results.verbose;
+
+ # Input validation
+
+ # Check if rlow isn't bigger than rhigh
+ if (epsmin >= epsmax)
+ warning ('Octave:tisean', "Parameter 'rlow' is greater than 'rhigh', \
+setting 'rlow = rhigh'");
+ epsmax=epsmin;
+ epscount=1;
+ endif
+
+ # Check if 'n' isn't too large
+ if (reference > (length (X)-maxiter-(maxdim-1)*delay))
+
+ # If it was set too large display warning
+ if (!ismember ('n', p.UsingDefaults))
+ warning ('Octave:tisean', "Parameter 'n' was too large, setting to \
+maximum possible value");
+ endif
+
+ reference=length (X)-maxiter-(maxdim-1)*delay;
+ endif
+
+ # Check if there are enough points for these parameters
+ if ((maxiter+(maxdim-1)*delay) >= length(X))
+ error ('Octave:invalid-input-arg',"Too few points to handle these \
+parameters");
+ endif
+
+ # Ensure maxdim and mindim are correct
+ if (maxdim < 2)
+ warning ('Octave:tisean', "Parameter 'mmax' was too small, setting \
+'mmax' = 2");
+ maxdim=2;
+ endif
+ if (mindim < 2)
+ warning ('Octave:tisean', "Parameter 'mmin' was too small, setting \
+'mmin' = 2");
+ mindim=2;
+ endif
+ if (mindim > maxdim)
+ warning ('Octave:tisean', "Parameter 'mmin' was larger than 'mmax', \
+setting 'mmin' = 'mmax'");
+ maxdim=mindim;
+ endif
+
+ # Correct X to always have more rows than columns
+ trnspsd = false;
+ if (rows (X) < columns (X))
+ X = X.';
+ trnspsd = true;
+ endif
+
+ output = __lyap_k__ (X, maxdim, mindim, delay, epsmin, eps0set,...
+ epsmax, eps1set, epscount, reference, maxiter, ...
+ window, verbose);
+
+endfunction
+%!demo
+%! idx = (1:2500).';
+%! in = sin (idx./360) + cos (idx ./ 180);
+%! mmax = 20;
+%! res = lyap_k (in, 'mmin',2,'mmax',mmax,'d',6,'s',400,'t',500);
+%!
+%! cla reset
+%! hold on
+%! for j=2:mmax
+%! plot (res(1,j-1).exp(:,1),res(1,j-1).exp(:,2),'r');
+%! endfor
+%! axis tight
+%! xlabel ("t [flow samples]");
+%! ylabel ("S(eps, embed, t)");
+%! hold off
+%!###############################################################
+
+
+%!test
+%! ts_res1 = [0 -5.548344 2;1 -4.643023 2;2 -4.5687 2;3 -3.663079 2;4 -3.285737 2;5 -2.364073 2;6 -2.347838 2;7 -1.435444 2;8 -1.174444 2;9 -0.4689464 2;10 -0.9246688 2];
+%! ts_res2 = [0 -4.973845 9;1 -4.375238 9;2 -3.783095 9;3 -3.068363 9;4 -2.88801 9;5 -2.361605 9;6 -2.047413 9;7 -1.579871 9;8 -0.9320268 9;9 -0.8645631 9;10 -1.412792 9];
+%! hen = henon (1000)(:,1);
+%! res = lyap_k (hen, 'mmin',4,'mmax',4,'d',6,'s',10,'t',100);
+%! assert({res(4).exp, res(5).exp}, {ts_res1, ts_res2},-1e-6);
+
+%% Check input validation
+%% Warnings are promoted to errors to prevent program execution
+%!error <greater> warning("error", "Octave:tisean"); lyap_k (1:100,'rlow',2);
+%!error <too large> warning("error", "Octave:tisean"); lyap_k (1:100,'n',100);
+%!error <few points> lyap_k (1:100,'s',100);
+%!error <too small> warning("error", "Octave:tisean"); lyap_k (1:100,'mmin',1);
+%!error <larger> warning("error", "Octave:tisean"); lyap_k (1:100,'mmin',3);
+%!error <too small> warning("error", "Octave:tisean"); lyap_k (1:100,'mmax',1);
diff --git a/inst/lyap_r.m b/inst/lyap_r.m
new file mode 100644
index 0000000..e9f2247
--- /dev/null
+++ b/inst/lyap_r.m
@@ -0,0 +1,171 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output} =} lyap_r (@var{X})
+## @deftypefnx{Function File} {@var{output} =} lyap_r (@var{X}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Estimates the largest Lyapunov exponent of a given scalar data set using
+## the algorithm described by Resentein et al. on the TISEAN refernce page:
+##
+## http://www.mpipks-dresden.mpg.de/~tisean/Tisean_3.0.1/docs/chaospaper/citation.html
+##
+## @strong{Input}
+##
+## @table @var
+## @item X
+## Must be realvector. The output will be alligned with the input.
+## @end table
+##
+## @strong{Parameters}
+##
+## @table @var
+## @item m
+## Embedding dimension to use [default = 2].
+## @item d
+## Delay used [default = 1].
+## @item t
+## Window around the reference point which should be omitted [default = 0].
+## @item r
+## Minimum length scale for the neighborhood search [default = 1e-3].
+## @item s
+## Number of iterations in time [default = 10].
+## @end table
+##
+## @strong{Switch}
+##
+## @table @var
+## @item verbose
+## Gives information about the current epsilon while performing computation.
+## @end table
+##
+## @strong{Output}
+##
+## Alligned with input. If input was a column vector than output contains two
+## columns. The first contains the iteration number and
+## the second contains the logarithm of the stretching factor for that
+## iteration.
+##
+## @seealso{demo lyap_r, lyap_k, lyap_spec}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on lyap_r of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = lyap_r (X, varargin)
+
+ # Initial input validation
+ if (nargin < 1)
+ print_usage;
+ endif
+
+ if ((isvector (X) == false) || (isreal(X) == false))
+ error ('Octave:invalid-input-arg', "X must be a realvector");
+ endif
+
+ # Default parameters
+ embdim = 2;
+ delay = 1;
+ mindist = 0;
+ eps0 = 1e-3;
+ steps = 10;
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "lyap_r";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ isNonNegativeIntScalar = @(x) isPositiveIntScalar (x) || (length (x) == 1 ...
+ &&(x == 0));
+ isPositiveScalar = @(x) isreal(x) && isscalar (x) && (x > 0);
+
+ p.addParamValue ("m", embdim, isPositiveIntScalar);
+ p.addParamValue ("d", delay, isPositiveIntScalar);
+ p.addParamValue ("t", mindist, isNonNegativeIntScalar);
+ p.addParamValue ("r", eps0, isPositiveScalar);
+ p.addParamValue ("s", steps, isPositiveIntScalar);
+ p.addSwitch ("verbose");
+
+ p.parse (varargin{:});
+
+ # Assign inputs
+ embdim = p.Results.m;
+ delay = p.Results.d;
+ mindist = p.Results.t;
+ eps0 = p.Results.r;
+ epsset = !ismember ('r', p.UsingDefaults);
+ steps = p.Results.s;
+ verbose = p.Results.verbose;
+
+ # Correct X to always have more rows than columns
+ trnspsd = false;
+ if (rows (X) < columns (X))
+ X = X.';
+ trnspsd = true;
+ endif
+
+ output = __lyap_r__ (X, embdim, delay, mindist, eps0, epsset, steps,...
+ verbose);
+
+ if (trnspsd)
+ output = output.';
+ endif
+
+endfunction
+
+%!demo
+%! idx = (1:2500).';
+%! in = sin (idx ./ 360) + cos (idx ./ 180);
+%! mmax = 15;
+%!
+%! cla reset
+%! hold on
+%! for i=2:mmax
+%! res = lyap_r (in, 'm', i, 'd', 6, 's',400,'t',200);
+%! plot (res(:,1),res(:,2),'r');
+%! endfor
+%! axis tight
+%! xlabel ("t [flow samples]");
+%! ylabel ("S(eps, embed, t)");
+%! hold off
+%!###############################################################
+
+
+%!test
+%! lyap_r_res = [0 -2.983802;1 -2.980538;2 -2.962341;3 -2.931719;4 -2.891934;5 -2.846183;6 -2.797121;7 -2.74671;8 -2.69629;9 -2.646711;10 -2.598477];
+%! in = sin((1:1000).'./360);
+%! res = lyap_r (in, 'm',4 ,'d',6,'s',10,'t',100);
+%! assert (res, lyap_r_res, -1e-6);
+
+%% Check if transposed output works correctly
+%!test
+%! res1 = lyap_r(1:100);
+%! res2 = lyap_r((1:100).');
+%! assert(res1.',res2);
+
+%!error <ranges> lyap_r (1)
+%% Check if program does not run forever
+%!error <too large> lyap_r (1:12)
diff --git a/inst/lyap_spec.m b/inst/lyap_spec.m
new file mode 100644
index 0000000..b41b0b9
--- /dev/null
+++ b/inst/lyap_spec.m
@@ -0,0 +1,251 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {[@var{lyap_exp}, @var{pars}] =} lyap_spec (@var{S})
+## @deftypefnx{Function File} {[@var{lyap_exp}, @var{pars}] =} lyap_spec (@var{S}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Estimates the spectrum of Lyapunov exponents using the
+## method of Sano and Sawada.
+##
+## @strong{Input}
+##
+## @table @var
+## @item S
+## This function always assumes that each time series is along the longer
+## dimension of matrix @var{S}. It also assumes that every dimension
+## (counting along the shorter dimension) of @var{S} is considered a
+## component of the time series.
+## @end table
+##
+## @strong{Parameters}
+##
+## @table @var
+## @item m
+## Embedding dimension [default = 2].
+## @item d
+## Currently unused, will be delay used in future.
+## @item n
+## Number of iterations [default = length (@var{S})].
+## @item r
+## Minimum neighborhood size [default = 1e-3].
+## @item f
+## Factor to increase the size of the neighborhood if the program didn't
+## find enough neighbors [default = 1.2].
+## @item k
+## Number of neighbors to use (this implementation uses exactly the number of
+## neighbors specified, if more are found only the @var{K} nearest are used)
+## [default = 30].
+## @item p
+## Specify after how many iteration should the current output be
+## displayed. This is useful for data sets that can take a long time.
+## Also, if the program runs longer than 10 seconds it will display the current
+## state, regardless [default = calculate all of the data at once and don't
+## intermediary steps].
+## @end table
+##
+## @strong{Switch}
+##
+## @table @var
+## @item invert
+## Inverts the order of the time series. Can help finding spurious exponents.
+## @end table
+##
+## @strong{Output}
+##
+## The output is alligned with the components of the input.
+## @table @var
+## @item lyap_exp
+## Assuming an input with column vectors this part of the output will consist
+## of @code{columns (S) * m + 1} columns (the 'm' stands for the embedding
+## dimension). The first column will be the iteration number and rest contain
+## estimates of the Lyapunov exponents in decreasing order.
+## @item pars
+## This is a struct that contains the following parameters associated with
+## the calculated Lyapunov exponents:
+## @itemize @bullet
+## @item
+## rel_err - the relative error for every dimension of the input
+## @item
+## abs_err - the absolute error for every dimension of the input
+## @item
+## nsize - average neighborhood size
+## @item
+## nno - average number of neighbors
+## @item
+## ky_dim - estimated KY-Dimension
+## @end itemize
+## @end table
+##
+## @seealso{lyap_k, lyap_r}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on lyap_spec of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function [lyap_exp, pars] = lyap_spec (S, varargin)
+
+ if (nargin < 1 || nargout > 2)
+ print_usage;
+ endif
+
+ if ((ismatrix (S) == false) || (isreal(S) == false) || ...
+ (isreal(S) == false))
+ error ('Octave:invalid-input-arg', "S must be a realmatrix");
+ endif
+
+ # Default values
+ embed = 2;
+ delay = 1;
+ iterations = length (S);
+ epsmin = 1e-3;
+ epsstep = 1.2;
+ minn = 30;
+ iterator_pause = length (S);
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "lyap_spec";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ isPositiveScalar = @(x) isreal(x) && isscalar (x) && (x > 0);
+
+ p.addParamValue ("m", embed, isPositiveIntScalar);
+ p.addParamValue ("d", delay, isPositiveIntScalar);
+ p.addParamValue ("n", iterations, isPositiveIntScalar);
+ p.addParamValue ("r", epsmin, isPositiveScalar);
+ p.addParamValue ("f", epsstep, isPositiveScalar);
+ p.addParamValue ("k", minn, isPositiveIntScalar);
+ p.addParamValue ("p", iterator_pause, isPositiveIntScalar);
+ p.addSwitch ("invert");
+
+ p.parse (varargin{:});
+
+ # Assign input
+ embed = p.Results.m;
+# delay = p.Results.d;
+ iterations = p.Results.n;
+ epsmin = p.Results.r;
+ epsset = !ismember ('r', p.UsingDefaults);
+ epsstep = p.Results.f;
+ minn = p.Results.k;
+ invert = p.Results.invert;
+ iterator_pause = p.Results.p;
+
+ # Correct S to always have more rows than columns
+ trnspsd = false;
+ if (rows (S) < columns (S))
+ S = S.';
+ trnspsd = true;
+ endif
+
+ # Invert each component in the time series
+ if (invert)
+ S = S(rows(S):-1:1,:);
+ endif
+
+ # Input validation from old main()
+ if (minn > (length (S)-delay*(embed-1)-1))
+ error ('Octave:invalid-input-arg', ...
+ "Your time series is not long enough to find %d neighbors!", minn);
+ endif
+
+ # Input adjustment from main()
+ if (iterations >(length (S)-delay))
+ if (!ismember ('n', p.UsingDefaults))
+ warning ('Octave:tisean', ["Value of parameter 'n' too large, ", ...
+ "setting 'n' = %d"], length (S) - delay);
+ endif
+ iterations = length (S) - delay;
+ endif
+
+
+
+ [lyap_exp, vars] = __lyap_spec__ (S, embed, iterations, epsmin, ...
+ epsset, epsstep, minn, iterator_pause);
+
+ calc_paused = false;
+ while (isfield (vars, "count") ...
+ && vars.count < (iterations - (embed-1)*delay))
+
+ printf ("\n");
+ if (trnspsd)
+ lyap_exp = mat2str(lyap_exp.')
+ else
+ lyap_exp = mat2str(lyap_exp)
+ endif
+ fflush (stdout);
+ calc_paused = true;
+ [lyap_exp, vars] = __lyap_spec__ (S, embed, iterations, vars.epsmin, ...
+ epsset, epsstep, minn, iterator_pause,
+ vars.count, ...
+ vars.averr, vars.delta, vars.avneig,...
+ vars.aveps);
+ endwhile
+
+ if (calc_paused)
+ printf ("\n");
+ fflush (stdout);
+ endif
+
+ pars = vars;
+
+ # Correct the exponents to allign with input
+ if (trnspsd)
+ lyap_exp = lyap_exp.';
+ endif
+
+endfunction
+
+%!test
+%! hen = henon(1000)(:,1);
+%! lyap_spec_res = [97 1.475854e+00 4.569062e-01 -4.080476e-01 -9.133782e-01];
+%! res = lyap_spec (hen, 'm', 4, 'n', 100, 'k', 50, 'invert');
+%! assert (res, lyap_spec_res, -1e-6);
+
+%!shared tisean_res
+%! lyap =[97 1.724734 1.344298 0.6055269 0.1107455 -0.1679277 -0.4839892 -0.6831324 -1.279134];
+%! rel_err = [9.879479e-02 5.606372e-02];
+%! abs_err = [4.645455e-02 3.915540e-02];
+%! nsize = 7.035643e-01;
+%! nno = 50;
+%! ky_dim = 8;
+%! tisean_res = {lyap, rel_err, abs_err, nsize, nno, ky_dim};
+
+%!test
+%! ik = ikeda(1000);
+%! [lyap, pars] = lyap_spec (ik, 'm',4, 'n',100, 'k', 50,'invert');
+%! res = {lyap, pars.rel_err, pars.abs_err, pars.nsize, pars.nno, pars.ky_dim};
+%! assert (res, tisean_res, 1e-6);
+
+%% test for matrix near singularity
+%!error <singular> lyap_spec (sin((1:1000).'./360), 'm',4);
+
+%% Testing input validation
+%!error <not long> lyap_spec (1:10, 'k',10);
+%% Promote warnings to error to not execute program
+%!error <too large> warning("error", "Octave:tisean"); ...
+%! lyap_spec(1:100,'n',100);
diff --git a/inst/lzo_gm.m b/inst/lzo_gm.m
new file mode 100644
index 0000000..9552445
--- /dev/null
+++ b/inst/lzo_gm.m
@@ -0,0 +1,185 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output} =} lzo_gm (@var{S})
+## @deftypefnx{Function File} {@var{output} =} lzo_gm (@var{S}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Estimates the average forecast error for a local
+## constant (zeroth order) fit as a function of the neighborhood size.
+## The name "lzo_gm" means 'local zeroth order -> global mean'.
+##
+## @strong{Input}
+##
+## @table @var
+## @item S
+## This function always assumes that each time series is along the longer
+## dimension of matrix @var{S}. It also assumes that every dimension
+## (counting along the shorter dimension) of @var{S} is considered a
+## component of the time series.
+## @end table
+##
+## @strong {Parameters}
+##
+## @table @var
+## @item m
+## The embedding dimension used. It is synonymous to the second part
+## of flag '-m' from TISEAN. The first part of the TISEAN flag is omitted
+## as all of the available components of @var{S} are analyzed
+## [default = 1].
+## @item d
+## Delay used for the embedding [default = 1].
+## @item i
+## For how many points should the error be calculated [default =
+## length (@var{S})].
+## @item rlow
+## The neighborhood size to start with [default = 1e-3].
+## @item rhigh
+## The neighborhood size to end with [default = 1].
+## @item f
+## Factor to increase neighborhood size if not enough neighbors were
+## found [default = 1.2].
+## @item s
+## Steps to be forecast @code{x(n+s) = f(x(n))} [default = 1].
+## @item c
+## Width of causality window [default = value of parameter @var{s}]
+## @end table
+##
+## @strong {Output}
+##
+## The output is alligned with the input. If the components of the
+## input(@var{S}) were column vectors then the number of columns of the
+## output is 4 + number of components of @var{S}. In this case the output
+## will have the following values in each row:
+## @itemize @bullet
+## @item
+## Neighborhood size (units of data)
+## @item
+## Relative forecast error ((forecast error)/(variance of data))
+## @item
+## Relative forecast error for the individual components of the input,
+## this will take as many columns as the input has
+## @item
+## Fraction of points for which neighbors were found for this neighborhood size
+## @item
+## Average number of neighbors found per point
+## @end itemize
+##
+## @seealso{lzo_test, lzo_run}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on lzo-gm of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = lzo_gm (S, varargin)
+
+ if (nargin < 1)
+ print_usage;
+ endif
+
+ if ((ismatrix (S) == false) || (isreal(S) == false) || ...
+ (isreal(S) == false))
+ error ('Octave:invalid-input-arg', "S must be a realmatrix");
+ endif
+
+ # Default values
+ embed = 2;
+ delay = 1;
+ clength = length (S);
+ eps0 = 1e-3;
+ eps0set = 0;
+ eps1 = 1.0;
+ eps1set = 0;
+ epsf = 1.2;
+ step = 1;
+ causal = step;
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "lzo_gm";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ isPositiveScalar = @(x) isreal(x) && isscalar (x) && (x > 0);
+
+ p.addParamValue ("m", embed, isPositiveIntScalar);
+ p.addParamValue ("d", delay, isPositiveIntScalar);
+ p.addParamValue ("i", clength, isPositiveIntScalar);
+ p.addParamValue ("rlow", eps0, isPositiveScalar);
+ p.addParamValue ("rhigh", eps1, isPositiveScalar);
+ p.addParamValue ("f", epsf, isPositiveScalar);
+ p.addParamValue ("s", step, isPositiveIntScalar);
+ p.addParamValue ("c", causal, isPositiveIntScalar);
+
+ p.parse (varargin{:});
+
+ # Assign inputs
+ embed = p.Results.m;
+ delay = p.Results.d;
+ clength = p.Results.i;
+ eps0 = p.Results.rlow;
+ eps0set = !ismember ('rlow', p.UsingDefaults);
+ eps1 = p.Results.rhigh;
+ eps1set = !ismember ('rhigh', p.UsingDefaults);
+ epsf = p.Results.f;
+ step = p.Results.s;
+
+ # If causal is not set the default is the value of parameter 's'
+ if (ismember ('c', p.UsingDefaults))
+ causal = step;
+ else
+ causal = p.Results.c;
+ endif
+
+ # Correct S to always have more rows than columns
+ trnspsd = false;
+ if (rows (S) < columns (S))
+ S = S.';
+ trnspsd = true;
+ endif
+
+
+ output = __lzo_gm__ (S, embed, delay, clength, eps0, eps0set, ...
+ eps1, eps1set, epsf, step, causal);
+
+ if (trnspsd)
+ output = output.';
+ endif
+
+
+endfunction
+
+
+%!test
+%! res = lzo_gm((1:500),'s',250);
+%! assert (isempty (res));
+
+%!fail("lzo_test(2)");
+
+%!test
+%! in = [(sin ((1:800) / (360)).'), (cos ((1:800) / (360)).')];
+%! lzo_gm_res = [0.3177514 5.832589 8.960147 2.70503 0.202346 23.71739;0.3813016 0.9768847 1.309398 0.6443708 0.6334311 52.70833;0.4575619 0.7291856 0.9129027 0.5454685 0.7580645 88.4236;0.5490743 0.6127415 0.6892565 0.5362266 0.872434 128.6151;0.6588892 0.6677921 0.7556775 0.5799066 1 168.2273;0.790667 0.7833726 0.8609434 0.7058018 1 230.3416;0.9488005 0.9280836 0.9918559 0.8643113 1 299.7463;1.138561 1.091321 1.125727 1.056915 1 374.4912;1.366273 1.242503 1.237341 1.247664 1 443.8138;1 [...]
+%! res = lzo_gm (in, 'm', 4, 'd', 6, 's', 100, 'rhigh', 2);
+%! assert (res, lzo_gm_res, -1e-6);
diff --git a/inst/lzo_run.m b/inst/lzo_run.m
new file mode 100644
index 0000000..648062a
--- /dev/null
+++ b/inst/lzo_run.m
@@ -0,0 +1,196 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output} =} lzo_run (@var{S})
+## @deftypefnx{Function File} {@var{output} =} lzo_run (@var{S}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## This program fits a locally zeroth order model to a possibly multivariate
+## time series and iterates the time series into the future. The existing data
+## set is extended starting with the last point in time. It is possible to add
+## gaussian white dynamical noise during the iteration.
+##
+## @strong{Input}
+##
+## @table @var
+## @item S
+## This function always assumes that each time series is along the longer
+## dimension of matrix @var{S}. It also assumes that every dimension
+## (counting along the shorter dimension) of @var{S} is considered a
+## component of the time series.
+## @end table
+##
+## @strong{Parameters}
+##
+## @table @var
+## @item m
+## The embedding dimension used. It is synonymous to the second part
+## of flag '-m' from TISEAN. The first part of the TISEAN flag is omitted
+## as all of the available components of @var{S} are analyzed
+## [default = 1].
+## @item d
+## Delay used for the embedding [default = 1].
+## @item L
+## Number of iterations into the future [default = 1000].
+## @item k
+## Minimal number of neighbors for the fit [default = 50].
+## @item dnoise
+## Add dynamical noise as percentage of the variance, this value is given
+## in percentage. The same as flag '-%' from TISEAN [default = no noise (0)].
+## @item i
+## Seed for the random number generator used to add noise. If set to 0
+## the time command is used to create a seed [default = 0x9074325].
+## @item r
+## Neighborhood size to start with [default = 1e-3].
+## @item f
+## Factor to increase neighborhood size if not enough neighbors were
+## found [default = 1.2].
+## @end table
+##
+## @strong{Switch}
+##
+## @table @var
+## @item onlynearest
+## If this switch is set then the program uses only the nearest @var{k}
+## neighbor found. This is synonymous with flag '-K' from TISEAN.
+## @end table
+##
+## @strong{Output}
+##
+## Components of the forecasted time series.
+##
+## @seealso{demo lzo_run, lzo_test, lzo_gm}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on lzo-run of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = lzo_run (S, varargin)
+
+ if (nargin < 1)
+ print_usage;
+ endif
+
+ if ((ismatrix (S) == false) || (isreal(S) == false) || ...
+ (isreal(S) == false))
+ error ('Octave:invalid-input-arg', "S must be a realmatrix");
+ endif
+
+ # Default values
+ embed = 2;
+ delay = 1;
+ flength = 1000;
+ minn = 50;
+ setsort = false;
+ seed = 0x9074325;
+ eps0 = 1e-3;
+ epsset = false;
+ epsf = 1.2;
+ Q = 0;
+ setnoise = false;
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "lzo_run";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ isNonNegativeIntScalar = @(x) isPositiveIntScalar (x) || (x == 0);
+ isPositiveScalar = @(x) isreal(x) && isscalar (x) && (x > 0);
+ isNonNegativeScalar = @(x) isPositiveScalar (x) || (x == 0);
+
+ p.addParamValue ("m", embed, isPositiveIntScalar);
+ p.addParamValue ("d", delay, isPositiveIntScalar);
+ p.addParamValue ("l", flength, isPositiveIntScalar);
+ p.addParamValue ("k", minn, isPositiveIntScalar);
+ p.addParamValue ("i", seed, isNonNegativeIntScalar);
+ p.addParamValue ("r", eps0, isPositiveScalar);
+ p.addParamValue ("f", epsf, isPositiveScalar);
+ p.addParamValue ("dnoise", Q, isNonNegativeScalar);
+ p.addSwitch ("OnlyNearest");
+
+ p.parse (varargin{:});
+
+ # Assign inputs
+ embed = p.Results.m;
+ delay = p.Results.d;
+ flength = p.Results.l;
+ minn = p.Results.k;
+ setsort = p.Results.OnlyNearest;
+ seed = p.Results.i;
+ eps0 = p.Results.r;
+ epsset = !ismember ('r', p.UsingDefaults);
+ epsf = p.Results.f;
+ Q = p.Results.dnoise;
+ setnoise = !ismember ('dnoise', p.UsingDefaults);
+
+ # Correct S to always have more rows than columns
+ trnspsd = false;
+ if (rows (S) < columns (S))
+ S = S.';
+ trnspsd = true;
+ endif
+
+ output = __lzo_run__ (S, embed, delay, flength, minn, setsort, seed,
+ eps0, epsset, epsf, Q, setnoise);
+
+ if (trnspsd)
+ output = output.';
+ endif
+
+endfunction
+
+%!demo
+%! idx = 1:5000;
+%% sin_saw is a sinusoid multiplied by a saw function.
+%! sin_saw = (5 + mod (idx, 165) ./15) .* sin (idx.* 2 * pi /32);
+%! sin_saw = sin_saw.';
+%% m=4, d=6 was chosen as the best fit values in demo lzo_test.
+%! no_noise = lzo_run (sin_saw(1:4500), 'm',4,'d',6,'l',500);
+%! noisy = lzo_run (sin_saw(1:4500), 'm',4,'d',6, 'dnoise',10,'l',500);
+%! plot (no_noise, 'r.', noisy, 'bo',sin_saw(4501:end),'g');
+%! legend ("No noise",...
+%! "10% noise",...
+%! "Actual data");
+%! legend ("Location", "NorthOutside", "Orientation", "Horizontal");
+%! axis tight
+%!###############################################################
+
+%!shared in
+%! in = [(sin ((1:10000) / (360)).'), (cos ((1:10000) / (360)).')];
+
+%!fail("lzo_run(2)");
+
+%!test
+%% res was generated using 'lzo-run -m2,4 -d8 -f2'
+%! res = [0.6081981 0.6104005 0.6125982 0.6147912 0.6169795 0.619163 0.6213417 0.6235156 0.6256847 0.627849 0.6300085 0.632163 0.6343127 0.6364575 0.6385974 0.6407324 0.6428624 0.6449875 0.6471076 0.6492227 0.6513327];
+%! out = lzo_run (in, 'm', 4, 'd', 8, 'f', 2,'onlynearest');
+%! assert (out(end-20:end),res,-1e-6);
+
+%!test
+%% res was generated using 'lzo-run -m2,4 -d8 -L20'
+%! res = [0.4746743 -0.8801155;0.4730514 -0.8809869;0.4708026 -0.8821883;0.4685045 -0.8834088;0.4661569 -0.8846482;0.4631659 -0.8862157;0.4601181 -0.887801;0.4576502 -0.8890757;0.4551788 -0.8903435;0.4527039 -0.8916045;0.4502255 -0.8928586;0.4477436 -0.8941057;0.4452582 -0.895346;0.4427694 -0.8965794;0.4402772 -0.8978059;0.4377816 -0.8990254;0.4352827 -0.900238;0.4327803 -0.9014436;0.4302746 -0.9026423;0.4277656 -0.903834];
+%! out = lzo_run (in, 'm',4,'d',8,'l',20,'onlynearest');
+%! assert (out, res, -1e-6);
diff --git a/inst/lzo_test.m b/inst/lzo_test.m
new file mode 100644
index 0000000..6dce82e
--- /dev/null
+++ b/inst/lzo_test.m
@@ -0,0 +1,234 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {[@var{rel}, @var{ind}] =} lzo_test (@var{S})
+## @deftypefnx{Function File} {[@var{rel}, @var{ind}] =} lzo_test (@var{S}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Estimates the average forecast error for a zeroth
+## order fit from a multidimensional time series
+##
+## @strong{Input}
+##
+## @table @var
+## @item S
+## This function always assumes that each time series is along the longer
+## dimension of matrix @var{S}. It also assumes that every dimension
+## (counting along the shorter dimension) of @var{S} is considered a
+## component of the time series.
+## @end table
+##
+## @strong {Parameters}
+##
+## @table @var
+## @item m
+## The embedding dimension used. It is synonymous to the second part
+## of flag '-m' from TISEAN. The first part of the TISEAN flag is omitted
+## as all of the available components of @var{S} are analyzed
+## [default = 1].
+## @item d
+## Delay used for the embedding [default = 1].
+## @item n
+## Sets for how many points the error should be calculated [default is
+## for all of the points].
+## @item tdist
+## Temporal distance between the reference points [default = 1].
+## @item k
+## Minimum number of neighbors for the fit [default = 30].
+## @item r
+## Size of neighbourhood to start with [default = 1/1000].
+## @item f
+## Factor to increase the neighbourhood size if not enough
+## naighbors were found [default = 1.2].
+## @item s
+## Steps to be forecast @code{x(n+s) = f(x(n))} [default = 1].
+## @item c
+## Width of causality window [default = value of parameter '@var{s}'].
+## @end table
+##
+## @strong{Switch}
+##
+## @table @var
+## @item onlynearest
+## If this switch is set then the program uses only the nearest @var{k}
+## neighbor found. This is synonymous with flag '-K' from TISEAN.
+## @end table
+##
+## @strong{Outputs}
+##
+## @table @var
+## @item rel
+## This is a matrix of length equal to the parameter '@var{s}'. It contains
+## the relative forecast error. The first column (row depending on the input)
+## contains the steps forecasted. Relative means that the forecast error
+## is divided by the standard deviation of the vector component.
+## @item ind
+## This is a matrix that contais the individual forecast error for each
+## comonent of each reference point. This is the same as passing '-V2'
+## to TISEAN lzo-test.
+## @end table
+##
+## @seealso{demo lzo_test, lzo_gm, lzo_run}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on lzo-test of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function [rel, ind] = lzo_test (S,varargin)
+
+ if (nargin < 1 || nargout > 2)
+ print_usage;
+ endif
+
+ if ((ismatrix (S) == false) || (isreal(S) == false) || ...
+ (isreal(S) == false))
+ error ('Octave:invalid-input-arg', "S must be a realmatrix");
+ endif
+
+ # Default values
+ embed = 2;
+ delay = 1;
+ clength = length (S);
+ clengthset = 0;
+ refstep = 1;
+ minn = 30;
+ eps0 = 1e-3;
+ epsset = 0;
+ epsf = 1.2;
+ step = 1;
+ causal = step;
+
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "lzo_test";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ isPositiveScalar = @(x) isreal(x) && isscalar (x) && (x > 0);
+
+ p.addParamValue ("m", embed, isPositiveIntScalar);
+ p.addParamValue ("d", delay, isPositiveIntScalar);
+ p.addParamValue ("n", clength, isPositiveIntScalar);
+ p.addParamValue ("tdist", refstep, isPositiveIntScalar);
+ p.addParamValue ("k", minn, isPositiveIntScalar);
+ p.addParamValue ("r", eps0, isPositiveScalar);
+ p.addParamValue ("f", epsf, isPositiveScalar);
+ p.addParamValue ("s", step, isPositiveIntScalar);
+ p.addParamValue ("c", causal, isPositiveIntScalar);
+ p.addSwitch ("OnlyNearest");
+
+ p.parse (varargin{:});
+
+ # Assign inputs
+ embed = p.Results.m;
+ delay = p.Results.d;
+ clength = p.Results.n;
+ clengthset = !ismember ('n', p.UsingDefaults);
+ refstep = p.Results.tdist;
+ minn = p.Results.k;
+ eps0 = p.Results.r;
+ epsset = !ismember ('r', p.UsingDefaults);
+ epsf = p.Results.f;
+ step = p.Results.s;
+ setsort = p.Results.OnlyNearest;
+
+ # From lzo-test main()
+ if (ismember ('c', p.UsingDefaults))
+ causal = step;
+ else
+ causal = p.Results.c;
+ endif
+
+ # Correct S to always have more rows than columns
+ trnspsd = false;
+ if (rows (S) < columns (S))
+ S = S.';
+ trnspsd = true;
+ endif
+
+ # Input checking from original main()
+ if ((2*step + causal) >= (length (S) - embed*delay - minn))
+ error ('Octave:invalid-input-arg', ...
+ "steps to forecast (parameter s) too large");
+ endif
+
+ if (nargout == 2)
+ [rel, ind] = __lzo_test__ (S, embed, delay, clength, ...
+ clengthset, refstep, minn, eps0, epsset, ...
+ epsf, step, causal, setsort);
+ if (trnspsd)
+ ind = ind.';
+ endif
+ else
+ rel = __lzo_test__ (S, embed, delay, clength, ...
+ clengthset, refstep, minn, eps0, epsset, ...
+ epsf, step, causal, setsort);
+ endif
+
+ if (trnspsd)
+ rel = rel.';
+ endif
+
+endfunction
+
+%!demo
+%! idx = (1:10000).';
+%! # sin_saw is a sinusoid multiplied by a saw function.
+%! sin_saw = (5 + mod (idx, 165) ./ 15) .* sin (idx.* 2 * pi /32);
+%! steps = 250;
+%! rel1 = lzo_test (sin_saw, 'm', 2, 'd', 6, 's', steps);
+%! rel2 = lzo_test (sin_saw, 'm', 3, 'd', 6, 's', steps);
+%! rel3 = lzo_test (sin_saw, 'm', 4, 'd', 1, 's', steps);
+%! rel4 = lzo_test (sin_saw, 'm', 4, 'd', 6, 's', steps);
+%! plot (rel1(:,1), rel1(:,2), 'r', ...
+%! rel2(:,1), rel2(:,2), 'g',...
+%! rel3(:,1), rel3(:,2), 'b',...
+%! rel4(:,1), rel4(:,2), 'm');
+%! legend ('m = 2, d = 6', 'm = 3, d = 6','m = 4, d = 1', 'm = 4, d = 6');
+%! xlabel ("Forecast time");
+%! ylabel ("Relative forecast error");
+%! axis tight
+%!###############################################################
+
+%!shared in
+%! in = [(sin ((1:10000) / (360)).'), (cos ((1:10000) / (360)).')];
+
+%!fail("lzo_test((1:500),'s',250)");
+%!fail("lzo_test(1)");
+%!xtest("lzo_test(1:100)");
+
+%!test
+%% res was generated using 'lzo-test in.dat -m2,4 -d2 -s20'
+%! res = [1 0.000370023 0.0003827109;2 0.000370013 0.0003827208;3 0.0003700032 0.0003827305;4 0.0003699935 0.00038274;5 0.000369984 0.0003827494;6 0.0003699746 0.0003827587;7 0.0003699653 0.0003827679;8 0.0003699562 0.0003827769;9 0.0003699472 0.0003827858;10 0.0003699383 0.0003827946;11 0.0003699296 0.0003828032;12 0.000369921 0.0003828117;13 0.0003699125 0.0003828201;14 0.0003699042 0.0003828283;15 0.000369896 0.0003828364;16 0.0003698879 0.0003828443;17 0.00036988 0.0003828521;18 0.00 [...]
+%! lz = lzo_test (in, 'm', 4, 'd', 2, 's', 20);
+%! assert (lz, res, -1e-6);
+
+%!test
+%% res was generated using 'lzo-test in.dat -m2,4 -d2 -s20 -n25 -V2'
+%! res = [0.0003670822 -5.345778e-05;0.0003669323 -5.447724e-05;0.0003667796 -5.549629e-05;0.000366624 -5.651491e-05;0.0003664656 -5.753309e-05;0.0003663044 -5.855082e-05;0.0003661403 -5.956811e-05;0.0003659734 -6.058493e-05;0.0003658037 -6.160129e-05;0.0003656312 -6.261717e-05;0.0003654559 -6.363257e-05;0.0003652777 -6.464748e-05;0.0003650967 -6.566189e-05;0.0003649129 -6.667579e-05;0.0003647263 -6.768918e-05;0.0003645368 -6.870205e-05;0.0003643446 -6.971438e-05;0.0003641495 -7.072618e- [...]
+%! [rel, ind] = lzo_test (in, 'm', 4, 'd', 2, 's', 20, 'n', 25);
+%! assert (ind, res, -1e-6);
+
diff --git a/inst/pca.m b/inst/pca.m
new file mode 100644
index 0000000..0e414d3
--- /dev/null
+++ b/inst/pca.m
@@ -0,0 +1,207 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{eigval} =} pca (@var{S})
+## @deftypefnx{Function File} {[@var{eigval}, @var{eigvec}] =} pca (@var{S})
+## @deftypefnx{Function File} {[@var{eigval}, @var{eigvec}, @var{ts}] =} pca (@var{S})
+## @deftypefnx{Function File} {[@dots{}] =} pca (@var{S}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Performs a global principal component analysis (PCA). It gives the
+## eigenvalues of the covariance matrix and depending on the flag @var{w}
+## settings the eigenvectors, projections of the input time series.
+##
+## @strong{Input}
+##
+## @table @var
+## @item S
+## This function always assumes that each time series is along the longer
+## dimension of matrix @var{S}. It also assumes that every dimension
+## (counting along the shorter dimension) of @var{S} is considered a
+## component of the time series.
+## @end table
+##
+## @strong{Parameters}
+##
+## @table @var
+## @item m
+## Defines embedding dimension. Since all of the data in @var{S} is analysed
+## there is no need for setting the number of columns to be read (as is the
+## case in TISEAN 'pca') [default = 1].
+## @item d
+## Delay must be scalar integer [default = 1].
+## @item q
+## Determines the properties of @var{TS}. When parameter @var{w} is set then
+## @var{q} determines the projection dimension. Otherwise it determines the
+## number of components written to output [default = full dimension/all
+## components].
+## @end table
+##
+## @strong {Switch}
+##
+## @table @var
+## @item w
+## If @var{w} is set then @var{TS} is a projection of the time series onto the
+## first @var{q} eigenvectors (global noise reduction).
+## If @var{w} is not set then @var{TS} is a transformation of the time
+## series onto the eigenvector basis. The number of projection
+## dimension/components printed is determined by parameter @var{q}.
+## @end table
+##
+## @strong{Output}
+##
+## @table @var
+## @item eigval
+## The calculated eigenvalues.
+## @item eigvec
+## The eigenvectors. The vectors are alligned with the longer dimension of
+## @var{S}.
+## @item ts
+## If @var{w} is set then this variable holds the projected time series
+## onto the first @var{q} eigenvectors. If @var{w} is not set then @var{TS} is
+## the transformed time series onto the eigenvector basis (number of
+## components == parameter @var{q}).
+## @end table
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on pca of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function [eigval, eigvec, TS] = pca (S, varargin)
+
+ if (nargin < 1)
+ print_usage;
+ endif
+
+ if ((ismatrix (S) == false) || (isreal(S) == false))
+ error ('Octave:invalid-input-arg', "S must be a realmatrix");
+ endif
+
+ # Define default values for pca variables
+ dim = 2;
+ dimset = 0;
+ emb = 1;
+ delay = 1;
+ ldim = 2;
+ projection_set = 0;
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "pca";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+
+ p.addParamValue ("m", emb, isPositiveIntScalar);
+ p.addParamValue ("d", delay, isPositiveIntScalar);
+ p.addParamValue ("q", ldim, isPositiveIntScalar);
+ p.addSwitch ("w");
+
+ p.parse (varargin{:});
+
+ # Assign inputs
+ emb = p.Results.m;
+ dimset = !ismember ('m',p.UsingDefaults);
+ delay = p.Results.d;
+ ldim = p.Results.q;
+ projection_set = !ismember ('q',p.UsingDefaults);
+ w = p.Results.w;
+
+ if (w && (nargout < 3))
+ error ('Octave:invalid-fun-call', "Do not set flag 'w' when less than 3 output values");
+ endif;
+
+ # Correct S to always have more rows than columns
+ trnspsd = false;
+ if (rows (S) < columns (S))
+ S = S.';
+ trnspsd = true;
+ endif
+
+ if (columns (S) != dim)
+ dim = columns (S);
+ dimset = 1;
+ endif
+
+ # Compute output for various inputs.
+ switch (nargout)
+ case { 0, 1, 2 }
+ w = 1;
+ [eigval, eigvec] = __pca__ (S, dim, emb, delay, ldim, projection_set, w);
+
+ case 3
+ # The value of 'w' is set to correspond to the 'W' flag from TISEAN in determining
+ # the value of TS. Eigval and eigvec are equivalent to the lower values of 'W' from TISEAN
+ # that is '-W0' and '-W1'.
+ if (w)
+ w = 3;
+ else
+ w = 2;
+ endif;
+ [eigval, eigvec, TS] = __pca__ (S, dim, emb, delay, ldim, projection_set, w);
+ # Fix output to allign with input
+ if (trnspsd)
+ TS = TS.';
+ endif;
+ otherwise
+ error ('Octave:invalid-fun-call', "Too many output variables");
+ endswitch
+
+ # Fix the output to allign with the input
+ if (trnspsd)
+ eigval = eigval.';
+ eigvec = eigvec.';
+ endif
+
+endfunction
+
+%!test
+%! a = (1:300).';
+%! b = [zeros(100,1); ones(100,1); zeros(100,1)];
+%! res = [0, 7.499917e+03; 1, 2.222222e-01];
+%! assert (pca ([a,b]), res, -1e-6);
+
+%!test
+%! a = (1:300).';
+%! b = sin (a / (2*pi));
+%! res = [-1.000000e+00, -1.105892e-04; 1.105892e-04, -1.000000e+00];
+%! [eval, evec] = pca ([a,b]);
+%! assert (evec, res, -1e-6);
+
+%!test
+%! a = (1:10).';
+%! b = [0; 0; 0; 0; 1; 1; 1; 0; 0; 0];
+%! res = [-9.998261e-01, 1.864698e-02; -1.999652e+00, 3.729397e-02; -2.999478e+00, 5.594095e-02; -3.999305e+00, 7.458794e-02; -5.017778e+00, -9.065912e-01; -6.017604e+00, -8.879442e-01; -7.017430e+00, -8.692972e-01; -7.998609e+00, 1.491759e-01; -8.998435e+00, 1.678229e-01; -9.998261e+00, 1.864698e-01];
+%! [eval, evec, ts] = pca ([a,b]);
+%! assert (ts, res, -1e-6);
+
+%!test
+%! a = (1:10).';
+%! b = [0; 0; 0; 1; 1; 0; 0; 1; 0; 0];
+%! res = [1.000000e+00, -5.551115e-17; 2.000000e+00, -5.551115e-17; 3.000000e+00, -5.551115e-17; 4.000000e+00, 1.000000e+00; 5.000000e+00, 1.000000e+00; 6.000000e+00, -5.551115e-17; 7.000000e+00, -1.110223e-16; 8.000000e+00, 1.000000e+00; 9.000000e+00, -5.551115e-17; 1.000000e+01, -1.110223e-16];
+%! [eval, evec, ts] = pca ([a,b], 'w');
+%! assert (ts, res, -1e-6);
+
+%!xtest (pca (rand(2,10)));
diff --git a/inst/poincare.m b/inst/poincare.m
new file mode 100644
index 0000000..e548cbb
--- /dev/null
+++ b/inst/poincare.m
@@ -0,0 +1,187 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output} =} poincare (@var{X})
+## @deftypefnx{Function File} {@var{output} =} poincare (@var{X}, @var{m}, @var{paramName}, @var{paramValue}, @dots{})
+## @deftypefnx{Function File} {@var{output} =} poincare (@dots{}, 'FromAbove', @dots{})
+##
+## Make a Poincare section for time continuous scalar data sets
+## along one of the coordinates of the embedding vector.
+##
+## @strong{Input}
+##
+## @table @var
+## @item X
+## Must be realvector. If it is a row vector then the output will
+## be a matrix that consists of row vectors as well.
+## @end table
+##
+##
+## @strong {Parameters}
+##
+## @table @var
+## @item m
+## The embedding dimension used. It is synonymous to
+## flag '-m' from TISEAN [default = 2].
+## @item d
+## Delay used for the embedding [default = 1].
+## @item q
+## Component for the crossing [default = value of parameter 'm' (last one)].
+## @item a
+## @end table
+##
+## @strong {Switch}
+##
+## @table @var
+## @item FromAbove
+## If this switch is set the crossing will occur from above, instead of
+## from below. This is equivalent to setting flag '-C1' from TISEAN.
+## @end table
+##
+## @strong{Output}
+##
+## The output consists of the as many components as the value of parameter
+## @var{m} (columns or rows depending on input). The first @code{M-1} are
+## the coordinates of the vector at the crossing and the last component
+## is the time between the last two crossings.
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on poincare of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = poincare (X, varargin)
+
+ # Initial input validation
+ if (nargin < 1)
+ print_usage;
+ endif
+
+ if ((isvector (X) == false) || (isreal(X) == false))
+ error ('Octave:invalid-input-arg', "X must be a realvector");
+ endif
+
+ # Default values
+ embdim = 2;
+ delay = 1;
+ comp = embdim;
+ where = sum (X) / length (X);
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "poincare";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ isNumericScalar = @(x) isreal(x) && isscalar (x);
+
+ p.addParamValue ("m", embdim, isPositiveIntScalar);
+ p.addParamValue ("d", delay, isPositiveIntScalar);
+ p.addParamValue ("q", comp, isPositiveIntScalar);
+ p.addParamValue ("a", where, isNumericScalar);
+ p.addSwitch ("FromAbove");
+
+ p.parse (varargin{:});
+
+ # Assign inputs
+ embdim = p.Results.m;
+ dimset = !ismember ('m', p.UsingDefaults);
+ delay = p.Results.d;
+ comp = p.Results.q;
+ compset = !ismember ('q', p.UsingDefaults);
+ where = p.Results.a;
+ whereset = !ismember ('a', p.UsingDefaults);
+ direction = p.Results.FromAbove;
+
+ # If the component for the crossing is not set and the
+ # embedding dimension is set then assign then make the component
+ # for the crossing the last one.
+ if (dimset && !compset)
+ comp=embdim;
+ endif
+
+ # Input validation from main()
+ # Check if the component for the crossing is not larger
+ # than the embedding dimension.
+ if (comp > embdim)
+ error ('Octave:invalid-input-arg', ...
+ "Component for the crossing is larger than dimension");
+ endif
+
+ # Check whether the set value of where is bigger
+ # or smaller of the largest or smallest element of X
+ if (whereset && ((where < min (X)) || (where > max (X))))
+ error ('Octave:invalid-input-arg', ...
+ "You want to cut outside the data interval which is [%e, %e]", ...
+ min, max);
+ endif
+
+ # Estimating the size of the output based on poincare()
+ top = length (X) - (embdim - comp) * delay - 1;
+ bottom = (comp-1) * delay + 1;
+ if (direction == false) # from below
+ output_size = sum ((X(bottom:top) < where) & (X((bottom:top)+1) >= where));
+ else # from above
+ output_size = sum ((X(bottom:top) > where) & (X((bottom:top)+1) <= where));
+ endif
+
+ # Correct X to always have more rows than columns
+ trnspsd = false;
+ if (rows (X) < columns (X))
+ X = X.';
+ trnspsd = true;
+ endif
+
+ output = __poincare__ (X, embdim, delay, comp, where, direction, ...
+ output_size);
+
+ if (trnspsd)
+ output = output.';
+ endif
+
+endfunction
+
+%!shared in
+%! idx = (1:1500).';
+%! in = (5 + mod (idx, 165) ./15) .* sin (idx.* 2 * pi /32);
+
+%!fail("poincare(ones(1,100), 'a',2)");
+
+%!test
+%% res was generated using TISEAN poincare
+%! res = [-8.732896 31.99873;-10.86617 31.99921;-12.99946 31.99945;-15.13276 31.9996;-6.266347 32.00327;-8.399575 31.99862;-10.53284 31.99915;-12.66613 31.99942;-14.79943 31.99958;-5.933037 32.00351;-8.066255 31.9985;-10.19952 31.99909;-12.3328 31.99939;-14.4661 31.99956;-5.599729 32.00378;-7.732935 31.99835;-9.866194 31.99903;-11.99948 31.99936;-14.13278 31.99954;-5.266423 32.00409;-7.399617 31.99819;-9.53287 31.99895;-11.66615 31.99932;-13.79945 31.99952;-15.8539 32.00443;-7.066301 31. [...]
+%! out = poincare (in, 'd', 8);
+%! assert (out, res, -1e-6);
+
+%!test
+%! out1 = poincare (in, 'd', 8, 'a', 5, 'm', 4, 'q',2);
+%! out2 = poincare (in.', 'd', 8, 'a', 5, 'm', 4, 'q',2);
+%! assert (out1.', out2);
+
+%!test
+%% res is generated using TISEAN poincare
+%! res = [-5.563829; -5.461439; -5.390335; -1.853666; -6.040217; -5.754689; -5.584079; -5.474914; -5.400042; -1.78616; -5.78973; -5.605601; -5.489201; -5.410223; -1.715693; -5.828184; -5.628599; -5.504373; -5.420839; -5.360583; -5.870574; -5.653412; -5.520517; -5.432019; -5.368852; -5.916176; -5.680265; -5.537728; -5.443809; -5.377509; -5.96597; -5.709419; -5.556116; -5.45626; -5.386582; -1.879881; -6.018371; -5.741184; -5.575807; -5.469431; -5.396102; -1.813507; -5.77533; -5.596867; -5. [...]
+%! out = poincare (in, 'd', 8, 'a', 5, 'm', 4, 'q',2);
+%! assert (out(:,3), res, -1e-6);
diff --git a/inst/polynom.m b/inst/polynom.m
new file mode 100644
index 0000000..d316562
--- /dev/null
+++ b/inst/polynom.m
@@ -0,0 +1,195 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {[@var{pars}, @var{forecast}] =} rbf (@var{X})
+## @deftypefnx{Function File} {[@var{pars}, @var{forecast}] =} rbf (@var{X}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Models the data making a polynomial ansatz.
+##
+## @strong{Input}
+##
+## @table @var
+## @item X
+## Must be realvector. The output will be alligned with the input.
+## @end table
+##
+## @strong{Parameters}
+##
+## @table @var
+## @item m
+## The embedding dimension. Synonymous with flag '-m' from TISEAN
+## [default = 2].
+## @item d
+## Delay used for embedding [default = 1].
+## @item p
+## Order of the polynomial [default = 2].
+## @item n
+## Number of points for the fit. The other points are used to estimate
+## the out of sample error [default = length (@var{X})].
+## @item l
+## The length of the predicted series [default = 0].
+## @end table
+##
+## @strong{Output}
+##
+## @table @var
+## @item pars
+## This structure contains parameters used for the fit. It has the following
+## fields:
+## @itemize @bullet
+## @item
+## free - contains the number of free parameters of the fit
+## @item
+## norm - contains the norm used for the fit
+## @item
+## coeffs - contains the coefficients used for the fit
+## @item
+## err - err(1) is the in sample error, and err(2) is the out of sample error
+## (if it exists)
+## @end itemize
+## @item forecast
+## Contains the forecasted points. It's length is equal to the value of
+## parameter @var{l}
+## @end table
+##
+## @seealso{demo polynom}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on polynom of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function [pars, forecast] = polynom (X, varargin)
+
+ # Initial input validation
+ if (nargin < 1 || nargout > 2)
+ print_usage;
+ endif
+
+ if ((isvector (X) == false) || (isreal(X) == false))
+ error ('Octave:invalid-input-arg', "X must be a realvector");
+ endif
+
+ # Default parameters
+ embdim = 2;
+ delay = 1;
+ degree = 2;
+ insample = length (X);
+ clength = 0;
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "polynom";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ isNonNegativeIntScalar = @(x) isPositiveIntScalar (x) || (length (x) == 1 ...
+ &&(x == 0));
+
+ p.addParamValue ("m", embdim, isPositiveIntScalar);
+ p.addParamValue ("d", delay, isPositiveIntScalar);
+ p.addParamValue ("p", degree, isPositiveIntScalar);
+ p.addParamValue ("n", insample, isPositiveIntScalar);
+ p.addParamValue ("l", clength, isNonNegativeIntScalar);
+
+ p.parse (varargin{:});
+
+ # Assign inputs
+ embdim = p.Results.m;
+ delay = p.Results.d;
+ degree = p.Results.p;
+ insample = p.Results.n;
+ clength = p.Results.l;
+
+ # Input corrections from main ()
+ if (insample > length (X))
+ warning ('Octave:tisean', "Parameter 'n' was too large, it has been \
+reduced to: %d", length (X));
+ insample = length (X);
+ endif
+
+ # Correct X to always have more rows than columns
+ trnspsd = false;
+ if (rows (X) < columns (X))
+ X = X.';
+ trnspsd = true;
+ endif
+
+ [free_par, fit_norm, coeffs, sample_err, forecast] = ...
+ __polynom__ (X, embdim, delay, degree, insample, clength);
+
+ if (trnspsd)
+ free_par = free_par.';
+ fit_norm = fit_norm.';
+ coeffs = coeffs.';
+ sample_err = sample_err.';
+ forecast = forecast.';
+ endif
+
+ pars = struct ("free",free_par, "norm",fit_norm,"coeffs",coeffs, ...
+ "err", sample_err);
+endfunction
+
+%!demo
+%! idx = (1:2500).';
+%! # sin_saw is a sinusoid multiplied by a saw function
+%! sin_saw = (5 + mod (idx, 165) ./15) .* sin (idx.* 2 * pi /32);
+%!
+%! forc_no = 170; %Number of forecasted points
+%! [p,forecast] = polynom (sin_saw(1:end-forc_no), 'm', 2, 'd', 6, 'p', 4,
+%! 'n',length(idx)-forc_no, 'l',forc_no);
+%!
+%! plot (idx(end-forc_no+1:end), sin_saw(end-forc_no+1:end),'b',...
+%! idx(end-forc_no+1:end), forecast,'r.')
+%! legend ('Actual Data', 'Forecasted Data')
+%! axis tight
+%!###############################################################
+
+%!shared tisean_res
+%! free_par = 15;
+%! fit_norm = 7.288850e-01;
+%! coeffs = [0 0 0 0 1.069020e+00;0 0 0 1 1.148981e-02;0 0 0 2 8.774236e-03;0 0 1 0 2.917788e-02;0 0 1 1 -2.070487e-02;0 0 2 0 2.716510e-02;0 1 0 0 -1.946794e-01;0 1 0 1 2.836742e-02;0 1 1 0 2.224498e-02;0 2 0 0 6.323062e-03;1 0 0 0 -1.384873e-01;1 0 0 1 9.227327e-03;1 0 1 0 -1.296314e-02;1 1 0 0 1.344875e-01;2 0 0 0 -1.325876e+00];
+%! sample_err = [1.736542e-01;1.811800e-01];
+%! forecast = [5.943424e-01; 4.346730e-01; 8.785541e-01; -3.759484e-02; 9.668226e-01; -2.578617e-01; 9.175962e-01; -1.684470e-01; 1.092976e+00; -6.234285e-01; 7.463370e-01; 2.116272e-01; 1.016354e+00; -4.107574e-01; 1.056590e+00];
+%! tisean_res = {free_par, fit_norm, coeffs, sample_err, forecast};
+
+%!test
+%! hen = henon (1000);
+%! hen = hen(:,1);
+%! [pars,forc] = polynom (hen, 'm',4,'d',4,'p',2,'n',800,'l',15);
+%! assert ({pars.free, pars.norm,pars.coeffs,pars.err,forc}, ...
+%! tisean_res, -1e-6);
+
+%% Check if by default the cast does not take place
+%!test
+%! [p,f] = polynom(henon(100)(:,1));
+%! assert (f, []);
+
+%% Check for matrix singularity error
+%!error <singular> polynom (1:10);
+
+%% ensure input correction warnings are called
+%% they are promoted to errors so that the program does not do computation
+%!error <too large> warning("error","Octave:tisean"); polynom (1:10, 'n',11);
diff --git a/inst/rbf.m b/inst/rbf.m
new file mode 100644
index 0000000..1ad39bf
--- /dev/null
+++ b/inst/rbf.m
@@ -0,0 +1,263 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {[@var{par}, @var{forecast}] =} rbf (@var{X})
+## @deftypefnx{Function File} {[@var{par}, @var{forecast}] =} rbf (@var{X}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## This program models the data using a radial basis function (rbf) ansatz.
+## The basis functions used are gaussians, with center points chosen to be data
+## from the time series. If the 'DriftOff' switch is not set, a kind of
+## Coulomb force is applied to them to let them drift a bit in order to
+## distribute them more uniformly. The variance of the gaussians is set to the
+## average distance between the centers.
+## This program either tests the ansatz by calculating the average forecast
+## error of the model, or makes a i-step prediction using the -L flag,
+## additionally. The ansatz made is:
+##
+## @iftex
+## @tex
+## $$ x_{n+1} = a_0 + SUM a_{i}f_{i}(x_{n})$$
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## x_n+1 = a_0 SUM a_i * f_i(x_n)
+## @end example
+## @end ifnottex
+##
+## where x_n is the nth delay vector and f_i is a gaussian centered at the ith
+## center point.
+##
+## @strong{Input}
+##
+## @table @var
+## @item X
+## Must be realvector. The output will be alligned with the input.
+## @end table
+##
+## @strong{Parameters}
+##
+## @table @var
+## @item m
+## The embedding dimension. Synonymous with flag '-m' from TISEAN
+## [default = 2].
+## @item d
+## Delay used for embedding [default = 1].
+## @item p
+## Number of centers [default = 10].
+## @item s
+## Steps to forecast (for the forecast error) [default = 1].
+## @item n
+## Number of points for the fit. The other points are used to estimate the
+## out of sample error [default = length (@var{X})].
+## @item l
+## Determines the length of the predicted series [default = 0].
+## @end table
+##
+## @strong{Switch}
+##
+## @table @var
+## @item DriftOff
+## Deactivates the drift (Coulomb force), which is otherwise on.
+## @end table
+##
+## @strong{Output}
+##
+## @table @var
+## @item pars
+## This structure contains parameters used for the fit. It has the following
+## fields:
+## @itemize @bullet
+## @item
+## centers - contains coordinates of the center points
+## @item
+## var - variance used for the gaussians
+## @item
+## coeffs - contains the coefficients (weights) of the basis functions used
+## for the model
+## @item
+## err - err(1) is the in sample error, and err(2) is the out of sample error
+## (if it exists)
+## @end itemize
+## @item forecast
+## Contains the forecasted points. It's length is equal to the value of
+## parameter @var{l}
+## @end table
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on rbf of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function [pars, forecast] = rbf (X, varargin)
+
+ # Initial input validation
+ if (nargin < 1 || nargout > 2)
+ print_usage;
+ endif
+
+ if ((isvector (X) == false) || (isreal(X) == false))
+ error ('Octave:invalid-input-arg', "X must be a realvector");
+ endif
+
+ # Checking if the data isn't too short
+ if (length (X) < 2)
+ error ('Octave:invalid-input-arg', "X must have more elements than 1");
+ endif
+
+ # Default parameters
+ embdim = 2;
+ delay = 1;
+ center_par = 10;
+ step = 1;
+ insample = length (X);
+ clength = 1000;
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "rbf";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ isPositiveScalar = @(x) isreal(x) && isscalar (x) && (x > 0);
+
+ p.addParamValue ("m", embdim, isPositiveIntScalar);
+ p.addParamValue ("d", delay, isPositiveIntScalar);
+ p.addParamValue ("p", center_par, isPositiveIntScalar);
+ p.addParamValue ("s", step, isPositiveIntScalar);
+ p.addParamValue ("n", insample, isPositiveIntScalar);
+ p.addParamValue ("l", clength, isPositiveIntScalar);
+ p.addSwitch ("DriftOff");
+
+ p.parse (varargin{:});
+
+ # Assign inputs
+ embdim = p.Results.m;
+ delay = p.Results.d;
+ center_par = p.Results.p;
+ step = p.Results.s;
+ insample = p.Results.n;
+ clength = p.Results.l;
+ makecast = !ismember ('l',p.UsingDefaults);
+ setdrift = !p.Results.DriftOff;
+
+ #Input corrections from main ()
+ if (makecast)
+ if (!ismember ('s', p.UsingDefaults))
+ warning ('Octave:tisean', "Making forecast therefore value of parameter \
+'s' is now 1");
+ endif
+ step=1;
+ endif
+
+ if (insample > length (X))
+ warning ('Octave:tisean', "Parameter 'n' was too large, it has been \
+reduced to: %d", length (X));
+ insample = length (X);
+ endif
+
+ if (center_par > length (X))
+ warning ('Octave:tisean', "Parameter 'p' was too large, it has been \
+reduced to: %d", length (X));
+ center_par = length (X);
+ endif
+
+ # Correct X to always have more rows than columns
+ trnspsd = false;
+ if (rows (X) < columns (X))
+ X = X.';
+ trnspsd = true;
+ endif
+
+ ## If not enough outputs were specified
+ if ((nargout < 2) && makecast)
+ warning ('Octave:tisean', "Only one output was specified, no place to \ return forecasted points");
+ makecast = false;
+ endif
+
+ [centers, variance, coeffs, sample_err, forecast] = ...
+ __rbf__ (X, embdim, delay, center_par, step, insample, clength, ...
+ makecast, setdrift);
+
+ if (trnspsd)
+ centers = centers.';
+ variance = variance.';
+ coeffs = coeffs.';
+ sample_err = sample_err.';
+ forecast = forecast.';
+ endif
+
+ pars = struct ("centers", centers, "var", variance, "coeffs", coeffs,...
+ "err", sample_err);
+
+endfunction
+
+%!demo
+%! # sin_saw is a sinusoid multiplied by a saw function
+%! idx = (1:2500).';
+%! sin_saw = (5 + mod (idx, 165) ./15) .* sin (idx.* 2 * pi /32);
+%!
+%! forc_no = 170; #Number of forecasted points
+%! [p,forecast] = rbf (sin_saw(1:end-forc_no), 'm', 2, 'd', 6, 'p',12,...
+%! 'n',length(idx)-forc_no, 'l',forc_no);
+%! plot (idx(end-forc_no+1:end), sin_saw(end-forc_no+1:end),'b',...
+%! idx(end-forc_no+1:end), forecast,'r.')
+%! legend ('Actual Data', 'Forecasted Data')
+%! legend ('Location','NorthWest')
+%! axis tight
+%!###############################################################
+
+%% tisean_res values have been generated using
+%% 'rbf hen1000.dat -m4 -d6 -n500 -L15'
+%!shared tisean_res
+%! centers = [-4.320358e-01 -2.908398e-01 -9.039490e-01 9.768052e-01;6.979680e-01 9.502747e-01 -6.343287e-02 -8.834032e-02;-1.162171e-01 5.679579e-01 4.271632e-01 1.268386e-01;9.102671e-01 1.503345e+00 -4.783169e-01 5.498855e-01;-1.351572e+00 3.702876e-01 1.988522e-01 3.312123e-01;4.702139e-01 1.362105e+00 -2.625473e-01 1.226374e+00;1.150574e+00 7.697759e-01 8.992073e-01 -5.873108e-01;1.353985e+00 -6.395022e-03 -6.807937e-01 1.425706e+00;-7.949164e-01 1.161663e+00 1.300960e+00 -1.00800 [...]
+%! variance = 1.085525e+00;
+%! coeffs = [1.183600e-01;1.374653e+00;-8.147723e-01;3.951915e+00;-7.316014e-01;-4.226517e+00;7.865977e-01;-1.715572e+00;-2.992770e+00;7.985524e-01;9.965155e-01];
+%! sam_error = [5.846869e-01;6.037938e-01];
+%! forecast = [2.975456e-01;7.949214e-01;-1.790842e-02;1.276656e+00;-6.040927e-01;6.557837e-01;1.390711e-02;1.067956e+00;-5.644539e-01;4.157955e-01;3.995851e-01;5.708989e-01;8.507144e-01;-1.989717e-01;1.216499e+00];
+%! tisean_res = {centers, variance, coeffs, sam_error, forecast};
+
+%!test
+%! hen = henon (1000);
+%! hen = hen(:,1);
+%! [par, forecast] = rbf (hen,'m',4, 'd', 6, 'n',500,'l',15);
+%! res = {par.centers, par.var, par.coeffs, par.err, forecast};
+%! assert (res, tisean_res, -1e-6);
+
+%% test if the program returns empty matrix when not told to cast
+%!test
+%! [p,f] = rbf(henon(100)(:,1));
+%! assert(f,[]);
+
+%% test if singular matrixes are found
+%!error <singular> rbf(1:10);
+
+%% ensure input correction warnings are called
+%% they are promoted to errors so that the program does not do computation
+%!error <forecast> warning("error","Octave:tisean"); [p,f] =rbf (1:10,...
+%! 's',2,'l',3);
+%!error <too large> warning("error","Octave:tisean"); rbf (1:10, 'p',11);
+%!error <too large> warning("error","Octave:tisean"); rbf (1:10, 'n',11);
+%!error <one output> warning("error","Octave:tisean"); rbf (1:10, 'l',11);
diff --git a/inst/spectrum.m b/inst/spectrum.m
new file mode 100644
index 0000000..55202a8
--- /dev/null
+++ b/inst/spectrum.m
@@ -0,0 +1,164 @@
+## Copyright (C) 2015 Piotr Held
+## Copyright (C) 2015 Juan Pablo Carbajal
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {[@var{freqs}, @var{spec}] =} spectrum (@var{X})
+## @deftypefnx{Function File} {[@var{freqs}, @var{spec}] =} spectrum (@var{X}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Produce delay vectors
+##
+## @strong{Input}
+##
+## @table @var
+## @item X
+## Must be realvector. The spectrum will be performed on it.
+## @end table
+##
+## @strong{Parameters}
+##
+## @table @var
+## @item f
+## Frequency sampling rate in Hz [default = 1]
+## @item w
+## Frequency resolution in Hz [default = f / length (@var{X})]
+## @end table
+##
+## @strong{Output}
+##
+## @table @var
+## @item freqs
+## The frequencies for the spectrum of vector @var{X}
+## @item spec
+## The spectrum of the input vector @var{X}
+## @end table
+##
+## @strong{Example of Usage}
+##
+## @example
+##
+## spectrum (data_vector, 'f', 10, 'w', 0.001)
+##
+## @end example
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on spectrum of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function [freqs, spec] = spectrum (X, varargin)
+
+ if (nargin < 1)
+ print_usage;
+ endif
+
+ if ((isvector (X) == false) || (isreal(X) == false))
+ error ('Octave:invalid-input-arg', "X must be a realvector");
+ endif
+
+ # Load defaults
+ n = length (X);
+ if (isprime (n) && (n > 5))
+ n = n-1;
+ X(end) = [];
+ warning ("Octave:tisean",...
+ "The length of 'X' was a prime number.\nUsing the next lowest: %d\n", n);
+ endif
+
+ f = 1;
+ w = f / n;
+
+ #### Parse input
+ p = inputParser ();
+ p.FunctionName = "spectrum";
+
+ isPositiveRealScalar = @(x) isreal(x) && isscalar (x) && (x > 0);
+
+ p.addParamValue ("f", f, isPositiveRealScalar);
+ p.addParamValue ("w", w, isPositiveRealScalar);
+
+ p.parse (varargin{:});
+
+ f = p.Results.f;
+ w = p.Results.w;
+
+ # Create indexes
+ half_n = floor (n / 2) + 1;
+ half_step = floor (n * w / (2 * f));
+ step = 2 * half_step + 1;
+ idx = 1:step:half_n;
+ npoints = length (idx);
+
+ # Create the spectrum values
+
+ spec = abs (fft (X) / n).^2;
+ id = kron ((1:npoints-1).', ones (step,1));
+ spec = [spec(1), accumarray(id,spec(2:idx(end))).'];
+
+ # Create the frequencies
+ idx = (2 + half_step):step:half_n;
+ freqs = [0 idx-1] / n * f;
+
+ if (rows (X) > columns (X))
+ spec = spec.';
+ freqs = freqs.';
+ endif
+
+endfunction
+
+%!test
+%! a=1:5;
+%! spec = [9, 0.723606944, 0.276393265];
+%! freq = [0, 0.200000003, 0.400000006];
+%! [res_f, res_s] = spectrum (a);
+%! assert ([res_f;res_s], [freq;spec], 1e-6)
+
+%!test
+%! a=1:5;
+%! spec = [9, 0.723606944, 0.276393265];
+%! freq = [0, 2.0, 4.0];
+%! [res_f, res_s] = spectrum (a, 'f', 10);
+%! assert ([res_f;res_s], [freq;spec], 1e-6)
+
+%!test
+%! a=[zeros(10,1); ones(10,1); zeros(10,1)];
+%! spec = [0.111111119; 0.105779007; 5.33209695E-03];
+%! freq = [0; 0.133333340; 0.366666675];
+%! [res_f, res_s] = spectrum (a, 'w', 0.2);
+%! assert ([res_f;res_s], [freq;spec], 1e-6)
+
+%!test
+%! a=[zeros(10,1); ones(10,1); zeros(10,1)];
+%! spec = [0.111111119; 9.55472291E-02; 8.37056525E-03; 3.37015605E-03; 2.10963469E-03; 1.71352283E-03];
+%! freq = [0; 0.666666687; 1.66666663; 2.66666675; 3.66666675; 4.66666651];
+%! [res_f, res_s] = spectrum (a, 'w', 0.8, 'f', 10);
+%! assert ([res_f;res_s], [freq;spec], 1e-6)
+
+%!test
+%! a=[zeros(4,1);ones(4,1);zeros(3,1)];
+%! spec = [0.160000011; 9.47213769E-02; 9.99999978E-03; 5.27864136E-03; 1.00000026E-02; 0.00000000];
+%! freq = [0; 0.400000006; 0.800000012; 1.20000005; 1.60000002; 2.00000000];
+%! warning ("off", "Octave:tisean", "local");
+%! [res_f, res_s] = spectrum (a, 'f', 4);
+%! assert ([res_f,res_s], [freq,spec], 1e-6)
diff --git a/inst/spikeauto.m b/inst/spikeauto.m
new file mode 100644
index 0000000..4f3a51b
--- /dev/null
+++ b/inst/spikeauto.m
@@ -0,0 +1,146 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {output =} spikeauto (@var{X}, @var{bin}, @var{bintot})
+## @deftypefnx{Function File} {output =} spikeauto (@dots{}, '@var{inter}')
+##
+## Computes the binned autocorrelation function of a series of event times.
+##
+## The data is assumed to represent a sum of delta functions centered at the
+## times given. The autocorrelation function is then a double sum of delta
+## functions which must be binned to be representable. Therfore, you have to
+## choose the duration of a single bin (with argument @var{bin}) and the maximum
+## time lag (argument @var{bintot}) considered.
+##
+## @strong{Inputs}
+##
+## @table @var
+## @item S
+## This function always assumes that each time series is along the longer
+## dimension of matrix @var{S}. It also assumes that every dimension
+## (counting along the shorter dimension) of @var{S} is considered a
+## component of the time series.
+## @item bin
+## The duration of a single bin.
+## @item bintot
+## The maximum lag considered.
+## @end table
+##
+## @strong{Switch}
+##
+## @table @var
+## @item inter
+## Treat the input as inter-event intervals instead of the time at which the event
+## occured.
+## @end table
+##
+## @strong{Output}
+##
+## The output is alligned with the input. If the input was a column vector the
+## output will consist of two columns, the first holds information about which
+## bin did the autocorellation fit into, and the second the number of
+## autocorellations that fit into that bin.
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on spikeauto of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = spikeauto (X, bin, totbin, varargin)
+
+ # Initial input validation
+ if (nargin < 3 || nargin > 4)
+ print_usage;
+ endif
+
+ # Check if X is real vector
+ if ((isvector (X) == false) || (isreal (X) == false))
+ error ('Octave:invalid-input-arg', "X must be a real vector");
+ endif
+
+ # Check if X has at least 2 different elements
+ if (min (X) == max (X))
+ error ('Octave:invalid-input-arg',
+ "X must contain at least 2 differing elements");
+ endif
+
+ inter = false;
+
+ if (nargin == 4)
+ if (strcmpi (varargin{1}, "inter"))
+ inter = true;
+ else
+ error ('Octave:invalid-input-arg', "additional parameter is not 'inter'");
+ endif
+ endif
+
+ # Correct X to always have more rows than columns
+ trnspsd = false;
+ if (rows (X) < columns (X))
+ X = X.';
+ trnspsd = true;
+ endif
+
+ # If the input is interval change to times
+ if (inter)
+ X = cumsum (X);
+ endif
+
+ X = sort (X);
+
+ # Number of bins
+ nbin = floor (totbin / bin) + 1;
+
+ # The oct file is used for optimization (using a for loop in Octave is about 100
+ # times slower and not using the for loop uses a lot of memory,
+ # e.g. when lenght (X) == 2000 it uses 500 MB).
+ ihist = __spikeauto__ (X, bin, nbin);
+
+ idx = (1:nbin).';
+ idx = (idx - 0.5) .* bin;
+
+ output = [idx, ihist];
+
+ if (trnspsd)
+ output = output.';
+ endif
+
+endfunction
+
+%% Test against TISEAN output
+%!test
+%! spikeauto_res = [0.25 403965;0.75 376230;1.25 331311;1.75 274509;2.25 209767;2.75 153597;3.25 104075;3.75 65683;4.25 39030;4.75 21812;5.25 10745;5.75 5090;6.25 2064;6.75 792;7.25 245;7.75 70;8.25 14;8.75 1;9.25 0;9.75 0;10.25 0];
+%! rand ("seed", 1);
+%! x = zeros (2000,1);
+%! for i = 2:2000
+%! x(i) = 0.7*x(i-1) + (-6 + sum (rand ([size(1), 12]), 3));
+%! endfor
+%! res = spikeauto (x, 0.5, 10);
+%! assert (res, spikeauto_res, 1);
+
+%% Testing input validation
+%!error <Invalid call> spikeauto (1)
+%!error <2 differing elements> spikeauto (ones (10,1), 1,3);
+%!error <vector> spikeauto ([(1:10);(1:10)],1,2);
diff --git a/inst/spikespec.m b/inst/spikespec.m
new file mode 100644
index 0000000..63c12f5
--- /dev/null
+++ b/inst/spikespec.m
@@ -0,0 +1,223 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {output =} spikespec (@var{X})
+## @deftypefnx{Function File} {output =} spikespec (@var{X}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Computes a power spectrum assuming that the data are the times of singular
+## events, e.g. heart beats.
+##
+## These events do not need to be in ascending order. Furthermore, the input can
+## be treated as inter-event intervals rather than time if switch @var{inter}
+## is set.
+##
+## If the event times are @code{t(n), n=1,...,l} the spectrum is defined by
+##
+## @iftex
+## @tex
+## S(f) = \left ( \sum_{n=1}^{l}e^{-i 2\pi f t(n)} \right )^2
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## l 2
+## | --- |
+## | \ -i 2 pi f t(n) |
+## S(f) = | | e |
+## | / |
+## | --- |
+## n=1
+## @end example
+## @end ifnottex
+##
+## that is, the signal is taken to be a sum of delta functions at @code{t(n)}.
+## @code{S(f)} is computed for parameter @var{f_no} frequencies between 0
+## and value of parameter @var{f}. The result is binned down to a frequency
+## resolution defined by parameter @var{w}.
+##
+## @strong{Input}
+##
+## @table @var
+## @item S
+## This function always assumes that each time series is along the longer
+## dimension of matrix @var{S}. It also assumes that every dimension
+## (counting along the shorter dimension) of @var{S} is considered a
+## component of the time series.
+## @end table
+##
+## @strong {Parameters}
+##
+## @table @var
+## @item f
+## The maximum frequency [default = 2 * length (@var{X}) / total time].
+## @item f_no
+## Number of frequencies [default = @var{f} * total time / 2].
+## @item w
+## Frequency resolution [defualt = 0 -- return all frequencies].
+## @end table
+##
+## @strong {Switch}
+##
+## @table @var
+## @item inter
+## Treat the input as inter-event intervals instead of the time at which the event
+## occured.
+## @item verbose
+## Write to standard output the value of the 'total time', number of frequencies
+## used, the maximum frequency and how many frequencies are binned.
+## @end table
+##
+## @strong{Output}
+##
+## The output is alligned with the input. If the input was a column vector the
+## output will consist of two columns, the first holds the frequencies to which
+## the spectrum was binned and the second holds the calculated spectrum value.
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on spikespec of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = spikespec (X, varargin)
+
+ # Initial input validation
+ if (nargin < 1)
+ print_usage;
+ endif
+
+ # Check if X is real vector
+ if ((isvector (X) == false) || (isreal (X) == false))
+ error ('Octave:invalid-input-arg', "X must be a real vector");
+ endif
+
+ # Check if X has at least 2 different elements
+ if (min (X) == max (X))
+ error ('Octave:invalid-input-arg',
+ "X must contain at least 2 differing elements");
+ endif
+
+
+ # Default parameters
+ freq_max = 0;
+ nfreq = 0;
+ freq_res = 0;
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "spikespec";
+
+ isNonNegativeIntScalar = @(x) isreal (x) && isscalar (x) && ...
+ (x >= 0) && (x-round(x) == 0);
+ isNonNegativeScalar = @(x) isreal (x) && isscalar (x) && (x >= 0);
+
+ p.addParamValue ("f", freq_max, isNonNegativeScalar);
+ p.addParamValue ("f_no", nfreq, isNonNegativeIntScalar);
+ p.addParamValue ("w", freq_res, isNonNegativeScalar);
+ p.addSwitch ("verbose");
+ p.addSwitch ("inter");
+
+ p.parse (varargin{:});
+
+ # Assign inputs
+ freq_max = p.Results.f;
+ nfreq = p.Results.f_no;
+ freq_res = p.Results.w;
+ verbose = p.Results.verbose;
+ inter = p.Results.inter;
+
+ # Correct X to always have more rows than columns
+ trnspsd = false;
+ if (rows (X) < columns (X))
+ X = X.';
+ trnspsd = true;
+ endif
+
+ # If the input is interval change to times
+ if (inter)
+ X = cumsum (X);
+ endif
+
+ X = sort (X);
+
+ if (freq_max == 0)
+ freq_max = 2 * length (X) / (X(end) - X(1));
+ endif
+ if (nfreq == 0)
+ nfreq = floor (freq_max * (X(end) - X(1)) / 2);
+ endif
+
+ if (verbose)
+ printf ("spikespec: total time covered: %f\n", X(end) - X(1));
+ printf ("spikespec: computing %d up to %f\n", nfreq, freq_max);
+ endif
+
+ ibin = floor (nfreq * freq_res / 2);
+ if (ibin > 0 && verbose)
+ printf ("spikespec: binning %d frequencies\n", 2 * ibin + 1);
+ endif
+
+ # idx is used to avoid a for loop
+ idx = (1+ibin:2*ibin+1:nfreq-ibin).';
+
+ # Calculating the frequencies (accounts for binning)
+ freqs = (idx .* freq_max) ./ nfreq;
+
+ # Calculate full spectrum
+ omega = 2 * pi * freq_max * ((1:nfreq) / nfreq);
+ spec = sum (cos (omega .* X)).^2 + sum (sin (omega .* X)).^2;
+
+ # Binning the spectrum to selected frequencies
+ if (ibin != 0)
+ spec = sum (spec(idx+(-ibin:ibin)),2);
+ endif
+
+ # If no binning occured adjust spec shape to be column vector
+ if (ibin == 0)
+ spec = spec.';
+ endif
+
+ output = [freqs,spec];
+
+ if (trnspsd)
+ output = output.';
+ endif
+
+endfunction
+
+%% Test against TISEAN output with parameters
+%!test
+%! TISEAN_res = [0.238095239 57287.0977;0.476190478 3542.92993;0.714285731 9849.01953;0.952380955 1308.43506;1.19047618 895.900391;1.42857146 35.2915306;1.66666663 764.487854;1.90476191 393.315033;2.14285707 3824.16162;2.38095236 270.531433;2.61904764 1956.50562;2.85714293 558.371887;3.09523821 5909.93945;3.33333325 196.033508;3.57142854 969.181091;3.80952382 2341.91284;4.04761887 718.884399;4.28571415 1607.26086;4.52380943 966.218201;4.76190472 953.328613;5.00000000 833.173096];
+%! rand ("seed", 1);
+%! x = zeros (2000,1);
+%! for i = 2:2000
+%! x(i) = 0.7*x(i-1) + (-6 + sum (rand ([size(1), 12]), 3));
+%! endfor
+%! res = spikespec (x, 'w', 0.001, 'f', 5);
+%! assert (res, TISEAN_res, -1e-4);
+
+%% Test input validation
+%!error <2 differing elements> spikespec (10);
+%!error <failed validation> spikespec (1:10, 'w', -0.5);
+%!error <failed validation> spikespec (1:10, 'w', [1,2]);
diff --git a/inst/surrogates.m b/inst/surrogates.m
new file mode 100644
index 0000000..02bdaaa
--- /dev/null
+++ b/inst/surrogates.m
@@ -0,0 +1,225 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {[@var{surro_data}, @var{pars}] =} surrogates (@var{S})
+## @deftypefnx{Function File} {[@var{surro_data}, @var{pars}] =} surrogates (@var{S}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Generates multivariate surrogate data (implements the iterative Fourier scheme).
+## Surrogate data is generated from a dataset with the aim of testing whether the
+## dataset was generated by a given process (null hypothesis). The Fourier scheme
+## assumes that the dataset is the output of a Gaussian linear stochastic process.
+## Surrogate data is generally used to test the null hypothesis.
+##
+## @strong{Input}
+##
+## @table @var
+## @item S
+## This function always assumes that each time series is along the longer
+## dimension of matrix @var{S}. It also assumes that every dimension
+## (counting along the shorter dimension) of @var{S} is considered a
+## component of the time series. It's length must be factorizable by only
+## 2, 3 and 5. If not the largest submatrix that fulfills this requirement will be
+## used. The function @code{endtoend} can be used to determine what is the best
+## submatrix for the data and then sending only that submatrix to this program.
+## Padding with zeros is @strong{not} and option.
+## @end table
+##
+## @strong {Parameters}
+##
+## @table @var
+## @item n
+## Sets the number of surrogates to be calculated. Determines the form of
+## the output (see Output section) [default = 1].
+## @item i
+## The maximum number of permutations. Value '0' yields random permutations or if
+## switch @var{exact} is set an unrescaled FFT surrogate. Value '1' is a surrogate
+## close to the result of the AAFT procedure, but not quite the same. Value '-1'
+## means the program will perform iterations until there is no change between them
+## [default = -1].
+## @item seed
+## Set the seed for the random generator [default = use default seed].
+## @end table
+##
+## @strong {Switch}
+##
+## @table @var
+## @item exact
+## This switch makes the spectrum of the output exact rather than a distribution.
+## @end table
+##
+## @strong{Outputs}
+##
+## @table @var
+## @item surro_data
+## If parameter @code{n == 1} then this is a matrix that holds the surrogate data.
+## If parameter @code{n > 1} then it is @var{n} x 1 cell array of matrixes with
+## the data. In both cases the matrixes themselves are alligned with the input.
+## @item pars
+## This is a matrix of size @var{n} x 2 (if the input components were column
+## vectors, otherwise transposed). The first column contains the number of
+## iteration it took to generate the @var{i}-th surrogate, whereas the second
+## column is the relative discrepency for the @var{i}-th surrogate.
+## @end table
+##
+## @seealso{demo surrogates, endtoend}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on surrogates of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function [surro_data, pars] = surrogates (S,varargin)
+
+ if (nargin < 1 || nargout > 2)
+ print_usage;
+ endif
+
+ if ((ismatrix (S) == false) || (isreal(S) == false) || ...
+ (isreal(S) == false))
+ error ('Octave:invalid-input-arg', "S must be a realmatrix");
+ endif
+
+ # Default values
+ nsur = 1;
+ max_iterations = -1; # means until no change
+ seed = 0;
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "surrogates";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) ...
+ && (x > 0) && (x-round(x) == 0);
+ isValidIterationValue = @(x) isPositiveIntScalar (x) ...
+ || (isscalar(x) && ((x == 0) || (x == -1)));
+ isNonNegativeScalar = @(x) isreal(x) && isscalar (x) ...
+ && ((x > 0) || (x == 0));
+
+ p.addParamValue ("n", nsur, isPositiveIntScalar);
+ p.addParamValue ("i", max_iterations, isValidIterationValue);
+ p.addParamValue ("seed", seed, isNonNegativeScalar);
+ p.addSwitch ("exact");
+
+ p.parse (varargin{:});
+
+ # Assign input
+ nsur = p.Results.n;
+ max_iterations = p.Results.i;
+ seed = p.Results.seed;
+ ispec = p.Results.exact;
+
+ # Check if nsur is not large
+ if (nsur > 1000)
+ warning ("Octave:tisean", ["Parameter 'n' is larger than 1000, this ", ...
+ "function migth execute a long time and take ",...
+ "up a lot of memory"])
+ endif
+
+ # Correct S to always have more rows than columns
+ trnspsd = false;
+ if (rows (S) < columns (S))
+ S = S.';
+ trnspsd = true;
+ endif
+
+ # Check if the length of 'S' can be factorized by only 2, 3 and 5
+ original_length = length (S);
+ while (max (factor (length (S))) > 5)
+ S(end,:) = [];
+ endwhile
+
+ if (original_length > length (S))
+ warning ("Octave:tisean",...
+ ["The length of 'S' was not factorizable by 2, 3 and 5. ", ...
+ "Using only first %d so that it's length would fulfill this ",...
+ "requirement"], length (S));
+ endif
+
+ # Compute the output
+ [surro_data, pars] = __surrogates__ (S, nsur, max_iterations, ispec, seed);
+
+ # If the input was transposed allign output with it
+ if (trnspsd)
+ pars = pars.';
+ surro_data = cellfun (@transpose, surro_data, 'UniformOutput', false);
+ endif
+
+ # If surro_data is a single cell, then change it to be a matrix
+ if (isequal (size (surro_data), [1,1]))
+ surro_data = surro_data {1};
+ endif
+
+endfunction
+
+%!demo
+%% 'x' will be a stationary Gaussian linear stochastic process
+%! x = zeros (2000,1);
+%! for i = 2:2000
+%! x(i) = 0.7*x(i-1) + (-6 + sum (rand ([size(1), 12]), 3));
+%! endfor
+%!
+%! # 'spike' is the process above measured s_n (x_n) = x_n^3.
+%! spike = x.^3;
+%!
+%! # Plot the data
+%! subplot (2,1,1)
+%! plot (spike,'g');
+%! axis tight
+%! title ("spike")
+%! subplot (2,1,2)
+%! plot (surrogates(spike),'b');
+%! axis tight
+%! title ("surrogates")
+%!###############################################################
+
+%!shared s,p
+%! [s,p] = surrogates (henon (1000).', 'i', 50, 'n', 15);
+%! p = p.';
+
+%% Check if parameter i (max iterations works properly)
+%!test
+%! expected(1:15) = 50;
+%! assert (p(:,1), expected.')
+
+%% Check if the relative discrepancy remains similar
+%!assert (std (p(:,2)), 0, 5e-4)
+
+%% Check if cell was properly created and transposed
+%!assert(iscell (s) && isequal (size (s), [15, 1]))
+%!assert(rows (s{1}) < columns (s{1}))
+
+%% Check if shortening data is discovered
+%% Warnings are promoted to errors to avoid further computation
+%!error <factorizable> warning ("error", "Octave:tisean"); surrogates (henon (11));
+
+%% Check if shortening the data works as expected
+%!test
+%! warning ("off")
+%! expected = surrogates (henon (100), 'seed', 0.25);
+%! result = surrogates (henon (102), 'seed', 0.25);
+%! assert (result, expected)
+
+%% Check if checking parameter 'n' works as expected
+%!error <long> warning ("error", "Octave:tisean"); surrogates ([1 2], 'n', 1001);
diff --git a/inst/timerev.m b/inst/timerev.m
new file mode 100644
index 0000000..a74bcbc
--- /dev/null
+++ b/inst/timerev.m
@@ -0,0 +1,135 @@
+## Copyright (C) 2015 Piotr Held
+## Copyright (C) 2015 Juan Pablo Carbajal
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output} =} timerev (@var{S})
+## @deftypefnx{Function File} {@var{output} =} timerev (@var{S}, @var{delay})
+##
+## Calculates time reversal assymetry statistic.
+##
+## Accomplishes this using the following equation applied to each component
+## separately:
+##
+## @iftex
+## @tex
+## $$\frac{\sum (y_n-y_{n-d})^3}{\sum (y_n-y_{n-d})^2}$$
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## 3
+## sum (y - y )
+## n n-d
+## ------------------
+## 2
+## sum (y - y )
+## n n-d
+## @end example
+## @end ifnottex
+##
+## @strong{Input}
+##
+## @table @var
+## @item S
+## This function always assumes that each time series is along the longer
+## dimension of matrix @var{S}. It also assumes that every dimension
+## (counting along the shorter dimension) of @var{S} is considered a
+## component of the time series.
+## @item delay
+## The delay for the statistic ('d' in the equation above) [default = 1].
+## @end table
+##
+## @strong{Output}
+##
+## The output is the calculated time reversal asymmetry statistic. It is calculated
+## for each component separately and is alligned with the components, so if the
+## input's components were columns vectors the output will be a row vector and
+## vice versa.
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on timerev of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = timerev (S, delay);
+
+ # Input validation
+ if (nargin != 1 && nargin != 2)
+ print_usage;
+ endif
+
+ if ((!ismatrix (S)) || (!isreal(S)))
+ error ('Octave:invalid-input-arg', "S is not a realmatrix");
+ endif
+
+ # If no delay was given assign 1
+ if (nargin == 1)
+ delay = 1;
+ endif
+
+ # Verify delay is a positive integer
+ isPositiveInteger = @(x) isreal(x) && isscalar (x) && (x > 0) ...
+ && (x-round(x) == 0);
+ if (!isPositiveInteger(delay))
+ error ("Octave:invalid-input-arg", "delay must be a positive integer");
+ endif
+
+ # Verify the input series 'S' is at least as long as 'delay + 1'
+ if (delay >= length (S))
+ error ("Octave:invalid-input-arg", ["the length of the input series must ",...
+ "be at least as long as 'delay + 1'"]);
+ endif
+
+ # Correct S to always have more rows than columns
+ trnspsd = false;
+ if (rows (S) < columns (S))
+ S = S.';
+ trnspsd = true;
+ endif
+
+ # Calculate output
+ idx = delay+1:rows(S);
+ t2 = sum ((S(idx,:) - S(idx-delay,:)).^2);
+ t3 = sum ((S(idx,:) - S(idx-delay,:)).^3);
+ output = t3./t2;
+
+ # Transpose output if input components were row vectors and not column vectors
+ if (trnspsd)
+ output = output.';
+ endif
+
+endfunction
+
+%% Test output against TISEAN program 'timerev'
+%!assert (timerev (henon (1000)(:,1),4),0.313235879,-1e-6)
+%!assert (timerev (henon (1000), 4), [0.313235879, 0.312556326], -1e-6)
+%!assert (timerev (henon(1000).', 4), [0.313235879; 0.312556326], -1e-6)
+
+%% Testing input validation
+%!error <positive> timerev (1, 0);
+%!error <long> timerev ([1 2], 2);
+
+%% Test if default values load properly
+%!assert (timerev (henon (100)), timerev (henon (100),1))
diff --git a/inst/upo.m b/inst/upo.m
new file mode 100644
index 0000000..4c17bf0
--- /dev/null
+++ b/inst/upo.m
@@ -0,0 +1,242 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {[@var{olens}, @var{orbit_data}, @var{acc}, @var{stab}] =} upo (@var{X}, @var{m})
+## @deftypefnx{Function File} {@dots{} =} upo (@var{X}, @var{m}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Locates unstable periodic points.
+##
+## Note: This function provides a wrapper for the original upo from TISEAN. The
+## documentation to TISEAN states that upo has not been tested thoroughly
+## and therefore might contain errors. Since this function only provides
+## a wrapper for the TISEAN upo any such errors will be inherited. For
+## more information consult the TISEAN documentation:
+## http://www.mpipks-dresden.mpg.de/~tisean/Tisean_3.0.1/docs/docs_f/upo.html
+##
+## @strong{Inputs}
+##
+## @table @var
+## @item X
+## Must be realvector. If it is a row vector then the output will
+## be row vectors as well. Maximum length is 1e6. This constraint existed in
+## the TISEAN program and therefore it is inherited. This should not
+## be a problem as this program takes 9 seconds for a 10000 element long
+## noisy henon series.
+## @item m
+## Embedding dimension. Must be scalar positive integer.
+## @end table
+##
+## @strong{Parameters}
+##
+## Either @var{r} or @var{v} must be set and at least one must be
+## different from zero.
+## @table @var
+## @item r
+## Absolute kernel bandwidth. Must be a scalar.
+## @item v
+## Same as fraction of standard deviation.
+## @item mtp
+## Minimum separation of trial points
+## [default = value of 'r' OR std(data) * value of 'v'].
+## @item mdo
+## Minimum separation of distinct orbits
+## [default = value of 'r' OR std(data) * value of 'v'].
+## @item s
+## Initial separation for stability
+## [default = value of 'r' OR std(data) * value of 'v'].
+## @item a
+## Maximum error of orbit to be plotted [default = all plotted].
+## @item p
+## Period of orbit [default = 1].
+## @item n
+## Number of trials [default = numel (@var{X})].
+## @end table
+##
+## @strong{Outputs}
+##
+## @table @var
+## @item olens
+## A vector that contains the period lengths (sizes) for each orbit.
+## @item orbit_data
+## A vector that contains all of the orbit data. To find data for the
+## n-the orbit you need to:
+## @example
+##
+## nth_orbit_data = orbit_data(sum(olens(1:n-1)).+(1:olens(n)));
+##
+## @end example
+## @item acc
+## A vector that contains the accuracy of each orbit.
+## @item stab
+## A vector that contains the stability of each orbit.
+## @end table
+## Note that
+##
+## @code{length (olens) == length (acc) == length (stab) #== number of orbits}.
+##
+## @seealso{demo upo, upoembed}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on upo of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function [olens, orbit_data, acc, stab] = upo (X,m,varargin)
+
+ # Initial input validation
+ if (nargin < 2)
+ print_usage;
+ endif
+
+ if ((isvector (X) == false) || (isreal(X) == false))
+ error ('Octave:invalid-input-arg', "X must be a realvector");
+ endif
+
+ # Checking if the input is too long for
+ # the underlying fortran program
+ if (length (X) > 1e6)
+ error ('Octave:invalid-input-arg', ...
+ "X cannot contain more than 1e6 elements");
+ endif
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ if (isPositiveIntScalar(m) == false)
+ error ('Octave:invalid-input-arg', ["m must be a scalar positive ",...
+ "integer value"]);
+ endif
+
+ # Load defaults
+ eps = 0;
+ frac = 0;
+ teq = -1;
+ tdis = -1;
+ h = -1;
+ tacc = -1;
+ iper = 1;
+ icen = length (X);
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "upo";
+
+ isNumericScalar = @(x) isreal(x) && isscalar (x);
+
+ p.addParamValue ("r", eps, isNumericScalar);
+ p.addParamValue ("v", frac, isNumericScalar);
+ p.addParamValue ("mtp", teq, isNumericScalar);
+ p.addParamValue ("mdo", tdis, isNumericScalar);
+ p.addParamValue ("s", h, isNumericScalar);
+ p.addParamValue ("a", tacc, isNumericScalar);
+ p.addParamValue ("p", iper, isPositiveIntScalar);
+ p.addParamValue ("n", icen, isPositiveIntScalar);
+
+ p.parse (varargin{:});
+
+ # Assign inputs
+ eps = p.Results.r;
+ frac = p.Results.v;
+ teq = p.Results.mtp;
+ tdis = p.Results.mdo;
+ h = p.Results.s;
+ tacc = p.Results.a;
+ iper = p.Results.p;
+ icen = p.Results.n;
+
+ # Input validation
+ if (ismember ('r',p.UsingDefaults) && ismember ('v', p.UsingDefaults))
+ error ('Octave:invalid-input-arg', "Either parameter 'r' or 'v' \
+must be set");
+ endif
+
+ if ((eps == 0) && (frac == 0))
+ error ('Octave:invalid-input-arg', "Either parameter 'r' or 'v' \
+must be different from zero");
+ endif
+
+ # Correct X to always have more rows than columns
+ trnspsd = false;
+ if (rows (X) < columns (X))
+ X = X.';
+ trnspsd = true;
+ endif
+
+ [olens, orbit_data, acc, stab] = ...
+ __upo__ (X, m, eps, frac, teq, tdis, h, tacc, iper, icen);
+
+ orbit_no = olens(1);
+ data_no = orbit_data(1);
+
+ olens(1) = [];
+ orbit_data(1) = [];
+ acc(1) = [];
+ stab(1) = [];
+
+ olens = resize (olens,[orbit_no,1]);
+ orbit_data = resize (orbit_data,[data_no,1]);
+ acc = resize (acc,[orbit_no,1]);
+ stab = resize (stab,[orbit_no,1]);
+
+ if (trnspsd)
+ olens = olens.';
+ orbit_data = orbit_data.';
+ acc = acc.';
+ stab = stab.';
+ endif
+
+endfunction
+
+
+%!demo
+%! hen = henon (1000);
+%! # The following line is equvalent to 'addnoise -v0.1 hen' from TISEAN
+%! hen = hen + std (hen) * 0.1 .* (-6 + sum (rand ([size(hen), 12]), 3));
+%! hendel = delay (hen(:,1));
+%! [olens, odata] = upo(hen(:,1), 2, 'p',6,'v',0.1, 'n', 100);
+%! up = upoembed (olens, odata, 1);
+%! plot (hendel(:,1), hendel(:,2), 'r.', 'markersize',2, ...
+%! up{4}(:,1), up{4}(:,2),'gx','markersize',20,'linewidth',1, ...
+%! up{3}(:,1), up{3}(:,2),'b+','markersize',20,'linewidth',1, ...
+%! up{2}(:,1), up{2}(:,2),'ms','markersize',20,'linewidth',1, ...
+%! up{1}(:,1), up{1}(:,2),'ws','markerfacecolor', 'c', 'markersize',20);
+%! legend ('Noisy Henon', 'Fixed Point','Period 2', 'Period 6', 'Period 6');
+%! axis tight
+%!###############################################################
+
+%!fail("upo((1:10),2,'r',0,'v',0)");
+%!fail("upo((1:10),2)");
+%!fail("upo(1:10)");
+%!fail("upo(zeros(1e6+1,1),2)");
+
+%!test
+%! hen = henon (1000);
+%! res_lens = [6;6;2;1];
+%! res_odata = [0.476636350; 0.790967643; 0.223789170; 1.14927197; -0.771639466; 0.450597405; 0.310742706; 1.01709056; -0.403215200; 1.06800783; -0.734883010; 0.569545567; 0.975725055; -0.495307118; 0.640587449];
+%! res_acc = [5.09480287E-07 ; 7.82842960E-07; 5.84763768E-07; 5.19621267E-07];
+%! res_stab = [12.6414680; 10.4631128; 2.43191552; 1.63386893];
+%! [l,d,a,s] = upo(hen(:,1),2,'p',6,'v',0.1,'n',100);
+%! assert ({l,d},{res_lens,res_odata},-1e-5);
+
+
diff --git a/inst/upoembed.m b/inst/upoembed.m
new file mode 100644
index 0000000..c14b160
--- /dev/null
+++ b/inst/upoembed.m
@@ -0,0 +1,174 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{output} =} upoembed (@var{olens}, at var{orbit_data}, @var{delay})
+## @deftypefnx{Function File} {@var{output} =} upoembed (@var{olens}, at var{orbit_data}, @var{delay}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Creates delay coordinates for upo output.
+##
+## @strong{Inputs}
+##
+## @table @var
+## @item olens
+## This vector contains the periods that are generated by upo.
+## @item orbit_data
+## The orbit data that is generated by upo.
+## @item delay
+## The delay used to get the delay coordinates.
+## @end table
+##
+## @strong{Parameter}
+## @table @var
+## @item m
+## The embedding dimension used [default = 2].
+## @item p
+## The period of the orbit to be extracted. This may be a vector
+## [default = extract all orbit periods].
+## @end table
+##
+## @strong{Output}
+##
+## A cell that contains the delay vectors for each orbit. The orbits
+## are in the same order as they are in @var{olens}. Can be converted to
+## matrix using @code{str2mat (output)}.
+##
+## @seealso{upo}
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on upoembed of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = upoembed (olens, orbit_data, delay, varargin)
+
+ # Input validation
+ if (nargin < 3)
+ print_usage;
+ endif
+
+ isPositiveIntVector = @(x) isreal(x) && isvector (x) && ...
+ all (x > 0) && all (x-round(x) == 0);
+ if (isPositiveIntVector (olens) == false)
+ error ('Octave:invalid-input-arg', "olens must be a realvector");
+ endif
+
+ if ((isvector (orbit_data) == false) || (isreal(orbit_data) == false))
+ error ('Octave:invalid-input-arg', "orbit_data must be a realvector");
+ endif
+
+ if (sum (olens) != length (orbit_data))
+ error ('Octave:invalid-input-arg', "The sum of the periods of orbits \
+is not equal to the number of orbit data");
+ endif
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ if (isPositiveIntScalar (delay) == false)
+ error ('Octave:invalid-input-arg', "delay must be a positive \
+integer scalar value");
+ endif
+
+ # Assign default values
+ m = 2;
+ porbit = 1;
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "upoembed";
+
+ isNumericScalar = @(x) isreal(x) && isscalar (x);
+
+ p.addParamValue ("m", m, isPositiveIntScalar);
+ p.addParamValue ("p", porbit, isPositiveIntVector);
+
+ p.parse (varargin{:});
+
+ # Assing inputs
+ m = p.Results.m;
+ porbit = p.Results.p;
+
+ ## Additional data validation
+ if (!ismember ('p', p.UsingDefaults) && !(any(ismember (porbit, olens))))
+ error ('Octave:invalid-input-arg', "parameter p must be one of the \
+values of olens");
+ endif
+
+ ## Generating indexes of orbits to use
+ if (!ismember ('p', p.UsingDefaults))
+ idx = find(ismember(olens, porbit)).';
+ else
+ idx = 1:length(olens);
+ endif
+
+
+ ## Create delay vectors
+ j = (m:-1:1);
+ delay_vec = @(x) orbit_data(sum(olens(1:idx(x)-1))+ ...
+ mod(((1:olens(idx(x))+1).').-...
+ (j-1).*delay -1 +m.*olens(idx(x)),...
+ olens(idx(x)))+1);
+ output = arrayfun (delay_vec,(1:length(idx)).','UniformOutput', false);
+
+ ## Below is unvectorized code (for reference only)
+ ## Does not account for parameter 'p'
+ ## The return is in a single matrix instead of a cell array
+ # for i=1:length(olens)
+ # for k=1:olens(i)+1;
+ # for j=m:-1:1;
+ # output(sum(olens(1:i-1)+1)+k,m+1-j) = ...
+ # orbit_data(sum(olens(1:i-1))+mod(k.-(j-1).*delay-1+m*olens(i),olens(i))+1);
+ # endfor
+ # endfor
+ # endfor
+
+endfunction
+
+%!shared olens, odata
+%! olens = [6;6;2;1];
+%! odata = [0.568860233; 0.320431054; 1.01113260; -0.396884680; 1.06592703; -0.735762954; 0.468448341; 0.791814446; 0.219137505; 1.15340614; -0.777471960; 0.447908580; 0.982830405; -0.487029105; 0.634082019];
+
+%!fail ("upoembed (olens, odata, 1, 'p',3)");
+%!xtest ("upoembed (olens, odata, 1, 'p',6)");
+
+%!test
+%! "res was generated using 'upoembed -d1' on 'olens' and 'odata' from TISEAN";
+%! res = [-0.735762954, 0.568860233; 0.568860233, 0.320431054; 0.320431054, 1.01113260; 1.01113260, -0.396884680; -0.396884680, 1.06592703; 1.06592703, -0.735762954; -0.735762954, 0.568860233; 0.447908580, 0.468448341; 0.468448341, 0.791814446; 0.791814446, 0.219137505; 0.219137505, 1.15340614; 1.15340614, -0.777471960; -0.777471960, 0.447908580; 0.447908580, 0.468448341; -0.487029105, 0.982830405; 0.982830405, -0.487029105; -0.487029105, 0.982830405; 0.634082019, 0.634082019; 0.63408201 [...]
+%! out = upoembed(olens,odata,1,'m',2);
+%! out = cell2mat(out);
+%! assert (out,res,1e-6);
+
+%!test
+%! "res was generated using 'upoembed -p6 -d1' from TISEAN on olens and odata";
+%! res = [-0.735762954, 0.568860233; 0.568860233, 0.320431054; 0.320431054, 1.01113260; 1.01113260, -0.396884680; -0.396884680, 1.06592703; 1.06592703, -0.735762954; -0.735762954, 0.568860233; ; ; 0.447908580, 0.468448341; 0.468448341, 0.791814446; 0.791814446, 0.219137505; 0.219137505, 1.15340614; 1.15340614, -0.777471960; -0.777471960, 0.447908580; 0.447908580, 0.468448341];
+%! out = upoembed(olens,odata,1,'p',6);
+%! out = cell2mat(out);
+%! assert (out,res,1e-6);
+
+%!test
+%! "TEST FOR WHEN 'P' IS A VECTOR";
+%! res = [-0.735762954, 0.568860233; 0.568860233, 0.320431054; 0.320431054, 1.01113260; 1.01113260, -0.396884680; -0.396884680, 1.06592703; 1.06592703, -0.735762954; -0.735762954, 0.568860233; ; ; 0.447908580, 0.468448341; 0.468448341, 0.791814446; 0.791814446, 0.219137505; 0.219137505, 1.15340614; 1.15340614, -0.777471960; -0.777471960, 0.447908580; 0.447908580, 0.468448341; 0.634082019, 0.634082019;0.634082019, 0.634082019];
+%! out = upoembed(olens,odata,1,'p',[6 1]);
+%! out = cell2mat(out);
+%! assert (out,res,1e-6);
diff --git a/inst/xzero.m b/inst/xzero.m
new file mode 100644
index 0000000..1c022d8
--- /dev/null
+++ b/inst/xzero.m
@@ -0,0 +1,142 @@
+## Copyright (C) 1996-2015 Piotr Held
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or
+## modify it under the terms of the GNU General Public
+## License as published by the Free Software Foundation;
+## either version 3 of the License, or (at your option) any
+## later version.
+##
+## Octave is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied
+## warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+## PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public
+## License along with Octave; see the file COPYING. If not,
+## see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {output =} xzero (@var{X1}, @var{X2})
+## @deftypefnx{Function File} {output =} xzero (@var{X1}, @var{X2}, @var{paramName}, @var{paramValue}, @dots{})
+##
+## Takes two data sets and fits a zeroth order model of data set 1 (@var{X1})
+## to predict data set 2 (@var{X2}) - cross prediction. It then computes the
+## error of the model. This is done by searching for all neighbors in @var{X1}
+## of the points of set @var{X2} which should be forecasted and taking as their
+## images the average of the images of the neighbors. The obtained forecast
+## error is normalized to the variance of data set @var{X2}.
+##
+## @strong{Inputs}
+##
+## Both @var{X1} and @var{X2} must be present. They must be realvectors
+## of the same length.
+##
+## @strong{Parameters}
+##
+## @table @var
+## @item m
+## Embedding dimension [default = 3].
+## @item d
+## Delay for embedding [default = 1].
+## @item n
+## The number of points for which the error should be calculated
+## [default = all].
+## @item k
+## Minimum number of neighbors for the fit [default = 30].
+## @item r
+## The neighborhood size to start with [default = 1e-3].
+## @item f
+## Factor by which to increase the neighborhood size if not
+## enough neighbors were found [default = 1.2].
+## @item s
+## Steps to be forecast (@code{x2(n+steps) = av(x1(i+steps)}) [default = 1].
+## @end table
+##
+## @strong{Output}
+##
+## Contains value of parameter '@var{s}' lines. Each line represents the
+## forecast error divided by the standard deviation of the second data set
+## (@var{X2}). This second data set is the one being forecasted.
+##
+## @strong{Algorithms}
+##
+## The algorithms for this functions have been taken from the TISEAN package.
+## @end deftypefn
+
+## Author: Piotr Held <pjheld at gmail.com>.
+## This function is based on xzero of TISEAN 3.0.1
+## https://github.com/heggus/Tisean"
+
+function output = xzero (X1, X2, varargin)
+
+ # Initial input validation
+ if (nargin < 2)
+ print_usage;
+ endif
+
+ if ((isvector (X1) == false) || (isreal(X1) == false))
+ error ('Octave:invalid-input-arg', "X1 must be a realvector");
+ endif
+
+ if ((isvector (X2) == false) || (isreal(X2) == false))
+ error ('Octave:invalid-input-arg', "X2 must be a realvector");
+ endif
+
+ if (length (X1) != length (X2))
+ error ('Octave:invalid-input-arg', "X1 and X2 must be of same length");
+ endif
+
+ # Default parameters
+ embdim = 3;
+ delay = 1;
+ clength = length (X1);
+ minn = 30;
+ eps0 = 1e-3;
+ epsf = 1.2;
+ step = 1;
+
+ #### Parse the input
+ p = inputParser ();
+ p.FunctionName = "xzero";
+
+ isPositiveIntScalar = @(x) isreal(x) && isscalar (x) && ...
+ (x > 0) && (x-round(x) == 0);
+ isPositiveScalar = @(x) isreal(x) && isscalar (x) && (x > 0);
+
+ p.addParamValue ("m", embdim, isPositiveIntScalar);
+ p.addParamValue ("d", delay, isPositiveIntScalar);
+ p.addParamValue ("n", clength, isPositiveIntScalar);
+ p.addParamValue ("k", minn, isPositiveIntScalar);
+ p.addParamValue ("r", eps0, isPositiveScalar);
+ p.addParamValue ("f", epsf, isPositiveScalar);
+ p.addParamValue ("s", step, isPositiveIntScalar);
+
+ p.parse (varargin{:});
+
+ # Assign input
+ embdim = p.Results.m;
+ delay = p.Results.d;
+ clength = p.Results.n;
+ minn = p.Results.k;
+ eps0 = p.Results.r;
+ epsset = !ismember ("r", p.UsingDefaults);
+ epsf = p.Results.f;
+ step = p.Results.s;
+
+ output = __xzero__ (X1, X2, embdim, delay, clength, minn, eps0, epsset, ...
+ epsf, step);
+endfunction
+
+%!fail ("xzero(1)");
+%!fail ("xzero('a')");
+
+%!test
+%! hen = henon(2000)(:,1);
+%! hen1 = hen(1:1000);
+%! hen2 = hen(1001:end);
+%! res_tisean = [1 0.6438699;2 0.9101371;3 0.9752469;4 0.9600329;5 0.9788585;6 0.9937851;7 1.002654;8 0.9973579;9 1.00776;10 1.008823;11 1.016724;12 1.017996;13 1.011284;14 1.005963;15 1.008479;16 1.007647;17 1.009703;18 1.018097;19 1.008374;20 1.006889];
+%! out = xzero (hen1,hen2,'m',4,'d',6,'s',20);
+%! assert(out, res_tisean(:,2),-1e-6);
diff --git a/src/Makefile.in b/src/Makefile.in
new file mode 100644
index 0000000..a3dbcb2
--- /dev/null
+++ b/src/Makefile.in
@@ -0,0 +1,90 @@
+MKOCTFILE ?= mkoctfile -Wall
+SED ?= sed
+LIBS_F=source_f/libsla.a
+CXXFLAGS=@CXXFLAGS@
+FFLAGS=@AM_FFLAGS@ @FFLAGS@
+
+## The next two are important to actually rebuild them when a change
+## is made to the the functions they link to.
+OCT_LINK_F=__surrogates__.oct __c1__.oct __upo__.oct lazy.oct
+
+OCT_LINK_CC=__boxcount__.oct __d2__.oct __lyap_spec__.oct \
+ __lyap_k__.oct __lyap_r__.oct \
+ __xzero__.oct __polynom__.oct \
+ __rbf__.oct __lfo_run__.oct \
+ __lfo_test__.oct __lfo_ar__.oct \
+ __lzo_test__.oct __pca__.oct \
+ mutual.oct __false_nearest__.oct \
+ __ghkss__.oct __lzo_gm__.oct \
+ __lzo_run__.oct
+
+OCT_SOURCES:=$(wildcard *.cc)
+
+# OCTFILES are the files that do not link to FORTRAN or other C++ files.
+OCTFILES_DEST=.
+OCTFILES=$(OCT_SOURCES:.cc=.oct)
+OCTFILES:=$(notdir $(OCTFILES))
+OCTFILES:=$(filter-out $(OCT_LINK_F), $(OCTFILES))
+OCTFILES:=$(filter-out $(OCT_LINK_CC), $(OCTFILES))
+
+# __randomize__ is compiled separately
+OCTFILES:=$(filter-out __randomize__.oct, $(OCTFILES))
+
+# If compiler does not support C++11 do not compile __c2g__.cc
+ifneq ('@HAVE_CXX11@','1')
+ OCTFILES:=$(filter-out __c2g__.oct, $(OCTFILES))
+endif
+
+## Load regular FORTAN Files
+SOURCES_DIR_F=source_f
+OBJ_DIR_F=$(SOURCES_DIR_F)
+SOURCES_F:=$(wildcard $(SOURCES_DIR_F)/*.f)
+
+OBJECTS_F=$(SOURCES_F:.f=.o)
+OBJECTS_F:=$(notdir $(OBJECTS_F))
+OBJECTS_F:=$(addprefix $(OBJ_DIR_F)/,$(OBJECTS_F))
+
+## Load routines for *.cc files
+SOURCES_DIR_CC=routines_c
+SOURCES_CC=$(wildcard $(SOURCES_DIR_CC)/*.cc)
+OBJ_DIR_CC=$(SOURCES_DIR_CC)
+
+OBJECTS_CC=$(SOURCES_CC:.cc=.o)
+OBJECTS_CC:=$(notdir $(OBJECTS_CC))
+OBJECTS_CC:=$(addprefix $(OBJ_DIR_CC)/,$(OBJECTS_CC))
+
+all: $(LIBS_F)\
+ $(OBJECTS_F) \
+ $(OBJECTS_CC) \
+ $(OCTFILES) \
+ $(OCT_LINK_F) \
+ $(OCT_LINK_CC) \
+
+source_f/libsla.a: source_f/slatec/*.f
+ cd source_f/slatec && $(MAKE)
+
+$(OBJECTS_F): $(OBJ_DIR_F)/%.o : $(SOURCES_DIR_F)/%.f
+ $(MKOCTFILE) $(FFLAGS) -c $< $(LIBS) -o $@
+
+$(OBJECTS_CC): $(OBJ_DIR_CC)/%.o : $(SOURCES_DIR_CC)/%.cc $(SOURCES_DIR_CC)/*.h
+ $(MKOCTFILE) $(CXXFLAGS) -c $< $(LIBS) -o $@
+
+$(OCTFILES) : %.oct : %.cc
+ $(MKOCTFILE) $(CXXFLAGS) $< $(LIBS) -o $@
+
+$(OCT_LINK_F): %.oct : %.cc $(OBJECTS_F) $(LIBS_F)
+ $(MKOCTFILE) $(CXXFLAGS) $< $(OBJECTS_F) $(LIBS_F) -o $@
+
+$(OCT_LINK_CC): %.oct : %.cc $(OBJECTS_CC)
+ $(MKOCTFILE) $(CXXFLAGS) $< $(OBJECTS_CC) -o $@
+
+PKG_ADD PKG_DEL: $(OCT_SOURCES)
+ $(SED) -n -e 's/.*$@: \(.*\)/\1/p' $^ > $@-t
+ mv $@-t $@
+
+clean:
+ cd source_f/slatec && $(MAKE) $@
+ rm -rf *.o $(SOURCES_DIR_CC)/*.o $(OBJ_DIR_F)/*.o
+ rm -rf *.oct PKG_*
+
+.PHONY: all clean
diff --git a/src/__boxcount__.cc b/src/__boxcount__.cc
new file mode 100755
index 0000000..70c575e
--- /dev/null
+++ b/src/__boxcount__.cc
@@ -0,0 +1,282 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ * Piotr Held
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on boxcount of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <vector>
+#include <list>
+#include <octave/oct.h>
+#include <octave/oct-map.h>
+#include "routines_c/tsa.h"
+
+void next_dim(const double **series, octave_idx_type **which_dims,
+ std::vector <double> &histo, octave_idx_type maxembed,
+ octave_idx_type dimension, octave_idx_type DELAY,
+ octave_idx_type length, octave_idx_type epsi, double Q,
+ int wd,int n, std::vector<octave_idx_type> &first)
+{
+
+ OCTAVE_LOCAL_BUFFER (std::vector<octave_idx_type>, act, epsi);
+ OCTAVE_LOCAL_BUFFER_INIT (octave_idx_type, found, epsi, 0);
+
+ for (octave_idx_type i=0;i<n;i++)
+ {
+ octave_idx_type comp = which_dims[wd][0];
+ octave_idx_type d1 = which_dims[wd][1]*DELAY;
+
+ octave_idx_type which = (octave_idx_type)
+ (series[comp][first[i]+d1]*(double)epsi);
+ octave_idx_type hf = ++found[which];
+ act[which].resize(hf);
+ act[which][hf-1] = first[i];
+ }
+
+ for (octave_idx_type i=0;i<epsi;i++)
+ if (found[i]) {
+ double p = (double)(found[i]) / (double)length;
+ if (Q == 1.0)
+ histo[wd] -= p*log(p);
+ else
+ histo[wd] += pow(p,Q);
+ }
+
+ if (wd<(maxembed*dimension-1))
+ for (octave_idx_type i=0;i<epsi;i++)
+ if (found[i])
+ next_dim(series, which_dims, histo, maxembed, dimension, DELAY, length,
+ epsi, Q, wd+1,found[i],act[i]);
+
+}
+
+void start_box(const double **series, octave_idx_type **which_dims,
+ std::vector <double> &histo, octave_idx_type maxembed,
+ octave_idx_type dimension, octave_idx_type DELAY,
+ octave_idx_type length, octave_idx_type epsi, double Q)
+{
+
+ OCTAVE_LOCAL_BUFFER (std::vector<octave_idx_type>, act, epsi);
+ OCTAVE_LOCAL_BUFFER_INIT (octave_idx_type, found, epsi, 0);
+
+ for (octave_idx_type i=0;i<length;i++) {
+ octave_idx_type which=(octave_idx_type)(series[0][i]*(double)epsi);
+ octave_idx_type hf= ++found[which];
+ act[which].resize(hf);
+ act[which][hf-1]=i;
+ }
+
+ for (octave_idx_type i=0;i<epsi;i++)
+ if (found[i]) {
+ double p = (double)(found[i]) / (double)length;
+ if (Q == 1.0)
+ histo[0] -= p*log(p);
+ else
+ histo[0] += pow(p,Q);
+ }
+
+ if (1<dimension*maxembed) {
+ for (octave_idx_type i=0;i<epsi;i++) {
+ if (found[i])
+ next_dim(series, which_dims, histo, maxembed, dimension, DELAY, length,
+ epsi, Q, 1,found[i],act[i]);
+ }
+ }
+ /*
+ else {
+ if (1<maxembed)
+ for (octave_idx_type i=0;i<epsi;i++) {
+ if (found[i])
+ next_dim(series, which_dims, histo, maxembed, dimension, DELAY,
+ length, epsi, Q, 1,found[i],act[i]);
+ }
+ }
+ */
+
+}
+
+DEFUN_DLD (__boxcount__, args, , HELPTEXT)
+{
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 9)
+ {
+ print_usage ();
+ }
+ else
+ {
+ // Assign input
+ Matrix input = args(0).matrix_value ();
+ octave_idx_type maxembed = args(1).idx_type_value ();
+ octave_idx_type DELAY = args(2).idx_type_value ();
+ double Q = args(3).double_value ();
+ double EPSMIN = args(4).double_value ();
+ bool epsminset = args(5).bool_value ();
+ double EPSMAX = args(6).double_value ();
+ bool epsmaxset = args(7).bool_value ();
+ octave_idx_type EPSCOUNT = args(8).idx_type_value ();
+
+ octave_idx_type LENGTH = input.rows ();
+ octave_idx_type dimension = input.columns ();
+
+ // Analyze and rescale input
+ double interval, min, maxinterval = 0.0;
+ for (octave_idx_type i=0;i<dimension;i++) {
+ rescale_data(input,i,LENGTH,&min,&interval);
+ if (interval > maxinterval)
+ maxinterval=interval;
+ }
+ if (epsminset)
+ EPSMIN /= maxinterval;
+ if (epsmaxset)
+ EPSMAX /= maxinterval;
+ for (octave_idx_type i=0;i<dimension;i++) {
+ for (octave_idx_type j=0;j<LENGTH;j++)
+ if (input(j,i) >= 1.0)
+ input(j,i) -= EPSMIN/2.0;
+ }
+
+ // Series is a pointer to data stored in input
+ // so input(i,j) == series[j][i]
+ // This is done for optimization purposes
+ OCTAVE_LOCAL_BUFFER (const double *, series, dimension);
+ for (octave_idx_type j = 0; j < dimension; j++)
+ {
+ const double *ptr = input.fortran_vec ();
+ series[j] = ptr + LENGTH * j;
+ }
+
+ // Allocate memory
+ OCTAVE_LOCAL_BUFFER (double, deps, EPSCOUNT);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type *, which_dims, maxembed *dimension);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, which_dims_data,
+ 2 * maxembed * dimension);
+ for (octave_idx_type i=0;i<maxembed*dimension;i++)
+ which_dims[i] = which_dims_data + i * 2;
+ for (octave_idx_type i=0;i<maxembed;i++)
+ for (octave_idx_type j=0;j<dimension;j++) {
+ which_dims[i*dimension+j][0]=j;
+ which_dims[i*dimension+j][1]=i;
+ }
+
+ std::list<std::vector<double>> histo_list;
+
+ // Assign support variables
+ double EPSFAKTOR;
+ if (EPSCOUNT >1)
+ EPSFAKTOR=pow(EPSMAX/EPSMIN,1.0/(double)(EPSCOUNT-1));
+ else
+ EPSFAKTOR=1.0;
+
+ octave_idx_type length=LENGTH-(maxembed-1)*DELAY;
+
+ if ( ! error_state)
+ {
+ // Calculate output
+ double heps = EPSMAX*EPSFAKTOR;
+ octave_idx_type epsi_old = 0;
+ for (octave_idx_type k=0;k<EPSCOUNT;k++)
+ {
+
+ octave_idx_type epsi_test;
+ do {
+ heps /= EPSFAKTOR;
+ epsi_test=(octave_idx_type)(1./heps);
+ } while (epsi_test <= epsi_old);
+
+ octave_idx_type epsi = epsi_test;
+ epsi_old = epsi;
+ deps[k] = heps;
+
+ std::vector <double> histo (maxembed * dimension, 0.0);
+ start_box(series, which_dims, histo, maxembed, dimension, DELAY,
+ length, epsi, Q);
+
+ if (Q != 1.0)
+ for (std::vector<double>::iterator it = histo.begin ();
+ it != histo.end (); it++)
+ *it = log(*it)/(1.0-Q);
+
+ histo_list.push_back (histo);
+ }
+
+ // Create and assign output
+ dim_vector dv (maxembed, dimension);
+ string_vector keys;
+ keys.append (std::string("dim"));
+ keys.append (std::string("entropy"));
+ octave_map output (dv, keys);
+
+ for (octave_idx_type i=0;i<maxembed*dimension;i++)
+ {
+ octave_scalar_map tmp (keys);
+ // old fprintf(fHq,"#component = %d embedding = %d\n",
+ // which_dims[i][0]+1, which_dims[i][1]+1);
+
+ tmp.setfield ("dim", which_dims[i][1]+1);
+
+ // Create entropy output
+ Matrix entropy_out (EPSCOUNT, 3);
+
+ std::list<std::vector<double>>::const_iterator it_hist;
+ it_hist = histo_list.cbegin ();
+ for (octave_idx_type j=0;j<EPSCOUNT;j++)
+ {
+ if (i == 0)
+ {
+ // old fprintf(fHq,"%e %e %e\n",deps[j]*maxinterval,
+ // histo_el->hist[i],histo_el->hist[i]);
+ entropy_out(j,0) = deps[j]*maxinterval;
+ entropy_out(j,1) = (*it_hist)[i];
+ entropy_out(j,2) = (*it_hist)[i];
+ }
+ else
+ {
+ // old fprintf(fHq,"%e %e %e\n",deps[j]*maxinterval,
+ // histo_el->hist[i],
+ // histo_el->hist[i]-histo_el->hist[i-1]);
+ entropy_out(j,0) = deps[j]*maxinterval;
+ entropy_out(j,1) = (*it_hist)[i];
+ entropy_out(j,2) = (*it_hist)[i]
+ - (*it_hist)[i-1];
+ }
+ it_hist++;
+ }
+
+ tmp.setfield ("entropy",entropy_out);
+
+ output.assign (idx_vector(which_dims[i][1]),
+ idx_vector(which_dims[i][0]),
+ tmp);
+ }
+
+
+ retval(0) = output;
+ }
+ }
+ return retval;
+}
diff --git a/src/__c1__.cc b/src/__c1__.cc
new file mode 100644
index 0000000..b461a18
--- /dev/null
+++ b/src/__c1__.cc
@@ -0,0 +1,142 @@
+/* -*- coding: utf-8 -*- */
+/* Copyright (C) 1996-2015 Piotr Held <pjheld at gmail.com>
+ *
+ * This file is part of Octave.
+ *
+ * Octave is free software; you can redistribute it and/or
+ * modify it under the terms of the GNU General Public
+ * License as published by the Free Software Foundation;
+ * either version 3 of the License, or (at your option) any
+ * later version.
+ *
+ * Octave is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied
+ * warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+ * PURPOSE. See the GNU General Public License for more
+ * details.
+ *
+ * You should have received a copy of the GNU General Public
+ * License along with Octave; see the file COPYING. If not,
+ * see <http://www.gnu.org/licenses/>.
+ */
+/* Author: Piotr Held <pjheld at gmail.com>.
+ * This function is based on c1 of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+/******************************************************************************/
+/******************************************************************************/
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+#include <octave/f77-fcn.h>
+#include <octave/oct-map.h>
+
+extern "C"
+{
+ F77_RET_T
+ F77_FUNC (d1, D1)
+ (const octave_idx_type& nmax, const octave_idx_type& mmax,
+ const octave_idx_type& nxx, const double *y,
+ const octave_idx_type& delay, const octave_idx_type& m,
+ const octave_idx_type& ncmin, const double& pr,
+ double& pln, double& eln,
+ const octave_idx_type& nmin, const octave_idx_type& kmax,
+ const octave_idx_type& iverb);
+
+ F77_RET_T
+ F77_FUNC (rand, RAND)
+ (const double& R);
+}
+
+
+DEFUN_DLD (__c1__, args, nargout, HELPTEXT)
+{
+ octave_value_list retval;
+ int nargin = args.length ();
+
+
+ if (nargin != 10)
+ {
+ print_usage ();
+ }
+ else
+ {
+ // Assigning inputs
+ Matrix input = args(0).matrix_value ();
+ octave_idx_type mindim = args(1).idx_type_value ();
+ octave_idx_type maxdim = args(2).idx_type_value ();
+ octave_idx_type delay = args(3).idx_type_value ();
+ octave_idx_type tmin = args(4).idx_type_value ();
+ octave_idx_type cmin = args(5).idx_type_value ();
+ double resolution = args(6).double_value ();
+ double seed = args(7).double_value ();
+ octave_idx_type kmax = args(8).idx_type_value ();
+ bool verbose = args(9).bool_value ();
+ octave_idx_type iverb = verbose;
+
+
+ if (! error_state)
+ {
+
+ octave_idx_type lines_read = input.rows (); //nmax in d1()
+ octave_idx_type columns_read = input.columns ();
+
+
+ dim_vector dv (maxdim - mindim + 1, 1);
+ string_vector keys;
+ keys.append (std::string("dim"));
+ keys.append (std::string("c1"));
+ octave_map output (dv, keys);
+
+ // Seed the rand() function for d1()
+ F77_XFCN (rand, RAND, (sqrt(seed)));
+
+ for (octave_idx_type m = mindim; m <= maxdim; m++)
+ {
+ octave_scalar_map tmp (keys);
+ tmp.setfield ("dim", m);
+
+ // Creat c1 output
+ Matrix c1_out ((octave_idx_type) ((0 - log (1./(lines_read
+ -(m-1) * delay)) +
+ (log (2.) /resolution))
+ / (log (2.) /resolution))
+ , 2);
+
+ double pr = 0.0;
+ octave_idx_type current_row = 0;
+ for (double pl = log (1./(lines_read - (m-1)*delay));
+ pl <= 0.0; pl += log (2.) / resolution)
+ {
+ double pln = pl;
+ double rln;
+
+ F77_XFCN (d1, D1,
+ (lines_read, columns_read, lines_read,
+ input.fortran_vec (), delay, m, cmin,
+ pr, pln, rln, tmin, kmax, iverb));
+
+ if (pln != pr)
+ {
+ pr = pln;
+ c1_out(current_row,0) = exp (rln);
+ c1_out(current_row,1) = exp (pln);
+ current_row += 1;
+ }
+
+ }
+ // Resize output
+ c1_out.resize (current_row, 2);
+ tmp.setfield ("c1", c1_out);
+
+ output.assign (idx_vector(m-mindim), tmp);
+ }
+
+ retval(0) = output;
+ }
+ }
+ return retval;
+}
diff --git a/src/__c2g__.cc b/src/__c2g__.cc
new file mode 100644
index 0000000..f408969
--- /dev/null
+++ b/src/__c2g__.cc
@@ -0,0 +1,120 @@
+/* Copyright (C) 1996-2015 Piotr Held
+ *
+ * This file is part of Octave.
+ *
+ * Octave is free software; you can redistribute it and/or
+ * modify it under the terms of the GNU General Public
+ * License as published by the Free Software Foundation;
+ * either version 3 of the License, or (at your option) any
+ * later version.
+ *
+ * Octave is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied
+ * warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+ * PURPOSE. See the GNU General Public License for more
+ * details.
+ *
+ * You should have received a copy of the GNU General Public
+ * License along with Octave; see the file COPYING. If not,
+ * see <http://www.gnu.org/licenses/>.
+ */
+
+/* Author: Piotr Held <pjheld at gmail.com>.
+ * This function is based on c2g of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+/********************************************************************/
+/********************************************************************/
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+#include "Quad.h"
+
+DEFUN_DLD (__c2g__, args, , HELPTEXT)
+{
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 6)
+ {
+ print_usage ();
+ }
+ else
+ {
+ // Assing input
+ Matrix h_mat = args(0).matrix_value();
+ Matrix f_mat = args(1).matrix_value();
+ Matrix d_mat = args(2).matrix_value();
+ Matrix a_mat = args(3).matrix_value();
+ Matrix b_mat = args(4).matrix_value();
+ bool gd = args(5).bool_value();
+
+ // A proper input will have f_mat, d_mat, a_mat, b_mat
+ // as column vectors and h_mat as a row vector
+ octave_idx_type columns = h_mat.columns ();
+ octave_idx_type rows = f_mat.rows ();
+
+ // Get pointers to arrays
+ double *h = h_mat.fortran_vec ();
+ double *f = f_mat.fortran_vec ();
+ double *d = d_mat.fortran_vec ();
+ double *a = a_mat.fortran_vec ();
+ double *b = b_mat.fortran_vec ();
+
+ // Create output matrix
+ Matrix ret_mat (rows, columns);
+
+ for (octave_idx_type j = 0; j < columns; j++)
+ {
+ // ret is used for code optimization
+ // it's a pointer to data stored in ret_mat
+ double *ret = ret_mat.fortran_vec () + j * rows;
+
+ // Assign parameter of function quad_fcn
+ static double h_g; // static so lambda does not capture anything
+ h_g = h[j];
+
+ for (octave_idx_type i = 0; i < rows; i++)
+ {
+
+ // Assign parameters of function quad_fcn
+ static double f_g, d_g; // static so lambda does not capture
+ f_g = f[i];
+ d_g = d[i];
+
+ // Create quad_fcn for integration.
+ integrand_fcn quad_fcn;
+ if (gd)
+ {
+ quad_fcn = [](double u) -> double
+ {
+ return f_g * exp ((4 + d_g)*u - exp (2*u)
+ / (2*h_g*h_g));
+ };
+ }
+ else
+ quad_fcn = [](double u) -> double
+ {
+ return f_g * exp ((2 + d_g)*u - exp (2*u)
+ / (2*h_g*h_g));
+ };
+
+ // Perform integration
+ // If a[i] or b[i] is infinite, then (almost always) both
+ // vectors have an infinite element. But when b[i] has
+ // an infinite element the integral calculated with that
+ // boundary will be -Inf, thus the results of c2g likely to
+ // be NaN. Therefore there is no reason to perform special
+ // computation (e.g. using IndefQuad), because the final
+ // result will be a NaN anyway.
+ DefQuad dq (quad_fcn, a[i], b[i]);
+ ret[i] = dq.integrate ();
+ }
+ }
+ retval(0) = ret_mat;
+ }
+
+ return retval;
+}
diff --git a/src/__d2__.cc b/src/__d2__.cc
new file mode 100755
index 0000000..e6cf0db
--- /dev/null
+++ b/src/__d2__.cc
@@ -0,0 +1,615 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ * Piotr Held
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on d2 of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <limits>
+#include <octave/oct.h>
+#include <octave/oct-map.h>
+#include "routines_c/tsa.h"
+
+// the nargin of the function call from a paused state
+#define PAUSE_NARGIN 21
+
+/* output is written every WHEN seconds */
+#define WHEN 120
+/* Size of the field for box assisted neighbour searching
+ (has to be a power of 2)*/
+#define NMAX 256
+/* Size of the box for the scramble routine */
+#define SCBOX 4096
+
+
+
+void scramble(octave_idx_type length, octave_idx_type EMBED,
+ octave_idx_type DELAY,
+ octave_idx_type *scr)
+{
+
+ unsigned long rnd,rndf;
+
+ if (sizeof(long) == 8) {
+ rndf=13*13*13*13;
+ rndf=rndf*rndf*rndf*13;
+ rnd=0x849178L;
+ }
+ else {
+ rndf=69069;
+ rnd=0x234571L;
+ }
+ for (octave_idx_type i=0;i<1000;i++)
+ rnd=rnd*rndf+1;
+
+ octave_idx_type hlength=length-(EMBED-1)*DELAY;
+
+ OCTAVE_LOCAL_BUFFER (double, rz, hlength);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, scfound, hlength);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, scnhelp, hlength);
+ OCTAVE_LOCAL_BUFFER (double, schelp, hlength);
+
+ for (octave_idx_type i=0;i<hlength;i++)
+ rz[i]=(double)(rnd=rnd*rndf+1)/std::numeric_limits<unsigned long>::max ();
+
+ octave_idx_type scbox[SCBOX];
+ for (octave_idx_type i=0;i<SCBOX;i++)
+ scbox[i]= -1;
+ for (octave_idx_type i=0;i<hlength;i++) {
+ octave_idx_type m=(int)(rz[i]*((double)SCBOX-0.001))&(SCBOX-1);
+ scfound[i]=scbox[m];
+ scbox[m]=i;
+ }
+
+ octave_idx_type allscr = 0;
+ for (octave_idx_type i=0;i<SCBOX;i++)
+ {
+ octave_idx_type scnfound=0;
+ octave_idx_type element=scbox[i];
+ while(element != -1) {
+ scnhelp[scnfound]=element;
+ schelp[scnfound++]=rz[element];
+ element=scfound[element];
+ }
+
+ for (octave_idx_type j=0;j<scnfound-1;j++)
+ for (octave_idx_type k=j+1;k<scnfound;k++)
+ if (schelp[k] < schelp[j]) {
+ double swap=schelp[k];
+ schelp[k]=schelp[j];
+ schelp[j]=swap;
+ octave_idx_type lswap=scnhelp[k];
+ scnhelp[k]=scnhelp[j];
+ scnhelp[j]=lswap;
+ }
+ for (octave_idx_type j=0;j<scnfound;j++)
+ scr[allscr+j]=scnhelp[j];
+ allscr += scnfound;
+ }
+}
+
+void make_c2_dim(const double **series, double **found, octave_idx_type *list,
+ octave_idx_type **box, octave_idx_type DIM,
+ octave_idx_type imin, double EPSMAX1, double EPSMAX,
+ double EPSMIN, octave_idx_type EMBED, octave_idx_type DELAY,
+ octave_idx_type MINDIST, octave_idx_type HOWOFTEN,
+ octave_idx_type n1)
+{
+
+ OCTAVE_LOCAL_BUFFER (double, hs, EMBED * DIM);
+
+ octave_idx_type count = 0;
+ for (octave_idx_type i1=0;i1<EMBED;i1++) {
+ octave_idx_type i2=i1*DELAY;
+ for (octave_idx_type j=0;j<DIM;j++)
+ hs[count++]=series[j][n1+i2];
+ }
+
+ double epsinv = 1.0 / EPSMAX;
+ octave_idx_type x = (octave_idx_type)(hs[0]*epsinv)&(NMAX-1);
+ octave_idx_type y = (octave_idx_type)(hs[1]*epsinv)&(NMAX-1);
+
+ for (octave_idx_type i1=x-1;i1<=x+1;i1++) {
+ octave_idx_type i2=i1&(NMAX-1);
+ for (octave_idx_type j1=y-1;j1<=y+1;j1++) {
+ octave_idx_type element=box[i2][j1&(NMAX-1)];
+ while (element != -1) {
+ if (labs((long)(element-n1)) > MINDIST) {
+ octave_idx_type count = 0;
+ double max = 0.0;
+ octave_idx_type maxi = HOWOFTEN - 1;
+ bool small = 0;
+ for (octave_idx_type i=0;i<EMBED;i++) {
+ octave_idx_type hi=i*DELAY;
+ for (octave_idx_type j=0;j<DIM;j++) {
+ double dx=fabs(hs[count]-series[j][element+hi]);
+ if (dx <= EPSMAX) {
+ if (dx > max) {
+ max=dx;
+ if (max < EPSMIN) {
+ maxi=(HOWOFTEN-1);
+ }
+ else
+ {
+ double epsfactor = pow(EPSMAX1/EPSMIN,
+ 1.0/(double)(HOWOFTEN-1));
+ maxi=(log(EPSMAX1)-log(max))/log(epsfactor);
+ }
+ }
+ if (count > 0)
+ for (octave_idx_type k=imin;k<=maxi;k++)
+ found[count][k] += 1.0;
+ }
+ else {
+ small=1;
+ break;
+ }
+ count++;
+ }
+ if (small)
+ break;
+ }
+ }
+ element=list[element];
+ }
+ }
+ }
+
+}
+
+void make_c2_1(const double **series, double **found, octave_idx_type *listc1,
+ octave_idx_type *boxc1, octave_idx_type imin, double EPSMAX1,
+ double EPSMAX, double EPSMIN, octave_idx_type MINDIST,
+ octave_idx_type HOWOFTEN, octave_idx_type n1)
+{
+
+ double hs = series[0][n1];
+
+ double epsinv = 1.0 / EPSMAX;
+ octave_idx_type x = (octave_idx_type)(hs*epsinv)&(NMAX-1);
+
+ for (octave_idx_type i1=x-1;i1<=x+1;i1++) {
+ octave_idx_type element=boxc1[i1&(NMAX-1)];
+ while (element != -1)
+ {
+ if (abs(element-n1) > MINDIST)
+ {
+ double max_val=fabs(hs-series[0][element]);
+ if (max_val <= EPSMAX)
+ {
+ octave_idx_type maxi;
+ if (max_val < EPSMIN)
+ maxi=HOWOFTEN - 1;
+ else
+ {
+ double epsfactor = pow (EPSMAX1/EPSMIN,
+ 1.0/(double)(HOWOFTEN-1));
+ maxi=(log(EPSMAX1)-log(max_val))/log(epsfactor);
+ }
+ for (octave_idx_type i=imin;i<=maxi;i++)
+ found[0][i] += 1.0;
+ }
+ }
+ element=listc1[element];
+ }
+ }
+}
+
+DEFUN_DLD (__d2__, args, nargout, HELPTEXT)
+{
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if ((nargin != 12 && nargin != PAUSE_NARGIN) || nargout != 2)
+ {
+ print_usage ();
+ }
+ else
+ {
+ // Assign input
+ Matrix input = args(0).matrix_value ();
+ octave_idx_type EMBED = args(1).idx_type_value ();
+ octave_idx_type DELAY = args(2).idx_type_value ();
+ octave_idx_type MINDIST = args(3).idx_type_value ();
+ double EPSMIN = args(4).double_value ();
+ bool eps_min_set = args(5).bool_value ();
+ double EPSMAX = args(6).double_value ();
+ bool eps_max_set = args(7).bool_value ();
+ octave_idx_type HOWOFTEN = args(8).idx_type_value ();
+ octave_idx_type MAXFOUND = args(9).idx_type_value ();
+ bool rescale_set = args(10).bool_value ();
+ octave_idx_type it_pause = args(11).idx_type_value ();
+
+ octave_idx_type length = input.rows ();
+ octave_idx_type DIM = input.columns ();
+
+
+ // Series is a pointer to data stored in input
+ // so input(i,j) == series[j][i]
+ // This is done for optimization purposes
+ OCTAVE_LOCAL_BUFFER (const double *, series, DIM);
+ for (octave_idx_type j = 0; j < DIM; j++)
+ {
+ const double *ptr = input.fortran_vec ();
+ series[j] = ptr + length * j;
+ }
+
+
+ // Create or restore variables used when pausing calculation
+ // '*_matrix' points to the same data as '*'
+ // this is done for ease of pausing
+ octave_idx_type counter;
+ Matrix found_matrix (HOWOFTEN, DIM*EMBED);
+ Matrix norm_matrix (HOWOFTEN, 1);
+ Array <octave_idx_type> boxc1_matrix (dim_vector(NMAX, 1));
+ Array <octave_idx_type> box_matrix (dim_vector(NMAX, NMAX));
+ Array <octave_idx_type> list_matrix (dim_vector (length,1));
+ Array <octave_idx_type> listc1_matrix (dim_vector (length,1));
+ double EPSMAX1;// this is the original EPSMAX
+ octave_idx_type imin;
+
+ if (nargin == PAUSE_NARGIN) // restore from paused state
+ {
+ counter = args(12).idx_type_value ();
+ found_matrix = args(13).matrix_value ();
+ norm_matrix = args(14).matrix_value ();
+ boxc1_matrix = args(15).octave_idx_type_vector_value ();
+ box_matrix = args(16).octave_idx_type_vector_value ();
+ list_matrix = args(17).octave_idx_type_vector_value ();
+ listc1_matrix = args(18).octave_idx_type_vector_value ();
+ imin = args(19).idx_type_value ();
+ EPSMAX1 = args(20).double_value ();
+ }
+ else // Prepare variables at beginning of calculation
+ {
+ counter = 0;
+
+ found_matrix.fill (0.0);
+ norm_matrix.fill (0.0);
+ boxc1_matrix.fill (-1);
+ box_matrix.fill (-1);
+
+ double maxinterval;
+ if (rescale_set) {
+ double interval, min_val;
+ for (octave_idx_type i=0;i<DIM;i++)
+ rescale_data(input,i,length,&min_val,&interval);
+ maxinterval=1.0;
+ }
+ else {
+ maxinterval=0.0;
+ for (octave_idx_type i=0;i<DIM;i++) {
+ double interval = series[i][0];
+ double min_val = series[i][0];
+ for (octave_idx_type j=1;j<length;j++) {
+ if (min_val > series[i][j])
+ min_val=series[i][j];
+ if (interval < series[i][j])
+ interval=series[i][j];
+ }
+ interval -= min_val;
+ if (interval > maxinterval)
+ maxinterval=interval;
+ }
+ }
+ if (!eps_max_set)
+ EPSMAX *= maxinterval;
+ if (!eps_min_set)
+ EPSMIN *= maxinterval;
+ EPSMAX = (fabs(EPSMAX)<maxinterval) ? fabs(EPSMAX) : maxinterval;
+ EPSMIN = (fabs(EPSMIN)<EPSMAX) ? fabs(EPSMIN) : EPSMAX/2.;
+ //EPSMAX1 - original EPSMAX
+ EPSMAX1 = EPSMAX;
+ imin = 0;
+ }
+
+ // Create pointers to octave Array variables
+ OCTAVE_LOCAL_BUFFER (double *, found, DIM * EMBED);
+ for (octave_idx_type i=0;i<EMBED*DIM;i++)
+ found[i] = found_matrix.fortran_vec () + HOWOFTEN * i;
+
+ double *norm = norm_matrix.fortran_vec ();
+ octave_idx_type *boxc1 = boxc1_matrix.fortran_vec ();
+
+ OCTAVE_LOCAL_BUFFER (octave_idx_type *, box, NMAX);
+ for (octave_idx_type i = 0; i< NMAX; i++)
+ box[i] = box_matrix.fortran_vec () + NMAX * i;
+
+ octave_idx_type *list = list_matrix.fortran_vec ();
+ octave_idx_type *listc1 = listc1_matrix.fortran_vec ();
+
+
+ // Allocate memory
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, scr, length-(EMBED-1)*DELAY);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, oscr, length-(EMBED-1)*DELAY);
+ OCTAVE_LOCAL_BUFFER (double, epsm, HOWOFTEN);
+
+ // epsfactor uses original EPSMAX which is EPSMAX1
+ double epsfactor=pow(EPSMAX1/EPSMIN,1.0/(double)(HOWOFTEN-1));
+
+ epsm[0]=EPSMAX1;
+ for (octave_idx_type i=1;i<HOWOFTEN;i++) {
+ epsm[i]=epsm[i-1]/epsfactor;
+ }
+
+ scramble(length, EMBED, DELAY, scr);
+ for (octave_idx_type i=0;i<(length-(EMBED-1)*DELAY);i++)
+ oscr[scr[i]]=i;
+
+ octave_idx_type maxembed=DIM*EMBED-1;
+ octave_idx_type nmax = length-DELAY*(EMBED-1);
+
+ time_t lasttime;
+ time(&lasttime);
+
+ if (! error_state)
+ {
+
+ bool imin_too_large = false;
+ bool pause_calc = false;
+ // Calculate the outputs
+ for (octave_idx_type n = 1 + counter; n < nmax && !imin_too_large
+ && !pause_calc; n++)
+ {
+ counter += 1;
+ bool smaller = 0;
+ octave_idx_type sn = scr[n-1];
+ double epsinv = 1.0 / EPSMAX;
+ octave_idx_type x,y;
+ if (DIM > 1)
+ {
+ x=(octave_idx_type)(series[0][sn]*epsinv)&(NMAX-1);
+ y=(octave_idx_type)(series[1][sn]*epsinv)&(NMAX-1);
+ }
+ else
+ {
+ x=(octave_idx_type)(series[0][sn]*epsinv)&(NMAX-1);
+ y=(octave_idx_type)(series[0][sn+DELAY]*epsinv)&(NMAX-1);
+ }
+ list[sn]=box[x][y];
+ box[x][y]=sn;
+ listc1[sn]=boxc1[x];
+ boxc1[x]=sn;
+
+ octave_idx_type i=imin;
+ while (found[maxembed][i] >= MAXFOUND)
+ {
+ smaller=1;
+ if (++i > (HOWOFTEN-1))
+ break;
+ }
+ if (smaller)
+ {
+ imin=i;
+ if (imin <= (HOWOFTEN-1))
+ {
+ EPSMAX = epsm[imin];
+ double epsinv = 1.0/EPSMAX;
+ for (octave_idx_type i1=0;i1<NMAX;i1++)
+ {
+ boxc1[i1]= -1;
+ for (octave_idx_type j1=0;j1<NMAX;j1++)
+ box[i1][j1]= -1;
+ }
+ for (octave_idx_type i1=0;i1<n;i1++)
+ {
+ sn=scr[i1];
+ octave_idx_type x,y;
+ if (DIM > 1)
+ {
+ x=(octave_idx_type)(series[0][sn]*epsinv)
+ &(NMAX-1);
+ y=(octave_idx_type)(series[1][sn]*epsinv)
+ &(NMAX-1);
+ }
+ else
+ {
+ x=(octave_idx_type)(series[0][sn]*epsinv)
+ &(NMAX-1);
+ y=(octave_idx_type)(series[0][sn+DELAY]*epsinv)
+ &(NMAX-1);
+ }
+ list[sn]=box[x][y];
+ box[x][y]=sn;
+ listc1[sn]=boxc1[x];
+ boxc1[x]=sn;
+ }
+ }
+ }
+
+ if (imin <= (HOWOFTEN-1))
+ {
+ octave_idx_type lnorm=n;
+ if (MINDIST > 0)
+ {
+ octave_idx_type sn=scr[n];
+ octave_idx_type n1=(sn-MINDIST>=0)?sn-MINDIST:0;
+ octave_idx_type n2=(sn+MINDIST<length-(EMBED-1)*DELAY)
+ ?sn+MINDIST:length-(EMBED-1)*DELAY-1;
+ for (octave_idx_type i1=n1;i1<=n2;i1++)
+ if ((oscr[i1] < n))
+ lnorm--;
+ }
+
+ if (EMBED*DIM > 1)
+ make_c2_dim(series, found, list, box, DIM, imin, EPSMAX1,
+ EPSMAX, EPSMIN, EMBED, DELAY, MINDIST,
+ HOWOFTEN, scr[n]);
+ make_c2_1(series, found, listc1, boxc1, imin, EPSMAX1,
+ EPSMAX, EPSMIN, MINDIST, HOWOFTEN, scr[n]);
+ for (octave_idx_type i=imin;i<HOWOFTEN;i++)
+ norm[i] += (double)(lnorm);
+ }
+
+
+ // If any of the below occurs: pause or end.
+ if (((time(NULL)-lasttime) > WHEN) || (n == (nmax-1)) ||
+ (imin > (HOWOFTEN-1)) || (counter % it_pause == 0))
+ {
+ time(&lasttime);
+
+ if (imin > (HOWOFTEN-1))
+ {
+ // old exit(0);
+ imin_too_large = true;
+ }
+ pause_calc = true;
+ }
+ }
+
+ // Create vars output
+ octave_scalar_map vars;
+
+
+ // Create vars output
+ // old fprintf(fstat,"Center points treated so far= %ld\n",n);
+ vars.setfield ("treated", counter);
+ // old fprintf(fstat,"Maximum epsilon in the moment= %e\n",
+ // epsm[imin]);
+ vars.setfield ("eps", epsm[imin]);
+
+ if (counter < nmax - 1 && imin_too_large == false)
+ {
+ vars.setfield ("counter", counter);
+ vars.setfield ("found", found_matrix);
+ vars.setfield ("norm", norm_matrix);
+ vars.setfield ("boxc1", boxc1_matrix);
+ vars.setfield ("box", box_matrix);
+ vars.setfield ("list", list_matrix);
+ vars.setfield ("listc1", listc1_matrix);
+ vars.setfield ("imin", imin);
+ vars.setfield ("EPSMAX1",EPSMAX1);
+ vars.setfield ("EPSMAX", EPSMAX);
+ vars.setfield ("EPSMIN", EPSMIN);
+ }
+
+ // Create values output
+ dim_vector dv (DIM * EMBED, 1);
+ string_vector keys;
+ keys.append (std::string("dim"));
+ keys.append (std::string("c2"));
+ keys.append (std::string("d2"));
+ keys.append (std::string("h2"));
+ octave_map values (dv, keys);
+
+ for (octave_idx_type i=0;i<DIM*EMBED;i++)
+ {
+
+ octave_scalar_map tmp (keys);
+
+ // old fprintf(fout,"#dim= %ld\n",i+1);
+ tmp.setfield ("dim", i+1);
+
+ // Allocate d2 output
+ Matrix d2_out (HOWOFTEN - 1, 2);
+ octave_idx_type d2_row = 0;
+
+ // Allocate h2 output
+ Matrix h2_out (HOWOFTEN, 2);
+ octave_idx_type h2_row = 0;
+
+ // Allocate c2 output
+ Matrix c2_out (HOWOFTEN, 2);
+ octave_idx_type c2_row = 0;
+
+ double eps = EPSMAX1 * epsfactor;
+
+ for (octave_idx_type j=0;j<HOWOFTEN;j++)
+ {
+ eps /= epsfactor;
+
+ // Calculate d2 output
+ if ((j > 0) && (found[i][j] > 0.0)
+ && (found[i][j-1] > 0.0))
+ {
+ // old fprintf(fout,"%e %e\n",eps,
+ // log(found[i][j-1]/found[i][j]/norm[j-1]
+ // *norm[j])
+ // /log(epsfactor));
+ d2_out(d2_row,0) = eps;
+ d2_out(d2_row,1) = log(found[i][j-1]/found[i][j]
+ /norm[j-1]*norm[j])
+ /log(epsfactor);
+ d2_row += 1;
+ }
+
+ // Calculate h2 output
+ if (i < 1)
+ {
+ if (found[0][j] > 0.0)
+ {
+ // old fprintf(fout,"%e %e\n",eps,
+ // -log(found[0][j]/norm[j]));
+ h2_out(h2_row,0) = eps;
+ h2_out(h2_row,1) = -log(found[0][j]/norm[j]);
+ h2_row += 1;
+ }
+ }
+ else
+ {
+ if ((found[i-1][j] > 0.0) && (found[i][j] > 0.0))
+ {
+ // old fprintf(fout,"%e %e\n",eps,
+ // log(found[i-1][j]/found[i][j]));
+ h2_out(h2_row,0) = eps;
+ h2_out(h2_row,1) = log(found[i-1][j]
+ /found[i][j]);
+ h2_row += 1;
+ }
+ }
+
+ // Calculate c2 output
+ if (norm[j] > 0.0)
+ {
+ // old fprintf(fout,"%e %e\n",eps,
+ // found[i][j]/norm[j]);
+ c2_out(c2_row,0) = eps;
+ c2_out(c2_row,1) = found[i][j]/norm[j];
+ c2_row += 1;
+ }
+ }
+ // Prepare d2 output
+ d2_out.resize (d2_row, 2);
+ tmp.setfield ("d2", d2_out);
+ // Prepare h2 output
+ h2_out.resize (h2_row, 2);
+ tmp.setfield ("h2", h2_out);
+ // Prepare c2 output
+ c2_out.resize (c2_row, 2);
+ tmp.setfield ("c2", c2_out);
+
+ values.assign (idx_vector(i), tmp);
+ }
+
+
+ // Assign outputs
+ retval(0) = values;
+ retval(1) = vars;
+ }
+
+ }
+ return retval;
+}
diff --git a/src/__delay__.cc b/src/__delay__.cc
new file mode 100644
index 0000000..c514999
--- /dev/null
+++ b/src/__delay__.cc
@@ -0,0 +1,115 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber,
+ * Piotr Held, Juan Pablo Carbajal
+ *
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger.
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on delay of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+/********************************************************************/
+/********************************************************************/
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+#include "routines_c/tsa.h"
+
+
+DEFUN_DLD (__delay__, args, , HELPTEXT)
+{
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 5)
+ {
+ print_usage ();
+ }
+ else
+ {
+ // Load the data into appropriate variables
+ Matrix data = args(0).matrix_value ();
+ octave_idx_type length = args(1).idx_type_value ();
+ octave_idx_type indim = args(2).idx_type_value ();
+ Array<octave_idx_type> formatdelay = args(3).array_value ();
+ Array<octave_idx_type> delaylist = args(4).array_value ();
+
+
+ octave_idx_type alldim = 0;
+ for (octave_idx_type i = 0; i < indim; i++)
+ alldim += formatdelay(i);
+
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, inddelay, alldim);
+
+ if (! error_state)
+ {
+ octave_idx_type rundel=0;
+ octave_idx_type runmdel=0;
+
+ unsigned int delsum;
+ for (octave_idx_type i = 0; i < indim; i++)
+ {
+ delsum = 0;
+ inddelay[rundel++] = delsum;
+
+ for (octave_idx_type j = 1; j < formatdelay(i); j++)
+ {
+ delsum += delaylist(runmdel++);
+ inddelay[rundel++] = delsum;
+ }
+ }
+
+ octave_idx_type maxemb = 0;
+ for (octave_idx_type i = 0; i < alldim; i++)
+ maxemb = (maxemb < inddelay[i])? inddelay[i] : maxemb;
+
+ octave_idx_type outdim = 0;
+ for (octave_idx_type i = 0; i < indim; i++)
+ outdim += formatdelay(i);
+
+ octave_idx_type out_rows = (length > maxemb) ? length - maxemb : 0;
+
+ Matrix series (out_rows, outdim);
+ unsigned int embsum;
+ for (octave_idx_type i = maxemb; i < length; i++)
+ {
+ rundel = 0;
+ embsum = 0;
+
+ for (octave_idx_type j = 0; j < indim; j++)
+ {
+ octave_idx_type emb = formatdelay(j);
+
+ for (octave_idx_type k = 0; k < emb; k++)
+ series(i-maxemb, embsum+k) = data(i-inddelay[rundel++], j);
+
+ // previously fprintf(stdout,"%e ",series[j][i-inddelay[rundel++]]);
+ embsum += emb;
+ }
+ // previously fprintf(stdout,"\n");
+ }
+ retval(0) = series;
+ }
+
+ }
+ return retval;
+}
diff --git a/src/__false_nearest__.cc b/src/__false_nearest__.cc
new file mode 100644
index 0000000..1276f9c
--- /dev/null
+++ b/src/__false_nearest__.cc
@@ -0,0 +1,256 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ *
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on false_nearest of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+#include "routines_c/tsa.h"
+
+
+unsigned long length=-1,exclude=0,theiler=0;
+unsigned int delay=1,maxdim=6,minemb=1;
+unsigned int comp=1,maxemb=5;
+
+double rt=2.0;
+double eps0=1.0e-5;
+double **series;
+double aveps,vareps;
+double varianz;
+
+#define BOX 1024
+int ibox=BOX-1;
+long **box,*list;
+unsigned int *vcomp,*vemb;
+unsigned long toolarge;
+
+
+void mmb(const Matrix &series, unsigned int hdim,unsigned int hemb,double eps)
+{
+ unsigned long i;
+ long x,y;
+
+ for (x=0;x<BOX;x++)
+ for (y=0;y<BOX;y++)
+ box[x][y] = -1;
+
+ for (i=0;i<length-(maxemb+1)*delay;i++) {
+ x=(long)(series(i,0)/eps)&ibox;
+ y=(long)(series(i+hemb, hdim)/eps)&ibox;
+ list[i]=box[x][y];
+ box[x][y]=i;
+ }
+}
+
+char find_nearest(const Matrix &series, long n,unsigned int dim,double eps)
+{
+ long x,y,x1,x2,y1,i,i1,ic,ie;
+ long element,which= -1;
+ double dx,maxdx,mindx=1.1,hfactor,factor;
+
+ ic=vcomp[dim];
+ ie=vemb[dim];
+ x=(long)(series(n,0)/eps)&ibox;
+ y=(long)(series(n+ie,ic)/eps)&ibox;
+
+ for (x1=x-1;x1<=x+1;x1++) {
+ x2=x1&ibox;
+ for (y1=y-1;y1<=y+1;y1++) {
+ element=box[x2][y1&ibox];
+ while (element != -1) {
+ if (labs(element-n) > theiler) {
+ maxdx=fabs(series(n,0)-series(element,0));
+ for (i=1;i<=dim;i++) {
+ ic=vcomp[i];
+ i1=vemb[i];
+ dx=fabs(series(n+i1,ic)-series(element+i1,ic));
+ if (dx > maxdx)
+ maxdx=dx;
+ }
+ if ((maxdx < mindx) && (maxdx > 0.0)) {
+ which=element;
+ mindx=maxdx;
+ }
+ }
+ element=list[element];
+ }
+ }
+ }
+
+ if ((which != -1) && (mindx <= eps) && (mindx <= varianz/rt)) {
+ aveps += mindx;
+ vareps += mindx*mindx;
+ factor=0.0;
+ for (i=1;i<=comp;i++) {
+ ic=vcomp[dim+i];
+ ie=vemb[dim+i];
+ hfactor=fabs(series(n+ie,ic)-series(which+ie,ic))/mindx;
+ if (hfactor > factor)
+ factor=hfactor;
+ }
+ if (factor > rt)
+ toolarge++;
+ return 1;
+ }
+ return 0;
+}
+
+DEFUN_DLD (__false_nearest__, args, , HELPTEXT)
+{
+ double min,inter=0.0,ind_inter,epsilon,av,ind_var;
+ int dimset=0;
+ char *nearest,alldone;
+ unsigned long i;
+ int verbosity=0;
+ unsigned int dim,emb;
+ unsigned long donesofar;
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 9)
+ {
+ print_usage ();
+ }
+ else
+ {
+
+ // Load input data
+ Matrix input = args(0).matrix_value();
+ minemb = args(1).int_value();
+ comp = args(2).int_value();
+ maxemb = args(3).int_value();
+ dimset = args(4).int_value();
+ delay = args(5).int_value();
+ theiler = args(6).int_value();
+ rt = args(7).double_value();
+ verbosity = args(8).int_value();
+
+ if (dimset)
+ maxdim=comp*(maxemb+1);
+
+ length = input.rows();
+
+
+ // Analise input data
+ for (i=0;i<comp;i++) {
+ rescale_data(input,i,length,&min,&ind_inter);
+ variance(input.column(i),length,&av,&ind_var);
+ if (i == 0) {
+ varianz=ind_var;
+ inter=ind_inter;
+ }
+ else {
+ varianz=(varianz>ind_var)?ind_var:varianz;
+ inter=(inter<ind_inter)?ind_inter:inter;
+ }
+ }
+
+ // Allocate memory
+ check_alloc(list=(long*)malloc(sizeof(long)*length));
+ check_alloc(nearest=(char*)malloc(length));
+ check_alloc(box=(long**)malloc(sizeof(long*)*BOX));
+ for (i=0;i<BOX;i++)
+ check_alloc(box[i]=(long*)malloc(sizeof(long)*BOX));
+
+ check_alloc(vcomp=(unsigned int*)malloc(sizeof(int)*(maxdim)));
+ check_alloc(vemb=(unsigned int*)malloc(sizeof(int)*(maxdim)));
+
+ if ( ! error_state)
+ {
+ for (i=0;i<maxdim;i++) {
+ if (comp == 1) {
+ vcomp[i]=0;
+ vemb[i]=i*delay;
+ }
+ else {
+ vcomp[i]=i%comp;
+ vemb[i]=(i/comp)*delay;
+ }
+ }
+
+ // Create output matrix
+ Matrix output (maxemb-minemb+1, 4);
+
+ // Compute output
+ for (emb=minemb;emb<=maxemb;emb++)
+ {
+ dim=emb*comp-1;
+ epsilon=eps0;
+ toolarge=0;
+ alldone=0;
+ donesofar=0;
+ aveps=0.0;
+ vareps=0.0;
+ for (i=0;i<length;i++)
+ nearest[i]=0;
+ if (verbosity)
+ octave_stdout << "Start for dimension=" << dim+1 << "\n";
+ while (!alldone && (epsilon < 2.*varianz/rt)) {
+ alldone=1;
+ mmb(input, vcomp[dim],vemb[dim],epsilon);
+ for (i=0;i<length-maxemb*delay;i++)
+ if (!nearest[i]) {
+ nearest[i]=find_nearest(input, i,dim,epsilon);
+ alldone &= nearest[i];
+ donesofar += (unsigned long)nearest[i];
+ }
+ if (verbosity)
+ octave_stdout << "Found " << donesofar << " up to epsilon=" << \
+ epsilon*inter << "\n";
+ epsilon*=sqrt(2.0);
+ if (!donesofar)
+ eps0=epsilon;
+ }
+ if (donesofar == 0) {
+ error_with_id ("Octave:tisean", "Not enough points found");
+ }
+ aveps *= (1./(double)donesofar);
+ vareps *= (1./(double)donesofar);
+
+
+ // old fprintf(file,"%u %e %e %e\n",dim+1,(double)toolarge/(double)donesofar,
+ // aveps*inter,sqrt(vareps)*inter);
+ int id = emb-minemb;
+ output(id,0) = dim + 1;
+ output(id,1) = (double)toolarge/(double)donesofar;
+ output(id,2) = aveps*inter;
+ output(id,3) = sqrt(vareps)*inter;
+ }
+
+ delete[] series;
+ delete[] list;
+ delete[] nearest;
+ for (i=0;i<BOX;i++)
+ delete[] box[i];
+ delete[] box;
+
+ for (i = 0; i < 4; i++)
+ retval(i) = output.column(i);
+ }
+ }
+ return retval;
+}
diff --git a/src/__ghkss__.cc b/src/__ghkss__.cc
new file mode 100644
index 0000000..6b0fb13
--- /dev/null
+++ b/src/__ghkss__.cc
@@ -0,0 +1,453 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ *
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on ghkss of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+
+#include "routines_c/tsa.h"
+
+#define BOX 1024
+
+int eps_set=0,euclidean=0,dimset=0;
+
+octave_idx_type dim,qdim=2,minn=50,iterations=1,embed=5,length;
+octave_idx_type comp=1;
+unsigned int delay=1;
+unsigned int verbosity=0;
+double mineps,epsfac;
+
+char resize_eps;
+
+double *d_min,*d_max,d_max_max;
+double **delta,**corr;
+double *metric,trace;
+long **box,*list;
+unsigned long *flist;
+int emb_offset;
+unsigned int ibox=BOX-1;
+unsigned int *index_comp,*index_embed;
+
+/*these are global to save time*/
+int *sorted;
+double *av,**mat,*matarray,*eig;
+
+
+void sort(double *x,int *n)
+{
+ octave_idx_type i,j;
+ long iswap;
+ double dswap;
+
+ for (i=0;i<dim;i++)
+ n[i]=i;
+
+ for (i=0;i<dim-1;i++)
+ for (j=i+1;j<dim;j++)
+ if (x[j] > x[i]) {
+ dswap=x[i];
+ x[i]=x[j];
+ x[j]=dswap;
+ iswap=n[i];
+ n[i]=n[j];
+ n[j]=iswap;
+ }
+}
+
+void mmb(const Matrix &series,double eps)
+{
+ octave_idx_type i,x,y;
+ double ieps=1.0/eps;
+
+ for (x=0;x<BOX;x++)
+ for (y=0;y<BOX;y++)
+ box[x][y] = -1;
+
+ for (i=emb_offset;i<length;i++) {
+ x=(int)(series(i,0)*ieps)&ibox;
+ y=(int)(series(i-emb_offset,comp-1)*ieps)&ibox;
+ list[i]=box[x][y];
+ box[x][y]=i;
+ }
+}
+
+unsigned long fmn(const Matrix &series, long which,double eps)
+{
+ unsigned long nf=0;
+ octave_idx_type i,i1,i2,j,j1,k,li;
+ long k1;
+ long element;
+ double dx=0.0;
+
+ i=(int)(series(which,0)/eps)&ibox;
+ j=(int)(series(which-emb_offset,comp-1)/eps)&ibox;
+
+ for (i1=i-1;i1<=i+1;i1++) {
+ i2=i1&ibox;
+ for (j1=j-1;j1<=j+1;j1++) {
+ element=box[i2][j1&ibox];
+ while (element != -1) {
+ for (k=0;k<embed;k++) {
+ k1= -k*(int)delay;
+ for (li=0;li<comp;li++) {
+ dx=fabs(series(which+k1,li)-series(element+k1,li));
+ if (dx > eps)
+ break;
+ }
+ if (dx > eps)
+ break;
+ }
+ if (dx <= eps)
+ flist[nf++]=element;
+ element=list[element];
+ }
+ }
+ }
+ return nf;
+}
+
+void make_correction(const Matrix &series, unsigned long n,octave_idx_type nf)
+{
+ octave_idx_type i,i1,i2,j,j1,j2,k,k1,k2,hs;
+ double help;
+
+ for (i=0;i<dim;i++) {
+ i1=index_comp[i];
+ i2=index_embed[i];
+ help=0.0;
+ for (j=0;j<nf;j++)
+ help += series(flist[j]-i2,i1);
+ av[i]=help/nf;
+ }
+
+ for (i=0;i<dim;i++) {
+ i1=index_comp[i];
+ i2=index_embed[i];
+ for (j=i;j<dim;j++) {
+ help=0.0;
+ j1=index_comp[j];
+ j2=index_embed[j];
+ for (k=0;k<nf;k++) {
+ hs=flist[k];
+ help += series(hs-i2,i1)*series(hs-j2,j1);
+ }
+ mat[i][j]=(help/nf-av[i]*av[j])*metric[i]*metric[j];
+ mat[j][i]=mat[i][j];
+ }
+ }
+
+ eigen(mat,dim,eig);
+ sort(eig,sorted);
+
+ for (i=0;i<dim;i++) {
+ help=0.0;
+ for (j=qdim;j<dim;j++) {
+ hs=sorted[j];
+ for (k=0;k<dim;k++) {
+ k1=index_comp[k];
+ k2=index_embed[k];
+ help += (series(n-k2,k1)-av[k])*mat[k][hs]*mat[i][hs]*metric[k];
+ }
+ }
+ corr[n][i]=help/metric[i];
+ }
+}
+
+void handle_trend(unsigned long n,octave_idx_type nf)
+{
+ octave_idx_type i,i1,i2,j;
+ double help;
+
+ for (i=0;i<dim;i++) {
+ help=0.0;
+ for (j=0;j<nf;j++)
+ help += corr[flist[j]][i];
+ av[i]=help/nf;
+ }
+
+ for (i=0;i<dim;i++) {
+ i1=index_comp[i];
+ i2=index_embed[i];
+ delta[i1][n-i2] += (corr[n][i]-av[i])/(trace*metric[i]);
+ }
+}
+
+void set_correction(Matrix &series)
+{
+ octave_idx_type i,j;
+ double help;
+
+ OCTAVE_LOCAL_BUFFER (double, hav, comp);
+ OCTAVE_LOCAL_BUFFER (double, hsigma, comp);
+ if ( ! error_state)
+ {
+ for (j=0;j<comp;j++)
+ hav[j]=hsigma[j]=0.0;
+
+ for (i=0;i<length;i++)
+ for (j=0;j<comp;j++) {
+ hav[j] += (help=delta[j][i]);
+ hsigma[j] += help*help;
+ }
+
+ for (j=0;j<comp;j++) {
+ hav[j] /= length;
+ hsigma[j]=sqrt(fabs(hsigma[j]/length-hav[j]*hav[j]));
+ }
+ if (verbosity) {
+ for (i=0;i<comp;i++) {
+ octave_stdout << "Average shift of component " << i+1 << " = "
+ << hav[i]*d_max[i] << "\n";
+ octave_stdout << "Average rms correction of comp. " << i+1 << " = "
+ << hsigma[i]*d_max[i] << "\n\n";
+ }
+ }
+ for (i=0;i<length;i++)
+ for (j=0;j<comp;j++)
+ series(i,j) -= delta[j][i];
+
+ if (resize_eps) {
+ mineps /= epsfac;
+ if (verbosity)
+ octave_stdout << "Reset minimal neighbourhood size to "
+ << mineps*d_max_max << "\n";
+ }
+
+ resize_eps=0;
+ }
+}
+
+DEFUN_DLD (__ghkss__, args, , HELPTEXT)
+{
+
+ int epscount,*ok;
+ octave_idx_type iter,nfound,n;
+ octave_idx_type i,j;
+ char all_done;
+ unsigned long allfound;
+ double epsilon;
+ double **hser;
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 11)
+ {
+ print_usage ();
+ }
+ else
+ {
+
+ // Assign input
+ Matrix input = args(0).matrix_value();
+ embed = args(1).int_value();
+ comp = args(2).int_value();
+ delay = args(3).int_value();
+ qdim = args(4).int_value();
+ minn = args(5).int_value();
+ mineps = args(6).double_value();
+ eps_set = args(7).int_value();
+ iterations = args(8).int_value();
+ euclidean = args(9).int_value();
+ verbosity = args(10).int_value();
+
+ dim=comp*embed;
+ emb_offset=(embed-1)*delay;
+ length = input.rows();
+
+ // Prepare for noise reduction and allocate memory
+ check_alloc(d_min=(double*)malloc(sizeof(double)*comp));
+ check_alloc(d_max=(double*)malloc(sizeof(double)*comp));
+ d_max_max=0.0;
+ for (i=0;i<comp;i++) {
+ rescale_data(input,i,length,&d_min[i],&d_max[i]);
+ if (d_max[i] > d_max_max)
+ d_max_max=d_max[i];
+ }
+
+ if (!eps_set)
+ mineps=1./1000.;
+ else
+ mineps /= d_max_max;
+ epsfac=sqrt(2.0);
+
+ check_alloc(box=(long**)malloc(sizeof(long*)*BOX));
+ for (i=0;i<BOX;i++)
+ check_alloc(box[i]=(long*)malloc(sizeof(long)*BOX));
+
+ check_alloc(list=(long*)malloc(sizeof(long)*length));
+ check_alloc(flist=(unsigned long*)malloc(sizeof(long)*length));
+
+ check_alloc(metric=(double*)malloc(sizeof(double)*dim));
+ trace=0.0;
+ if (euclidean) {
+ for (i=0;i<dim;i++) {
+ metric[i]=1.0;
+ trace += 1./metric[i];
+ }
+ }
+ else {
+ for (i=0;i<dim;i++) {
+ if ((i >= comp) && (i < ((long)dim-(long)comp)))
+ metric[i]=1.0;
+ else
+ metric[i]=1.0e3;
+ trace += 1./metric[i];
+ }
+ }
+
+ check_alloc(corr=(double**)malloc(sizeof(double*)*length));
+ for (i=0;i<length;i++)
+ check_alloc(corr[i]=(double*)malloc(sizeof(double)*dim));
+ check_alloc(ok=(int*)malloc(sizeof(int)*length));
+ check_alloc(delta=(double**)malloc(sizeof(double*)*comp));
+ for (i=0;i<comp;i++)
+ check_alloc(delta[i]=(double*)malloc(sizeof(double)*length));
+ check_alloc(index_comp=(unsigned int*)malloc(sizeof(int)*dim));
+ check_alloc(index_embed=(unsigned int*)malloc(sizeof(int)*dim));
+ check_alloc(av=(double*)malloc(sizeof(double)*dim));
+ check_alloc(sorted=(int*)malloc(sizeof(int)*dim));
+ check_alloc(eig=(double*)malloc(sizeof(double)*dim));
+ check_alloc(matarray=(double*)malloc(sizeof(double)*dim*dim));
+ check_alloc(mat=(double**)malloc(sizeof(double*)*dim));
+ for (i=0;i<dim;i++)
+ mat[i]=(double*)(matarray+dim*i);
+ check_alloc(hser=(double**)malloc(sizeof(double*)*comp));
+
+ if ( ! error_state)
+ {
+ // Create output matrix
+ Matrix output (length, comp);
+
+ for (i=0;i<dim;i++) {
+ index_comp[i]=i%comp;
+ index_embed[i]=(i/comp)*delay;
+ }
+
+ // Calculate the noise reduction
+ resize_eps=0;
+ for (iter=1;iter<=iterations;iter++)
+ {
+ for (i=0;i<length;i++) {
+ ok[i]=0;
+ for (j=0;j<dim;j++)
+ corr[i][j]=0.0;
+ for (j=0;j<comp;j++)
+ delta[j][i]=0.0;
+ }
+ epsilon=mineps;
+ all_done=0;
+ epscount=1;
+ allfound=0;
+ if (verbosity)
+ octave_stdout << "Starting iteration " << iter << "\n";
+ while(!all_done) {
+ mmb(input, epsilon);
+ all_done=1;
+ for (n=emb_offset;n<length;n++)
+ if (!ok[n]) {
+ nfound=fmn(input,n,epsilon);
+ if (nfound >= minn) {
+ make_correction(input,n,nfound);
+ ok[n]=epscount;
+ if (epscount == 1)
+ resize_eps=1;
+ allfound++;
+ }
+ else
+ all_done=0;
+ }
+ if (verbosity)
+ octave_stdout << "Corrected " << allfound << " points with epsilon= "
+ << epsilon*d_max_max << "\n";
+ if (std::isinf(epsilon*d_max_max))
+ {
+ error_with_id ("Octave:tisean", "cannot reduce noise on input data");
+ return retval;
+ }
+ epsilon *= epsfac;
+ epscount++;
+ }
+ if (verbosity)
+ octave_stdout << "Start evaluating the trend\n";
+
+ epsilon=mineps;
+ allfound=0;
+ for (i=1;i<epscount;i++) {
+ mmb(input,epsilon);
+ for (n=emb_offset;n<length;n++)
+ if (ok[n] == i) {
+ nfound=fmn(input,n,epsilon);
+ handle_trend(n,nfound);
+ allfound++;
+ }
+ if (verbosity)
+ octave_stdout << "Trend subtracted for " << allfound << " points with epsilon= "
+ << epsilon*d_max_max << "\n";
+ epsilon *= epsfac;
+ }
+ set_correction(input);
+
+ if (iter == iterations)
+ for (i=0;i<length;i++)
+ {
+ for (j=0;j<comp;j++)
+ {
+ // old fprintf(file,"%e ",series[j][i]*d_max[j]+d_min[j]);
+ output(i,j) = input(i,j)*d_max[j]+d_min[j];
+ }
+ }
+ }
+ retval(0) = output;
+ }
+ // Deallocate of all the memory
+ delete[] d_min;
+ delete[] d_max;
+ for (i=0;i<BOX;i++)
+ delete[] box[i];
+ delete[] box;
+ delete[] list;
+ delete[] flist;
+ delete[] metric;
+ for (i=0;i<length;i++)
+ delete[] corr[i];
+ delete[] corr;
+ delete[] ok;
+ for (i=0;i<comp;i++)
+ delete[] delta[i];
+ delete[] delta;
+ delete[] index_comp;
+ delete[] index_embed;
+ delete[] av;
+ delete[] sorted;
+ delete[] eig;
+ delete[] matarray;
+ delete[] mat;
+ delete[] hser;
+ }
+ return retval;
+}
diff --git a/src/__henon__.cc b/src/__henon__.cc
new file mode 100644
index 0000000..aa59e2f
--- /dev/null
+++ b/src/__henon__.cc
@@ -0,0 +1,80 @@
+/* Copyright (C) 1996-2015 Piotr Held
+ *
+ * This file is part of Octave.
+ *
+ * Octave is free software; you can redistribute it and/or
+ * modify it under the terms of the GNU General Public
+ * License as published by the Free Software Foundation;
+ * either version 3 of the License, or (at your option) any
+ * later version.
+ *
+ * Octave is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied
+ * warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+ * PURPOSE. See the GNU General Public License for more
+ * details.
+ *
+ * You should have received a copy of the GNU General Public
+ * License along with Octave; see the file COPYING. If not,
+ * see <http://www.gnu.org/licenses/>.
+ */
+
+/* Author: Piotr Held <pjheld at gmail.com>.
+ * This function is based on henon of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+/********************************************************************/
+/********************************************************************/
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+
+DEFUN_DLD (__henon__, args, nargout, HELPTEXT)
+{
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 6)
+ {
+ print_usage ();
+ }
+ else
+ {
+ double yn, xn;
+
+ int nmax = args(0).int_value();
+ double a = args(1).scalar_value();
+ double b = args(2).scalar_value();
+ double x0 = args(3).scalar_value();
+ double y0 = args(4).scalar_value();
+ int ntran = args(5).int_value();
+
+ Matrix ret (nmax,2);
+
+ for (int i = 0; i < ntran; i++)
+ {
+ xn = 1 - a*x0*x0 + b*y0;
+ yn = x0;
+ x0 = xn;
+ y0 = yn;
+ }
+
+ for (int i = 0; i < nmax; i++)
+ {
+ xn = 1 - a*x0*x0 + b*y0;
+ yn = x0;
+ x0 = xn;
+ y0 = yn;
+
+ ret(i,0) = xn;
+ ret(i,1) = yn;
+ }
+
+ retval(0) = ret;
+
+ }
+
+ return retval;
+}
diff --git a/src/__ikeda__.cc b/src/__ikeda__.cc
new file mode 100644
index 0000000..bed27c7
--- /dev/null
+++ b/src/__ikeda__.cc
@@ -0,0 +1,86 @@
+/* Copyright (C) 1996-2015 Piotr Held
+ *
+ * This file is part of Octave.
+ *
+ * Octave is free software; you can redistribute it and/or
+ * modify it under the terms of the GNU General Public
+ * License as published by the Free Software Foundation;
+ * either version 3 of the License, or (at your option) any
+ * later version.
+ *
+ * Octave is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied
+ * warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+ * PURPOSE. See the GNU General Public License for more
+ * details.
+ *
+ * You should have received a copy of the GNU General Public
+ * License along with Octave; see the file COPYING. If not,
+ * see <http://www.gnu.org/licenses/>.
+ */
+
+/* Author: Piotr Held <pjheld at gmail.com>.
+ * This function is based on ikeda of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+/********************************************************************/
+/********************************************************************/
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+#include <complex>
+
+DEFUN_DLD (__ikeda__, args, , HELPTEXT)
+{
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 7)
+ {
+ print_usage ();
+ }
+ else
+ {
+
+ octave_idx_type nmax = args(0).idx_type_value();
+ double a = args(1).double_value();
+ double b = args(2).double_value();
+ double c = args(3).double_value();
+ double x0 = args(4).double_value();
+ double y0 = args(5).double_value();
+ octave_idx_type ntran = args(6).idx_type_value();
+
+ Matrix ret (nmax,2);
+
+ for (octave_idx_type k = 0; k < ntran; k++)
+ {
+ double s=a-b/(1.+x0*x0+y0*y0);
+ double cs=cos(s);
+ double ss=sin(s);
+ double xn=1.+c*(x0*cs-y0*ss);
+ double yn=c*(x0*ss+y0*cs);
+ x0=xn;
+ y0=yn;
+ }
+
+ for (int k = 0; k < nmax; k++)
+ {
+ double s=a-b/(1.+x0*x0+y0*y0);
+ double cs=cos(s);
+ double ss=sin(s);
+ double xn=1.+c*(x0*cs-y0*ss);
+ double yn=c*(x0*ss+y0*cs);
+ x0=xn;
+ y0=yn;
+ ret(k,0) = x0;
+ ret(k,1) = y0;
+ }
+
+ retval(0) = ret;
+
+ }
+
+ return retval;
+}
diff --git a/src/__lfo_ar__.cc b/src/__lfo_ar__.cc
new file mode 100755
index 0000000..d3df2db
--- /dev/null
+++ b/src/__lfo_ar__.cc
@@ -0,0 +1,371 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ * Piotr Held
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on lfo-ar of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+#include "routines_c/tsa.h"
+
+/*number of boxes for the neighbor search algorithm*/
+#define NMAX 256
+
+void multiply_matrix(double **mat,double *vec, octave_idx_type dim,
+ octave_idx_type embed)
+{
+
+ OCTAVE_LOCAL_BUFFER (double, hvec, dim*embed);
+
+ for (octave_idx_type i=0;i<dim*embed;i++) {
+ hvec[i]=0.0;
+ for (octave_idx_type j=0;j<dim*embed;j++)
+ hvec[i] += mat[i][j]*vec[j];
+ }
+ for (octave_idx_type i=0;i<dim*embed;i++)
+ vec[i]=hvec[i];
+}
+
+void make_fit(const double **series,
+ octave_idx_type* found,
+ double *error_array, long act,
+ octave_idx_type dim, octave_idx_type embed,
+ octave_idx_type delay, octave_idx_type STEP,
+ octave_idx_type number)
+{
+
+ OCTAVE_LOCAL_BUFFER (double, foreav, dim);
+ OCTAVE_LOCAL_BUFFER (double, localav, embed * dim);
+
+ for (octave_idx_type i=0;i<embed*dim;i++)
+ localav[i]=0;
+ for (octave_idx_type i=0;i<dim;i++)
+ foreav[i]=0.0;
+
+ for (octave_idx_type n=0;n<number;n++) {
+ octave_idx_type which=found[n];
+ for (octave_idx_type j=0;j<dim;j++) {
+ //old sj=series[j];
+ const double *sj = series[j];
+ foreav[j] += sj[which+STEP];
+ for (octave_idx_type j1=0;j1<embed;j1++) {
+ octave_idx_type hj=j*embed+j1;
+ localav[hj] += sj[which-j1*delay];
+ }
+ }
+ }
+
+ for (octave_idx_type i=0;i<dim*embed;i++)
+ localav[i] /= number;
+ for (octave_idx_type i=0;i<dim;i++)
+ foreav[i] /= number;
+
+
+ Matrix mat (embed * dim, embed * dim);
+
+ // mat_arr points to the same data as mat
+ // so mat(i,j) == mat_arr[j][i]
+ OCTAVE_LOCAL_BUFFER (double *, mat_arr, embed * dim);
+ for (octave_idx_type j = 0; j < embed * dim; j++)
+ {
+ double *ptr = mat.fortran_vec ();
+ mat_arr[j] = ptr + embed * dim * j;
+ }
+
+ for (octave_idx_type i=0;i<dim;i++) {
+ //old si=series[i];
+ const double *si = series[i];
+ for (octave_idx_type i1=0;i1<embed;i1++) {
+ octave_idx_type hi=i*embed+i1;
+ double lavi=localav[hi];
+ octave_idx_type hi1=i1*delay;
+ for (octave_idx_type j=0;j<dim;j++) {
+ //old sj=series[j];
+ const double *sj = series[j];
+ for (octave_idx_type j1=0;j1<embed;j1++) {
+ octave_idx_type hj=j*embed+j1;
+ double lavj=localav[hj];
+ octave_idx_type hj1=j1*delay;
+ mat_arr[hi][hj]=0.0;
+ if (hj >= hi) {
+ for (octave_idx_type n=0;n<number;n++) {
+ octave_idx_type which=found[n];
+ mat_arr[hi][hj] += (si[which-hi1]-lavi)*(sj[which-hj1]-lavj);
+ }
+ }
+ }
+ }
+ }
+ }
+
+ for (octave_idx_type i=0;i<dim*embed;i++)
+ for (octave_idx_type j=i;j<dim*embed;j++) {
+ mat_arr[i][j] /= number;
+ mat_arr[j][i] = mat_arr[i][j];
+ }
+
+ Matrix vec (embed * dim, 1);
+ double *vec_arr = vec.fortran_vec ();
+
+ for (octave_idx_type i=0;i<dim;i++) {
+ //old si=series[i];
+ const double *si = series[i];
+ double fav=foreav[i];
+ for (octave_idx_type j=0;j<dim;j++) {
+ //old sj=series[j];
+ const double *sj = series[j];
+ for (octave_idx_type j1=0;j1<embed;j1++) {
+ octave_idx_type hj=j*embed+j1;
+ double lavj=localav[hj];
+ octave_idx_type hj1=j1*delay;
+ vec_arr[hj] =0.0;
+ for (octave_idx_type n=0;n<number;n++) {
+ octave_idx_type which=found[n];
+ vec_arr[hj] += (si[which+STEP]-fav)*(sj[which-hj1]-lavj);
+ }
+ vec_arr[hj] /= number;
+ }
+ }
+
+// Version that uses TISEAN solvele
+
+// OCTAVE_LOCAL_BUFFER (double, imat_data, sqr(dim*embed));
+// OCTAVE_LOCAL_BUFFER (double *, imat, dim*embed);
+// for (octave_idx_type j=0;j<dim*embed;j++)
+// {
+// imat[j] = imat_data + dim*embed *j;
+// }
+// invert_matrix(mat_arr,imat,dim*embed);
+// multiply_matrix(imat,vec_arr,dim,embed);
+// double *solved_vec_arr = vec_arr;
+
+// Below is version that uses Octave's Matrix::solve()
+// It is slower, than generating an inverse matrix, but gives warnings
+// (which are treated as errors) when a near singular matrix is encountered.
+
+ Matrix solved_vec = mat.solve(vec);
+ double *solved_vec_arr = solved_vec.fortran_vec ();
+
+ // If errors were raised, there is no sense in countinueing
+ if (error_state)
+ {
+ return ;
+ }
+
+ double cast=foreav[i];
+ for (octave_idx_type j=0;j<dim;j++) {
+
+ const double *sj = series[j];
+ for (octave_idx_type j1=0;j1<embed;j1++) {
+ octave_idx_type hj=j*embed+j1;
+ cast += solved_vec_arr[hj]*(sj[act-j1*delay]-localav[hj]);
+ }
+ }
+ error_array[i] += sqr(cast-series[i][act+STEP]);
+ }
+}
+
+DEFUN_DLD (__lfo_ar__, args, , HELPTEXT)
+{
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 12)
+ {
+ print_usage ();
+ }
+ else
+ {
+
+ // Assign input
+ Matrix input = args(0).matrix_value ();
+ octave_idx_type embed = args(1).idx_type_value ();
+ octave_idx_type delay = args(2).idx_type_value ();
+ octave_idx_type CLENGTH = args(3).idx_type_value ();
+ double EPS0 = args(4).double_value ();
+ bool eps0set = args(5).bool_value ();
+ double EPS1 = args(6).double_value ();
+ bool eps1set = args(7).bool_value ();
+ double EPSF = args(8).double_value ();
+ octave_idx_type STEP = args(9).idx_type_value ();
+ unsigned long causal = args(10).ulong_value ();
+ bool verbose = args(11).bool_value ();
+
+ octave_idx_type dim = input.columns ();
+ octave_idx_type LENGTH = input.rows ();
+
+ // Analyze data
+ double interval, min;
+ double maxinterval=0.0;
+ for (octave_idx_type i=0;i<dim;i++) {
+ rescale_data(input,i,LENGTH,&min,&interval);
+ if (interval > maxinterval)
+ maxinterval=interval;
+ }
+ interval=maxinterval;
+
+ // Allocate memory
+
+ // series is a pointer to that data in input
+ // this is done to for code optimization
+ OCTAVE_LOCAL_BUFFER (const double *, series, dim);
+ for (octave_idx_type j = 0; j < dim; j++)
+ {
+ const double *ptr = input.fortran_vec ();
+ series[j] = ptr + LENGTH * j;
+ }
+
+ OCTAVE_LOCAL_BUFFER (long, list, LENGTH);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, found, LENGTH);
+ OCTAVE_LOCAL_BUFFER (unsigned long, hfound, LENGTH);
+
+ MArray<octave_idx_type> box_mat (dim_vector(NMAX, NMAX));
+ OCTAVE_LOCAL_BUFFER (octave_idx_type *, box, NMAX);
+ for (octave_idx_type j = 0; j < NMAX; j++)
+ {
+ octave_idx_type *ptr = box_mat.fortran_vec ();
+ box[j] = ptr + NMAX * j;
+ }
+
+ OCTAVE_LOCAL_BUFFER (double, error_array, dim);
+ OCTAVE_LOCAL_BUFFER (double, hrms, dim);
+ OCTAVE_LOCAL_BUFFER (double, hav, dim);
+ OCTAVE_LOCAL_BUFFER (const double*, hser, dim);
+
+ if (eps0set)
+ EPS0 /= interval;
+ if (eps1set)
+ EPS1 /= interval;
+
+ octave_idx_type clength=(CLENGTH <= LENGTH) ? CLENGTH-STEP : LENGTH-STEP;
+
+ if ( ! error_state)
+ {
+
+ // Promote warnings connected with singular matrixes to errors
+ set_warning_state ("Octave:nearly-singular-matrix","error");
+ set_warning_state ("Octave:singular-matrix","error");
+
+ // Estimate maximum possible output size
+ octave_idx_type output_rows = (octave_idx_type)
+ ((log(EPS1) - log(EPS0)) / log (EPSF));
+ output_rows += 2;
+
+ // Create output
+ Matrix output (output_rows,dim+4);
+ octave_idx_type count = 0;
+
+ if (verbose)
+ printf("\nStarting new dataset\n\n");
+
+ for (double epsilon=EPS0;epsilon<EPS1*EPSF;epsilon*=EPSF)
+ {
+ if (verbose)
+ {
+ printf ("For epsilon = %e, the count = %d\n",
+ epsilon,count);
+ fflush (stdout);
+ }
+
+ long pfound=0;
+ for (octave_idx_type i=0;i<dim;i++)
+ error_array[i]=hrms[i]=hav[i]=0.0;
+ double avfound=0.0;
+ make_multi_box(series,box,list,LENGTH-STEP,NMAX,dim,
+ embed,delay,epsilon);
+ for (octave_idx_type i=(embed-1)*delay;i<clength;i++)
+ {
+ for (octave_idx_type j=0;j<dim;j++)
+ hser[j] = series[j] + i;
+
+ octave_idx_type actfound;
+ actfound=find_multi_neighbors(series,box,list,hser,NMAX,
+ dim,embed,delay, epsilon,
+ hfound);
+ actfound=exclude_interval(actfound,i-causal+1,
+ i+causal+(embed-1) *delay-1,
+ hfound,found);
+ if (actfound > 2*(dim*embed+1))
+ {
+ make_fit (series, found, error_array,
+ i,dim, embed, delay, STEP, actfound);
+ // Checking if the fit was correct
+ // If any errors were raised: end function
+ if (error_state)
+ {
+ return retval;
+ }
+ pfound++;
+ avfound += (double)(actfound-1);
+ for (octave_idx_type j=0;j<dim;j++)
+ {
+ hrms[j] += series[j][i+STEP] * series[j][i+STEP];
+ hav[j] += series[j][i+STEP];
+ }
+ }
+ }
+ if (pfound > 1)
+ {
+ double sumerror=0.0;
+ for (octave_idx_type j=0;j<dim;j++)
+ {
+ hav[j] /= pfound;
+ hrms[j]=sqrt(fabs(hrms[j]/(pfound-1)-hav[j]*hav[j]*pfound
+ /(pfound-1)));
+ error_array[j]=sqrt(error_array[j]/pfound)/hrms[j];
+ sumerror += error_array[j];
+ }
+
+
+ // old fprintf(stdout,"%e %e ",epsilon*interval,
+ // sumerror/(double)dim);
+ output(count, 0) = epsilon*interval;
+ output(count, 1) = sumerror/(double)dim;
+ for (octave_idx_type j=0;j<dim;j++)
+ {
+ //old fprintf(stdout,"%e ",error_array[j]);
+ output(count, 2 + j) = error_array[j];
+ }
+ // old fprintf(stdout,"%e %e\n",(double)pfound
+ // /(clength-(embed-1)*delay),
+ // avfound/pfound);
+ output(count, 2 + dim) = (double)pfound
+ /(clength-(embed-1)*delay);
+ output(count, 2 + dim + 1) = avfound/pfound;
+
+ count += 1;
+ }
+ }
+ // Resize output to fit actual results instead of
+ // an educated guess
+ // if count == 0 then the output will be an 0x4+dim matrix
+ output.resize (count, dim + 4);
+
+ retval(0) = output;
+ }
+ }
+ return retval;
+}
diff --git a/src/__lfo_run__.cc b/src/__lfo_run__.cc
new file mode 100755
index 0000000..bf27be9
--- /dev/null
+++ b/src/__lfo_run__.cc
@@ -0,0 +1,416 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ * Piotr Held
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on lfo-run of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+#include "routines_c/tsa.h"
+
+#define NMAX 128
+
+void put_in_boxes(const double **series, octave_idx_type LENGTH,
+ octave_idx_type *list, octave_idx_type **box, double epsilon,
+ octave_idx_type dim,octave_idx_type embed,
+ octave_idx_type DELAY)
+{
+
+ octave_idx_type hdim=(embed-1)*DELAY;
+ double epsinv=1.0/epsilon;
+ for (octave_idx_type i=0;i<NMAX;i++)
+ for (octave_idx_type j=0;j<NMAX;j++)
+ box[i][j]= -1;
+
+ for (octave_idx_type n=hdim;n<LENGTH-1;n++) {
+ octave_idx_type i=(octave_idx_type)(series[0][n]*epsinv)&(NMAX-1);
+ octave_idx_type j=(octave_idx_type)(series[dim-1][n-hdim]*epsinv)
+ &(NMAX-1);
+ list[n]=box[i][j];
+ box[i][j]=n;
+ }
+}
+
+octave_idx_type hfind_neighbors(const double **series, double **cast,
+ octave_idx_type *found, octave_idx_type *list,
+ octave_idx_type **box, double epsilon,
+ octave_idx_type dim, octave_idx_type embed,
+ octave_idx_type DELAY)
+{
+
+ octave_idx_type nfound=0;
+ octave_idx_type hdim=(embed-1)*DELAY;
+
+ double epsinv=1.0/epsilon;
+
+ octave_idx_type i=(octave_idx_type)(cast[hdim][0]*epsinv)&(NMAX-1);
+ octave_idx_type j=(octave_idx_type)(cast[0][dim-1]*epsinv)&(NMAX-1);
+
+ for (octave_idx_type i1=i-1;i1<=i+1;i1++) {
+ octave_idx_type i2=i1&(NMAX-1);
+ for (octave_idx_type j1=j-1;j1<=j+1;j1++) {
+ octave_idx_type element=box[i2][j1&(NMAX-1)];
+ while (element != -1) {
+ double max=0.0;
+ bool toolarge=0;
+ for (octave_idx_type l=0;l<dim;l++) {
+ for (octave_idx_type k=0;k<=hdim;k += DELAY) {
+ double dx=fabs(series[l][element-k]-cast[hdim-k][l]);
+ max=(dx>max) ? dx : max;
+ if (max > epsilon) {
+ toolarge=1;
+ break;
+ }
+ }
+ if (toolarge)
+ break;
+ }
+ if (max <= epsilon)
+ found[nfound++]=element;
+ element=list[element];
+ }
+ }
+ }
+ return nfound;
+}
+
+void multiply_matrix(double **mat,double *vec, octave_idx_type DIM)
+{
+
+ OCTAVE_LOCAL_BUFFER (double, hvec, DIM);
+ for (octave_idx_type i=0;i<DIM;i++) {
+ hvec[i]=0.0;
+ for (octave_idx_type j=0;j<DIM;j++)
+ hvec[i] += mat[i][j]*vec[j];
+ }
+ for (octave_idx_type i=0;i<DIM;i++)
+ vec[i]=hvec[i];
+
+}
+
+void make_fit(const double **series, double **cast, octave_idx_type *found,
+ octave_idx_type dim, octave_idx_type embed,
+ octave_idx_type DELAY,
+ int number,double *newcast)
+{
+
+ octave_idx_type hdim=(embed-1)*DELAY;
+
+ OCTAVE_LOCAL_BUFFER (double, localav, dim * embed);
+ OCTAVE_LOCAL_BUFFER (double, foreav, dim);
+
+ for (octave_idx_type i=0;i<dim*embed;i++)
+ localav[i]=0.0;
+ for (octave_idx_type i=0;i<dim;i++)
+ foreav[i]=0.0;
+
+ for (octave_idx_type n=0;n<number;n++) {
+ octave_idx_type which=found[n];
+ for (octave_idx_type j=0;j<dim;j++) {
+ const double *sj=series[j];
+ foreav[j] += sj[which+1];
+ for (octave_idx_type j1=0;j1<embed;j1++) {
+ octave_idx_type hj=j*embed+j1;
+ localav[hj] += sj[which-j1*DELAY];
+ }
+ }
+ }
+
+ for (octave_idx_type i=0;i<dim*embed;i++)
+ localav[i] /= number;
+ for (octave_idx_type i=0;i<dim;i++)
+ foreav[i] /= number;
+
+ Matrix mat (dim * embed, dim * embed);
+ // mat_arr points to the same data as mat
+ // so mat(i,j) == mat_arr[j][i]
+ OCTAVE_LOCAL_BUFFER (double *, mat_arr, dim * embed);
+ for (octave_idx_type j = 0; j < dim * embed; j++)
+ {
+ double *ptr = mat.fortran_vec ();
+ mat_arr[j] = ptr + dim * embed * j;
+ }
+
+ for (octave_idx_type i=0;i<dim;i++) {
+ const double *si=series[i];
+ for (octave_idx_type i1=0;i1<embed;i1++) {
+ octave_idx_type hi=i*embed+i1;
+ double lavi=localav[hi];
+ octave_idx_type hi1=i1*DELAY;
+ for (octave_idx_type j=0;j<dim;j++) {
+ const double *sj=series[j];
+ for (octave_idx_type j1=0;j1<embed;j1++) {
+ octave_idx_type hj=j*embed+j1;
+ double lavj=localav[hj];
+ octave_idx_type hj1=j1*DELAY;
+ mat_arr[hi][hj]=0.0;
+ if (hj >= hi) {
+ for (octave_idx_type n=0;n<number;n++) {
+ octave_idx_type which=found[n];
+ mat_arr[hi][hj] += (si[which-hi1]-lavi)*(sj[which-hj1]-lavj);
+ }
+ }
+ }
+ }
+ }
+ }
+
+ for (octave_idx_type i=0;i<dim*embed;i++)
+ for (octave_idx_type j=i;j<dim*embed;j++) {
+ mat_arr[i][j] /= number;
+ mat_arr[j][i]=mat_arr[i][j];
+ }
+
+
+
+ Matrix vec (dim * embed,1);
+ double *vec_arr = vec.fortran_vec ();
+
+ for (octave_idx_type i=0;i<dim;i++)
+ {
+ const double *si=series[i];
+ double fav=foreav[i];
+ for (octave_idx_type j=0;j<dim;j++) {
+ const double *sj=series[j];
+ for (octave_idx_type j1=0;j1<embed;j1++) {
+ octave_idx_type hj=j*embed+j1;
+ double lavj=localav[hj];
+ octave_idx_type hj1=j1*DELAY;
+ vec_arr[hj]=0.0;
+ for (octave_idx_type n=0;n<number;n++) {
+ octave_idx_type which=found[n];
+ vec_arr[hj] += (si[which+1]-fav)*(sj[which-hj1]-lavj);
+ }
+ vec_arr[hj] /= number;
+ }
+ }
+
+// The commented version is faster, but does not account for
+// singular or near singular matrixes. It is left here for reference.
+// OCTAVE_LOCAL_BUFFER (double, imat_data, sqr(dim * embed));
+// OCTAVE_LOCAL_BUFFER (double *, imat, dim * embed);
+// for (octave_idx_type j=0;j<dim * embed;j++)
+// {
+// imat[j] = imat_data + dim * embed *j;
+// }
+// invert_matrix(mat_arr,imat,dim * embed);
+// multiply_matrix(imat,vec_arr, dim * embed);
+// double *solved_vec_arr = vec_arr;
+
+// Below is version that uses Octave's Matrix::solve().
+// It is slower, than generating an inverse matrix, but gives warnings
+// (which are treated as errors) when a near singular matrix is encountered.
+
+ Matrix solved_vec = mat.solve (vec);
+ double *solved_vec_arr = solved_vec.fortran_vec ();
+
+ // If errors were raised (a singular matrix was encountered),
+ // there is no sense in countinuing
+ if (error_state)
+ {
+ return ;
+ }
+
+ newcast[i]=foreav[i];
+ for (octave_idx_type j=0;j<dim;j++) {
+ for (octave_idx_type j1=0;j1<embed;j1++) {
+ octave_idx_type hj=j*embed+j1;
+ newcast[i] += solved_vec_arr[hj]*(cast[hdim-j1*DELAY][j]-localav[hj]);
+ }
+ }
+ }
+}
+
+void make_zeroth(const double **series, octave_idx_type *found,
+ octave_idx_type dim,
+ int number,double *newcast)
+{
+
+ for (octave_idx_type d=0;d<dim;d++) {
+ newcast[d]=0.0;
+ const double *sj=series[d]+1;
+ for (octave_idx_type i=0;i<number;i++)
+ newcast[d] += sj[found[i]];
+ newcast[d] /= number;
+ }
+}
+
+DEFUN_DLD (__lfo_run__, args, , HELPTEXT)
+{
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 9)
+ {
+ print_usage ();
+ }
+ else
+ {
+
+ // Assign inputs
+ Matrix input = args(0).matrix_value ();
+ octave_idx_type embed = args(1).idx_type_value ();
+ octave_idx_type DELAY = args(2).idx_type_value ();
+ octave_idx_type FLENGTH = args(3).idx_type_value ();
+ octave_idx_type MINN = args(4).idx_type_value ();
+ double EPS0 = args(5).double_value ();
+ bool epsset = args(6).bool_value ();
+ double EPSF = args(7).double_value ();
+ bool do_zeroth = args(8).bool_value ();
+
+ octave_idx_type LENGTH = input.rows ();
+ octave_idx_type dim = input.columns ();
+
+ // Assign help values
+ octave_idx_type hdim=(embed-1)*DELAY+1;
+
+ // Series is a pointer to data stored in input
+ // so input(i,j) == series[j][i]
+ // This is done for optimization purposes
+ OCTAVE_LOCAL_BUFFER (const double *, series, dim);
+ for (octave_idx_type j = 0; j < dim; j++)
+ {
+ const double *ptr = input.fortran_vec ();
+ series[j] = ptr + LENGTH * j;
+ }
+
+ // Analyze input
+ OCTAVE_LOCAL_BUFFER (double, min_array, dim);
+ OCTAVE_LOCAL_BUFFER (double, interval, dim);
+
+ double maxinterval=0.0;
+ for (octave_idx_type i=0;i<dim;i++) {
+ rescale_data(input,i,LENGTH,&min_array[i],&interval[i]);
+ if (interval[i] > maxinterval)
+ maxinterval=interval[i];
+ }
+
+ if (epsset)
+ EPS0 /= maxinterval;
+
+ // Allocate memory
+ OCTAVE_LOCAL_BUFFER (double *, cast, hdim);
+ OCTAVE_LOCAL_BUFFER (double, cast_data, hdim * dim);
+ for (octave_idx_type j=0;j<hdim;j++)
+ cast[j]=cast_data + j * dim;
+
+ OCTAVE_LOCAL_BUFFER (double, newcast, dim);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, list, LENGTH);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, found, LENGTH);
+
+ OCTAVE_LOCAL_BUFFER (octave_idx_type *, box, NMAX);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, box_data, NMAX * NMAX);
+ for (octave_idx_type j=0;j<NMAX;j++)
+ box[j]=box_data + j * NMAX;
+
+ for (octave_idx_type j=0;j<dim;j++)
+ for (octave_idx_type i=0;i<hdim;i++)
+ cast[i][j]=series[j][LENGTH-hdim+i];
+
+ if ( ! error_state)
+ {
+
+ // Promote warnings connected with singular matrixes to errors
+ set_warning_state ("Octave:nearly-singular-matrix","error");
+ set_warning_state ("Octave:singular-matrix","error");
+
+ // Calculate the maximum epsilon that makes sense
+ // On the basis of 'i' and 'j' from put_in_boxes ()
+ NDArray input_max = input.max ();
+ double maximum_epsilon = (input_max(0) > input_max(dim-1))
+ ? input_max(0) : input_max(dim-1);
+ maximum_epsilon *= EPSF;
+
+ // Create output
+ Matrix output (FLENGTH, dim);
+ for (octave_idx_type i=0;i<FLENGTH;i++)
+ {
+ bool done=0;
+ double epsilon=EPS0/EPSF;
+ while (!done)
+ {
+ // If epsilon became too large
+ // there is no sense in continuing
+ if (epsilon > maximum_epsilon)
+ {
+ error_with_id ("Octave:tisean", "The neighbourhood size"
+ " became too large during search,"
+ " no sense continuing");
+ return retval;
+ }
+
+ epsilon*=EPSF;
+ put_in_boxes(series, LENGTH, list, box, epsilon, dim, embed,
+ DELAY);
+ octave_idx_type actfound;
+ actfound=hfind_neighbors (series, cast, found, list, box,
+ epsilon, dim, embed, DELAY);
+ if (actfound >= MINN)
+ {
+ if (!do_zeroth)
+ make_fit(series, cast, found, dim, embed, DELAY,
+ actfound, newcast);
+ else
+ make_zeroth(series, found, dim, actfound,newcast);
+
+ // Checking if the fit was correct
+ // If any errors were raised: end function
+ if (error_state)
+ {
+ return retval;
+ }
+
+ for (octave_idx_type j=0;j<dim;j++)
+ {
+ // old printf("%e ",newcast[j]*interval[j]+min_array[j]);
+ output(i,j) = newcast[j]*interval[j]+min_array[j];
+ }
+
+ done=1;
+ for (octave_idx_type j=0;j<dim;j++)
+ {
+ // If this occurs there is no sense to continue
+ if ((newcast[j] > 2.0) || (newcast[j] < -1.0))
+ {
+ error_with_id("Octave:tisean","forecast failed, "
+ "escaping data region");
+ return retval;
+ }
+ }
+ double *swap=cast[0];
+ for (octave_idx_type j=0;j<hdim-1;j++)
+ cast[j]=cast[j+1];
+ cast[hdim-1]=swap;
+ for (octave_idx_type j=0;j<dim;j++)
+ cast[hdim-1][j]=newcast[j];
+ }
+ }
+ }
+ retval(0) = output;
+ }
+ }
+ return retval;
+}
diff --git a/src/__lfo_test__.cc b/src/__lfo_test__.cc
new file mode 100755
index 0000000..09fb3b1
--- /dev/null
+++ b/src/__lfo_test__.cc
@@ -0,0 +1,421 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ *
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on lfo-test of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+#include "routines_c/tsa.h"
+
+
+/*number of boxes for the neighbor search algorithm*/
+#define NMAX 512
+
+void put_in_boxes(const double **series, octave_idx_type LENGTH,
+ octave_idx_type STEP, octave_idx_type COMP,
+ octave_idx_type hdim, double epsilon,
+ octave_idx_type *list, octave_idx_type **box)
+{
+
+ double epsinv=1.0/epsilon;
+ for (octave_idx_type i=0;i<NMAX;i++)
+ for (octave_idx_type j=0;j<NMAX;j++)
+ box[i][j]= -1;
+
+ for (octave_idx_type n=hdim;n<LENGTH-STEP;n++) {
+ octave_idx_type i=(octave_idx_type)(series[0][n]*epsinv)&(NMAX-1);
+ octave_idx_type j=(octave_idx_type)(series[COMP-1][n-hdim]*epsinv)
+ &(NMAX-1);
+ list[n]=box[i][j];
+ box[i][j]=n;
+ }
+}
+
+octave_idx_type hfind_neighbors(const double **series,
+ octave_idx_type **indexes, octave_idx_type COMP,
+ octave_idx_type hdim, octave_idx_type DIM,
+ double epsilon, unsigned long *hfound,
+ octave_idx_type *list, octave_idx_type **box,
+ octave_idx_type act)
+{
+
+ octave_idx_type nfound=0;
+ double epsinv=1.0/epsilon;
+
+ octave_idx_type i=(octave_idx_type)(series[0][act]*epsinv)&(NMAX-1);
+ octave_idx_type j=(octave_idx_type)(series[COMP-1][act-hdim]*epsinv)
+ &(NMAX-1);
+
+ for (octave_idx_type i1=i-1;i1<=i+1;i1++) {
+ octave_idx_type i2=i1&(NMAX-1);
+ for (octave_idx_type j1=j-1;j1<=j+1;j1++) {
+ octave_idx_type element=box[i2][j1&(NMAX-1)];
+ while (element != -1) {
+ double max=0.0;
+ bool toolarge=0;
+ for (octave_idx_type k=0;k<DIM;k += 1) {
+ octave_idx_type hcomp=indexes[0][k];
+ octave_idx_type hdel=indexes[1][k];
+ double dx=fabs(series[hcomp][element-hdel]-series[hcomp][act-hdel]);
+ max=(dx>max) ? dx : max;
+ if (max > epsilon) {
+ toolarge=1;
+ break;
+ }
+ if (toolarge)
+ break;
+ }
+ if (max <= epsilon)
+ hfound[nfound++]=element;
+ element=list[element];
+ }
+ }
+ }
+ return nfound;
+}
+
+void multiply_matrix(double **mat,double *vec, octave_idx_type DIM)
+{
+
+ OCTAVE_LOCAL_BUFFER (double, hvec, DIM);
+
+ for (octave_idx_type i=0;i<DIM;i++) {
+ hvec[i]=0.0;
+ for (octave_idx_type j=0;j<DIM;j++)
+ hvec[i] += mat[i][j]*vec[j];
+ }
+ for (octave_idx_type i=0;i<DIM;i++)
+ vec[i]=hvec[i];
+
+}
+
+void make_fit(const double **series, octave_idx_type **indexes,
+ const octave_idx_type* found, octave_idx_type STEP,
+ octave_idx_type DIM, octave_idx_type COMP,
+ octave_idx_type number,
+ unsigned long act,double *newcast)
+{
+
+ OCTAVE_LOCAL_BUFFER (double, localav, DIM);
+ OCTAVE_LOCAL_BUFFER (double, foreav, COMP);
+
+ for (octave_idx_type i=0;i<DIM;i++)
+ localav[i]=0.0;
+ for (octave_idx_type i=0;i<COMP;i++)
+ foreav[i]=0.0;
+
+ for (octave_idx_type n=0;n<number;n++) {
+ octave_idx_type which=found[n];
+ for (octave_idx_type j=0;j<COMP;j++)
+ foreav[j] += series[j][which+STEP];
+ for (octave_idx_type j=0;j<DIM;j++) {
+ octave_idx_type hcj=indexes[0][j];
+ octave_idx_type hdj=indexes[1][j];
+ localav[j] += series[hcj][which-hdj];
+ }
+ }
+
+ for (octave_idx_type i=0;i<DIM;i++)
+ localav[i] /= number;
+ for (octave_idx_type i=0;i<COMP;i++)
+ foreav[i] /= number;
+
+ Matrix mat (DIM, DIM);
+ // mat_arr points to the same data as mat
+ // so mat(i,j) == mat_arr[j][i]
+ OCTAVE_LOCAL_BUFFER (double *, mat_arr, DIM);
+ for (octave_idx_type j = 0; j < DIM; j++)
+ {
+ double *ptr = mat.fortran_vec ();
+ mat_arr[j] = ptr + DIM * j;
+ }
+
+ for (octave_idx_type i=0;i<DIM;i++) {
+ octave_idx_type hci=indexes[0][i];
+ octave_idx_type hdi=indexes[1][i];
+ double lavi=localav[i];
+ const double *si=series[hci];
+ for (octave_idx_type j=i;j<DIM;j++) {
+ octave_idx_type hcj=indexes[0][j];
+ octave_idx_type hdj=indexes[1][j];
+ double lavj=localav[j];
+ const double *sj=series[hcj];
+ mat_arr[i][j]=0.0;
+ for (octave_idx_type n=0;n<number;n++) {
+ octave_idx_type which=found[n];
+ mat_arr[i][j] += (si[which-hdi]-lavi)*(sj[which-hdj]-lavj);
+ }
+ mat_arr[i][j] /= number;
+ mat_arr[j][i] = mat_arr[i][j];
+ }
+ }
+
+
+ Matrix vec (DIM,1);
+ double *vec_arr = vec.fortran_vec ();
+
+ for (octave_idx_type i=0;i<COMP;i++)
+ {
+ const double *si=series[i];
+ double fav=foreav[i];
+ for (octave_idx_type j=0;j<DIM;j++) {
+ octave_idx_type hcj=indexes[0][j];
+ octave_idx_type hdj=indexes[1][j];
+ vec_arr[j]=0.0;
+ const double *sj=series[hcj];
+ for (octave_idx_type n=0;n<number;n++) {
+ octave_idx_type which=found[n];
+ vec_arr[j] += (si[which+STEP]-fav)*(sj[which-hdj]);
+ }
+ vec_arr[j] /= number;
+ }
+
+ // The commented version is faster, but does not account for
+ // singular or near singular matrixes. It is left here for reference.
+
+ // OCTAVE_LOCAL_BUFFER (double, imat_data, sqr(DIM));
+ // OCTAVE_LOCAL_BUFFER (double *, imat, DIM);
+ // for (octave_idx_type j=0;j<DIM;j++)
+ // {
+ // imat[j] = imat_data + DIM *j;
+ // }
+ // invert_matrix(mat_arr,imat,DIM);
+ // multiply_matrix(imat,vec_arr,DIM);
+
+// Below is version that uses Octave's Matrix::solve().
+// It is slower, than generating an inverse matrix, but gives warnings
+// (which are treated as errors) when a near singular matrix is encountered.
+
+ Matrix solved_vec = mat.solve (vec);
+ double *solved_vec_arr = solved_vec.fortran_vec ();
+
+ // If errors were raised (a singular matrix was encountered),
+ // there is no sense in countinueing
+ if (error_state)
+ {
+ return ;
+ }
+
+ newcast[i]=foreav[i];
+ for (octave_idx_type j=0;j<DIM;j++) {
+ octave_idx_type hcj=indexes[0][j];
+ octave_idx_type hdj=indexes[1][j];
+ newcast[i] += solved_vec_arr[j]*(series[hcj][act-hdj]-localav[j]);
+ }
+ }
+
+}
+
+DEFUN_DLD (__lfo_test__, args, nargout, HELPTEXT)
+{
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 10 || nargout > 2)
+ {
+ print_usage ();
+ }
+ else
+ {
+ // Assign input
+ Matrix input = args(0).matrix_value ();
+ octave_idx_type EMBED = args(1).idx_type_value ();
+ octave_idx_type DELAY = args(2).idx_type_value ();
+ octave_idx_type CLENGTH = args(3).idx_type_value ();
+ octave_idx_type MINN = args(4).idx_type_value ();
+ double EPS0 = args(5).double_value ();
+ bool epsset = args(6).bool_value ();
+ double EPSF = args(7).double_value ();
+ octave_idx_type STEP = args(8).idx_type_value ();
+ unsigned long causal = args(9).ulong_value ();
+
+ octave_idx_type LENGTH = input.rows ();
+ octave_idx_type COMP = input.columns ();
+
+ // Assign help values
+ octave_idx_type DIM=EMBED*COMP;
+ octave_idx_type hdim=(EMBED-1)*DELAY;
+
+ // Series is a pointer to data stored in input
+ // so input(i,j) == series[j][i]
+ // This is done for optimization purposes
+ OCTAVE_LOCAL_BUFFER (const double *, series, COMP);
+ for (octave_idx_type j = 0; j < COMP; j++)
+ {
+ const double *ptr = input.fortran_vec ();
+ series[j] = ptr + LENGTH * j;
+ }
+
+ // Analyze input
+ OCTAVE_LOCAL_BUFFER (double, min_array, COMP);
+ OCTAVE_LOCAL_BUFFER (double, interval, COMP);
+ OCTAVE_LOCAL_BUFFER (double, av, COMP);
+ OCTAVE_LOCAL_BUFFER (double, rms, COMP);
+
+ double maxinterval=0.0;
+ for (octave_idx_type i=0;i<COMP;i++) {
+ rescale_data(input,i,LENGTH,&min_array[i],&interval[i]);
+ maxinterval=(maxinterval<interval[i])?interval[i]:maxinterval;
+ variance(input.column (i),LENGTH,&av[i],&rms[i]);
+ }
+
+ // Allocate memory
+ OCTAVE_LOCAL_BUFFER (double *, individual, COMP);
+ OCTAVE_LOCAL_BUFFER (double, individual_data, COMP * LENGTH);
+ for (octave_idx_type j=0;j<COMP;j++) {
+ individual[j]=individual_data + LENGTH * j;
+ for (octave_idx_type i=0;i<LENGTH;i++)
+ individual[j][i]=0.0;
+ }
+
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, list, LENGTH);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, found, LENGTH);
+ OCTAVE_LOCAL_BUFFER (unsigned long, hfound, LENGTH);
+ OCTAVE_LOCAL_BUFFER (bool, done, LENGTH);
+
+ OCTAVE_LOCAL_BUFFER (octave_idx_type *, box, NMAX);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, box_data, NMAX * NMAX);
+ for (octave_idx_type j=0;j<NMAX;j++)
+ box[j]=box_data + NMAX * j;
+
+ for (octave_idx_type i=0;i<LENGTH;i++)
+ done[i]=false;
+
+ if (epsset)
+ EPS0 /= maxinterval;
+
+ double epsilon=EPS0/EPSF;
+ octave_idx_type clength=(CLENGTH <= LENGTH) ? CLENGTH-STEP : LENGTH-STEP;
+
+ // old indexes=make_multi_index(COMP,EMBED,DELAY);
+
+ octave_idx_type alldim = COMP * EMBED;
+
+ OCTAVE_LOCAL_BUFFER (octave_idx_type*, indexes, 2);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, indexes_data, alldim * 2);
+ indexes[0] = indexes_data;
+ indexes[1] = indexes_data + alldim;
+ for (octave_idx_type i=0;i<alldim;i++)
+ {
+ indexes[0][i]=i%COMP;
+ indexes[1][i]=(i/COMP)*DELAY;
+ }
+
+ // end old index = make_multi_index();
+ OCTAVE_LOCAL_BUFFER (double, newcast, COMP);
+
+ OCTAVE_LOCAL_BUFFER (double, error_array, COMP);
+ for (octave_idx_type i=0;i<COMP;i++)
+ error_array[i]=0.0;
+
+ if ( ! error_state)
+ {
+
+ // Promote warnings connected with singular matrixes to errors
+ set_warning_state ("Octave:nearly-singular-matrix","error");
+ set_warning_state ("Octave:singular-matrix","error");
+
+ // Calculate the maximum epsilon that makes sense
+ // On the basis of 'i' and 'j' from put_in_boxes ()
+ NDArray input_max = input.max ();
+ double maximum_epsilon = (input_max(0) > input_max(COMP-1))
+ ? input_max(0) : input_max(COMP-1);
+ maximum_epsilon *= EPSF;
+
+ // Calculate output
+ bool alldone=0;
+ while (!alldone) {
+ alldone=1;
+
+ // If epsilon became too large there is no sense in continuing
+ if (epsilon > maximum_epsilon)
+ {
+ error_with_id ("Octave:tisean", "The neighbourhood size became"
+ " too large during search, no sense"
+ " continuing");
+ return retval;
+ }
+ epsilon*=EPSF;
+ put_in_boxes(series, LENGTH, STEP, COMP, hdim, epsilon, list, box);
+ for (octave_idx_type i=(EMBED-1)*DELAY;i<clength;i++)
+ if (!done[i])
+ {
+
+ octave_idx_type actfound;
+ actfound=hfind_neighbors(series, indexes, COMP, hdim, DIM,
+ epsilon, hfound, list, box, i);
+ actfound=exclude_interval(actfound,i-causal+1,
+ i+causal+(EMBED-1)*DELAY-1,hfound,found);
+ if (actfound > MINN)
+ {
+ make_fit(series, indexes, found, STEP, DIM, COMP,
+ actfound,i,newcast);
+ // Checking if the fit was correct
+ // If any errors were raised: end function
+ if (error_state)
+ {
+ return retval;
+ }
+ for (octave_idx_type j=0;j<COMP;j++)
+ error_array[j] += sqr(newcast[j]-series[j][i+STEP]);
+
+ for (octave_idx_type j=0;j<COMP;j++)
+ individual[j][i]=(newcast[j]-series[j][i+STEP])
+ *interval[j];
+ done[i]=1;
+ }
+ alldone &= done[i];
+ }
+ }
+
+ double norm=((double)clength-(double)((EMBED-1)*DELAY));
+
+ // Create relative forecast error output
+ Matrix rel (COMP, 1);
+ for (octave_idx_type i=0;i<COMP;i++)
+ {
+ // old fprintf(stdout,"# %e\n",sqrt(error_array[i]/norm)/rms[i]);
+ rel(i,0) = sqrt(error_array[i]/norm)/rms[i];
+ }
+
+ // Create individual forecast error output
+ Matrix ind (clength - (EMBED-1)*DELAY,COMP);
+ for (octave_idx_type i=(EMBED-1)*DELAY;i<clength;i++)
+ {
+ for (octave_idx_type j=0;j<COMP;j++)
+ {
+ // old fprintf(stdout,"%e ",individual[j][i]);
+ ind(i-(EMBED-1)*DELAY, j) = individual[j][i];
+ }
+ }
+
+ retval(0) = rel;
+ retval(1) = ind;
+ }
+ }
+ return retval;
+}
diff --git a/src/__lyap_k__.cc b/src/__lyap_k__.cc
new file mode 100755
index 0000000..cd83e8a
--- /dev/null
+++ b/src/__lyap_k__.cc
@@ -0,0 +1,280 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ * Piotr Held
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on lyap_k of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+#include <octave/oct-map.h>
+#include <octave/str-vec.h>
+#include "routines_c/tsa.h"
+
+#define BOX 128
+
+void put_in_boxes(double *series, octave_idx_type *liste,
+ octave_idx_type **box, octave_idx_type length,
+ octave_idx_type maxdim, octave_idx_type delay,
+ octave_idx_type maxiter, double eps)
+{
+
+ octave_idx_type blength=length-(maxdim-1)*delay-maxiter;
+
+ for (octave_idx_type i=0;i<BOX;i++)
+ for (octave_idx_type j=0;j<BOX;j++)
+ box[i][j]= -1;
+
+ for (octave_idx_type i=0;i<blength;i++) {
+ octave_idx_type j=(octave_idx_type)(series[i]/eps)&(BOX-1);
+ octave_idx_type k=(octave_idx_type)(series[i+delay]/eps)&(BOX-1);
+ liste[i]=box[j][k];
+ box[j][k]=i;
+ }
+}
+
+void lfind_neighbors(double *series, octave_idx_type **lfound,
+ octave_idx_type *found, octave_idx_type *liste,
+ octave_idx_type **box, octave_idx_type window,
+ octave_idx_type maxdim, octave_idx_type delay,
+ long act,double eps)
+{
+
+ for (octave_idx_type hi=0;hi<maxdim-1;hi++)
+ found[hi]=0;
+ octave_idx_type i=(octave_idx_type)(series[act]/eps)&(BOX-1);
+ octave_idx_type j=(octave_idx_type)(series[act+delay]/eps)&(BOX-1);
+ for (octave_idx_type i1=i-1;i1<=i+1;i1++) {
+ octave_idx_type i2=i1&(BOX-1);
+ for (octave_idx_type j1=j-1;j1<=j+1;j1++) {
+ octave_idx_type element=box[i2][j1&(BOX-1)];
+ while (element != -1) {
+ if ((element < (act-window)) || (element > (act+window))) {
+ double dx=sqr(series[act]-series[element]);
+ if (dx <= eps*eps) {
+ for (octave_idx_type k=1;k<maxdim;k++) {
+ octave_idx_type k1=k*delay;
+ dx += sqr(series[act+k1]-series[element+k1]);
+ if (dx <= eps*eps) {
+ k1=k-1;
+ lfound[k1][found[k1]]=element;
+ found[k1]++;
+ }
+ else
+ break;
+ }
+ }
+ }
+ element=liste[element];
+ }
+ }
+ }
+}
+
+void iterate_points(double *series, double **lyap, long **count,
+ octave_idx_type **lfound, octave_idx_type *found,
+ octave_idx_type maxdim, octave_idx_type mindim,
+ octave_idx_type delay, octave_idx_type maxiter,
+ long act)
+{
+
+ OCTAVE_LOCAL_BUFFER (double *, lfactor, maxdim - 1);
+ OCTAVE_LOCAL_BUFFER (double ,lfactor_data, (maxdim-1) * (maxiter+1));
+ OCTAVE_LOCAL_BUFFER (long *, lcount, maxdim - 1);
+ OCTAVE_LOCAL_BUFFER (long, lcount_data, (maxdim-1) * (maxiter + 1));
+ for (octave_idx_type i=0;i<maxdim-1;i++) {
+ lfactor[i] = lfactor_data + (maxiter+1) * i;
+ lcount[i] = lcount_data + (maxiter+1) * i;
+ }
+ OCTAVE_LOCAL_BUFFER (double, dx, maxiter+1);
+
+ for (octave_idx_type i=0;i<=maxiter;i++)
+ for (octave_idx_type j=0;j<maxdim-1;j++) {
+ lfactor[j][i]=0.0;
+ lcount[j][i]=0;
+ }
+
+ for (octave_idx_type j=mindim-2;j<maxdim-1;j++) {
+ for (octave_idx_type k=0;k<found[j];k++) {
+ octave_idx_type element=lfound[j][k];
+ for (octave_idx_type i=0;i<=maxiter;i++)
+ dx[i]=sqr(series[act+i]-series[element+i]);
+ for (octave_idx_type l=1;l<j+2;l++) {
+ octave_idx_type l1=l*delay;
+ for (octave_idx_type i=0;i<=maxiter;i++)
+ dx[i] += sqr(series[act+i+l1]-series[element+l1+i]);
+ }
+ for (octave_idx_type i=0;i<=maxiter;i++)
+ if (dx[i] > 0.0){
+ lcount[j][i]++;
+ lfactor[j][i] += dx[i];
+ }
+ }
+ }
+ for (octave_idx_type i=mindim-2;i<maxdim-1;i++)
+ for (octave_idx_type j=0;j<=maxiter;j++)
+ if (lcount[i][j]) {
+ count[i][j]++;
+ lyap[i][j] += log(lfactor[i][j]/lcount[i][j])/2.0;
+ }
+}
+
+DEFUN_DLD (__lyap_k__, args, , HELPTEXT)
+{
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 13)
+ {
+ print_usage ();
+ }
+ else
+ {
+ // Assign input
+ NDArray input = args(0).array_value ();
+ octave_idx_type maxdim = args(1).idx_type_value ();
+ octave_idx_type mindim = args(2).idx_type_value ();
+ octave_idx_type delay = args(3).idx_type_value ();
+ double epsmin = args(4).double_value ();
+ bool eps0set = args(5).bool_value ();
+ double epsmax = args(6).double_value ();
+ bool eps1set = args(7).bool_value ();
+ octave_idx_type epscount = args(8).idx_type_value ();
+ octave_idx_type reference = args(9).idx_type_value ();
+ octave_idx_type maxiter = args(10).idx_type_value ();
+ octave_idx_type window = args(11).idx_type_value ();
+ bool verbose = args(12).bool_value ();
+
+ octave_idx_type length = input.numel ();
+ double *series = input.fortran_vec ();
+ double min_val, max_val;
+
+ // Analyze input and adjust
+ rescale_data(input,length,&min_val,&max_val);
+
+ if (eps0set)
+ epsmin /= max_val;
+ if (eps1set)
+ epsmax /= max_val;
+
+ // Allocate memory
+
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, liste, length);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, found, maxdim-1);
+
+ OCTAVE_LOCAL_BUFFER (octave_idx_type *, box, BOX);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, box_data, BOX * BOX);
+ for (octave_idx_type i=0; i<BOX; i++)
+ box[i] = box_data + BOX * i;
+
+ OCTAVE_LOCAL_BUFFER (octave_idx_type *, lfound, maxdim -1);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, lfound_data, (maxdim-1) * length);
+ for (octave_idx_type i=0;i<maxdim-1;i++)
+ lfound[i]=lfound_data + length * i;
+
+ OCTAVE_LOCAL_BUFFER (long *, count, maxdim - 1);
+ OCTAVE_LOCAL_BUFFER (long, count_data, (maxdim-1) * (maxiter+1));
+ for (octave_idx_type i=0;i<maxdim-1;i++)
+ count[i]=count_data + (maxiter+1) * i;
+
+ OCTAVE_LOCAL_BUFFER (double *, lyap, maxdim -1);
+ OCTAVE_LOCAL_BUFFER (double, lyap_data, (maxdim-1) * (maxiter + 1));
+ for (octave_idx_type i=0;i<maxdim-1;i++)
+ lyap[i]=lyap_data + (maxiter+1) * i;
+
+ double eps_fak;
+ if (epscount == 1)
+ eps_fak=1.0;
+ else
+ eps_fak=pow(epsmax/epsmin,1.0/(double)(epscount-1));
+
+
+ if (! error_state)
+ {
+ // Calculate exponents
+ dim_vector dv (epscount ,((int)maxdim-(int)mindim + 1));
+ string_vector keys;
+ keys.append (std::string("eps"));
+ keys.append (std::string("dim"));
+ keys.append (std::string("exp"));
+ octave_map output (dv,keys);
+
+ for (octave_idx_type l=0;l<epscount;l++)
+ {
+ double epsilon=epsmin*pow(eps_fak,(double)l);
+ for (octave_idx_type i=0;i<maxdim-1;i++)
+ for (octave_idx_type j=0;j<=maxiter;j++) {
+ count[i][j]=0;
+ lyap[i][j]=0.0;
+ }
+ put_in_boxes(series, liste, box, length, maxdim, delay, maxiter,
+ epsilon);
+ for (octave_idx_type i=0;i<reference;i++)
+ {
+ lfind_neighbors(series, lfound, found, liste, box, window,
+ maxdim, delay, i,epsilon);
+ iterate_points(series, lyap, count, lfound, found,
+ maxdim, mindim, delay, maxiter, i);
+ }
+
+ if (verbose)
+ printf("epsilon= %e\n",epsilon*max_val);
+ // Assign output
+ for (octave_idx_type i=mindim-2;i<maxdim-1;i++)
+ {
+
+ // old fprintf(fout,"#epsilon= %e dim= %d\n",
+ // epsilon*max_val,i+2);
+ octave_scalar_map tmp (keys);
+ tmp.setfield ("eps", epsilon*max_val);
+ tmp.setfield ("dim", i+2);
+
+ // Create matrix for the exponent data
+ Matrix lyap_exp (maxiter + 1,3);
+ octave_idx_type counter = 0;
+ for (octave_idx_type j=0;j<=maxiter;j++)
+ if (count[i][j])
+ {
+ // old fprintf(fout,"%d %e %ld\n",j,
+ // lyap[i][j]/count[i][j],count[i][j]);
+
+ lyap_exp(counter, 0) = j;
+ lyap_exp(counter, 1) = lyap[i][j]/count[i][j];
+ lyap_exp(counter, 2) = count[i][j];
+ counter += 1;
+ }
+ // Resize output to fit actual number of found exponents
+ lyap_exp.resize(counter, 3);
+ tmp.setfield ("exp", lyap_exp);
+ output.assign(idx_vector(l),idx_vector(i-(int)(mindim-2)),
+ tmp);
+ }
+ }
+ // Assign output
+ retval(0) = output;
+ }
+ }
+ return retval;
+}
diff --git a/src/__lyap_r__.cc b/src/__lyap_r__.cc
new file mode 100755
index 0000000..5e429d6
--- /dev/null
+++ b/src/__lyap_r__.cc
@@ -0,0 +1,230 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ *
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on lyap_r of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+#include "routines_c/tsa.h"
+
+#define NMAX 256
+
+void put_in_boxes(double *series, octave_idx_type **box, octave_idx_type *list,
+ double eps, octave_idx_type length, octave_idx_type dim,
+ octave_idx_type delay, octave_idx_type steps)
+{
+
+ double epsinv=1.0/eps;
+
+ for (octave_idx_type i=0;i<NMAX;i++)
+ for (octave_idx_type j=0;j<NMAX;j++)
+ box[i][j]= -1;
+
+ octave_idx_type del=delay*(dim-1);
+ for (octave_idx_type i=0;i<length-del-steps;i++) {
+ octave_idx_type x=(octave_idx_type)(series[i]*epsinv)&(NMAX-1);
+ octave_idx_type y=(octave_idx_type)(series[i+del]*epsinv)&(NMAX-1);
+ list[i]=box[x][y];
+ box[x][y]=i;
+ }
+}
+
+bool make_iterate(double *series, octave_idx_type **box, octave_idx_type *list,
+ long *found, double *lyap, double eps,
+ octave_idx_type length, octave_idx_type dim,
+ octave_idx_type delay, octave_idx_type steps,
+ octave_idx_type mindist, octave_idx_type act)
+{
+ bool ok=0;
+ octave_idx_type minelement= -1;
+ double mindx=1.0;
+ double epsinv = 1.0/eps;
+
+ octave_idx_type k;
+ octave_idx_type x = (octave_idx_type)(series[act]*epsinv)&(NMAX-1);
+ octave_idx_type y = (octave_idx_type)(series[act+delay*(dim-1)]*epsinv)
+ &(NMAX-1);
+ for (octave_idx_type i=x-1;i<=x+1;i++) {
+ octave_idx_type i1=i&(NMAX-1);
+ for (octave_idx_type j=y-1;j<=y+1;j++) {
+ octave_idx_type element=box[i1][j&(NMAX-1)];
+ while (element != -1) {
+ if (labs(act-element) > mindist) {
+ double dx=0.0;
+ for (k=0;k<dim*delay;k+=delay) {
+ dx += (series[act+k]-series[element+k])*
+ (series[act+k]-series[element+k]);
+ if (dx > eps*eps)
+ break;
+ }
+ if (k==dim*delay) {
+ if (dx < mindx) {
+ ok=1;
+ if (dx > 0.0) {
+ mindx=dx;
+ minelement=element;
+ }
+ }
+ }
+ }
+ element=list[element];
+ }
+ }
+ }
+ if ((minelement != -1) ) {
+ act--;
+ minelement--;
+ for (octave_idx_type i=0;i<=steps;i++) {
+ act++;
+ minelement++;
+ double dx=0.0;
+ for (octave_idx_type j=0;j<dim*delay;j+=delay) {
+ dx += (series[act+j]-series[minelement+j])*
+ (series[act+j]-series[minelement+j]);
+ }
+ if (dx > 0.0) {
+ found[i]++;
+ lyap[i] += log(dx);
+ }
+ }
+ }
+ return ok;
+}
+
+DEFUN_DLD (__lyap_r__, args, , HELPTEXT)
+{
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 8)
+ {
+ print_usage ();
+ }
+ else
+ {
+ // Assign input
+ NDArray input = args(0).array_value ();
+ octave_idx_type dim = args(1).idx_type_value ();
+ octave_idx_type delay = args(2).idx_type_value ();
+ octave_idx_type mindist = args(3).idx_type_value ();
+ double eps0 = args(4).double_value ();
+ bool epsset = args(5).bool_value ();
+ octave_idx_type steps = args(6).idx_type_value ();
+ bool verbose = args(7).bool_value ();
+
+ octave_idx_type length = input.numel ();
+ double *series = input.fortran_vec ();
+
+ // Reascale data and adjust input
+ double min_val,max_val;
+ rescale_data(input,length,&min_val,&max_val);
+
+ if (epsset)
+ eps0 /= max_val;
+
+ // Allocate memory
+ OCTAVE_LOCAL_BUFFER (octave_idx_type *, box, NMAX);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, box_data, NMAX * NMAX);
+ for (octave_idx_type i=0;i<NMAX;i++)
+ box[i]=box_data + NMAX * i;
+
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, list, length);
+ OCTAVE_LOCAL_BUFFER (double, lyap, steps + 1);
+ OCTAVE_LOCAL_BUFFER (long, found, steps+1);
+ OCTAVE_LOCAL_BUFFER (bool, done, length);
+
+ for (octave_idx_type i=0;i<=steps;i++) {
+ lyap[i]=0.0;
+ found[i]=0;
+ }
+ for (octave_idx_type i=0;i<length;i++)
+ done[i]=0;
+
+ octave_idx_type maxlength=length-delay*(dim-1)-steps-1-mindist;
+ bool alldone=0;
+
+ if (! error_state)
+ {
+
+ // Calculate the maximum epsilon that makes sense
+ // On the basis of 'i' and 'j' from put_in_boxes ()
+ NDArray input_max = input.max ();
+ double maximum_epsilon = (input_max(0) > input_max(dim-1))
+ ? input_max(0) : input_max(dim-1);
+ maximum_epsilon *= 1.1;
+
+ // Calculate lyapunov exponents
+ for (double eps=eps0;!alldone;eps*=1.1)
+ {
+
+ // If epsilon became too large
+ // there is no sense in continuing
+ if (eps > maximum_epsilon)
+ {
+ error_with_id ("Octave:tisean", "The neighbourhood size"
+ " became too large during search,"
+ " no sense continuing");
+ return retval;
+ }
+
+ put_in_boxes(series, box, list, eps, length, dim, delay, steps);
+ alldone=1;
+ for (octave_idx_type n=0;n<=maxlength;n++)
+ {
+ if (!done[n])
+ done[n]=make_iterate(series, box, list, found, lyap, eps,
+ length, dim, delay, steps, mindist,
+ n);
+ alldone &= done[n];
+ }
+ if (verbose)
+ printf("epsilon: %e already found: %ld\n",eps*max_val,
+ found[0]);
+ }
+
+ // Create output
+ Matrix output (steps+1, 2);
+ octave_idx_type count = 0;
+ for (octave_idx_type i=0;i<=steps;i++)
+ if (found[i])
+ {
+ // old fprintf(file,"%d %e\n",i,lyap[i]/found[i]/2.0);
+ output(count,0) = i;
+ output(count,1) = lyap[i]/found[i]/2.0;
+ count += 1;
+ }
+
+ // Resize output to match number of found points
+ if (count < output.numel ())
+ output.resize (count, 2);
+
+ // Assign output
+ retval(0) = output;
+ }
+ }
+ return retval;
+}
diff --git a/src/__lyap_spec__.cc b/src/__lyap_spec__.cc
new file mode 100755
index 0000000..4c80e5e
--- /dev/null
+++ b/src/__lyap_spec__.cc
@@ -0,0 +1,568 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ *
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on lyap_spec of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+#include <octave/oct-map.h>
+#include "routines_c/tsa.h"
+#include <limits>
+
+#define OUT 10
+
+#define BOX 512
+#define EPSMAX 1.0
+// the delay vector is calculated in the associated m-file
+// according to authors of TISEAN the DELAY > 1 did not work for some reason
+#define DELAY 1
+
+double sort(const double **series, unsigned long *found,
+ octave_idx_type **indexes, double epsmin, bool epsset,
+ octave_idx_type alldim, octave_idx_type MINNEIGHBORS,
+ octave_idx_type LENGTH, long act,
+ octave_idx_type *nfound, bool *enough)
+{
+ double maxeps=0.0,dx,dswap,maxdx;
+ long self=0,i,j,del,hf,iswap,n1;
+ octave_idx_type imax = *nfound;
+
+ *enough=0;
+
+ OCTAVE_LOCAL_BUFFER (double, abstand, LENGTH);
+
+ for (i=0;i<imax;i++) {
+ hf=found[i];
+ if (hf != act) {
+ maxdx=fabs(series[0][act]-series[0][hf]);
+ for (j=1;j<alldim;j++) {
+ n1=indexes[0][j];
+ del=indexes[1][j];
+ dx=fabs(series[n1][act-del]-series[n1][hf-del]);
+ if (dx > maxdx) maxdx=dx;
+ }
+ abstand[i]=maxdx;
+ }
+ else {
+ self=i;
+ }
+ }
+
+ if (self != (imax-1)) {
+ abstand[self]=abstand[imax-1];
+ found[self]=found[imax-1];
+ }
+
+ for (i=0;i<MINNEIGHBORS;i++) {
+ for (j=i+1;j<imax-1;j++) {
+ if (abstand[j]<abstand[i]) {
+ dswap=abstand[i];
+ abstand[i]=abstand[j];
+ abstand[j]=dswap;
+ iswap=found[i];
+ found[i]=found[j];
+ found[j]=iswap;
+ }
+ }
+ }
+
+ if (!epsset || (abstand[MINNEIGHBORS-1] >= epsmin)) {
+ *nfound=MINNEIGHBORS;
+ *enough=1;
+ maxeps=abstand[MINNEIGHBORS-1];
+
+ return maxeps;
+ }
+
+ for (i=MINNEIGHBORS;i<imax-2;i++) {
+ for (j=i+1;j<imax-1;j++) {
+ if (abstand[j]<abstand[i]) {
+ dswap=abstand[i];
+ abstand[i]=abstand[j];
+ abstand[j]=dswap;
+ iswap=found[i];
+ found[i]=found[j];
+ found[j]=iswap;
+ }
+ }
+ if (abstand[i] > epsmin) {
+ (*nfound)=i+1;
+ *enough=1;
+ maxeps=abstand[i];
+
+ return maxeps;
+ }
+ }
+
+ maxeps=abstand[imax-2];
+
+ return maxeps;
+}
+
+void make_dynamics(const double **series, octave_idx_type **box,
+ octave_idx_type **indexes, double &epsmin, bool epsset,
+ double EPSSTEP, octave_idx_type EMBED,
+ octave_idx_type MINNEIGHBORS, octave_idx_type LENGTH,
+ octave_idx_type DIMENSION,
+ octave_idx_type count, double &avneig, double &aveps,
+ double **dynamics, double *averr, octave_idx_type act)
+{
+
+ OCTAVE_LOCAL_BUFFER (unsigned long, found, LENGTH);
+
+ OCTAVE_LOCAL_BUFFER (const double*, hser, DIMENSION);
+ for (octave_idx_type i=0;i<DIMENSION;i++)
+ hser[i]=series[i]+act;
+
+ octave_idx_type alldim = DIMENSION * EMBED;
+
+ double epsilon=epsmin/EPSSTEP;
+ double foundeps = 0.0;
+ octave_idx_type nfound=0;
+ do {
+ epsilon *= EPSSTEP;
+ if (epsilon > EPSMAX)
+ epsilon=EPSMAX;
+ OCTAVE_LOCAL_BUFFER (long, list, LENGTH);
+ make_multi_box(series,box,list,LENGTH-DELAY,BOX,DIMENSION,EMBED,
+ DELAY,epsilon);
+ nfound=find_multi_neighbors(series,box,list,hser,BOX,
+ DIMENSION,EMBED,DELAY,epsilon,found);
+ if (nfound > MINNEIGHBORS) {
+ bool got_enough;
+ foundeps=sort(series, found, indexes, epsmin, epsset, alldim,
+ MINNEIGHBORS, LENGTH, act, &nfound, &got_enough);
+ if (got_enough)
+ break;
+ }
+ } while (epsilon < EPSMAX);
+
+
+ avneig += nfound;
+ aveps += foundeps;
+ if (!epsset)
+ epsmin=aveps/count;
+
+ // If less neighbors found than the minimum number
+ // No sense continuing
+ if (nfound < MINNEIGHBORS)
+ {
+ error_with_id ("Octave:tisean","Not enough neighbors found");
+ return ;
+ }
+
+ // *_arr signifies pointer to data in *
+ // This is done for optimization
+ Matrix vec (alldim + 1,1);
+ vec.fill (0.0);
+ double *vec_arr = vec.fortran_vec ();
+
+ Matrix mat (alldim+1, alldim+1);
+ mat.fill (0.0);
+ OCTAVE_LOCAL_BUFFER (double *, mat_arr, alldim + 1);
+ for (octave_idx_type i = 0; i < alldim + 1; i++)
+ mat_arr[i] = mat.fortran_vec () + (alldim+1) * i;
+
+ for (octave_idx_type i=0;i<nfound;i++) {
+ octave_idx_type act=found[i];
+ mat_arr[0][0] += 1.0;
+ for (octave_idx_type j=0;j<alldim;j++)
+ mat_arr[0][j+1] += series[indexes[0][j]][act-indexes[1][j]];
+ for (octave_idx_type j=0;j<alldim;j++) {
+ double hv1=series[indexes[0][j]][act-indexes[1][j]];
+ octave_idx_type hj=j+1;
+ for (octave_idx_type k=j;k<alldim;k++)
+ mat_arr[hj][k+1] += series[indexes[0][k]][act-indexes[1][k]]*hv1;
+ }
+ }
+
+ for (octave_idx_type i=0;i<=alldim;i++)
+ for (octave_idx_type j=i;j<=alldim;j++)
+ mat_arr[j][i]=(mat_arr[i][j]/=(double)nfound);
+
+ for (octave_idx_type d=0;d<DIMENSION;d++)
+ {
+ for (octave_idx_type i=0;i<=alldim;i++)
+ vec_arr[i]=0.0;
+ for (octave_idx_type i=0;i<nfound;i++) {
+ octave_idx_type act=found[i];
+ double hv=series[d][act+DELAY];
+ vec_arr[0] += hv;
+ for (octave_idx_type j=0;j<alldim;j++)
+ vec_arr[j+1] += hv*series[indexes[0][j]][act-indexes[1][j]];
+ }
+ for (octave_idx_type i=0;i<=alldim;i++)
+ vec_arr[i] /= (double)nfound;
+
+ Matrix solved = mat.solve (vec);
+ double *solved_arr = solved.fortran_vec ();
+
+ // If errors were raised (a singular matrix was encountered),
+ // there is no sense in countinuing
+ if (error_state)
+ {
+ return ;
+ }
+
+ double new_vec = solved_arr[0];
+ for (octave_idx_type i=1;i<=alldim;i++)
+ dynamics[d][i-1] = solved_arr[i];
+
+ for (octave_idx_type i=0;i<alldim;i++)
+ new_vec += dynamics[d][i]*series[indexes[0][i]][act-indexes[1][i]];
+ averr[d] += (new_vec-series[d][act+DELAY])
+ *(new_vec-series[d][act+DELAY]);
+ }
+
+}
+
+void gram_schmidt(octave_idx_type alldim, double **delta,
+ double *stretch)
+{
+
+ OCTAVE_LOCAL_BUFFER (double, diff, alldim);
+ OCTAVE_LOCAL_BUFFER (double *, dnew, alldim);
+ OCTAVE_LOCAL_BUFFER (double, dnew_data, alldim * alldim);
+ for (octave_idx_type i=0;i<alldim;i++)
+ dnew[i]=dnew_data + alldim * i;
+
+ for (octave_idx_type i=0;i<alldim;i++) {
+ for (octave_idx_type j=0;j<alldim;j++)
+ diff[j]=0.0;
+ for (octave_idx_type j=0;j<i;j++) {
+ double norm=0.0;
+ for (octave_idx_type k=0;k<alldim;k++)
+ norm += delta[i][k]*dnew[j][k];
+ for (octave_idx_type k=0;k<alldim;k++)
+ diff[k] -= norm*dnew[j][k];
+ }
+ double norm=0.0;
+ for (octave_idx_type j=0;j<alldim;j++)
+ norm += sqr(delta[i][j]+diff[j]);
+ stretch[i]=(norm=sqrt(norm));
+ for (octave_idx_type j=0;j<alldim;j++)
+ dnew[i][j]=(delta[i][j]+diff[j])/norm;
+ }
+ for (octave_idx_type i=0;i<alldim;i++)
+ for (octave_idx_type j=0;j<alldim;j++)
+ delta[i][j]=dnew[i][j];
+
+}
+
+void make_iteration(octave_idx_type DIMENSION, octave_idx_type alldim,
+ double **dynamics, double **delta)
+{
+
+ OCTAVE_LOCAL_BUFFER (double *, dnew, alldim);
+ OCTAVE_LOCAL_BUFFER (double, dnew_data, alldim * alldim);
+ for (octave_idx_type i=0;i<alldim;i++)
+ dnew[i]=dnew_data + alldim * i;
+
+ for (octave_idx_type i=0;i<alldim;i++) {
+ for (octave_idx_type j=0;j<DIMENSION;j++) {
+ dnew[i][j]=dynamics[j][0]*delta[i][0];
+ for (octave_idx_type k=1;k<alldim;k++)
+ dnew[i][j] += dynamics[j][k]*delta[i][k];
+ }
+ for (octave_idx_type j=DIMENSION;j<alldim;j++)
+ dnew[i][j]=delta[i][j-1];
+ }
+
+ for (octave_idx_type i=0;i<alldim;i++)
+ for (octave_idx_type j=0;j<alldim;j++)
+ delta[i][j]=dnew[i][j];
+
+}
+
+DEFUN_DLD (__lyap_spec__, args, nargout, HELPTEXT)
+{
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if ((nargin != 8 && nargin != 13) || nargout != 2)
+ {
+ print_usage ();
+ }
+ else
+ {
+
+ // Assign input
+ Matrix input = args(0).matrix_value ();
+ octave_idx_type EMBED = args(1).idx_type_value ();
+ octave_idx_type ITERATIONS = args(2).idx_type_value ();
+ double epsmin = args(3).double_value ();
+ bool epsset = args(4).bool_value ();
+ double EPSSTEP = args(5).double_value ();
+ octave_idx_type MINNEIGHBORS = args(6).idx_type_value ();
+ octave_idx_type it_pause = args(7).idx_type_value ();
+
+ octave_idx_type count = 0;
+ if (nargin == 13)
+ {
+ count = args(8).idx_type_value ();
+ if (count > (ITERATIONS - (EMBED-1)*DELAY))
+ error_with_id ("Octave:tisean", "The variable 'count' grew too "
+ "large");
+ if (count < 0)
+ error_with_id ("Octave:tisean", "The variable 'count' is too "
+ "small");
+ }
+
+ octave_idx_type LENGTH = input.rows ();
+ octave_idx_type DIMENSION = input.columns ();
+ octave_idx_type alldim = DIMENSION*EMBED;
+
+ // The following Matrix need to passed when
+ // performing an interrupted execution
+ Matrix averr_matrix;
+ if (count == 0)
+ averr_matrix.resize (DIMENSION,1);
+ else if (nargin == 13)
+ averr_matrix = args(9).matrix_value ();
+ else
+ error_with_id ("Octave:tisean", "Wrong number of arguments (%d) "
+ "for current count = %d",
+ nargin, count);
+ double *averr = averr_matrix.fortran_vec ();
+
+ Matrix delta_matrix;
+ if (count == 0)
+ delta_matrix.resize (alldim, alldim);
+ else if (nargin == 13)
+ delta_matrix = args(10).matrix_value ();
+ else
+ error_with_id ("Octave:tisean", "Wrong number of arguments (%d) "
+ "for current count = %d",
+ nargin, count);
+ OCTAVE_LOCAL_BUFFER (double *, delta, alldim);
+ for (octave_idx_type i=0;i<alldim;i++)
+ delta[i] = delta_matrix.fortran_vec () + alldim * i;
+
+ double avneig;
+ if (nargin == 13)
+ avneig = args(11).double_value ();
+ double aveps;
+ if (nargin == 13)
+ aveps = args(12).double_value ();
+
+ // Analyze and rescale input
+ OCTAVE_LOCAL_BUFFER (double, interval, DIMENSION);
+ OCTAVE_LOCAL_BUFFER (double, var, DIMENSION);
+ double maxinterval=0.0;
+ for (octave_idx_type i=0;i<DIMENSION;i++) {
+ double min_val;
+ rescale_data(input,i,LENGTH,&min_val,&interval[i]);
+ if (interval[i] > maxinterval)
+ maxinterval=interval[i];
+ double av;
+ variance(input.column(i),LENGTH,&av,&var[i]);
+ }
+
+ // Series is a pointer to data stored in input
+ // so input(i,j) == series[j][i]
+ // This is done for optimization purposes
+ OCTAVE_LOCAL_BUFFER (const double *, series, DIMENSION);
+ for (octave_idx_type j = 0; j < DIMENSION; j++)
+ {
+ const double *ptr = input.fortran_vec ();
+ series[j] = ptr + LENGTH * j;
+ }
+
+ // Allocate memory
+ OCTAVE_LOCAL_BUFFER (octave_idx_type *, box, BOX);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, box_data, BOX * BOX);
+ for (octave_idx_type i=0;i<BOX;i++)
+ box[i]=box_data + BOX * i;
+
+ OCTAVE_LOCAL_BUFFER (double, factor, alldim);
+ OCTAVE_LOCAL_BUFFER (double, lfactor, alldim);
+
+ OCTAVE_LOCAL_BUFFER (double *, dynamics, DIMENSION);
+ OCTAVE_LOCAL_BUFFER (double, dynamics_data, DIMENSION * alldim);
+ for (octave_idx_type i=0;i<DIMENSION;i++)
+ dynamics[i]=dynamics_data + alldim * i;
+
+ // old indexes=make_multi_index(dim,embed,DELAY);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type *, indexes, 2);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, indexes_data, 2*DIMENSION * EMBED);
+ indexes[0] = indexes_data;
+ indexes[1] = indexes_data + (DIMENSION * EMBED);
+
+ for (octave_idx_type i=0;i<DIMENSION * EMBED;i++)
+ {
+ indexes[0][i]=i%DIMENSION;
+ indexes[1][i]=(i/DIMENSION)*DELAY;
+ }
+ // end old indexes = make_multi_index();
+
+ if (!error_state)
+ {
+
+ // Promote warnings connected with singular matrixes to errors
+ set_warning_state ("Octave:nearly-singular-matrix","error");
+ set_warning_state ("Octave:singular-matrix","error");
+
+ // Prepare data for running first time
+ if (count == 0)
+ {
+ averr_matrix.fill (0.0);
+
+ if (epsset)
+ epsmin /= maxinterval;
+
+ // old rnd_init(0x098342L);
+ TISEAN_rand generator (0x098342L);
+ for (octave_idx_type i=0;i<10000;i++)
+ generator.rnd_long();
+ for (octave_idx_type i=0;i<alldim;i++) {
+ factor[i]=0.0;
+ for (octave_idx_type j=0;j<alldim;j++)
+ delta[i][j] = (double)generator.rnd_long()
+ / (double)std::numeric_limits<octave_idx_type>
+ ::max ();
+ }
+ gram_schmidt(alldim, delta,lfactor);
+
+ avneig = 0.0;
+ aveps = 0.0;
+ }
+
+ // Create output
+ Matrix lyap_exp (1, 1 + alldim);
+ time_t lasttime;
+ time(&lasttime);
+ bool pause_calc = false;
+ for (octave_idx_type i = count + (EMBED-1) * DELAY;
+ i < ITERATIONS && !pause_calc; i++)
+ {
+ count++;
+ make_dynamics(series, box, indexes, epsmin, epsset, EPSSTEP,
+ EMBED, MINNEIGHBORS, LENGTH, DIMENSION, count,
+ avneig, aveps, dynamics, averr, i);
+ // If there was an error
+ // (matrix singularity or not enough neighbors)
+ // No sense continuing
+ if (error_state)
+ {
+ return retval;
+ }
+ make_iteration(DIMENSION, alldim, dynamics, delta);
+ gram_schmidt(alldim, delta,lfactor);
+ for (octave_idx_type j=0;j<alldim;j++) {
+ factor[j] += log(lfactor[j])/(double)DELAY;
+ }
+
+ if (((time(NULL)-lasttime) > OUT) || (i == (ITERATIONS-1))
+ || (count % it_pause == 0) )
+ {
+ time(&lasttime);
+
+ // Create spectrum output
+ // old fprintf(stdout,"%ld ",count);
+ lyap_exp(0,0) = count;
+ for (octave_idx_type j=0;j<alldim;j++)
+ {
+ // old fprintf(stdout,"%e ",factor[j]/count);
+ lyap_exp(0, 1+j) = factor[j]/count;
+ }
+
+ pause_calc = true;
+ }
+ }
+
+ // Create pause output
+ if (count < (ITERATIONS - (EMBED-1)*DELAY))
+ {
+ octave_scalar_map pause_vars;
+ pause_vars.setfield ("averr", averr_matrix);
+ pause_vars.setfield ("delta", delta_matrix);
+ pause_vars.setfield ("count", count);
+ pause_vars.setfield ("avneig", avneig);
+ pause_vars.setfield ("aveps", aveps);
+ pause_vars.setfield ("epsmin", epsmin);
+ retval(0) = lyap_exp;
+ retval(1) = pause_vars;
+ }
+
+ // Create final output
+ if (count == (ITERATIONS - (EMBED-1)*DELAY))
+ {
+ double dim=0.0;
+ octave_idx_type i;
+ for (i=0;i<alldim;i++) {
+ dim += factor[i];
+ if (dim < 0.0)
+ break;
+ }
+ if (i < alldim)
+ dim=i+(dim-factor[i])/fabs(factor[i]);
+ else
+ dim=alldim;
+
+ // Create output pars
+ octave_scalar_map pars;
+
+ // Create rel_err
+ Matrix rel_err (1, DIMENSION);
+ // old fprintf(stdout,"#Average relative forecast errors:= ");
+ for (octave_idx_type i=0;i<DIMENSION;i++)
+ {
+ // old fprintf(stdout,"%e ",sqrt(averr[i]/count)/var[i]);
+ rel_err(0,i) = sqrt(averr[i]/count)/var[i];
+ }
+ pars.setfield ("rel_err", rel_err);
+
+ // Create abs_err
+ Matrix abs_err (1, DIMENSION);
+ // old fprintf(stdout,"#Average absolute forecast errors:= ");
+ for (octave_idx_type i=0;i<DIMENSION;i++)
+ {
+ // old fprintf(stdout,"%e ",sqrt(averr[i]/count)
+ // *interval[i]);
+ abs_err(0,i) = sqrt(averr[i]/count)*interval[i];
+ }
+ pars.setfield ("abs_err", abs_err);
+
+ // old fprintf(stdout,"#Average Neighborhood Size= %e\n",
+ // aveps*maxinterval/count);
+ pars.setfield ("nsize", aveps*maxinterval/count);
+
+ // old fprintf(stdout,"#Average num. of neighbors= %e\n",
+ // avneig/count);
+ pars.setfield ("nno", avneig/count);
+
+ // old fprintf(stdout,"#estimated KY-Dimension= %f\n",dim);
+ pars.setfield ("ky_dim", dim);
+
+ // Assign output
+ retval(0) = lyap_exp;
+ retval(1) = pars;
+ }
+ }
+ }
+ return retval;
+}
diff --git a/src/__lzo_gm__.cc b/src/__lzo_gm__.cc
new file mode 100755
index 0000000..7c186a1
--- /dev/null
+++ b/src/__lzo_gm__.cc
@@ -0,0 +1,201 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber,
+ * Piotr Held
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on lzo-gm of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+#include <cmath>
+#include "routines_c/tsa.h"
+
+/*number of boxes for the neighbor search algorithm*/
+#define NMAX 256
+
+void make_fit(const Matrix& series, octave_idx_type dim,
+ octave_idx_type act, octave_idx_type number,
+ octave_idx_type STEP, octave_idx_type *found,
+ double *error_array)
+{
+ octave_idx_type LENGTH = series.rows ();
+ for (octave_idx_type i=0;i<dim;i++)
+ {
+ const double *si = series.fortran_vec() + LENGTH * i;
+ double cast=si[found[0]+STEP];
+ for (octave_idx_type j=1;j<number;j++)
+ cast += si[found[j]+STEP];
+ cast /= (double)number;
+ error_array[i] += sqr(cast-series(act+STEP,i));
+ }
+}
+
+DEFUN_DLD (__lzo_gm__, args, , HELPTEXT)
+{
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 11)
+ {
+ print_usage ();
+ }
+ else
+ {
+
+ // Assign input
+ Matrix input = args(0).matrix_value ();
+ octave_idx_type embed = args(1).idx_type_value ();
+ octave_idx_type delay = args(2).idx_type_value ();
+ octave_idx_type CLENGTH = args(3).idx_type_value ();
+ double EPS0 = args(4).double_value ();
+ bool eps0set = args(5).bool_value ();
+ double EPS1 = args(6).double_value ();
+ bool eps1set = args(7).bool_value ();
+ double EPSF = args(8).double_value ();
+ octave_idx_type STEP = args(9).idx_type_value ();
+ unsigned long causal = args(10).ulong_value ();
+
+ octave_idx_type LENGTH = input.rows ();
+ octave_idx_type dim = input.columns ();
+
+ octave_idx_type clength = (CLENGTH <= LENGTH)
+ ? CLENGTH-STEP : LENGTH-STEP;
+
+ // Analyze data and rescale input
+ double interval,min;
+ double maxinterval = 0.0;
+ for (octave_idx_type i=0;i<dim;i++)
+ {
+ rescale_data(input,i,LENGTH,&min,&interval);
+ if (interval > maxinterval)
+ maxinterval=interval;
+ }
+ interval=maxinterval;
+
+ if (eps0set)
+ EPS0 /= interval;
+ if (eps1set)
+ EPS1 /= interval;
+
+ // Allocate memory
+ OCTAVE_LOCAL_BUFFER (long, list, LENGTH);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, found, LENGTH);
+ OCTAVE_LOCAL_BUFFER (unsigned long, hfound, LENGTH);
+ OCTAVE_LOCAL_BUFFER (double, error_array, dim);
+ OCTAVE_LOCAL_BUFFER (double, hrms, dim);
+ OCTAVE_LOCAL_BUFFER (double, hav, dim);
+ OCTAVE_LOCAL_BUFFER (double *, hser, dim);
+
+ MArray<octave_idx_type> box (dim_vector(NMAX,NMAX));
+
+ if ( ! error_state)
+ {
+ // Estimate maximum possible output size
+ octave_idx_type output_rows = (octave_idx_type)
+ ((log(EPS1) - log(EPS0)) / log (EPSF));
+ output_rows += 2;
+
+ // Create output
+ Matrix output (output_rows,dim+4);
+ octave_idx_type count = 0;
+
+ for (double epsilon=EPS0;epsilon<EPS1*EPSF;epsilon*=EPSF)
+ {
+ long pfound=0;
+ for (octave_idx_type i=0;i<dim;i++)
+ error_array[i]=hrms[i]=hav[i]=0.0;
+ double avfound=0.0;
+
+ make_multi_box(input,box,list,LENGTH-STEP,NMAX,dim,
+ embed,delay,epsilon);
+ for (octave_idx_type i=(embed-1)*delay;i<clength;i++)
+ {
+ for (octave_idx_type j=0;j<dim;j++)
+ {
+ // old hser[j]=series[j]+i;
+ hser[j] = input.fortran_vec() + j * LENGTH + i;
+ }
+ octave_idx_type actfound;
+ actfound = find_multi_neighbors(input,box,list,hser,
+ NMAX,dim,embed,delay,
+ epsilon,hfound);
+ actfound = exclude_interval(actfound,i-causal+1,
+ i+causal+(embed-1)*delay-1,
+ hfound,found);
+ if (actfound > 2*(dim*embed+1))
+ {
+ make_fit (input, dim, i, actfound, STEP, found,
+ error_array);
+ pfound++;
+ avfound += (double)(actfound-1);
+ for (octave_idx_type j=0;j<dim;j++) {
+ hrms[j] += input(i+STEP,j) * input(i+STEP,j);
+ hav[j] += input(i+STEP,j);
+ }
+ }
+ }
+ if (pfound > 1)
+ {
+ double sumerror=0.0;
+ for (octave_idx_type j=0;j<dim;j++)
+ {
+ hav[j] /= pfound;
+ hrms[j]=sqrt(fabs(hrms[j]/(pfound-1)-hav[j]*hav[j]
+ * pfound/(pfound-1)));
+ error_array[j]=sqrt(error_array[j]/pfound)/hrms[j];
+ sumerror += error_array[j];
+ }
+
+ // Write output
+ // old fprintf(stdout,"%e %e ",epsilon*interval,sumerror/(double)dim);
+ output(count, 0) = epsilon * interval;
+ output(count, 1) = sumerror / (double) dim;
+ for (octave_idx_type j=0;j<dim;j++)
+ {
+ // old fprintf(stdout,"%e ",error_array[j]);
+ output(count, 2 + j) = error_array[j];
+ }
+
+ // old fprintf(stdout,"%e %e\n",(double)pfound/(clength-(embed-1)*delay),
+ // avfound/pfound);
+ output(count,2 + dim) = (double)pfound /
+ (clength-(embed-1)*delay);
+ output(count,2 + dim + 1) = avfound/pfound;
+
+ count += 1;
+ }
+ }
+
+ // Resize output to fit actual results instead of
+ // an educated guess
+ // if count == 0 then the output will be an 0x4+dim matrix
+ output.resize (count, dim + 4);
+
+ retval(0) = output;
+
+ }
+ }
+ return retval;
+}
diff --git a/src/__lzo_run__.cc b/src/__lzo_run__.cc
new file mode 100755
index 0000000..9758196
--- /dev/null
+++ b/src/__lzo_run__.cc
@@ -0,0 +1,298 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ *
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on lzo-run of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include "routines_c/tsa.h"
+#include <octave/oct.h>
+
+#define NMAX 128
+
+octave_idx_type embed, DELAY, MINN;
+
+void sort(const Matrix &series, octave_idx_type *found,
+ double *abstand, double **cast, octave_idx_type nfound,
+ octave_idx_type hdim)
+{
+ octave_idx_type dim = series.columns ();
+
+ for (octave_idx_type i=0;i<nfound;i++) {
+ octave_idx_type hf=found[i];
+ abstand[i]=0.0;
+ for (octave_idx_type j=0;j<dim;j++) {
+ for (octave_idx_type k=0;k<=hdim;k += DELAY) {
+ double dx=fabs(series(hf-k,j)-cast[hdim-k][j]);
+ if (dx > abstand[i]) abstand[i]=dx;
+ }
+ }
+ }
+
+ for (octave_idx_type i=0;i<MINN;i++)
+ for (octave_idx_type j=i+1;j<nfound;j++)
+ if (abstand[j]<abstand[i]) {
+ double dswap=abstand[i];
+ abstand[i]=abstand[j];
+ abstand[j]=dswap;
+ octave_idx_type iswap=found[i];
+ found[i]=found[j];
+ found[j]=iswap;
+ }
+}
+
+void put_in_boxes(const Matrix &series, MArray<octave_idx_type> &box,
+ long *list, double epsilon, octave_idx_type hdim)
+{
+
+ double epsinv=1.0/epsilon;
+ for (octave_idx_type i=0;i<NMAX;i++)
+ for (octave_idx_type j=0;j<NMAX;j++)
+ box(i,j)= -1;
+
+ octave_idx_type LENGTH = series.rows ();
+ octave_idx_type dim = series.columns ();
+
+ for (octave_idx_type n=hdim;n<LENGTH-1;n++) {
+ octave_idx_type i=(octave_idx_type)(series(n,0)*epsinv)&(NMAX-1);
+ octave_idx_type j=(octave_idx_type)(series(n-hdim,dim-1)*epsinv)&(NMAX-1);
+ list[n]=box(i,j);
+ box(i,j)=n;
+ }
+}
+
+unsigned int hfind_neighbors(const Matrix &series,
+ const MArray<octave_idx_type> indexes,
+ const MArray<octave_idx_type> box,
+ const long *list,
+ double **cast,
+ octave_idx_type *found, double epsilon,
+ octave_idx_type hdim)
+{
+
+ octave_idx_type nfound=0;
+
+ octave_idx_type dim = series.columns ();
+
+ double epsinv=1.0/epsilon;
+ octave_idx_type i=(octave_idx_type)(cast[hdim][0]*epsinv)&(NMAX-1);
+ octave_idx_type j=(octave_idx_type)(cast[0][dim-1]*epsinv)&(NMAX-1);
+
+ for (octave_idx_type i1=i-1;i1<=i+1;i1++) {
+ octave_idx_type i2=i1&(NMAX-1);
+ for (octave_idx_type j1=j-1;j1<=j+1;j1++) {
+ octave_idx_type element=box(i2,j1&(NMAX-1));
+ while (element != -1) {
+ double max=0.0;
+ bool toolarge = false;
+ for (octave_idx_type l=0;(l<dim*embed) && (toolarge == false);l++) {
+ octave_idx_type hc=indexes(l,0);
+ octave_idx_type hd=indexes(l,1);
+ double dx=fabs(series(element-hd,hc)-cast[hdim-hd][hc]);
+ max=(dx>max) ? dx : max;
+ if (max > epsilon) {
+ toolarge=true;
+ }
+ }
+ if (max <= epsilon)
+ found[nfound++]=element;
+ element=list[element];
+ }
+ }
+ }
+ return nfound;
+}
+
+void make_zeroth(const Matrix &series, TISEAN_rand &generator,
+ bool setnoise, const double *var, double Q,
+ const octave_idx_type *found,
+ int number,double *newcast)
+{
+ octave_idx_type len = series.rows ();
+ octave_idx_type dim = series.columns ();
+
+ for (octave_idx_type d=0;d<dim;d++) {
+ newcast[d]=0.0;
+// old sd=series[d]+1;
+ const double *sd = series.fortran_vec() + d*len + 1;
+ for (octave_idx_type i=0;i<number;i++)
+ newcast[d] += sd[found[i]];
+ newcast[d] /= (double)number;
+ }
+
+ if (setnoise) {
+ for (octave_idx_type d=0;d<dim;d++)
+ newcast[d] += generator.gaussian(var[d]*Q);
+ }
+}
+
+DEFUN_DLD (__lzo_run__, args, , HELPTEXT)
+{
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if ((nargin != 12))
+ {
+ print_usage ();
+ }
+ else
+ {
+
+ Matrix input = args(0).matrix_value ();
+ embed = args(1).idx_type_value ();
+ DELAY = args(2).idx_type_value ();
+ octave_idx_type FLENGTH = args(3).idx_type_value ();
+ MINN = args(4).idx_type_value ();
+ bool setsort = args(5).bool_value ();
+ unsigned long seed = args(6).ulong_value ();
+ double EPS0 = args(7).double_value ();
+ bool epsset = args(8).bool_value ();
+ double EPSF = args(9).double_value ();
+ double Q = args(10).double_value ();
+ bool setnoise = args(11).bool_value ();
+
+ octave_idx_type LENGTH = input.rows();
+ octave_idx_type dim = input.columns();
+ octave_idx_type hdim=(embed-1)*DELAY+1;
+
+ OCTAVE_LOCAL_BUFFER (double, min, dim);
+ OCTAVE_LOCAL_BUFFER (double, interval, dim);
+ OCTAVE_LOCAL_BUFFER (double, var, dim);
+
+ double maxinterval=0.0;
+
+ for (octave_idx_type i=0;i<dim;i++) {
+ rescale_data(input,i,LENGTH,&min[i],&interval[i]);
+ double dummy;
+ variance(input,LENGTH,&dummy,&var[i]);
+ if (interval[i] > maxinterval)
+ maxinterval=interval[i];
+ }
+
+ if (epsset)
+ EPS0 /= maxinterval;
+
+ Matrix cast_mat (dim, hdim);
+ OCTAVE_LOCAL_BUFFER (double *, cast, hdim);
+
+ for (octave_idx_type i=0;i<hdim;i++)
+ cast[i] = cast_mat.fortran_vec () + dim * i;
+
+
+ OCTAVE_LOCAL_BUFFER (double, newcast, dim);
+ OCTAVE_LOCAL_BUFFER (long, list, LENGTH);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, found, LENGTH);
+ OCTAVE_LOCAL_BUFFER (double, abstand, LENGTH);
+
+ MArray<octave_idx_type> box (dim_vector(NMAX,NMAX));
+
+ if ( ! error_state)
+ {
+ for (octave_idx_type j=0;j<dim;j++)
+ for (octave_idx_type i=0;i<hdim;i++)
+ cast[i][j]=input(LENGTH-hdim+i,j);
+
+ // old indexes=make_multi_index(dim,embed,DELAY);
+
+ octave_idx_type alldim=dim * embed;
+
+ MArray<octave_idx_type> indexes (dim_vector (alldim, 2));
+ for (octave_idx_type i=0;i<alldim;i++)
+ {
+ indexes(i,0)=i%dim;
+ indexes(i,1)=(i/dim)*DELAY;
+ }
+
+ // end old index = make_multi_index();
+
+ // old rnd_init(seed);
+ TISEAN_rand generator (seed);
+
+ double epsilon0=EPS0/EPSF;
+
+ if (setnoise)
+ Q /= 100.0;
+
+ Matrix output (FLENGTH, dim);
+ octave_idx_type row_count = 0;
+ octave_idx_type count = 1;
+ for (octave_idx_type i=0;i<FLENGTH;i++)
+ {
+ bool done=0;
+ double epsilon;
+ if (setsort)
+ epsilon= epsilon0/((double)count*EPSF);
+ else
+ epsilon=epsilon0;
+ while (!done) {
+ epsilon*=EPSF;
+ put_in_boxes(input, box, list, epsilon,(embed-1)*DELAY);
+ octave_idx_type actfound=hfind_neighbors(input, indexes, box,
+ list, cast, found,
+ epsilon,
+ (embed-1) * DELAY);
+ if (actfound >= MINN) {
+ if (setsort) {
+ epsilon0 += epsilon;
+ count++;
+ sort(input, found, abstand, cast, actfound, (embed-1)*DELAY);
+ actfound=MINN;
+ }
+ make_zeroth(input, generator, setnoise, var, Q, found,
+ actfound, newcast);
+
+ for (octave_idx_type j=0;j<dim-1;j++)
+ {
+ // old printf("%e ",newcast[j]*interval[j]+min[j]);
+ output(row_count, j) = newcast[j]*interval[j]+min[j];
+ }
+ // old printf("%e\n",newcast[dim-1]*interval[dim-1]+min[dim-1]);
+ output(row_count, dim-1) = newcast[dim-1]*interval[dim-1]
+ + min[dim-1];
+ row_count += 1;
+
+ done=1;
+ double *swap=cast[0];
+ for (octave_idx_type j=0;j<hdim-1;j++)
+ cast[j]=cast[j+1];
+ cast[hdim-1]=swap;
+ for (octave_idx_type j=0;j<dim;j++)
+ cast[hdim-1][j]=newcast[j];
+ }
+ }
+ }
+
+ if (row_count != 0)
+ {
+ output.resize (row_count, dim);
+ retval(0) = output;
+ }
+ else
+ retval(0) = Matrix (0,0);
+ }
+ }
+ return retval;
+}
diff --git a/src/__lzo_test__.cc b/src/__lzo_test__.cc
new file mode 100644
index 0000000..0ff374c
--- /dev/null
+++ b/src/__lzo_test__.cc
@@ -0,0 +1,242 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber,
+ * Piotr Held
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on lzo-test of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+#include <cmath>
+
+#include "routines_c/tsa.h"
+
+/*number of boxes for the neighbor search algorithm*/
+#define NMAX 512
+
+void sort(const Matrix &series, octave_idx_type *found,
+ double *abstand, octave_idx_type embed, octave_idx_type DELAY,
+ octave_idx_type MINN, octave_idx_type nfound,
+ double **hser)
+{
+
+ octave_idx_type hdim = (embed-1) * DELAY;
+ octave_idx_type dim = series.columns ();
+
+ for (octave_idx_type i=0;i<nfound;i++) {
+ octave_idx_type hf=found[i];
+ abstand[i]=0.0;
+ for (octave_idx_type j=0;j<dim;j++) {
+ for (octave_idx_type k=0;k<=hdim;k += DELAY) {
+ double dx=fabs(series(hf-k,j)-hser[hdim-k][j]);
+ if (dx > abstand[i]) abstand[i]=dx;
+ }
+ }
+ }
+
+ for (octave_idx_type i=0;i<MINN;i++)
+ for (octave_idx_type j=i+1;j<nfound;j++)
+ if (abstand[j]<abstand[i]) {
+ double dswap=abstand[i];
+ abstand[i]=abstand[j];
+ abstand[j]=dswap;
+ octave_idx_type iswap=found[i];
+ found[i]=found[j];
+ found[j]=iswap;
+ }
+}
+
+void make_fit(const Matrix &series, octave_idx_type dim,
+ octave_idx_type act, octave_idx_type number,
+ octave_idx_type istep, octave_idx_type *found,
+ Matrix &error_array, Matrix &diffs)
+{
+ double casted;
+ const double *help;
+ octave_idx_type h;
+ h=istep-1;
+ octave_idx_type len = series.rows ();
+ for (octave_idx_type j=0;j<dim;j++)
+ {
+ casted=0.0;
+ // old help=series[j]+istep;
+ help=series.fortran_vec()+j*len+istep;
+ for (octave_idx_type i=0;i<number;i++)
+ casted += help[found[i]];
+ casted /= (double)number;
+ diffs(act,j) = casted-help[act];
+ error_array(h,j) += sqr(casted-help[act]);
+ }
+}
+
+DEFUN_DLD (__lzo_test__, args, nargout, HELPTEXT)
+{
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if ((nargin != 13) || (nargout > 2))
+ {
+ print_usage ();
+ }
+ else
+ {
+
+ // Assign input
+ Matrix input = args(0).matrix_value ();
+ octave_idx_type embed = args(1).idx_type_value ();
+ octave_idx_type DELAY = args(2).idx_type_value ();
+ octave_idx_type CLENGTH = args(3).idx_type_value ();
+ bool clengthset = args(4).bool_value ();
+ octave_idx_type refstep = args(5).idx_type_value ();
+ octave_idx_type MINN = args(6).idx_type_value ();
+ double EPS0 = args(7).double_value ();
+ bool epsset = args(8).bool_value ();
+ double EPSF = args(9).double_value ();
+ octave_idx_type STEP = args(10).idx_type_value ();
+ octave_idx_type causal = args(11).idx_type_value ();
+ bool setsort = args(12).bool_value ();
+
+ octave_idx_type LENGTH = input.rows ();
+ octave_idx_type dim = input.columns ();
+
+ // Allocate memory and analyze input
+ OCTAVE_LOCAL_BUFFER(double*, hser, dim);
+ OCTAVE_LOCAL_BUFFER(double, av, dim);
+ OCTAVE_LOCAL_BUFFER(double, rms, dim);
+ OCTAVE_LOCAL_BUFFER(double, hinter, dim);
+
+ double mind;
+ double interval=0.0;
+
+ for (octave_idx_type i=0;i<dim;i++) {
+ rescale_data(input,i,LENGTH,&mind,&hinter[i]);
+ variance(input.column(i),LENGTH,&av[i],&rms[i]);
+ interval += hinter[i];
+ }
+ interval /= (double)dim;
+
+ OCTAVE_LOCAL_BUFFER (long, list, LENGTH);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, found, LENGTH);
+ OCTAVE_LOCAL_BUFFER (unsigned long, hfound, LENGTH);
+ OCTAVE_LOCAL_BUFFER (bool, done, LENGTH);
+ OCTAVE_LOCAL_BUFFER (double, abstand, LENGTH);
+
+ Matrix error_array (STEP, dim);
+ Matrix diffs (LENGTH, dim);
+ error_array.fill (0.0);
+
+ MArray<octave_idx_type> box (dim_vector(NMAX, NMAX));
+
+ // Compute forecast error
+ if ( ! error_state)
+ {
+ for (octave_idx_type i=0;i<LENGTH;i++)
+ done[i]=0;
+
+ bool alldone = false;
+ if (epsset)
+ EPS0 /= interval;
+
+ double epsilon = EPS0 / EPSF;
+
+ if (!clengthset)
+ CLENGTH=LENGTH;
+ octave_idx_type clength = ((CLENGTH*refstep+STEP) <= LENGTH)
+ ? CLENGTH : (LENGTH-STEP)/refstep;
+
+ // Compute estimates
+ octave_idx_type actfound;
+ octave_idx_type hi;
+ while (!alldone) {
+ alldone=1;
+ epsilon*=EPSF;
+ make_multi_box(input,box,list,LENGTH-(long)STEP,NMAX,dim,
+ embed,DELAY,epsilon);
+ for (octave_idx_type i=(embed-1)*DELAY;i<clength;i++)
+ if (!done[i]) {
+ hi=i*refstep;
+ for (octave_idx_type j=0;j<dim;j++)
+ {
+// old hser[j]=series[j]+hi;
+ hser[j] = input.fortran_vec() + j * LENGTH + hi;
+ }
+ actfound=find_multi_neighbors(input,box,list,hser,NMAX,
+ dim,embed,DELAY,epsilon,hfound);
+ actfound=exclude_interval(actfound,hi-(long)causal+1,
+ hi+causal+(embed-1)*DELAY-1,hfound,found);
+ if (actfound >= MINN)
+ {
+ if (setsort)
+ {
+ sort(input, found, abstand, embed, DELAY, MINN,
+ actfound, hser);
+ actfound=MINN;
+ }
+ for (octave_idx_type j=1;j<=STEP;j++) {
+ make_fit(input,dim,hi,actfound,j,found,error_array,diffs);
+ }
+ done[i]=1;
+ }
+ alldone &= done[i];
+ }
+ }
+
+ // Create relative forecast error output
+ Matrix rel_forecast_err (STEP, dim + 1);
+ for (octave_idx_type i=0;i<STEP;i++)
+ {
+ rel_forecast_err(i,0) = i + 1;
+ for (octave_idx_type j=0;j<dim;j++)
+ {
+// old fprintf(stdout,"%e ",
+// sqrt(error[j][i]/(clength-(embed-1)*DELAY))/rms[j]);
+ rel_forecast_err(i,j+1) = sqrt(error_array(i,j)
+ /(clength-(embed-1)*DELAY))/rms[j];
+ }
+ }
+
+ // Create individual forecast error output
+ Matrix ind_forecast_err (1,1);
+ if (nargout > 1)
+ {
+ ind_forecast_err.resize(clength - (embed-1)*DELAY, dim);
+ for (octave_idx_type i=(embed-1)*DELAY;i<clength;i++)
+ {
+ hi=i*refstep;
+ for (octave_idx_type j=0;j<dim;j++)
+ {
+// old fprintf(stdout,"%e ",diffs[j][hi]*hinter[j]);
+ ind_forecast_err(i-(embed-1)*DELAY,j) = \
+ diffs(hi,j)*hinter[j];
+ }
+ }
+ }
+
+ retval(0) = rel_forecast_err;
+ retval(1) = ind_forecast_err;
+ }
+ }
+ return retval;
+}
diff --git a/src/__pca__.cc b/src/__pca__.cc
new file mode 100644
index 0000000..5e51131
--- /dev/null
+++ b/src/__pca__.cc
@@ -0,0 +1,251 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ * Piotr Held
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger */
+/* Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on pca of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+/********************************************************************/
+/********************************************************************/
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+
+#include "routines_c/tsa.h"
+
+void ordne(double *lyap,int *ord,octave_idx_type dimemb)
+{
+ long i,j,maxi;
+ double max;
+
+ for (i=0;i<dimemb;i++)
+ ord[i]=i;
+
+ for (i=0;i<dimemb-1;i++)
+ for (j=i+1;j<dimemb;j++)
+ if (lyap[i] < lyap[j]) {
+ max=lyap[i];
+ lyap[i]=lyap[j];
+ lyap[j]=max;
+ maxi=ord[i];
+ ord[i]=ord[j];
+ ord[j]=maxi;
+ }
+}
+
+DEFUN_DLD (__pca__, args, , HELPTEXT)
+{
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 7)
+ {
+ print_usage();
+ }
+ else
+ {
+
+ Matrix input = args(0).matrix_value ();
+ octave_idx_type DIM = args(1).idx_type_value ();
+ octave_idx_type EMB = args(2).idx_type_value ();
+ octave_idx_type DELAY = args(3).idx_type_value ();
+ octave_idx_type LDIM = args(4).idx_type_value ();
+ bool projection_set = args(5).bool_value ();
+ int w = args(6).int_value ();
+
+ octave_idx_type LENGTH = input.rows ();
+
+ bool write_values=0,write_vectors=0;
+ bool write_comp=0,write_proj=0;
+
+ write_values = 1;
+ if (w > 0)
+ write_vectors = 1;
+ if (w == 2)
+ write_comp = 1;
+ if (w == 3)
+ write_proj = 1;
+
+ octave_idx_type dimemb=DIM*EMB;
+ if (!projection_set)
+ LDIM=dimemb;
+ else {
+ if (LDIM < 1) LDIM=1;
+ if (LDIM > dimemb) LDIM=dimemb;
+ }
+
+ OCTAVE_LOCAL_BUFFER (double, av, DIM);
+ double rms;
+
+ for (octave_idx_type j=0;j<DIM;j++) {
+ av[j]=rms=0.0;
+ variance(input.column(j),LENGTH,&av[j],&rms);
+ for (octave_idx_type i=0;i<LENGTH;i++)
+ input(i,j) -= av[j];
+ }
+
+ // old make_pca()
+ octave_idx_type i1,i2,j1,j2,k1,k2;
+ double hsp=0.0;
+
+ OCTAVE_LOCAL_BUFFER (int, ord, dimemb);
+ OCTAVE_LOCAL_BUFFER (double, eig, dimemb);
+ OCTAVE_LOCAL_BUFFER (double, matarray, dimemb*dimemb);
+ OCTAVE_LOCAL_BUFFER (double*, mat, dimemb);
+
+ for (octave_idx_type i=0;i<dimemb;i++)
+ mat[i]=(double*)(matarray+i*dimemb);
+
+ for (octave_idx_type i=0;i<dimemb;i++) {
+ i1=i/EMB;
+ i2=(i%EMB)*DELAY;
+ for (octave_idx_type j=i;j<dimemb;j++) {
+ j1=j/EMB;
+ j2=(j%EMB)*DELAY;
+ mat[i][j]=0.0;
+ for (octave_idx_type k=(EMB-1)*DELAY;k<LENGTH;k++)
+ mat[i][j] += input(k-i2,i1)*input(k-j2,j1);
+ mat[j][i]=(mat[i][j] /= (double)(LENGTH-(EMB-1)*DELAY));
+ }
+ }
+
+ eigen(mat,dimemb,eig);
+ ordne(eig,ord,dimemb);
+
+ Matrix eigvals (dimemb, 2);
+
+ int rows = 0;
+ int cols = 0;
+
+ if (write_vectors)
+ {
+ rows = dimemb;
+ cols = dimemb;
+ }
+
+ Matrix eigvec (rows, cols);
+
+ rows = 0;
+ cols = 0;
+
+ if (write_comp)
+ {
+ rows = LENGTH-(EMB-1)*DELAY;
+ cols = LDIM;
+ }
+
+ Matrix retcomp (rows, cols);
+
+ rows = 0;
+ cols = 0;
+
+ if (write_proj)
+ {
+ rows = LENGTH;
+ cols = DIM;
+ }
+
+ Matrix retproj (rows, cols);
+
+ for (octave_idx_type i=0;i<dimemb;i++)
+ if (write_values) {
+ // fprintf(stdout,"%d %e\n",i,eig[i]);
+ eigvals(i,0) = i;
+ eigvals(i,1) = eig[i];
+ }
+
+ if (write_vectors) {
+ for (octave_idx_type i=0;i<dimemb;i++) {
+ for (octave_idx_type j=0;j<dimemb;j++) {
+ j1=ord[j];
+ // fprintf(fout,"%e ",mat[i][j1]);
+ eigvec (i,j) = mat[i][j1];
+ }
+ }
+ }
+
+ if (write_comp) {
+ for (octave_idx_type i=(EMB-1)*DELAY;i<LENGTH;i++) {
+ for (octave_idx_type j=0;j<LDIM;j++) {
+ j1=ord[j];
+ hsp=0.0;
+ for (octave_idx_type k=0;k<dimemb;k++) {
+ k1=k/EMB;
+ k2=(k%EMB)*DELAY;
+ hsp += mat[k][j1]*(input(i-k2,k1)+av[k1]);
+ }
+ // fprintf(fout,"%e ",hsp);
+ retcomp(i-(EMB-1)*DELAY,j) = hsp;
+ }
+ }
+ }
+
+ if (write_proj)
+ {
+ OCTAVE_LOCAL_BUFFER (double, sp, LDIM);
+
+ for (octave_idx_type i=0;i<(EMB-1)*DELAY;i++)
+ {
+ for (octave_idx_type j=0;j<DIM;j++)
+ //// fprintf(stdout,"%e ",series[j][i]+av[j]);
+ retproj(i,j) = input(i,j)+av[j];
+ }
+ for (octave_idx_type i=(EMB-1)*DELAY;i<LENGTH;i++)
+ {
+ for (octave_idx_type j=0;j<LDIM;j++)
+ {
+ j1=ord[j];
+ sp[j]=0.0;
+ for (octave_idx_type k=0;k<dimemb;k++)
+ {
+ k1=k/EMB;
+ k2=(k%EMB)*DELAY;
+ sp[j] += mat[k][j1]*input(i-k2,k1);
+ }
+ }
+ for (octave_idx_type j=0;j<DIM;j++)
+ {
+ hsp=0.0;
+ for (octave_idx_type k=0;k<LDIM;k++)
+ {
+ k1=ord[k];
+ hsp += mat[j*EMB][k1]*sp[k];
+ }
+ //// fprintf(stdout,"%e ",hsp+av[j]);
+ retproj(i,j) = hsp + av[j];
+ }
+ }
+ }
+
+
+ retval(0) = eigvals;
+ retval(1) = eigvec;
+ if (write_comp)
+ retval(2) = retcomp;
+ if (write_proj)
+ retval(2) = retproj;
+ }
+
+ return retval;
+}
diff --git a/src/__poincare__.cc b/src/__poincare__.cc
new file mode 100755
index 0000000..66c8191
--- /dev/null
+++ b/src/__poincare__.cc
@@ -0,0 +1,147 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ * Piotr Held
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on poincare of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+/********************************************************************/
+/********************************************************************/
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#define DIRECTION_FROM_BELOW false
+
+#include <octave/oct.h>
+
+octave_idx_type poincare (const double *series, octave_idx_type length,
+ octave_idx_type embdim, octave_idx_type delay,
+ octave_idx_type comp, double where, bool direction,
+ Matrix &output)
+{
+ octave_idx_type jd;
+ octave_idx_type count = 0;
+ octave_idx_type column = 0;
+ double delta,xcut;
+ double time=0.0,lasttime=0.0;
+
+ if (direction == DIRECTION_FROM_BELOW)
+ {
+ for (octave_idx_type i=(comp-1)*delay;i<length-(embdim-comp)*delay-1;i++)
+ {
+ if ((series[i] < where) && (series[i+1] >= where))
+ {
+ delta=(series[i]-where)/(series[i]-series[i+1]);
+ time=(double)i+delta;
+ if (lasttime > 0.0)
+ {
+ column = 0;
+ for (octave_idx_type j= -(comp-1);j<=embdim-comp;j++)
+ {
+ if (j != 0)
+ {
+ jd=i+j*delay;
+ xcut=series[jd]+delta*(series[jd+1]-series[jd]);
+ // old fprintf(stdout,"%e ",xcut);
+ output(count, column) = xcut;
+ column += 1;
+ }
+ }
+ // old fprintf(stdout,"%e\n",time-lasttime);
+ output(count, column) = time - lasttime;
+ count += 1;
+ }
+ }
+ lasttime=time;
+ }
+ }
+ else // direction is from above
+ {
+ for (octave_idx_type i=(comp-1)*delay;i<length-(embdim-comp)*delay-1;i++)
+ {
+ if ((series[i] > where) && (series[i+1] <= where))
+ {
+ delta=(series[i]-where)/(series[i]-series[i+1]);
+ time=(double)i+delta;
+ if (lasttime > 0.0)
+ {
+ column = 0;
+ for (octave_idx_type j= -(comp-1);j<=embdim-comp;j++)
+ {
+ if (j != 0)
+ {
+ jd=i+j*delay;
+ xcut=series[jd]+delta*(series[jd+1]-series[jd]);
+ // old fprintf(stdout,"%e ",xcut);
+ output(count, column) = xcut;
+ column += 1;
+ }
+ }
+ // old fprintf(stdout,"%e\n",time-lasttime);
+ output(count, column) = time - lasttime;
+ count += 1;
+ }
+ lasttime=time;
+ }
+ }
+ }
+ return count;
+}
+
+DEFUN_DLD (__poincare__, args, , HELPTEXT)
+{
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 7)
+ {
+ print_usage ();
+ }
+ else
+ {
+ // Load data into local variables
+ NDArray input = args(0).array_value ();
+ octave_idx_type embdim = args(1).idx_type_value ();
+ octave_idx_type delay = args(2).idx_type_value ();
+ octave_idx_type comp = args(3).idx_type_value ();
+ double where = args(4).double_value ();
+ bool direction = args(5).bool_value ();
+ octave_idx_type out_size = args(6).idx_type_value ();
+
+
+
+ if ( ! error_state)
+ {
+ Matrix output (out_size, embdim);
+
+ octave_idx_type count = poincare (input.fortran_vec(),
+ input.numel(), embdim,
+ delay, comp, where, direction,
+ output);
+ // Resize output to fit sections found
+ output.resize (count, embdim);
+
+ retval(0) = output;
+ }
+ }
+ return retval;
+}
diff --git a/src/__polynom__.cc b/src/__polynom__.cc
new file mode 100755
index 0000000..88259c7
--- /dev/null
+++ b/src/__polynom__.cc
@@ -0,0 +1,309 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ * Piotr Held
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on polynom of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+#include "routines_c/tsa.h"
+
+double polynom(double *series, octave_idx_type DELAY, octave_idx_type N,
+ octave_idx_type act,octave_idx_type dim,long cur,long fac)
+{
+ double ret=1.0;
+
+ octave_idx_type n = cur/fac;
+ octave_idx_type hi = act-(dim-1)*DELAY;
+ for (octave_idx_type j=1;j<=n;j++)
+ ret *= series[hi];
+ if (dim > 1)
+ ret *= polynom(series, DELAY, N,act,dim-1,cur-n*fac,fac/(N+1));
+
+ return ret;
+}
+
+octave_idx_type number_pars(octave_idx_type DIM, octave_idx_type ord,
+ octave_idx_type start)
+{
+
+ octave_idx_type ret=0;
+
+ if (ord == 1)
+ for (octave_idx_type i=start;i<=DIM;i++)
+ ret += 1;
+ else
+ for (octave_idx_type i=start;i<=DIM;i++)
+ ret += number_pars(DIM, ord-1,i);
+
+ return ret;
+}
+
+void make_coding(std::vector <octave_idx_type> &coding_vec, octave_idx_type N,
+ octave_idx_type ord, octave_idx_type d,
+ octave_idx_type fac, octave_idx_type cur)
+{
+ if (d == -1)
+ coding_vec.push_back (cur);
+ else
+ for (octave_idx_type j=0;j<=ord;j++)
+ make_coding(coding_vec, N, ord-j,d-1,fac*(N+1),cur+j*fac);
+}
+
+void make_fit(double *series, octave_idx_type *coding, double *results,
+ octave_idx_type INSAMPLE, octave_idx_type N,
+ octave_idx_type DIM, octave_idx_type DELAY,
+ long maxencode, octave_idx_type pars)
+{
+
+ Matrix mat_b (pars,1);
+ double *b = mat_b.fortran_vec ();
+
+ Matrix mat (pars,pars);
+ OCTAVE_LOCAL_BUFFER (double *, mat_arr, pars);
+
+ for (octave_idx_type i=0;i<pars;i++)
+ mat_arr[i]=mat.fortran_vec () + i * pars;
+
+ for (octave_idx_type i=0;i<pars;i++) {
+ b[i]=0.0;
+ for (octave_idx_type j=0;j<pars;j++)
+ mat_arr[i][j]=0.0;
+ }
+
+ for (octave_idx_type i=0;i<pars;i++)
+ for (octave_idx_type j=i;j<pars;j++)
+ for (octave_idx_type k=(DIM-1)*DELAY;k<INSAMPLE-1;k++)
+ mat_arr[i][j] += polynom(series,DELAY,N,k,DIM,coding[i],maxencode)*
+ polynom(series,DELAY,N,k,DIM,coding[j],maxencode);
+ for (octave_idx_type i=0;i<pars;i++)
+ for (octave_idx_type j=i;j<pars;j++)
+ mat_arr[j][i]=(mat_arr[i][j] /= (INSAMPLE-1-(DIM-1)*DELAY));
+
+ for (octave_idx_type i=0;i<pars;i++) {
+ for (octave_idx_type j=(DIM-1)*DELAY;j<INSAMPLE-1;j++)
+ b[i] += series[j+1]*polynom(series,DELAY,N,j,DIM,coding[i],maxencode);
+ b[i] /= (INSAMPLE-1-(DIM-1)*DELAY);
+ }
+
+// old solvele(mat_arr,b,pars);
+ Matrix solved_vec = mat.solve (mat_b);
+ double *solved_ptr = solved_vec.fortran_vec ();
+
+ for (octave_idx_type i=0;i<pars;i++)
+ results[i]=solved_ptr[i];
+
+}
+
+void decode(octave_idx_type N,octave_idx_type *out,int dim,long cur,long fac)
+{
+
+ octave_idx_type n=cur/fac;
+ out[dim]=n;
+ if (dim > 0)
+ decode(N,out,dim-1,cur-(long)n*fac,fac/(N+1));
+}
+
+double make_error(double *series, octave_idx_type *coding, double *results,
+ octave_idx_type N, octave_idx_type DIM,
+ octave_idx_type DELAY, long maxencode, octave_idx_type pars,
+ octave_idx_type i0, octave_idx_type i1)
+{
+
+ double err=0.0;
+ for (octave_idx_type j=i0+(DIM-1)*DELAY;j<(long)i1-1;j++) {
+ double h=0.0;
+ for (octave_idx_type k=0;k<pars;k++)
+ h += results[k]*polynom(series,DELAY,N,j,DIM,coding[k],maxencode);
+ err += (series[j+1]-h)*(series[j+1]-h);
+ }
+ return err /= (double)(i1-i0-(DIM-1)*DELAY);
+}
+
+void make_cast (NDArray &forecast, double *series, octave_idx_type *coding,
+ double * results, octave_idx_type LENGTH,
+ octave_idx_type CLENGTH, octave_idx_type N,
+ octave_idx_type DIM, octave_idx_type DELAY, long maxencode,
+ octave_idx_type pars,
+ double std_dev)
+{
+
+ for (octave_idx_type i=0;i<=(DIM-1)*DELAY;i++)
+ series[i]=series[LENGTH-(DIM-1)*DELAY-1+i];
+
+ octave_idx_type hi=(DIM-1)*DELAY;
+ forecast.resize (dim_vector (CLENGTH,1));
+ for (octave_idx_type i=1;i<=CLENGTH;i++)
+ {
+ double casted=0.0;
+ for (octave_idx_type k=0;k<pars;k++)
+ casted += results[k]*polynom(series,DELAY,N,(DIM-1)*DELAY,DIM,
+ coding[k],maxencode);
+
+ // old fprintf(fcast,"%e\n",casted*std_dev);
+ forecast(i-1) = casted*std_dev;
+ for (octave_idx_type j=0;j<(DIM-1)*DELAY;j++)
+ series[j]=series[j+1];
+ series[hi]=casted;
+ }
+}
+
+DEFUN_DLD (__polynom__, args, nargout, HELPTEXT)
+{
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 6 || nargout != 5)
+ {
+ print_usage ();
+ }
+ else
+ {
+
+ // Assign input
+ NDArray input = args(0).array_value ();
+ octave_idx_type DIM = args(1).idx_type_value ();
+ octave_idx_type DELAY = args(2).idx_type_value ();
+ octave_idx_type N = args(3).idx_type_value ();
+ octave_idx_type INSAMPLE = args(4).idx_type_value ();
+ octave_idx_type CLENGTH = args(5).idx_type_value ();
+
+ octave_idx_type LENGTH = input.numel ();
+ double *series = input.fortran_vec ();
+
+ // Analyze inputs
+ double std_dev, av;
+ variance(input,LENGTH,&av,&std_dev);
+
+ // Rescale input
+ for (octave_idx_type i=0;i<LENGTH;i++)
+ series[i] /= std_dev;
+
+ // Create help values for the fit
+ long maxencode=1;
+ for (octave_idx_type i=1;i<DIM;i++)
+ maxencode *= (N+1);
+
+ octave_idx_type pars = 1;
+ for (octave_idx_type i=1;i<=N;i++) {
+ pars += number_pars(DIM, i,1);
+ }
+
+ // Allocate memory
+ OCTAVE_LOCAL_BUFFER (double, results, pars);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, opar, DIM);
+
+ // Create coding
+ std::vector <octave_idx_type> coding_vec;
+ coding_vec.reserve (pars);
+ make_coding(coding_vec,N,N,DIM-1,1,0);
+ octave_idx_type *coding = coding_vec.data();
+
+ if (! error_state)
+ {
+ // Promote warnings connected with singular matrixes to errors
+ set_warning_state ("Octave:nearly-singular-matrix","error");
+ set_warning_state ("Octave:singular-matrix","error");
+
+ // Make the fit
+ make_fit (series, coding, results, INSAMPLE, N, DIM, DELAY,
+ maxencode, pars);
+
+ // If error encountered during the fit there is no sense to continue
+ if (error_state)
+ {
+ return retval;
+ }
+
+ // Create outputs
+
+ // Create output that contains the number of free parameters
+ // old fprintf(file,"#number of free parameters= %d\n\n",pars);
+ octave_idx_type free_par = pars;
+
+ // Create output that contains the norm used for the fit
+ // old fprintf(file,"#used norm for the fit= %e\n",std_dev);
+ double fit_norm = std_dev;
+
+ // Create coefficients output
+ Matrix coeffs (pars, DIM + 1);
+ for (octave_idx_type j=0;j<pars;j++)
+ {
+ decode(N,opar,DIM-1,coding[j],maxencode);
+ octave_idx_type sumpar=0;
+ for (octave_idx_type k=0;k<DIM;k++)
+ {
+ sumpar += opar[k];
+ // old fprintf(file,"%d ",opar[k]);
+ coeffs(j, k) = opar[k];
+ }
+ // old fprintf(file,"%e\n",results[j]
+ // /pow(std_dev,(double)(sumpar-1)));
+ coeffs(j,DIM) = results[j]/pow(std_dev,(double)(sumpar-1));
+
+ }
+
+ // Create sample error
+ // 1st element of sample_error is the insample error
+ // 2nd element of sample_error is the out of sample error (if exists)
+ NDArray sample_err (dim_vector (1,1));
+
+ // old in_error = make_error((unsigned long)0,INSAMPLE)
+ // fprintf(file,"#average insample error= %e\n",
+ // sqrt(in_error)*std_dev);
+ sample_err(0) = sqrt(make_error(series, coding, results, N, DIM,
+ DELAY, maxencode, pars,
+ 0,INSAMPLE))
+ * std_dev;
+
+ if (INSAMPLE < LENGTH)
+ {
+ // old out_error=make_error(INSAMPLE,LENGTH);
+ // fprintf(file,"#average out of sample error= %e\n",
+ // sqrt(out_error)*std_dev);
+ sample_err.resize (dim_vector (2,1));
+ sample_err(1) = sqrt (make_error (series, coding, results, N,
+ DIM, DELAY, maxencode, pars,
+ INSAMPLE, LENGTH))
+ * std_dev;
+ }
+
+ // Create forecast
+ NDArray forecast (dim_vector (0,0));
+ if (CLENGTH > 0)
+ make_cast(forecast, series, coding, results, LENGTH, CLENGTH, N,
+ DIM, DELAY, maxencode, pars, std_dev);
+
+ // Assign outputs
+ retval(0) = free_par;
+ retval(1) = fit_norm;
+ retval(2) = coeffs;
+ retval(3) = sample_err;
+ retval(4) = forecast;
+ }
+ }
+ return retval;
+}
diff --git a/src/__rbf__.cc b/src/__rbf__.cc
new file mode 100755
index 0000000..262c196
--- /dev/null
+++ b/src/__rbf__.cc
@@ -0,0 +1,321 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ * Piotr Held
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on rbf of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include "routines_c/tsa.h"
+#include <octave/oct.h>
+
+double avdistance(octave_idx_type CENTER, octave_idx_type DIM,
+ double **center)
+{
+
+ double dist=0.0;
+
+ for (octave_idx_type i=0;i<CENTER;i++)
+ for (octave_idx_type j=0;j<CENTER;j++)
+ if (i != j)
+ for (octave_idx_type k=0;k<DIM;k++)
+ dist += sqr(center[i][k]-center[j][k]);
+
+ return sqrt(dist/(CENTER-1)/CENTER/DIM);
+}
+
+double rbf(octave_idx_type DELAY, octave_idx_type DIM, double varianz,
+ double *act,double *cen)
+{
+ double denum=2.0 * varianz * varianz;
+ double r=0;
+
+ for (octave_idx_type i=0;i<DIM;i++)
+ r += sqr(*(act-i*DELAY)-cen[i]);
+
+ return exp(-r/denum);
+}
+
+void drift(octave_idx_type CENTER, octave_idx_type DIM, double **center)
+{
+
+ const double step = 1e-2;
+
+ OCTAVE_LOCAL_BUFFER (double, force, DIM);
+ for (octave_idx_type l=0;l<20;l++) {
+ for (octave_idx_type i=0;i<CENTER;i++) {
+ for (octave_idx_type j=0;j<DIM;j++) {
+ force[j]=0.0;
+ for (octave_idx_type k=0;k<CENTER;k++) {
+ if (k != i) {
+ double h=center[i][j]-center[k][j];
+ force[j] += h/sqr(h)/fabs(h);
+ }
+ }
+ }
+ double h=0.0;
+ for (octave_idx_type j=0;j<DIM;j++)
+ h += sqr(force[j]);
+ double step1=step/sqrt(h);
+ for (octave_idx_type j=0;j<DIM;j++) {
+ double h1 = step1*force[j];
+ if (((center[i][j]+h1) > -0.1) && ((center[i][j]+h1) < 1.1))
+ center[i][j] += h1;
+ }
+ }
+ }
+}
+
+double forecast_error(double *series, double **center, double *coefs,
+ octave_idx_type CENTER, octave_idx_type DELAY,
+ octave_idx_type DIM, octave_idx_type STEP,
+ double varianz, octave_idx_type i0, octave_idx_type i1)
+{
+
+ double error_val=0.0;
+
+ for (octave_idx_type n=i0+(DIM-1)*DELAY;n<i1-STEP;n++) {
+ double h=coefs[0];
+ for (octave_idx_type i=1;i<=CENTER;i++)
+ h += coefs[i]*rbf(DELAY, DIM, varianz, &series[n],center[i-1]);
+ error_val += (series[n+STEP]-h)*(series[n+STEP]-h);
+ }
+
+ return sqrt(error_val/(i1-i0-STEP-(DIM-1)*DELAY));
+}
+
+DEFUN_DLD (__rbf__, args, nargout, HELPTEXT)
+{
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 9 || nargout > 5)
+ {
+ print_usage ();
+ }
+ else
+ {
+ // Assign input
+ NDArray input = args(0).array_value ();
+ octave_idx_type DIM = args(1).idx_type_value ();
+ octave_idx_type DELAY = args(2).idx_type_value ();
+ octave_idx_type CENTER = args(3).idx_type_value ();
+ octave_idx_type STEP = args(4).idx_type_value ();
+ octave_idx_type INSAMPLE = args(5).idx_type_value ();
+ octave_idx_type CLENGTH = args(6).idx_type_value ();
+ bool MAKECAST = args(7).bool_value ();
+ bool setdrift = args(8).bool_value ();
+
+ octave_idx_type LENGTH = input.numel ();
+ double *series = input.fortran_vec();
+
+ // Analyze input
+ double varianz, interval, min_val, av;
+
+ rescale_data(input,LENGTH,&min_val,&interval);
+ variance(input,LENGTH,&av,&varianz);
+
+ // Allocate memory
+ OCTAVE_LOCAL_BUFFER (double *, center, CENTER);
+ OCTAVE_LOCAL_BUFFER (double, center_data, CENTER * DIM);
+ for (octave_idx_type i=0;i<CENTER;i++)
+ center[i] = center_data + DIM * i;
+
+ Matrix coefs (CENTER + 1, 1);
+ double *coefs_arr = coefs.fortran_vec ();
+
+ // Assign initial values
+ octave_idx_type cstep=LENGTH-1-(DIM-1)*DELAY;
+ for (octave_idx_type i=0;i<CENTER;i++)
+ for (octave_idx_type j=0;j<DIM;j++)
+ center[i][j]=series[(DIM-1)*DELAY-j*DELAY+(i*cstep)/(CENTER-1)];
+
+ if (! error_state)
+ {
+
+ // Promote warnings connected with singular matrixes to errors
+ set_warning_state ("Octave:nearly-singular-matrix","error");
+ set_warning_state ("Octave:singular-matrix","error");
+
+ // Calculate coefficients
+ if (setdrift)
+ drift(CENTER, DIM, center);
+ varianz=avdistance(CENTER, DIM, center);
+
+ // old make_fit();
+ Matrix mat (CENTER + 1, CENTER + 1);
+ OCTAVE_LOCAL_BUFFER (double *, mat_arr, CENTER + 1);
+ for (octave_idx_type i=0;i <CENTER + 1;i++)
+ mat_arr[i]=mat.fortran_vec () + (CENTER + 1) * i;
+
+ for (octave_idx_type i=0;i<=CENTER;i++) {
+ coefs_arr[i]=0.0;
+ for (octave_idx_type j=0;j<=CENTER;j++)
+ mat_arr[i][j]=0.0;
+ }
+
+ OCTAVE_LOCAL_BUFFER (double, hcen, CENTER);
+
+ for (octave_idx_type n=(DIM-1)*DELAY;n<INSAMPLE-STEP;n++) {
+ octave_idx_type nst=n+STEP;
+ for (octave_idx_type i=0;i<CENTER;i++)
+ hcen[i]=rbf(DELAY, DIM, varianz, &series[n],center[i]);
+ coefs_arr[0] += series[nst];
+ mat_arr[0][0] += 1.0;
+ for (octave_idx_type i=1;i<=CENTER;i++)
+ mat_arr[i][0] += hcen[i-1];
+ for (octave_idx_type i=1;i<=CENTER;i++) {
+ double h = hcen[i-1];
+ coefs_arr[i] += series[nst] * h;
+ for (octave_idx_type j=1;j<=i;j++)
+ mat_arr[i][j] += h*hcen[j-1];
+ }
+ }
+
+ double h=(double)(INSAMPLE-STEP-(DIM-1)*DELAY);
+ for (octave_idx_type i=0;i<=CENTER;i++) {
+ coefs_arr[i] /= h;
+ for (octave_idx_type j=0;j<=i;j++) {
+ mat_arr[i][j] /= h;
+ mat_arr[j][i]=mat_arr[i][j];
+ }
+ }
+
+ // old solvele(mat_arr,coefs_arr, CENTER+1);
+ coefs = mat.solve(coefs);
+ coefs_arr = coefs.fortran_vec ();// coefs takes up new memory space
+
+ // If solving the matrix generated errors do not continue
+ if (error_state)
+ return retval;
+
+ // end make_fit()
+
+
+ // Create outputs
+
+ // Create centers
+ Matrix centers (CENTER, DIM);
+ for (octave_idx_type i=0;i<CENTER;i++)
+ for (octave_idx_type j=0;j<DIM;j++)
+ {
+ // old fprintf(stdout," %e",center[i][j]*interval+min_val);
+ centers(i,j) = center[i][j]*interval+min_val;
+ }
+
+ // Create variance
+ // old fprintf(stdout,"#variance= %e\n",varianz*interval);
+ double variance_val = varianz*interval;
+
+ // Create coefficients
+ NDArray coeff (dim_vector(CENTER +1, 1));
+ // old fprintf(stdout,"#%e\n",coefs[0]*interval+min_val);
+ coeff(0) = coefs_arr[0]*interval+min_val;
+ for (octave_idx_type i=1;i<=CENTER;i++)
+ {
+ // old fprintf(stdout,"#%e\n",coefs[i]*interval);
+ coeff(i) = coefs_arr[i]*interval;
+ }
+
+ // Calculate insample error
+ double sigma = 0.0;
+ av = 0.0;
+ for (octave_idx_type i=0;i<INSAMPLE;i++) {
+ av += series[i];
+ sigma += series[i]*series[i];
+ }
+ av /= INSAMPLE;
+ sigma=sqrt(fabs(sigma/INSAMPLE-av*av));
+
+ // Create sample error
+ // 1st element of sample_error is the insample error
+ // 2nd element of sample_error is the out of sample error (if exists)
+ NDArray sample_error (dim_vector(1,1));
+ // old oldfprintf(stdout,"#insample error= %e\n",
+ // forecast_error(0LU,INSAMPLE)/sigma);
+ sample_error(0) = forecast_error(series, center, coefs_arr, CENTER,
+ DELAY, DIM, STEP, varianz,
+ 0,INSAMPLE)
+ / sigma;
+
+ if (INSAMPLE < LENGTH)
+ {
+ // Calculate out of sample error
+ av=sigma=0.0;
+ for (octave_idx_type i=INSAMPLE;i<LENGTH;i++) {
+ av += series[i];
+ sigma += series[i]*series[i];
+ }
+ av /= (LENGTH-INSAMPLE);
+ sigma=sqrt(fabs(sigma/(LENGTH-INSAMPLE)-av*av));
+
+ // old fprintf(stdout,"#out of sample error= %e\n",
+ // forecast_error(INSAMPLE,LENGTH)/sigma);
+ sample_error.resize (dim_vector(2,1));
+ sample_error(1) = forecast_error(series, center, coefs_arr,
+ CENTER, DELAY, DIM, STEP,
+ varianz, INSAMPLE, LENGTH)
+ / sigma;
+ }
+
+ // Create forecast if MAKECAST == true
+ NDArray forecast (dim_vector (0,0));
+ if (MAKECAST)
+ {
+ // old make_cast ();
+
+ forecast.resize(dim_vector(CLENGTH,1));
+
+ octave_idx_type dim=(DIM-1)*DELAY;
+
+ OCTAVE_LOCAL_BUFFER (double, cast, dim + 1);
+ for (octave_idx_type i=0;i<=dim;i++)
+ cast[i]=series[LENGTH-1-dim+i];
+
+ for (octave_idx_type n=0;n<CLENGTH;n++)
+ {
+ double new_el=coefs_arr[0];
+ for (octave_idx_type i=1;i<=CENTER;i++)
+ new_el += coefs_arr[i]*rbf(DELAY,DIM,varianz,&cast[dim],
+ center[i-1]);
+ // old fprintf(out,"%e\n",new_el*interval+min_val);
+ forecast(n) = new_el*interval+min_val;
+ for (octave_idx_type i=0;i<dim;i++)
+ cast[i]=cast[i+1];
+ cast[dim]=new_el;
+ }
+ }
+
+ // Create output
+ retval(0) = centers;
+ retval(1) = variance_val; // variance;
+ retval(2) = coeff;
+ retval(3) = sample_error; // sample error [in sample; out of sample];
+ retval(4) = forecast; // forecast values;
+ }
+ }
+ return retval;
+}
+
diff --git a/src/__spikeauto__.cc b/src/__spikeauto__.cc
new file mode 100644
index 0000000..efe6ad6
--- /dev/null
+++ b/src/__spikeauto__.cc
@@ -0,0 +1,72 @@
+/* Copyright (C) 1996-2015 Piotr Held
+ *
+ * This file is part of Octave.
+ *
+ * Octave is free software; you can redistribute it and/or
+ * modify it under the terms of the GNU General Public
+ * License as published by the Free Software Foundation;
+ * either version 3 of the License, or (at your option) any
+ * later version.
+ *
+ * Octave is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied
+ * warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+ * PURPOSE. See the GNU General Public License for more
+ * details.
+ *
+ * You should have received a copy of the GNU General Public
+ * License along with Octave; see the file COPYING. If not,
+ * see <http://www.gnu.org/licenses/>.
+ */
+
+/* Author: Piotr Held <pjheld at gmail.com>.
+ * This function is based on spikeauto of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+/********************************************************************/
+/********************************************************************/
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+
+DEFUN_DLD (__spikeauto__, args, , HELPTEXT)
+{
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 3)
+ {
+ print_usage ();
+ }
+ else
+ {
+ // Assign input variables
+ Matrix X = args(0).matrix_value();
+ double bin = args(1).double_value();
+ octave_idx_type nbin = args(2).idx_type_value();
+
+ // Extract pointer to X for optimization purposes
+ double *X_ptr = X.fortran_vec ();
+
+ // Prepare output ihist
+ Array<octave_idx_type> ihist (dim_vector(nbin,1));
+ ihist.fill(0);
+ octave_idx_type *ihist_ptr = ihist.fortran_vec ();
+
+ // Calculate output
+ for (octave_idx_type n1 = 0; n1 < X.rows (); n1++)
+ for (octave_idx_type n2 = n1 + 1; n2 < X.rows (); n2++)
+ {
+ octave_idx_type il;
+ il = (octave_idx_type)((X_ptr[n2] - X_ptr[n1]) / bin);
+ if (il < nbin)
+ ihist_ptr[il] += 1;
+ }
+
+ retval(0) = ihist;
+ }
+
+ return retval;
+}
diff --git a/src/__surrogates__.cc b/src/__surrogates__.cc
new file mode 100644
index 0000000..e7d4b66
--- /dev/null
+++ b/src/__surrogates__.cc
@@ -0,0 +1,97 @@
+/* -*- coding: utf-8 -*- */
+/* Copyright (C) 1996-2015 Piotr Held <pjheld at gmail.com>
+ *
+ * This file is part of Octave.
+ *
+ * Octave is free software; you can redistribute it and/or
+ * modify it under the terms of the GNU General Public
+ * License as published by the Free Software Foundation;
+ * either version 3 of the License, or (at your option) any
+ * later version.
+ *
+ * Octave is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied
+ * warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+ * PURPOSE. See the GNU General Public License for more
+ * details.
+ *
+ * You should have received a copy of the GNU General Public
+ * License along with Octave; see the file COPYING. If not,
+ * see <http://www.gnu.org/licenses/>.
+ */
+/* Author: Piotr Held <pjheld at gmail.com>.
+ * This function is based on surrogates of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+/******************************************************************************/
+/******************************************************************************/
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+#include <octave/f77-fcn.h>
+#include <octave/Cell.h>
+
+extern "C"
+{
+ F77_RET_T
+ F77_FUNC (ts_surrogates, TS_SURROGATES)
+ (const double *xx, const octave_idx_type& nmaxp,
+ const octave_idx_type& mcmax, const octave_idx_type& imax,
+ const octave_idx_type& ispec, const double& seed, double *output,
+ octave_idx_type& iterations, double& rel_discrepency);
+}
+
+
+DEFUN_DLD (__surrogates__, args, nargout, HELPTEXT)
+{
+ octave_value_list retval;
+ int nargin = args.length ();
+
+ if (nargin != 5)
+ {
+ print_usage ();
+ }
+ else
+ {
+ // Assigning inputs
+ Matrix input = args(0).matrix_value ();
+ octave_idx_type nsur = args(1).idx_type_value ();
+ octave_idx_type imax = args(2).idx_type_value ();
+ octave_idx_type ispec = args(3).idx_type_value ();
+ double seed = args(4).double_value ();
+
+ if (! error_state)
+ {
+
+ octave_idx_type nmaxp = input.rows ();
+ octave_idx_type mcmax = input.columns ();
+
+ Cell surro_data (dim_vector (nsur,1));
+ Matrix surro_tmp (input.dims ());
+ Matrix pars (nsur, 2);
+
+ for (octave_idx_type i = 0; i < nsur; i++)
+ {
+ octave_idx_type it_tmp;
+ double rel_discrepency_tmp;
+
+ F77_XFCN (ts_surrogates, TS_SURROGATES,
+ (input.fortran_vec (), nmaxp, mcmax, imax, ispec,
+ seed, surro_tmp.fortran_vec (), it_tmp,
+ rel_discrepency_tmp));
+
+ surro_data(i) = surro_tmp;
+ pars(i,0) = it_tmp;
+ pars(i,1) = rel_discrepency_tmp;
+ }
+
+ retval(0) = surro_data;
+ retval(1) = pars;
+ }
+
+ }
+ return retval;
+}
diff --git a/src/__upo__.cc b/src/__upo__.cc
new file mode 100644
index 0000000..96e356e
--- /dev/null
+++ b/src/__upo__.cc
@@ -0,0 +1,104 @@
+/* -*- coding: utf-8 -*- */
+/* Copyright (C) 1996-2015 Piotr Held <pjheld at gmail.com>
+ *
+ * This file is part of Octave.
+ *
+ * Octave is free software; you can redistribute it and/or
+ * modify it under the terms of the GNU General Public
+ * License as published by the Free Software Foundation;
+ * either version 3 of the License, or (at your option) any
+ * later version.
+ *
+ * Octave is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied
+ * warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+ * PURPOSE. See the GNU General Public License for more
+ * details.
+ *
+ * You should have received a copy of the GNU General Public
+ * License along with Octave; see the file COPYING. If not,
+ * see <http://www.gnu.org/licenses/>.
+ */
+/* Author: Piotr Held <pjheld at gmail.com>.
+ * This function is based on upo of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+/******************************************************************************/
+/******************************************************************************/
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+#include <octave/f77-fcn.h>
+
+
+extern "C"
+{
+ F77_RET_T
+ F77_FUNC (ts_upo, TS_UPO)
+ (const int& m, const double& eps,
+ const double& frac, const double& teq,
+ const double& tdis, const double& h,
+ const double& tacc, const int& iper,
+ const int& icen, const int& lines_read,
+ double* in_out1, double* olens,
+ double* orbit_data, const int& sizedat,
+ double* accuracy, double* stability);
+}
+
+
+DEFUN_DLD (__upo__, args, nargout, HELPTEXT)
+{
+ octave_value_list retval;
+ int nargin = args.length ();
+
+
+ if ((nargin != 10) || (nargout != 4))
+ {
+ print_usage ();
+ }
+ else
+ {
+ // Assigning inputs
+ NDArray in_out1 = args(0).array_value();
+ int m = args(1).int_value();
+ double eps = args(2).double_value();
+ double frac = args(3).double_value();
+ double teq = args(4).double_value();
+ double tdis = args(5).double_value();
+ double h = args(6).double_value();
+ double tacc = args(7).double_value();
+ int iper = args(8).int_value();
+ int icen = args(9).int_value();
+
+
+
+ if (! error_state)
+ {
+
+ int lines_read = in_out1.numel();
+ // Generating output vectors with estimated lengths
+ // The extra length (+1) is to store the actual lengths
+ NDArray olens (dim_vector (icen+1,1));
+ NDArray orbit_data (dim_vector ( (icen*20<lines_read?\
+ icen*20:lines_read)+1, 1));
+ NDArray acc (dim_vector (icen+1,1));
+ NDArray stability (dim_vector (icen+1,1));
+
+ F77_XFCN (ts_upo, TS_UPO,
+ (m, eps, frac,teq, tdis, h, tacc, iper,icen, lines_read,
+ in_out1.fortran_vec(), olens.fortran_vec(),
+ orbit_data.fortran_vec(), orbit_data.numel(),
+ acc.fortran_vec(), stability.fortran_vec()));
+
+
+ retval(0) = olens;
+ retval(1) = orbit_data;
+ retval(2) = acc;
+ retval(3) = stability;
+ }
+ }
+ return retval;
+}
diff --git a/src/__xzero__.cc b/src/__xzero__.cc
new file mode 100755
index 0000000..33c610c
--- /dev/null
+++ b/src/__xzero__.cc
@@ -0,0 +1,149 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ * Piotr Held
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on xzero of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+
+#define HELPTEXT "Part of tisean package\n\
+No argument checking\n\
+FOR INTERNAL USE ONLY"
+
+#include <octave/oct.h>
+#include "routines_c/tsa.h"
+
+/*number of boxes for the neighbor search algorithm*/
+#define NMAX 128
+
+double make_fit(double *series1, double *series2, octave_idx_type *found,
+ octave_idx_type act, octave_idx_type number,
+ octave_idx_type istep)
+{
+ double casted=0.0;
+
+ for (octave_idx_type i=0;i<number;i++)
+ casted += series1[found[i]+istep];
+ casted /= number;
+
+ return (casted-series2[act+istep])*(casted-series2[act+istep]);
+}
+
+DEFUN_DLD (__xzero__, args, nargout, HELPTEXT)
+{
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if (nargin != 10)
+ {
+ print_usage ();
+ }
+ else
+ {
+
+ // Assign input
+ NDArray input1 = args(0).array_value ();
+ NDArray input2 = args(1).array_value ();
+ octave_idx_type DIM = args(2).idx_type_value ();
+ octave_idx_type DELAY = args(3).idx_type_value ();
+ octave_idx_type CLENGTH = args(4).idx_type_value ();
+ octave_idx_type MINN = args(5).idx_type_value ();
+ double EPS0 = args(6).double_value ();
+ bool epsset = args(7).bool_value ();
+ double EPSF = args(8).double_value ();
+ octave_idx_type STEP = args(9).idx_type_value ();
+
+ octave_idx_type LENGTH = input1.numel ();
+ double *series1 = input1.fortran_vec ();
+ double *series2 = input2.fortran_vec ();
+
+ // Analyze input
+ double min_val,hinter;
+ rescale_data(input1,LENGTH,&min_val,&hinter);
+ double interval=hinter;
+ rescale_data(input2,LENGTH,&min_val,&hinter);
+ interval=(interval+hinter)/2.0;
+
+ double av2, rms2;
+ variance(input2,LENGTH,&av2,&rms2);
+
+ // Allocate memory
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, list, LENGTH);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, found, LENGTH);
+ OCTAVE_LOCAL_BUFFER (bool, done, LENGTH);
+ OCTAVE_LOCAL_BUFFER (double, error_array, STEP);
+
+ for (octave_idx_type i=0;i<STEP;i++)
+ error_array[i]=0.0;
+
+ OCTAVE_LOCAL_BUFFER (octave_idx_type *, box, NMAX);
+ OCTAVE_LOCAL_BUFFER (octave_idx_type, box_data, NMAX * NMAX);
+ for (octave_idx_type i=0;i<NMAX;i++)
+ box[i]=box_data + NMAX * i;
+
+
+ // Setup variables
+ for (octave_idx_type i=0;i<LENGTH;i++)
+ done[i]=0;
+
+ bool alldone=0;
+ if (epsset)
+ EPS0 /= interval;
+
+ double epsilon=EPS0/EPSF;
+ octave_idx_type clength=(CLENGTH <= LENGTH) ? CLENGTH-STEP : LENGTH-STEP;
+
+ if (! error_state)
+ {
+ // Calculate fit
+ while (!alldone) {
+ alldone=1;
+ epsilon*=EPSF;
+ make_box(series1,box,list,LENGTH-STEP,NMAX,DIM,DELAY,epsilon);
+ for (octave_idx_type i=(DIM-1)*DELAY;i<clength;i++)
+ if (!done[i]) {
+ octave_idx_type actfound;
+ actfound=find_neighbors(series1,box,list,series2+i,LENGTH,NMAX,
+ DIM,DELAY,epsilon,found);
+ if (actfound >= MINN) {
+ for (octave_idx_type j=1;j<=STEP;j++)
+ error_array[j-1] += make_fit (series1, series2, found,
+ i,actfound,j);
+ done[i]=1;
+ }
+ alldone &= done[i];
+ }
+ }
+
+ // Create output
+ Matrix output (STEP,1);
+ for (octave_idx_type i=0;i<STEP;i++)
+ {
+// old fprintf(stdout,"%lu %e\n",i+1,
+// sqrt(error_array[i]/(clength-(DIM-1)*DELAY))/rms2);
+ output(i,0) = sqrt(error_array[i]/(clength-(DIM-1)*DELAY))/rms2;
+ }
+ retval(0) = output;
+ }
+
+ }
+ return retval;
+}
diff --git a/src/aclocal.m4 b/src/aclocal.m4
new file mode 100644
index 0000000..a7fbd0d
--- /dev/null
+++ b/src/aclocal.m4
@@ -0,0 +1,15 @@
+# generated automatically by aclocal 1.14.1 -*- Autoconf -*-
+
+# Copyright (C) 1996-2013 Free Software Foundation, Inc.
+
+# This file is free software; the Free Software Foundation
+# gives unlimited permission to copy and/or distribute it,
+# with or without modifications, as long as this notice is preserved.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY, to the extent permitted by law; without
+# even the implied warranty of MERCHANTABILITY or FITNESS FOR A
+# PARTICULAR PURPOSE.
+
+m4_ifndef([AC_CONFIG_MACRO_DIRS], [m4_defun([_AM_CONFIG_MACRO_DIRS], [])m4_defun([AC_CONFIG_MACRO_DIRS], [_AM_CONFIG_MACRO_DIRS($@)])])
+m4_include([m4/ax_cxx_compile_stdcxx_11.m4])
diff --git a/src/configure b/src/configure
new file mode 100755
index 0000000..c77fe5f
--- /dev/null
+++ b/src/configure
@@ -0,0 +1,4108 @@
+#! /bin/sh
+# Guess values for system-dependent variables and create Makefiles.
+# Generated by GNU Autoconf 2.69 for Octave-Forge tisean package 0.2.3.
+#
+#
+# Copyright (C) 1992-1996, 1998-2012 Free Software Foundation, Inc.
+#
+#
+# This configure script is free software; the Free Software Foundation
+# gives unlimited permission to copy, distribute and modify it.
+## -------------------- ##
+## M4sh Initialization. ##
+## -------------------- ##
+
+# Be more Bourne compatible
+DUALCASE=1; export DUALCASE # for MKS sh
+if test -n "${ZSH_VERSION+set}" && (emulate sh) >/dev/null 2>&1; then :
+ emulate sh
+ NULLCMD=:
+ # Pre-4.2 versions of Zsh do word splitting on ${1+"$@"}, which
+ # is contrary to our usage. Disable this feature.
+ alias -g '${1+"$@"}'='"$@"'
+ setopt NO_GLOB_SUBST
+else
+ case `(set -o) 2>/dev/null` in #(
+ *posix*) :
+ set -o posix ;; #(
+ *) :
+ ;;
+esac
+fi
+
+
+as_nl='
+'
+export as_nl
+# Printing a long string crashes Solaris 7 /usr/bin/printf.
+as_echo='\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\'
+as_echo=$as_echo$as_echo$as_echo$as_echo$as_echo
+as_echo=$as_echo$as_echo$as_echo$as_echo$as_echo$as_echo
+# Prefer a ksh shell builtin over an external printf program on Solaris,
+# but without wasting forks for bash or zsh.
+if test -z "$BASH_VERSION$ZSH_VERSION" \
+ && (test "X`print -r -- $as_echo`" = "X$as_echo") 2>/dev/null; then
+ as_echo='print -r --'
+ as_echo_n='print -rn --'
+elif (test "X`printf %s $as_echo`" = "X$as_echo") 2>/dev/null; then
+ as_echo='printf %s\n'
+ as_echo_n='printf %s'
+else
+ if test "X`(/usr/ucb/echo -n -n $as_echo) 2>/dev/null`" = "X-n $as_echo"; then
+ as_echo_body='eval /usr/ucb/echo -n "$1$as_nl"'
+ as_echo_n='/usr/ucb/echo -n'
+ else
+ as_echo_body='eval expr "X$1" : "X\\(.*\\)"'
+ as_echo_n_body='eval
+ arg=$1;
+ case $arg in #(
+ *"$as_nl"*)
+ expr "X$arg" : "X\\(.*\\)$as_nl";
+ arg=`expr "X$arg" : ".*$as_nl\\(.*\\)"`;;
+ esac;
+ expr "X$arg" : "X\\(.*\\)" | tr -d "$as_nl"
+ '
+ export as_echo_n_body
+ as_echo_n='sh -c $as_echo_n_body as_echo'
+ fi
+ export as_echo_body
+ as_echo='sh -c $as_echo_body as_echo'
+fi
+
+# The user is always right.
+if test "${PATH_SEPARATOR+set}" != set; then
+ PATH_SEPARATOR=:
+ (PATH='/bin;/bin'; FPATH=$PATH; sh -c :) >/dev/null 2>&1 && {
+ (PATH='/bin:/bin'; FPATH=$PATH; sh -c :) >/dev/null 2>&1 ||
+ PATH_SEPARATOR=';'
+ }
+fi
+
+
+# IFS
+# We need space, tab and new line, in precisely that order. Quoting is
+# there to prevent editors from complaining about space-tab.
+# (If _AS_PATH_WALK were called with IFS unset, it would disable word
+# splitting by setting IFS to empty value.)
+IFS=" "" $as_nl"
+
+# Find who we are. Look in the path if we contain no directory separator.
+as_myself=
+case $0 in #((
+ *[\\/]* ) as_myself=$0 ;;
+ *) as_save_IFS=$IFS; IFS=$PATH_SEPARATOR
+for as_dir in $PATH
+do
+ IFS=$as_save_IFS
+ test -z "$as_dir" && as_dir=.
+ test -r "$as_dir/$0" && as_myself=$as_dir/$0 && break
+ done
+IFS=$as_save_IFS
+
+ ;;
+esac
+# We did not find ourselves, most probably we were run as `sh COMMAND'
+# in which case we are not to be found in the path.
+if test "x$as_myself" = x; then
+ as_myself=$0
+fi
+if test ! -f "$as_myself"; then
+ $as_echo "$as_myself: error: cannot find myself; rerun with an absolute file name" >&2
+ exit 1
+fi
+
+# Unset variables that we do not need and which cause bugs (e.g. in
+# pre-3.0 UWIN ksh). But do not cause bugs in bash 2.01; the "|| exit 1"
+# suppresses any "Segmentation fault" message there. '((' could
+# trigger a bug in pdksh 5.2.14.
+for as_var in BASH_ENV ENV MAIL MAILPATH
+do eval test x\${$as_var+set} = xset \
+ && ( (unset $as_var) || exit 1) >/dev/null 2>&1 && unset $as_var || :
+done
+PS1='$ '
+PS2='> '
+PS4='+ '
+
+# NLS nuisances.
+LC_ALL=C
+export LC_ALL
+LANGUAGE=C
+export LANGUAGE
+
+# CDPATH.
+(unset CDPATH) >/dev/null 2>&1 && unset CDPATH
+
+# Use a proper internal environment variable to ensure we don't fall
+ # into an infinite loop, continuously re-executing ourselves.
+ if test x"${_as_can_reexec}" != xno && test "x$CONFIG_SHELL" != x; then
+ _as_can_reexec=no; export _as_can_reexec;
+ # We cannot yet assume a decent shell, so we have to provide a
+# neutralization value for shells without unset; and this also
+# works around shells that cannot unset nonexistent variables.
+# Preserve -v and -x to the replacement shell.
+BASH_ENV=/dev/null
+ENV=/dev/null
+(unset BASH_ENV) >/dev/null 2>&1 && unset BASH_ENV ENV
+case $- in # ((((
+ *v*x* | *x*v* ) as_opts=-vx ;;
+ *v* ) as_opts=-v ;;
+ *x* ) as_opts=-x ;;
+ * ) as_opts= ;;
+esac
+exec $CONFIG_SHELL $as_opts "$as_myself" ${1+"$@"}
+# Admittedly, this is quite paranoid, since all the known shells bail
+# out after a failed `exec'.
+$as_echo "$0: could not re-execute with $CONFIG_SHELL" >&2
+as_fn_exit 255
+ fi
+ # We don't want this to propagate to other subprocesses.
+ { _as_can_reexec=; unset _as_can_reexec;}
+if test "x$CONFIG_SHELL" = x; then
+ as_bourne_compatible="if test -n \"\${ZSH_VERSION+set}\" && (emulate sh) >/dev/null 2>&1; then :
+ emulate sh
+ NULLCMD=:
+ # Pre-4.2 versions of Zsh do word splitting on \${1+\"\$@\"}, which
+ # is contrary to our usage. Disable this feature.
+ alias -g '\${1+\"\$@\"}'='\"\$@\"'
+ setopt NO_GLOB_SUBST
+else
+ case \`(set -o) 2>/dev/null\` in #(
+ *posix*) :
+ set -o posix ;; #(
+ *) :
+ ;;
+esac
+fi
+"
+ as_required="as_fn_return () { (exit \$1); }
+as_fn_success () { as_fn_return 0; }
+as_fn_failure () { as_fn_return 1; }
+as_fn_ret_success () { return 0; }
+as_fn_ret_failure () { return 1; }
+
+exitcode=0
+as_fn_success || { exitcode=1; echo as_fn_success failed.; }
+as_fn_failure && { exitcode=1; echo as_fn_failure succeeded.; }
+as_fn_ret_success || { exitcode=1; echo as_fn_ret_success failed.; }
+as_fn_ret_failure && { exitcode=1; echo as_fn_ret_failure succeeded.; }
+if ( set x; as_fn_ret_success y && test x = \"\$1\" ); then :
+
+else
+ exitcode=1; echo positional parameters were not saved.
+fi
+test x\$exitcode = x0 || exit 1
+test -x / || exit 1"
+ as_suggested=" as_lineno_1=";as_suggested=$as_suggested$LINENO;as_suggested=$as_suggested" as_lineno_1a=\$LINENO
+ as_lineno_2=";as_suggested=$as_suggested$LINENO;as_suggested=$as_suggested" as_lineno_2a=\$LINENO
+ eval 'test \"x\$as_lineno_1'\$as_run'\" != \"x\$as_lineno_2'\$as_run'\" &&
+ test \"x\`expr \$as_lineno_1'\$as_run' + 1\`\" = \"x\$as_lineno_2'\$as_run'\"' || exit 1"
+ if (eval "$as_required") 2>/dev/null; then :
+ as_have_required=yes
+else
+ as_have_required=no
+fi
+ if test x$as_have_required = xyes && (eval "$as_suggested") 2>/dev/null; then :
+
+else
+ as_save_IFS=$IFS; IFS=$PATH_SEPARATOR
+as_found=false
+for as_dir in /bin$PATH_SEPARATOR/usr/bin$PATH_SEPARATOR$PATH
+do
+ IFS=$as_save_IFS
+ test -z "$as_dir" && as_dir=.
+ as_found=:
+ case $as_dir in #(
+ /*)
+ for as_base in sh bash ksh sh5; do
+ # Try only shells that exist, to save several forks.
+ as_shell=$as_dir/$as_base
+ if { test -f "$as_shell" || test -f "$as_shell.exe"; } &&
+ { $as_echo "$as_bourne_compatible""$as_required" | as_run=a "$as_shell"; } 2>/dev/null; then :
+ CONFIG_SHELL=$as_shell as_have_required=yes
+ if { $as_echo "$as_bourne_compatible""$as_suggested" | as_run=a "$as_shell"; } 2>/dev/null; then :
+ break 2
+fi
+fi
+ done;;
+ esac
+ as_found=false
+done
+$as_found || { if { test -f "$SHELL" || test -f "$SHELL.exe"; } &&
+ { $as_echo "$as_bourne_compatible""$as_required" | as_run=a "$SHELL"; } 2>/dev/null; then :
+ CONFIG_SHELL=$SHELL as_have_required=yes
+fi; }
+IFS=$as_save_IFS
+
+
+ if test "x$CONFIG_SHELL" != x; then :
+ export CONFIG_SHELL
+ # We cannot yet assume a decent shell, so we have to provide a
+# neutralization value for shells without unset; and this also
+# works around shells that cannot unset nonexistent variables.
+# Preserve -v and -x to the replacement shell.
+BASH_ENV=/dev/null
+ENV=/dev/null
+(unset BASH_ENV) >/dev/null 2>&1 && unset BASH_ENV ENV
+case $- in # ((((
+ *v*x* | *x*v* ) as_opts=-vx ;;
+ *v* ) as_opts=-v ;;
+ *x* ) as_opts=-x ;;
+ * ) as_opts= ;;
+esac
+exec $CONFIG_SHELL $as_opts "$as_myself" ${1+"$@"}
+# Admittedly, this is quite paranoid, since all the known shells bail
+# out after a failed `exec'.
+$as_echo "$0: could not re-execute with $CONFIG_SHELL" >&2
+exit 255
+fi
+
+ if test x$as_have_required = xno; then :
+ $as_echo "$0: This script requires a shell more modern than all"
+ $as_echo "$0: the shells that I found on your system."
+ if test x${ZSH_VERSION+set} = xset ; then
+ $as_echo "$0: In particular, zsh $ZSH_VERSION has bugs and should"
+ $as_echo "$0: be upgraded to zsh 4.3.4 or later."
+ else
+ $as_echo "$0: Please tell bug-autoconf at gnu.org about your system,
+$0: including any error possibly output before this
+$0: message. Then install a modern shell, or manually run
+$0: the script under such a shell if you do have one."
+ fi
+ exit 1
+fi
+fi
+fi
+SHELL=${CONFIG_SHELL-/bin/sh}
+export SHELL
+# Unset more variables known to interfere with behavior of common tools.
+CLICOLOR_FORCE= GREP_OPTIONS=
+unset CLICOLOR_FORCE GREP_OPTIONS
+
+## --------------------- ##
+## M4sh Shell Functions. ##
+## --------------------- ##
+# as_fn_unset VAR
+# ---------------
+# Portably unset VAR.
+as_fn_unset ()
+{
+ { eval $1=; unset $1;}
+}
+as_unset=as_fn_unset
+
+# as_fn_set_status STATUS
+# -----------------------
+# Set $? to STATUS, without forking.
+as_fn_set_status ()
+{
+ return $1
+} # as_fn_set_status
+
+# as_fn_exit STATUS
+# -----------------
+# Exit the shell with STATUS, even in a "trap 0" or "set -e" context.
+as_fn_exit ()
+{
+ set +e
+ as_fn_set_status $1
+ exit $1
+} # as_fn_exit
+
+# as_fn_mkdir_p
+# -------------
+# Create "$as_dir" as a directory, including parents if necessary.
+as_fn_mkdir_p ()
+{
+
+ case $as_dir in #(
+ -*) as_dir=./$as_dir;;
+ esac
+ test -d "$as_dir" || eval $as_mkdir_p || {
+ as_dirs=
+ while :; do
+ case $as_dir in #(
+ *\'*) as_qdir=`$as_echo "$as_dir" | sed "s/'/'\\\\\\\\''/g"`;; #'(
+ *) as_qdir=$as_dir;;
+ esac
+ as_dirs="'$as_qdir' $as_dirs"
+ as_dir=`$as_dirname -- "$as_dir" ||
+$as_expr X"$as_dir" : 'X\(.*[^/]\)//*[^/][^/]*/*$' \| \
+ X"$as_dir" : 'X\(//\)[^/]' \| \
+ X"$as_dir" : 'X\(//\)$' \| \
+ X"$as_dir" : 'X\(/\)' \| . 2>/dev/null ||
+$as_echo X"$as_dir" |
+ sed '/^X\(.*[^/]\)\/\/*[^/][^/]*\/*$/{
+ s//\1/
+ q
+ }
+ /^X\(\/\/\)[^/].*/{
+ s//\1/
+ q
+ }
+ /^X\(\/\/\)$/{
+ s//\1/
+ q
+ }
+ /^X\(\/\).*/{
+ s//\1/
+ q
+ }
+ s/.*/./; q'`
+ test -d "$as_dir" && break
+ done
+ test -z "$as_dirs" || eval "mkdir $as_dirs"
+ } || test -d "$as_dir" || as_fn_error $? "cannot create directory $as_dir"
+
+
+} # as_fn_mkdir_p
+
+# as_fn_executable_p FILE
+# -----------------------
+# Test if FILE is an executable regular file.
+as_fn_executable_p ()
+{
+ test -f "$1" && test -x "$1"
+} # as_fn_executable_p
+# as_fn_append VAR VALUE
+# ----------------------
+# Append the text in VALUE to the end of the definition contained in VAR. Take
+# advantage of any shell optimizations that allow amortized linear growth over
+# repeated appends, instead of the typical quadratic growth present in naive
+# implementations.
+if (eval "as_var=1; as_var+=2; test x\$as_var = x12") 2>/dev/null; then :
+ eval 'as_fn_append ()
+ {
+ eval $1+=\$2
+ }'
+else
+ as_fn_append ()
+ {
+ eval $1=\$$1\$2
+ }
+fi # as_fn_append
+
+# as_fn_arith ARG...
+# ------------------
+# Perform arithmetic evaluation on the ARGs, and store the result in the
+# global $as_val. Take advantage of shells that can avoid forks. The arguments
+# must be portable across $(()) and expr.
+if (eval "test \$(( 1 + 1 )) = 2") 2>/dev/null; then :
+ eval 'as_fn_arith ()
+ {
+ as_val=$(( $* ))
+ }'
+else
+ as_fn_arith ()
+ {
+ as_val=`expr "$@" || test $? -eq 1`
+ }
+fi # as_fn_arith
+
+
+# as_fn_error STATUS ERROR [LINENO LOG_FD]
+# ----------------------------------------
+# Output "`basename $0`: error: ERROR" to stderr. If LINENO and LOG_FD are
+# provided, also output the error to LOG_FD, referencing LINENO. Then exit the
+# script with STATUS, using 1 if that was 0.
+as_fn_error ()
+{
+ as_status=$1; test $as_status -eq 0 && as_status=1
+ if test "$4"; then
+ as_lineno=${as_lineno-"$3"} as_lineno_stack=as_lineno_stack=$as_lineno_stack
+ $as_echo "$as_me:${as_lineno-$LINENO}: error: $2" >&$4
+ fi
+ $as_echo "$as_me: error: $2" >&2
+ as_fn_exit $as_status
+} # as_fn_error
+
+if expr a : '\(a\)' >/dev/null 2>&1 &&
+ test "X`expr 00001 : '.*\(...\)'`" = X001; then
+ as_expr=expr
+else
+ as_expr=false
+fi
+
+if (basename -- /) >/dev/null 2>&1 && test "X`basename -- / 2>&1`" = "X/"; then
+ as_basename=basename
+else
+ as_basename=false
+fi
+
+if (as_dir=`dirname -- /` && test "X$as_dir" = X/) >/dev/null 2>&1; then
+ as_dirname=dirname
+else
+ as_dirname=false
+fi
+
+as_me=`$as_basename -- "$0" ||
+$as_expr X/"$0" : '.*/\([^/][^/]*\)/*$' \| \
+ X"$0" : 'X\(//\)$' \| \
+ X"$0" : 'X\(/\)' \| . 2>/dev/null ||
+$as_echo X/"$0" |
+ sed '/^.*\/\([^/][^/]*\)\/*$/{
+ s//\1/
+ q
+ }
+ /^X\/\(\/\/\)$/{
+ s//\1/
+ q
+ }
+ /^X\/\(\/\).*/{
+ s//\1/
+ q
+ }
+ s/.*/./; q'`
+
+# Avoid depending upon Character Ranges.
+as_cr_letters='abcdefghijklmnopqrstuvwxyz'
+as_cr_LETTERS='ABCDEFGHIJKLMNOPQRSTUVWXYZ'
+as_cr_Letters=$as_cr_letters$as_cr_LETTERS
+as_cr_digits='0123456789'
+as_cr_alnum=$as_cr_Letters$as_cr_digits
+
+
+ as_lineno_1=$LINENO as_lineno_1a=$LINENO
+ as_lineno_2=$LINENO as_lineno_2a=$LINENO
+ eval 'test "x$as_lineno_1'$as_run'" != "x$as_lineno_2'$as_run'" &&
+ test "x`expr $as_lineno_1'$as_run' + 1`" = "x$as_lineno_2'$as_run'"' || {
+ # Blame Lee E. McMahon (1931-1989) for sed's syntax. :-)
+ sed -n '
+ p
+ /[$]LINENO/=
+ ' <$as_myself |
+ sed '
+ s/[$]LINENO.*/&-/
+ t lineno
+ b
+ :lineno
+ N
+ :loop
+ s/[$]LINENO\([^'$as_cr_alnum'_].*\n\)\(.*\)/\2\1\2/
+ t loop
+ s/-\n.*//
+ ' >$as_me.lineno &&
+ chmod +x "$as_me.lineno" ||
+ { $as_echo "$as_me: error: cannot create $as_me.lineno; rerun with a POSIX shell" >&2; as_fn_exit 1; }
+
+ # If we had to re-execute with $CONFIG_SHELL, we're ensured to have
+ # already done that, so ensure we don't try to do so again and fall
+ # in an infinite loop. This has already happened in practice.
+ _as_can_reexec=no; export _as_can_reexec
+ # Don't try to exec as it changes $[0], causing all sort of problems
+ # (the dirname of $[0] is not the place where we might find the
+ # original and so on. Autoconf is especially sensitive to this).
+ . "./$as_me.lineno"
+ # Exit status is that of the last command.
+ exit
+}
+
+ECHO_C= ECHO_N= ECHO_T=
+case `echo -n x` in #(((((
+-n*)
+ case `echo 'xy\c'` in
+ *c*) ECHO_T=' ';; # ECHO_T is single tab character.
+ xy) ECHO_C='\c';;
+ *) echo `echo ksh88 bug on AIX 6.1` > /dev/null
+ ECHO_T=' ';;
+ esac;;
+*)
+ ECHO_N='-n';;
+esac
+
+rm -f conf$$ conf$$.exe conf$$.file
+if test -d conf$$.dir; then
+ rm -f conf$$.dir/conf$$.file
+else
+ rm -f conf$$.dir
+ mkdir conf$$.dir 2>/dev/null
+fi
+if (echo >conf$$.file) 2>/dev/null; then
+ if ln -s conf$$.file conf$$ 2>/dev/null; then
+ as_ln_s='ln -s'
+ # ... but there are two gotchas:
+ # 1) On MSYS, both `ln -s file dir' and `ln file dir' fail.
+ # 2) DJGPP < 2.04 has no symlinks; `ln -s' creates a wrapper executable.
+ # In both cases, we have to default to `cp -pR'.
+ ln -s conf$$.file conf$$.dir 2>/dev/null && test ! -f conf$$.exe ||
+ as_ln_s='cp -pR'
+ elif ln conf$$.file conf$$ 2>/dev/null; then
+ as_ln_s=ln
+ else
+ as_ln_s='cp -pR'
+ fi
+else
+ as_ln_s='cp -pR'
+fi
+rm -f conf$$ conf$$.exe conf$$.dir/conf$$.file conf$$.file
+rmdir conf$$.dir 2>/dev/null
+
+if mkdir -p . 2>/dev/null; then
+ as_mkdir_p='mkdir -p "$as_dir"'
+else
+ test -d ./-p && rmdir ./-p
+ as_mkdir_p=false
+fi
+
+as_test_x='test -x'
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+ # Omit some internal or obsolete options to make the list less imposing.
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+\`configure' configures Octave-Forge tisean package 0.2.3 to adapt to many kinds of systems.
+
+Usage: $0 [OPTION]... [VAR=VALUE]...
+
+To assign environment variables (e.g., CC, CFLAGS...), specify them as
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+Defaults for the options are specified in brackets.
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+Configuration:
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+ --help=short display options specific to this package
+ --help=recursive display the short help of all the included packages
+ -V, --version display version information and exit
+ -q, --quiet, --silent do not print \`checking ...' messages
+ --cache-file=FILE cache test results in FILE [disabled]
+ -C, --config-cache alias for \`--cache-file=config.cache'
+ -n, --no-create do not create output files
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+ --exec-prefix=EPREFIX install architecture-dependent files in EPREFIX
+ [PREFIX]
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+By default, \`make install' will install all the files in
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+for instance \`--prefix=\$HOME'.
+
+For better control, use the options below.
+
+Fine tuning of the installation directories:
+ --bindir=DIR user executables [EPREFIX/bin]
+ --sbindir=DIR system admin executables [EPREFIX/sbin]
+ --libexecdir=DIR program executables [EPREFIX/libexec]
+ --sysconfdir=DIR read-only single-machine data [PREFIX/etc]
+ --sharedstatedir=DIR modifiable architecture-independent data [PREFIX/com]
+ --localstatedir=DIR modifiable single-machine data [PREFIX/var]
+ --libdir=DIR object code libraries [EPREFIX/lib]
+ --includedir=DIR C header files [PREFIX/include]
+ --oldincludedir=DIR C header files for non-gcc [/usr/include]
+ --datarootdir=DIR read-only arch.-independent data root [PREFIX/share]
+ --datadir=DIR read-only architecture-independent data [DATAROOTDIR]
+ --infodir=DIR info documentation [DATAROOTDIR/info]
+ --localedir=DIR locale-dependent data [DATAROOTDIR/locale]
+ --mandir=DIR man documentation [DATAROOTDIR/man]
+ --docdir=DIR documentation root
+ [DATAROOTDIR/doc/octave-forge-tisean-package]
+ --htmldir=DIR html documentation [DOCDIR]
+ --dvidir=DIR dvi documentation [DOCDIR]
+ --pdfdir=DIR pdf documentation [DOCDIR]
+ --psdir=DIR ps documentation [DOCDIR]
+_ACEOF
+
+ cat <<\_ACEOF
+_ACEOF
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+
+if test -n "$ac_init_help"; then
+ case $ac_init_help in
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+ cat <<\_ACEOF
+
+Some influential environment variables:
+ CXX C++ compiler command
+ CXXFLAGS C++ compiler flags
+ LDFLAGS linker flags, e.g. -L<lib dir> if you have libraries in a
+ nonstandard directory <lib dir>
+ LIBS libraries to pass to the linker, e.g. -l<library>
+ CPPFLAGS (Objective) C/C++ preprocessor flags, e.g. -I<include dir> if
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+ F77 Fortran 77 compiler command
+ FFLAGS Fortran 77 compiler flags
+
+Use these variables to override the choices made by `configure' or to help
+it to find libraries and programs with nonstandard names/locations.
+
+Report bugs to the package provider.
+_ACEOF
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+
+if test "$ac_init_help" = "recursive"; then
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+ac_abs_builddir=$ac_pwd$ac_dir_suffix
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+ac_abs_srcdir=$ac_abs_top_srcdir$ac_dir_suffix
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+ cd "$ac_dir" || { ac_status=$?; continue; }
+ # Check for guested configure.
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+Octave-Forge tisean package configure 0.2.3
+generated by GNU Autoconf 2.69
+
+Copyright (C) 2012 Free Software Foundation, Inc.
+This configure script is free software; the Free Software Foundation
+gives unlimited permission to copy, distribute and modify it.
+_ACEOF
+ exit
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+
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+# ac_fn_cxx_try_compile LINENO
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+cat >config.log <<_ACEOF
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+It was created by Octave-Forge tisean package $as_me 0.2.3, which was
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+cat >&5 <<_ACEOF
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+ ac_old_val_w=`echo x $ac_old_val`
+ ac_new_val_w=`echo x $ac_new_val`
+ if test "$ac_old_val_w" != "$ac_new_val_w"; then
+ { $as_echo "$as_me:${as_lineno-$LINENO}: error: \`$ac_var' has changed since the previous run:" >&5
+$as_echo "$as_me: error: \`$ac_var' has changed since the previous run:" >&2;}
+ ac_cache_corrupted=:
+ else
+ { $as_echo "$as_me:${as_lineno-$LINENO}: warning: ignoring whitespace changes in \`$ac_var' since the previous run:" >&5
+$as_echo "$as_me: warning: ignoring whitespace changes in \`$ac_var' since the previous run:" >&2;}
+ eval $ac_var=\$ac_old_val
+ fi
+ { $as_echo "$as_me:${as_lineno-$LINENO}: former value: \`$ac_old_val'" >&5
+$as_echo "$as_me: former value: \`$ac_old_val'" >&2;}
+ { $as_echo "$as_me:${as_lineno-$LINENO}: current value: \`$ac_new_val'" >&5
+$as_echo "$as_me: current value: \`$ac_new_val'" >&2;}
+ fi;;
+ esac
+ # Pass precious variables to config.status.
+ if test "$ac_new_set" = set; then
+ case $ac_new_val in
+ *\'*) ac_arg=$ac_var=`$as_echo "$ac_new_val" | sed "s/'/'\\\\\\\\''/g"` ;;
+ *) ac_arg=$ac_var=$ac_new_val ;;
+ esac
+ case " $ac_configure_args " in
+ *" '$ac_arg' "*) ;; # Avoid dups. Use of quotes ensures accuracy.
+ *) as_fn_append ac_configure_args " '$ac_arg'" ;;
+ esac
+ fi
+done
+if $ac_cache_corrupted; then
+ { $as_echo "$as_me:${as_lineno-$LINENO}: error: in \`$ac_pwd':" >&5
+$as_echo "$as_me: error: in \`$ac_pwd':" >&2;}
+ { $as_echo "$as_me:${as_lineno-$LINENO}: error: changes in the environment can compromise the build" >&5
+$as_echo "$as_me: error: changes in the environment can compromise the build" >&2;}
+ as_fn_error $? "run \`make distclean' and/or \`rm $cache_file' and start over" "$LINENO" 5
+fi
+## -------------------- ##
+## Main body of script. ##
+## -------------------- ##
+
+ac_ext=c
+ac_cpp='$CPP $CPPFLAGS'
+ac_compile='$CC -c $CFLAGS $CPPFLAGS conftest.$ac_ext >&5'
+ac_link='$CC -o conftest$ac_exeext $CFLAGS $CPPFLAGS $LDFLAGS conftest.$ac_ext $LIBS >&5'
+ac_compiler_gnu=$ac_cv_c_compiler_gnu
+
+
+
+ac_ext=cpp
+ac_cpp='$CXXCPP $CPPFLAGS'
+ac_compile='$CXX -c $CXXFLAGS $CPPFLAGS conftest.$ac_ext >&5'
+ac_link='$CXX -o conftest$ac_exeext $CXXFLAGS $CPPFLAGS $LDFLAGS conftest.$ac_ext $LIBS >&5'
+ac_compiler_gnu=$ac_cv_cxx_compiler_gnu
+if test -z "$CXX"; then
+ if test -n "$CCC"; then
+ CXX=$CCC
+ else
+ if test -n "$ac_tool_prefix"; then
+ for ac_prog in g++ c++ gpp aCC CC cxx cc++ cl.exe FCC KCC RCC xlC_r xlC
+ do
+ # Extract the first word of "$ac_tool_prefix$ac_prog", so it can be a program name with args.
+set dummy $ac_tool_prefix$ac_prog; ac_word=$2
+{ $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5
+$as_echo_n "checking for $ac_word... " >&6; }
+if ${ac_cv_prog_CXX+:} false; then :
+ $as_echo_n "(cached) " >&6
+else
+ if test -n "$CXX"; then
+ ac_cv_prog_CXX="$CXX" # Let the user override the test.
+else
+as_save_IFS=$IFS; IFS=$PATH_SEPARATOR
+for as_dir in $PATH
+do
+ IFS=$as_save_IFS
+ test -z "$as_dir" && as_dir=.
+ for ac_exec_ext in '' $ac_executable_extensions; do
+ if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then
+ ac_cv_prog_CXX="$ac_tool_prefix$ac_prog"
+ $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5
+ break 2
+ fi
+done
+ done
+IFS=$as_save_IFS
+
+fi
+fi
+CXX=$ac_cv_prog_CXX
+if test -n "$CXX"; then
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: $CXX" >&5
+$as_echo "$CXX" >&6; }
+else
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5
+$as_echo "no" >&6; }
+fi
+
+
+ test -n "$CXX" && break
+ done
+fi
+if test -z "$CXX"; then
+ ac_ct_CXX=$CXX
+ for ac_prog in g++ c++ gpp aCC CC cxx cc++ cl.exe FCC KCC RCC xlC_r xlC
+do
+ # Extract the first word of "$ac_prog", so it can be a program name with args.
+set dummy $ac_prog; ac_word=$2
+{ $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5
+$as_echo_n "checking for $ac_word... " >&6; }
+if ${ac_cv_prog_ac_ct_CXX+:} false; then :
+ $as_echo_n "(cached) " >&6
+else
+ if test -n "$ac_ct_CXX"; then
+ ac_cv_prog_ac_ct_CXX="$ac_ct_CXX" # Let the user override the test.
+else
+as_save_IFS=$IFS; IFS=$PATH_SEPARATOR
+for as_dir in $PATH
+do
+ IFS=$as_save_IFS
+ test -z "$as_dir" && as_dir=.
+ for ac_exec_ext in '' $ac_executable_extensions; do
+ if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then
+ ac_cv_prog_ac_ct_CXX="$ac_prog"
+ $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5
+ break 2
+ fi
+done
+ done
+IFS=$as_save_IFS
+
+fi
+fi
+ac_ct_CXX=$ac_cv_prog_ac_ct_CXX
+if test -n "$ac_ct_CXX"; then
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_ct_CXX" >&5
+$as_echo "$ac_ct_CXX" >&6; }
+else
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5
+$as_echo "no" >&6; }
+fi
+
+
+ test -n "$ac_ct_CXX" && break
+done
+
+ if test "x$ac_ct_CXX" = x; then
+ CXX="g++"
+ else
+ case $cross_compiling:$ac_tool_warned in
+yes:)
+{ $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: using cross tools not prefixed with host triplet" >&5
+$as_echo "$as_me: WARNING: using cross tools not prefixed with host triplet" >&2;}
+ac_tool_warned=yes ;;
+esac
+ CXX=$ac_ct_CXX
+ fi
+fi
+
+ fi
+fi
+# Provide some information about the compiler.
+$as_echo "$as_me:${as_lineno-$LINENO}: checking for C++ compiler version" >&5
+set X $ac_compile
+ac_compiler=$2
+for ac_option in --version -v -V -qversion; do
+ { { ac_try="$ac_compiler $ac_option >&5"
+case "(($ac_try" in
+ *\"* | *\`* | *\\*) ac_try_echo=\$ac_try;;
+ *) ac_try_echo=$ac_try;;
+esac
+eval ac_try_echo="\"\$as_me:${as_lineno-$LINENO}: $ac_try_echo\""
+$as_echo "$ac_try_echo"; } >&5
+ (eval "$ac_compiler $ac_option >&5") 2>conftest.err
+ ac_status=$?
+ if test -s conftest.err; then
+ sed '10a\
+... rest of stderr output deleted ...
+ 10q' conftest.err >conftest.er1
+ cat conftest.er1 >&5
+ fi
+ rm -f conftest.er1 conftest.err
+ $as_echo "$as_me:${as_lineno-$LINENO}: \$? = $ac_status" >&5
+ test $ac_status = 0; }
+done
+
+cat confdefs.h - <<_ACEOF >conftest.$ac_ext
+/* end confdefs.h. */
+
+int
+main ()
+{
+
+ ;
+ return 0;
+}
+_ACEOF
+ac_clean_files_save=$ac_clean_files
+ac_clean_files="$ac_clean_files a.out a.out.dSYM a.exe b.out"
+# Try to create an executable without -o first, disregard a.out.
+# It will help us diagnose broken compilers, and finding out an intuition
+# of exeext.
+{ $as_echo "$as_me:${as_lineno-$LINENO}: checking whether the C++ compiler works" >&5
+$as_echo_n "checking whether the C++ compiler works... " >&6; }
+ac_link_default=`$as_echo "$ac_link" | sed 's/ -o *conftest[^ ]*//'`
+
+# The possible output files:
+ac_files="a.out conftest.exe conftest a.exe a_out.exe b.out conftest.*"
+
+ac_rmfiles=
+for ac_file in $ac_files
+do
+ case $ac_file in
+ *.$ac_ext | *.xcoff | *.tds | *.d | *.pdb | *.xSYM | *.bb | *.bbg | *.map | *.inf | *.dSYM | *.o | *.obj ) ;;
+ * ) ac_rmfiles="$ac_rmfiles $ac_file";;
+ esac
+done
+rm -f $ac_rmfiles
+
+if { { ac_try="$ac_link_default"
+case "(($ac_try" in
+ *\"* | *\`* | *\\*) ac_try_echo=\$ac_try;;
+ *) ac_try_echo=$ac_try;;
+esac
+eval ac_try_echo="\"\$as_me:${as_lineno-$LINENO}: $ac_try_echo\""
+$as_echo "$ac_try_echo"; } >&5
+ (eval "$ac_link_default") 2>&5
+ ac_status=$?
+ $as_echo "$as_me:${as_lineno-$LINENO}: \$? = $ac_status" >&5
+ test $ac_status = 0; }; then :
+ # Autoconf-2.13 could set the ac_cv_exeext variable to `no'.
+# So ignore a value of `no', otherwise this would lead to `EXEEXT = no'
+# in a Makefile. We should not override ac_cv_exeext if it was cached,
+# so that the user can short-circuit this test for compilers unknown to
+# Autoconf.
+for ac_file in $ac_files ''
+do
+ test -f "$ac_file" || continue
+ case $ac_file in
+ *.$ac_ext | *.xcoff | *.tds | *.d | *.pdb | *.xSYM | *.bb | *.bbg | *.map | *.inf | *.dSYM | *.o | *.obj )
+ ;;
+ [ab].out )
+ # We found the default executable, but exeext='' is most
+ # certainly right.
+ break;;
+ *.* )
+ if test "${ac_cv_exeext+set}" = set && test "$ac_cv_exeext" != no;
+ then :; else
+ ac_cv_exeext=`expr "$ac_file" : '[^.]*\(\..*\)'`
+ fi
+ # We set ac_cv_exeext here because the later test for it is not
+ # safe: cross compilers may not add the suffix if given an `-o'
+ # argument, so we may need to know it at that point already.
+ # Even if this section looks crufty: it has the advantage of
+ # actually working.
+ break;;
+ * )
+ break;;
+ esac
+done
+test "$ac_cv_exeext" = no && ac_cv_exeext=
+
+else
+ ac_file=''
+fi
+if test -z "$ac_file"; then :
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5
+$as_echo "no" >&6; }
+$as_echo "$as_me: failed program was:" >&5
+sed 's/^/| /' conftest.$ac_ext >&5
+
+{ { $as_echo "$as_me:${as_lineno-$LINENO}: error: in \`$ac_pwd':" >&5
+$as_echo "$as_me: error: in \`$ac_pwd':" >&2;}
+as_fn_error 77 "C++ compiler cannot create executables
+See \`config.log' for more details" "$LINENO" 5; }
+else
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: yes" >&5
+$as_echo "yes" >&6; }
+fi
+{ $as_echo "$as_me:${as_lineno-$LINENO}: checking for C++ compiler default output file name" >&5
+$as_echo_n "checking for C++ compiler default output file name... " >&6; }
+{ $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_file" >&5
+$as_echo "$ac_file" >&6; }
+ac_exeext=$ac_cv_exeext
+
+rm -f -r a.out a.out.dSYM a.exe conftest$ac_cv_exeext b.out
+ac_clean_files=$ac_clean_files_save
+{ $as_echo "$as_me:${as_lineno-$LINENO}: checking for suffix of executables" >&5
+$as_echo_n "checking for suffix of executables... " >&6; }
+if { { ac_try="$ac_link"
+case "(($ac_try" in
+ *\"* | *\`* | *\\*) ac_try_echo=\$ac_try;;
+ *) ac_try_echo=$ac_try;;
+esac
+eval ac_try_echo="\"\$as_me:${as_lineno-$LINENO}: $ac_try_echo\""
+$as_echo "$ac_try_echo"; } >&5
+ (eval "$ac_link") 2>&5
+ ac_status=$?
+ $as_echo "$as_me:${as_lineno-$LINENO}: \$? = $ac_status" >&5
+ test $ac_status = 0; }; then :
+ # If both `conftest.exe' and `conftest' are `present' (well, observable)
+# catch `conftest.exe'. For instance with Cygwin, `ls conftest' will
+# work properly (i.e., refer to `conftest.exe'), while it won't with
+# `rm'.
+for ac_file in conftest.exe conftest conftest.*; do
+ test -f "$ac_file" || continue
+ case $ac_file in
+ *.$ac_ext | *.xcoff | *.tds | *.d | *.pdb | *.xSYM | *.bb | *.bbg | *.map | *.inf | *.dSYM | *.o | *.obj ) ;;
+ *.* ) ac_cv_exeext=`expr "$ac_file" : '[^.]*\(\..*\)'`
+ break;;
+ * ) break;;
+ esac
+done
+else
+ { { $as_echo "$as_me:${as_lineno-$LINENO}: error: in \`$ac_pwd':" >&5
+$as_echo "$as_me: error: in \`$ac_pwd':" >&2;}
+as_fn_error $? "cannot compute suffix of executables: cannot compile and link
+See \`config.log' for more details" "$LINENO" 5; }
+fi
+rm -f conftest conftest$ac_cv_exeext
+{ $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_cv_exeext" >&5
+$as_echo "$ac_cv_exeext" >&6; }
+
+rm -f conftest.$ac_ext
+EXEEXT=$ac_cv_exeext
+ac_exeext=$EXEEXT
+cat confdefs.h - <<_ACEOF >conftest.$ac_ext
+/* end confdefs.h. */
+#include <stdio.h>
+int
+main ()
+{
+FILE *f = fopen ("conftest.out", "w");
+ return ferror (f) || fclose (f) != 0;
+
+ ;
+ return 0;
+}
+_ACEOF
+ac_clean_files="$ac_clean_files conftest.out"
+# Check that the compiler produces executables we can run. If not, either
+# the compiler is broken, or we cross compile.
+{ $as_echo "$as_me:${as_lineno-$LINENO}: checking whether we are cross compiling" >&5
+$as_echo_n "checking whether we are cross compiling... " >&6; }
+if test "$cross_compiling" != yes; then
+ { { ac_try="$ac_link"
+case "(($ac_try" in
+ *\"* | *\`* | *\\*) ac_try_echo=\$ac_try;;
+ *) ac_try_echo=$ac_try;;
+esac
+eval ac_try_echo="\"\$as_me:${as_lineno-$LINENO}: $ac_try_echo\""
+$as_echo "$ac_try_echo"; } >&5
+ (eval "$ac_link") 2>&5
+ ac_status=$?
+ $as_echo "$as_me:${as_lineno-$LINENO}: \$? = $ac_status" >&5
+ test $ac_status = 0; }
+ if { ac_try='./conftest$ac_cv_exeext'
+ { { case "(($ac_try" in
+ *\"* | *\`* | *\\*) ac_try_echo=\$ac_try;;
+ *) ac_try_echo=$ac_try;;
+esac
+eval ac_try_echo="\"\$as_me:${as_lineno-$LINENO}: $ac_try_echo\""
+$as_echo "$ac_try_echo"; } >&5
+ (eval "$ac_try") 2>&5
+ ac_status=$?
+ $as_echo "$as_me:${as_lineno-$LINENO}: \$? = $ac_status" >&5
+ test $ac_status = 0; }; }; then
+ cross_compiling=no
+ else
+ if test "$cross_compiling" = maybe; then
+ cross_compiling=yes
+ else
+ { { $as_echo "$as_me:${as_lineno-$LINENO}: error: in \`$ac_pwd':" >&5
+$as_echo "$as_me: error: in \`$ac_pwd':" >&2;}
+as_fn_error $? "cannot run C++ compiled programs.
+If you meant to cross compile, use \`--host'.
+See \`config.log' for more details" "$LINENO" 5; }
+ fi
+ fi
+fi
+{ $as_echo "$as_me:${as_lineno-$LINENO}: result: $cross_compiling" >&5
+$as_echo "$cross_compiling" >&6; }
+
+rm -f conftest.$ac_ext conftest$ac_cv_exeext conftest.out
+ac_clean_files=$ac_clean_files_save
+{ $as_echo "$as_me:${as_lineno-$LINENO}: checking for suffix of object files" >&5
+$as_echo_n "checking for suffix of object files... " >&6; }
+if ${ac_cv_objext+:} false; then :
+ $as_echo_n "(cached) " >&6
+else
+ cat confdefs.h - <<_ACEOF >conftest.$ac_ext
+/* end confdefs.h. */
+
+int
+main ()
+{
+
+ ;
+ return 0;
+}
+_ACEOF
+rm -f conftest.o conftest.obj
+if { { ac_try="$ac_compile"
+case "(($ac_try" in
+ *\"* | *\`* | *\\*) ac_try_echo=\$ac_try;;
+ *) ac_try_echo=$ac_try;;
+esac
+eval ac_try_echo="\"\$as_me:${as_lineno-$LINENO}: $ac_try_echo\""
+$as_echo "$ac_try_echo"; } >&5
+ (eval "$ac_compile") 2>&5
+ ac_status=$?
+ $as_echo "$as_me:${as_lineno-$LINENO}: \$? = $ac_status" >&5
+ test $ac_status = 0; }; then :
+ for ac_file in conftest.o conftest.obj conftest.*; do
+ test -f "$ac_file" || continue;
+ case $ac_file in
+ *.$ac_ext | *.xcoff | *.tds | *.d | *.pdb | *.xSYM | *.bb | *.bbg | *.map | *.inf | *.dSYM ) ;;
+ *) ac_cv_objext=`expr "$ac_file" : '.*\.\(.*\)'`
+ break;;
+ esac
+done
+else
+ $as_echo "$as_me: failed program was:" >&5
+sed 's/^/| /' conftest.$ac_ext >&5
+
+{ { $as_echo "$as_me:${as_lineno-$LINENO}: error: in \`$ac_pwd':" >&5
+$as_echo "$as_me: error: in \`$ac_pwd':" >&2;}
+as_fn_error $? "cannot compute suffix of object files: cannot compile
+See \`config.log' for more details" "$LINENO" 5; }
+fi
+rm -f conftest.$ac_cv_objext conftest.$ac_ext
+fi
+{ $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_cv_objext" >&5
+$as_echo "$ac_cv_objext" >&6; }
+OBJEXT=$ac_cv_objext
+ac_objext=$OBJEXT
+{ $as_echo "$as_me:${as_lineno-$LINENO}: checking whether we are using the GNU C++ compiler" >&5
+$as_echo_n "checking whether we are using the GNU C++ compiler... " >&6; }
+if ${ac_cv_cxx_compiler_gnu+:} false; then :
+ $as_echo_n "(cached) " >&6
+else
+ cat confdefs.h - <<_ACEOF >conftest.$ac_ext
+/* end confdefs.h. */
+
+int
+main ()
+{
+#ifndef __GNUC__
+ choke me
+#endif
+
+ ;
+ return 0;
+}
+_ACEOF
+if ac_fn_cxx_try_compile "$LINENO"; then :
+ ac_compiler_gnu=yes
+else
+ ac_compiler_gnu=no
+fi
+rm -f core conftest.err conftest.$ac_objext conftest.$ac_ext
+ac_cv_cxx_compiler_gnu=$ac_compiler_gnu
+
+fi
+{ $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_cv_cxx_compiler_gnu" >&5
+$as_echo "$ac_cv_cxx_compiler_gnu" >&6; }
+if test $ac_compiler_gnu = yes; then
+ GXX=yes
+else
+ GXX=
+fi
+ac_test_CXXFLAGS=${CXXFLAGS+set}
+ac_save_CXXFLAGS=$CXXFLAGS
+{ $as_echo "$as_me:${as_lineno-$LINENO}: checking whether $CXX accepts -g" >&5
+$as_echo_n "checking whether $CXX accepts -g... " >&6; }
+if ${ac_cv_prog_cxx_g+:} false; then :
+ $as_echo_n "(cached) " >&6
+else
+ ac_save_cxx_werror_flag=$ac_cxx_werror_flag
+ ac_cxx_werror_flag=yes
+ ac_cv_prog_cxx_g=no
+ CXXFLAGS="-g"
+ cat confdefs.h - <<_ACEOF >conftest.$ac_ext
+/* end confdefs.h. */
+
+int
+main ()
+{
+
+ ;
+ return 0;
+}
+_ACEOF
+if ac_fn_cxx_try_compile "$LINENO"; then :
+ ac_cv_prog_cxx_g=yes
+else
+ CXXFLAGS=""
+ cat confdefs.h - <<_ACEOF >conftest.$ac_ext
+/* end confdefs.h. */
+
+int
+main ()
+{
+
+ ;
+ return 0;
+}
+_ACEOF
+if ac_fn_cxx_try_compile "$LINENO"; then :
+
+else
+ ac_cxx_werror_flag=$ac_save_cxx_werror_flag
+ CXXFLAGS="-g"
+ cat confdefs.h - <<_ACEOF >conftest.$ac_ext
+/* end confdefs.h. */
+
+int
+main ()
+{
+
+ ;
+ return 0;
+}
+_ACEOF
+if ac_fn_cxx_try_compile "$LINENO"; then :
+ ac_cv_prog_cxx_g=yes
+fi
+rm -f core conftest.err conftest.$ac_objext conftest.$ac_ext
+fi
+rm -f core conftest.err conftest.$ac_objext conftest.$ac_ext
+fi
+rm -f core conftest.err conftest.$ac_objext conftest.$ac_ext
+ ac_cxx_werror_flag=$ac_save_cxx_werror_flag
+fi
+{ $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_cv_prog_cxx_g" >&5
+$as_echo "$ac_cv_prog_cxx_g" >&6; }
+if test "$ac_test_CXXFLAGS" = set; then
+ CXXFLAGS=$ac_save_CXXFLAGS
+elif test $ac_cv_prog_cxx_g = yes; then
+ if test "$GXX" = yes; then
+ CXXFLAGS="-g -O2"
+ else
+ CXXFLAGS="-g"
+ fi
+else
+ if test "$GXX" = yes; then
+ CXXFLAGS="-O2"
+ else
+ CXXFLAGS=
+ fi
+fi
+ac_ext=c
+ac_cpp='$CPP $CPPFLAGS'
+ac_compile='$CC -c $CFLAGS $CPPFLAGS conftest.$ac_ext >&5'
+ac_link='$CC -o conftest$ac_exeext $CFLAGS $CPPFLAGS $LDFLAGS conftest.$ac_ext $LIBS >&5'
+ac_compiler_gnu=$ac_cv_c_compiler_gnu
+
+ac_ext=cpp
+ac_cpp='$CXXCPP $CPPFLAGS'
+ac_compile='$CXX -c $CXXFLAGS $CPPFLAGS conftest.$ac_ext >&5'
+ac_link='$CXX -o conftest$ac_exeext $CXXFLAGS $CPPFLAGS $LDFLAGS conftest.$ac_ext $LIBS >&5'
+ac_compiler_gnu=$ac_cv_cxx_compiler_gnu
+
+
+
+ ax_cxx_compile_cxx11_required=false
+ ac_ext=cpp
+ac_cpp='$CXXCPP $CPPFLAGS'
+ac_compile='$CXX -c $CXXFLAGS $CPPFLAGS conftest.$ac_ext >&5'
+ac_link='$CXX -o conftest$ac_exeext $CXXFLAGS $CPPFLAGS $LDFLAGS conftest.$ac_ext $LIBS >&5'
+ac_compiler_gnu=$ac_cv_cxx_compiler_gnu
+ ac_success=no
+ { $as_echo "$as_me:${as_lineno-$LINENO}: checking whether $CXX supports C++11 features by default" >&5
+$as_echo_n "checking whether $CXX supports C++11 features by default... " >&6; }
+if ${ax_cv_cxx_compile_cxx11+:} false; then :
+ $as_echo_n "(cached) " >&6
+else
+ cat confdefs.h - <<_ACEOF >conftest.$ac_ext
+/* end confdefs.h. */
+
+ template <typename T>
+ struct check
+ {
+ static_assert(sizeof(int) <= sizeof(T), "not big enough");
+ };
+
+ struct Base {
+ virtual void f() {}
+ };
+ struct Child : public Base {
+ virtual void f() override {}
+ };
+
+ typedef check<check<bool>> right_angle_brackets;
+
+ int a;
+ decltype(a) b;
+
+ typedef check<int> check_type;
+ check_type c;
+ check_type&& cr = static_cast<check_type&&>(c);
+
+ auto d = a;
+ auto l = [](){};
+
+_ACEOF
+if ac_fn_cxx_try_compile "$LINENO"; then :
+ ax_cv_cxx_compile_cxx11=yes
+else
+ ax_cv_cxx_compile_cxx11=no
+fi
+rm -f core conftest.err conftest.$ac_objext conftest.$ac_ext
+fi
+{ $as_echo "$as_me:${as_lineno-$LINENO}: result: $ax_cv_cxx_compile_cxx11" >&5
+$as_echo "$ax_cv_cxx_compile_cxx11" >&6; }
+ if test x$ax_cv_cxx_compile_cxx11 = xyes; then
+ ac_success=yes
+ fi
+
+ if test x$ac_success = xno; then
+ for switch in -std=gnu++11 -std=gnu++0x; do
+ cachevar=`$as_echo "ax_cv_cxx_compile_cxx11_$switch" | $as_tr_sh`
+ { $as_echo "$as_me:${as_lineno-$LINENO}: checking whether $CXX supports C++11 features with $switch" >&5
+$as_echo_n "checking whether $CXX supports C++11 features with $switch... " >&6; }
+if eval \${$cachevar+:} false; then :
+ $as_echo_n "(cached) " >&6
+else
+ ac_save_CXXFLAGS="$CXXFLAGS"
+ CXXFLAGS="$CXXFLAGS $switch"
+ cat confdefs.h - <<_ACEOF >conftest.$ac_ext
+/* end confdefs.h. */
+
+ template <typename T>
+ struct check
+ {
+ static_assert(sizeof(int) <= sizeof(T), "not big enough");
+ };
+
+ struct Base {
+ virtual void f() {}
+ };
+ struct Child : public Base {
+ virtual void f() override {}
+ };
+
+ typedef check<check<bool>> right_angle_brackets;
+
+ int a;
+ decltype(a) b;
+
+ typedef check<int> check_type;
+ check_type c;
+ check_type&& cr = static_cast<check_type&&>(c);
+
+ auto d = a;
+ auto l = [](){};
+
+_ACEOF
+if ac_fn_cxx_try_compile "$LINENO"; then :
+ eval $cachevar=yes
+else
+ eval $cachevar=no
+fi
+rm -f core conftest.err conftest.$ac_objext conftest.$ac_ext
+ CXXFLAGS="$ac_save_CXXFLAGS"
+fi
+eval ac_res=\$$cachevar
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_res" >&5
+$as_echo "$ac_res" >&6; }
+ if eval test x\$$cachevar = xyes; then
+ CXXFLAGS="$CXXFLAGS $switch"
+ ac_success=yes
+ break
+ fi
+ done
+ fi
+
+ if test x$ac_success = xno; then
+ for switch in -std=c++11 -std=c++0x; do
+ cachevar=`$as_echo "ax_cv_cxx_compile_cxx11_$switch" | $as_tr_sh`
+ { $as_echo "$as_me:${as_lineno-$LINENO}: checking whether $CXX supports C++11 features with $switch" >&5
+$as_echo_n "checking whether $CXX supports C++11 features with $switch... " >&6; }
+if eval \${$cachevar+:} false; then :
+ $as_echo_n "(cached) " >&6
+else
+ ac_save_CXXFLAGS="$CXXFLAGS"
+ CXXFLAGS="$CXXFLAGS $switch"
+ cat confdefs.h - <<_ACEOF >conftest.$ac_ext
+/* end confdefs.h. */
+
+ template <typename T>
+ struct check
+ {
+ static_assert(sizeof(int) <= sizeof(T), "not big enough");
+ };
+
+ struct Base {
+ virtual void f() {}
+ };
+ struct Child : public Base {
+ virtual void f() override {}
+ };
+
+ typedef check<check<bool>> right_angle_brackets;
+
+ int a;
+ decltype(a) b;
+
+ typedef check<int> check_type;
+ check_type c;
+ check_type&& cr = static_cast<check_type&&>(c);
+
+ auto d = a;
+ auto l = [](){};
+
+_ACEOF
+if ac_fn_cxx_try_compile "$LINENO"; then :
+ eval $cachevar=yes
+else
+ eval $cachevar=no
+fi
+rm -f core conftest.err conftest.$ac_objext conftest.$ac_ext
+ CXXFLAGS="$ac_save_CXXFLAGS"
+fi
+eval ac_res=\$$cachevar
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_res" >&5
+$as_echo "$ac_res" >&6; }
+ if eval test x\$$cachevar = xyes; then
+ CXXFLAGS="$CXXFLAGS $switch"
+ ac_success=yes
+ break
+ fi
+ done
+ fi
+ ac_ext=cpp
+ac_cpp='$CXXCPP $CPPFLAGS'
+ac_compile='$CXX -c $CXXFLAGS $CPPFLAGS conftest.$ac_ext >&5'
+ac_link='$CXX -o conftest$ac_exeext $CXXFLAGS $CPPFLAGS $LDFLAGS conftest.$ac_ext $LIBS >&5'
+ac_compiler_gnu=$ac_cv_cxx_compiler_gnu
+
+ if test x$ax_cxx_compile_cxx11_required = xtrue; then
+ if test x$ac_success = xno; then
+ as_fn_error $? "*** A compiler with support for C++11 language features is required." "$LINENO" 5
+ fi
+ else
+ if test x$ac_success = xno; then
+ HAVE_CXX11=0
+ { $as_echo "$as_me:${as_lineno-$LINENO}: No compiler with C++11 support was found" >&5
+$as_echo "$as_me: No compiler with C++11 support was found" >&6;}
+ else
+ HAVE_CXX11=1
+
+$as_echo "#define HAVE_CXX11 1" >>confdefs.h
+
+ fi
+
+
+ fi
+
+
+# Check for ar
+# Extract the first word of "ar", so it can be a program name with args.
+set dummy ar; ac_word=$2
+{ $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5
+$as_echo_n "checking for $ac_word... " >&6; }
+if ${ac_cv_prog_AR+:} false; then :
+ $as_echo_n "(cached) " >&6
+else
+ if test -n "$AR"; then
+ ac_cv_prog_AR="$AR" # Let the user override the test.
+else
+as_save_IFS=$IFS; IFS=$PATH_SEPARATOR
+for as_dir in $PATH
+do
+ IFS=$as_save_IFS
+ test -z "$as_dir" && as_dir=.
+ for ac_exec_ext in '' $ac_executable_extensions; do
+ if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then
+ ac_cv_prog_AR="ar"
+ $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5
+ break 2
+ fi
+done
+ done
+IFS=$as_save_IFS
+
+fi
+fi
+AR=$ac_cv_prog_AR
+if test -n "$AR"; then
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: $AR" >&5
+$as_echo "$AR" >&6; }
+else
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5
+$as_echo "no" >&6; }
+fi
+
+
+ARFLAGS=r
+{ $as_echo "$as_me:${as_lineno-$LINENO}: checking whether ${AR} accepts ${ARFLAGS}" >&5
+$as_echo_n "checking whether ${AR} accepts ${ARFLAGS}... " >&6; }
+echo 'void f(){}' > libtest.c
+${CXX} -c libtest.c
+${AR} ${ARFLAGS} libtest.a libtest.o 1>&5 2>&5
+if test -s libtest.a; then
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: yes" >&5
+$as_echo "yes" >&6; }
+else
+ ARFLAGS=-r
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: no, using ${ARFLAGS} instead" >&5
+$as_echo "no, using ${ARFLAGS} instead" >&6; }
+fi
+rm -f libtest.*
+
+
+# Check if FORTRAN 77 is supported
+ac_ext=f
+ac_compile='$F77 -c $FFLAGS conftest.$ac_ext >&5'
+ac_link='$F77 -o conftest$ac_exeext $FFLAGS $LDFLAGS conftest.$ac_ext $LIBS >&5'
+ac_compiler_gnu=$ac_cv_f77_compiler_gnu
+if test -n "$ac_tool_prefix"; then
+ for ac_prog in g77 xlf f77 frt pgf77 cf77 fort77 fl32 af77 xlf90 f90 pgf90 pghpf epcf90 gfortran g95 xlf95 f95 fort ifort ifc efc pgfortran pgf95 lf95 ftn nagfor
+ do
+ # Extract the first word of "$ac_tool_prefix$ac_prog", so it can be a program name with args.
+set dummy $ac_tool_prefix$ac_prog; ac_word=$2
+{ $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5
+$as_echo_n "checking for $ac_word... " >&6; }
+if ${ac_cv_prog_F77+:} false; then :
+ $as_echo_n "(cached) " >&6
+else
+ if test -n "$F77"; then
+ ac_cv_prog_F77="$F77" # Let the user override the test.
+else
+as_save_IFS=$IFS; IFS=$PATH_SEPARATOR
+for as_dir in $PATH
+do
+ IFS=$as_save_IFS
+ test -z "$as_dir" && as_dir=.
+ for ac_exec_ext in '' $ac_executable_extensions; do
+ if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then
+ ac_cv_prog_F77="$ac_tool_prefix$ac_prog"
+ $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5
+ break 2
+ fi
+done
+ done
+IFS=$as_save_IFS
+
+fi
+fi
+F77=$ac_cv_prog_F77
+if test -n "$F77"; then
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: $F77" >&5
+$as_echo "$F77" >&6; }
+else
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5
+$as_echo "no" >&6; }
+fi
+
+
+ test -n "$F77" && break
+ done
+fi
+if test -z "$F77"; then
+ ac_ct_F77=$F77
+ for ac_prog in g77 xlf f77 frt pgf77 cf77 fort77 fl32 af77 xlf90 f90 pgf90 pghpf epcf90 gfortran g95 xlf95 f95 fort ifort ifc efc pgfortran pgf95 lf95 ftn nagfor
+do
+ # Extract the first word of "$ac_prog", so it can be a program name with args.
+set dummy $ac_prog; ac_word=$2
+{ $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5
+$as_echo_n "checking for $ac_word... " >&6; }
+if ${ac_cv_prog_ac_ct_F77+:} false; then :
+ $as_echo_n "(cached) " >&6
+else
+ if test -n "$ac_ct_F77"; then
+ ac_cv_prog_ac_ct_F77="$ac_ct_F77" # Let the user override the test.
+else
+as_save_IFS=$IFS; IFS=$PATH_SEPARATOR
+for as_dir in $PATH
+do
+ IFS=$as_save_IFS
+ test -z "$as_dir" && as_dir=.
+ for ac_exec_ext in '' $ac_executable_extensions; do
+ if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then
+ ac_cv_prog_ac_ct_F77="$ac_prog"
+ $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5
+ break 2
+ fi
+done
+ done
+IFS=$as_save_IFS
+
+fi
+fi
+ac_ct_F77=$ac_cv_prog_ac_ct_F77
+if test -n "$ac_ct_F77"; then
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_ct_F77" >&5
+$as_echo "$ac_ct_F77" >&6; }
+else
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5
+$as_echo "no" >&6; }
+fi
+
+
+ test -n "$ac_ct_F77" && break
+done
+
+ if test "x$ac_ct_F77" = x; then
+ F77=""
+ else
+ case $cross_compiling:$ac_tool_warned in
+yes:)
+{ $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: using cross tools not prefixed with host triplet" >&5
+$as_echo "$as_me: WARNING: using cross tools not prefixed with host triplet" >&2;}
+ac_tool_warned=yes ;;
+esac
+ F77=$ac_ct_F77
+ fi
+fi
+
+
+# Provide some information about the compiler.
+$as_echo "$as_me:${as_lineno-$LINENO}: checking for Fortran 77 compiler version" >&5
+set X $ac_compile
+ac_compiler=$2
+for ac_option in --version -v -V -qversion; do
+ { { ac_try="$ac_compiler $ac_option >&5"
+case "(($ac_try" in
+ *\"* | *\`* | *\\*) ac_try_echo=\$ac_try;;
+ *) ac_try_echo=$ac_try;;
+esac
+eval ac_try_echo="\"\$as_me:${as_lineno-$LINENO}: $ac_try_echo\""
+$as_echo "$ac_try_echo"; } >&5
+ (eval "$ac_compiler $ac_option >&5") 2>conftest.err
+ ac_status=$?
+ if test -s conftest.err; then
+ sed '10a\
+... rest of stderr output deleted ...
+ 10q' conftest.err >conftest.er1
+ cat conftest.er1 >&5
+ fi
+ rm -f conftest.er1 conftest.err
+ $as_echo "$as_me:${as_lineno-$LINENO}: \$? = $ac_status" >&5
+ test $ac_status = 0; }
+done
+rm -f a.out
+
+# If we don't use `.F' as extension, the preprocessor is not run on the
+# input file. (Note that this only needs to work for GNU compilers.)
+ac_save_ext=$ac_ext
+ac_ext=F
+{ $as_echo "$as_me:${as_lineno-$LINENO}: checking whether we are using the GNU Fortran 77 compiler" >&5
+$as_echo_n "checking whether we are using the GNU Fortran 77 compiler... " >&6; }
+if ${ac_cv_f77_compiler_gnu+:} false; then :
+ $as_echo_n "(cached) " >&6
+else
+ cat > conftest.$ac_ext <<_ACEOF
+ program main
+#ifndef __GNUC__
+ choke me
+#endif
+
+ end
+_ACEOF
+if ac_fn_f77_try_compile "$LINENO"; then :
+ ac_compiler_gnu=yes
+else
+ ac_compiler_gnu=no
+fi
+rm -f core conftest.err conftest.$ac_objext conftest.$ac_ext
+ac_cv_f77_compiler_gnu=$ac_compiler_gnu
+
+fi
+{ $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_cv_f77_compiler_gnu" >&5
+$as_echo "$ac_cv_f77_compiler_gnu" >&6; }
+ac_ext=$ac_save_ext
+ac_test_FFLAGS=${FFLAGS+set}
+ac_save_FFLAGS=$FFLAGS
+FFLAGS=
+{ $as_echo "$as_me:${as_lineno-$LINENO}: checking whether $F77 accepts -g" >&5
+$as_echo_n "checking whether $F77 accepts -g... " >&6; }
+if ${ac_cv_prog_f77_g+:} false; then :
+ $as_echo_n "(cached) " >&6
+else
+ FFLAGS=-g
+cat > conftest.$ac_ext <<_ACEOF
+ program main
+
+ end
+_ACEOF
+if ac_fn_f77_try_compile "$LINENO"; then :
+ ac_cv_prog_f77_g=yes
+else
+ ac_cv_prog_f77_g=no
+fi
+rm -f core conftest.err conftest.$ac_objext conftest.$ac_ext
+
+fi
+{ $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_cv_prog_f77_g" >&5
+$as_echo "$ac_cv_prog_f77_g" >&6; }
+if test "$ac_test_FFLAGS" = set; then
+ FFLAGS=$ac_save_FFLAGS
+elif test $ac_cv_prog_f77_g = yes; then
+ if test "x$ac_cv_f77_compiler_gnu" = xyes; then
+ FFLAGS="-g -O2"
+ else
+ FFLAGS="-g"
+ fi
+else
+ if test "x$ac_cv_f77_compiler_gnu" = xyes; then
+ FFLAGS="-O2"
+ else
+ FFLAGS=
+ fi
+fi
+
+if test $ac_compiler_gnu = yes; then
+ G77=yes
+else
+ G77=
+fi
+ac_ext=cpp
+ac_cpp='$CXXCPP $CPPFLAGS'
+ac_compile='$CXX -c $CXXFLAGS $CPPFLAGS conftest.$ac_ext >&5'
+ac_link='$CXX -o conftest$ac_exeext $CXXFLAGS $CPPFLAGS $LDFLAGS conftest.$ac_ext $LIBS >&5'
+ac_compiler_gnu=$ac_cv_cxx_compiler_gnu
+
+ac_ext=f
+ac_compile='$F77 -c $FFLAGS conftest.$ac_ext >&5'
+ac_link='$F77 -o conftest$ac_exeext $FFLAGS $LDFLAGS conftest.$ac_ext $LIBS >&5'
+ac_compiler_gnu=$ac_cv_f77_compiler_gnu
+{ $as_echo "$as_me:${as_lineno-$LINENO}: checking whether $F77 understands -c and -o together" >&5
+$as_echo_n "checking whether $F77 understands -c and -o together... " >&6; }
+if ${ac_cv_prog_f77_c_o+:} false; then :
+ $as_echo_n "(cached) " >&6
+else
+ cat > conftest.$ac_ext <<_ACEOF
+ program main
+
+ end
+_ACEOF
+# We test twice because some compilers refuse to overwrite an existing
+# `.o' file with `-o', although they will create one.
+ac_try='$F77 $FFLAGS -c conftest.$ac_ext -o conftest2.$ac_objext >&5'
+rm -f conftest2.*
+if { { case "(($ac_try" in
+ *\"* | *\`* | *\\*) ac_try_echo=\$ac_try;;
+ *) ac_try_echo=$ac_try;;
+esac
+eval ac_try_echo="\"\$as_me:${as_lineno-$LINENO}: $ac_try_echo\""
+$as_echo "$ac_try_echo"; } >&5
+ (eval "$ac_try") 2>&5
+ ac_status=$?
+ $as_echo "$as_me:${as_lineno-$LINENO}: \$? = $ac_status" >&5
+ test $ac_status = 0; } &&
+ test -f conftest2.$ac_objext &&
+ { { case "(($ac_try" in
+ *\"* | *\`* | *\\*) ac_try_echo=\$ac_try;;
+ *) ac_try_echo=$ac_try;;
+esac
+eval ac_try_echo="\"\$as_me:${as_lineno-$LINENO}: $ac_try_echo\""
+$as_echo "$ac_try_echo"; } >&5
+ (eval "$ac_try") 2>&5
+ ac_status=$?
+ $as_echo "$as_me:${as_lineno-$LINENO}: \$? = $ac_status" >&5
+ test $ac_status = 0; }; then
+ ac_cv_prog_f77_c_o=yes
+else
+ ac_cv_prog_f77_c_o=no
+fi
+rm -f conftest*
+fi
+{ $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_cv_prog_f77_c_o" >&5
+$as_echo "$ac_cv_prog_f77_c_o" >&6; }
+if test $ac_cv_prog_f77_c_o = no; then
+
+$as_echo "#define F77_NO_MINUS_C_MINUS_O 1" >>confdefs.h
+
+fi
+
+ac_ext=cpp
+ac_cpp='$CXXCPP $CPPFLAGS'
+ac_compile='$CXX -c $CXXFLAGS $CPPFLAGS conftest.$ac_ext >&5'
+ac_link='$CXX -o conftest$ac_exeext $CXXFLAGS $CPPFLAGS $LDFLAGS conftest.$ac_ext $LIBS >&5'
+ac_compiler_gnu=$ac_cv_cxx_compiler_gnu
+
+if test -n "$ac_tool_prefix"; then
+ # Extract the first word of "${ac_tool_prefix}ranlib", so it can be a program name with args.
+set dummy ${ac_tool_prefix}ranlib; ac_word=$2
+{ $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5
+$as_echo_n "checking for $ac_word... " >&6; }
+if ${ac_cv_prog_RANLIB+:} false; then :
+ $as_echo_n "(cached) " >&6
+else
+ if test -n "$RANLIB"; then
+ ac_cv_prog_RANLIB="$RANLIB" # Let the user override the test.
+else
+as_save_IFS=$IFS; IFS=$PATH_SEPARATOR
+for as_dir in $PATH
+do
+ IFS=$as_save_IFS
+ test -z "$as_dir" && as_dir=.
+ for ac_exec_ext in '' $ac_executable_extensions; do
+ if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then
+ ac_cv_prog_RANLIB="${ac_tool_prefix}ranlib"
+ $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5
+ break 2
+ fi
+done
+ done
+IFS=$as_save_IFS
+
+fi
+fi
+RANLIB=$ac_cv_prog_RANLIB
+if test -n "$RANLIB"; then
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: $RANLIB" >&5
+$as_echo "$RANLIB" >&6; }
+else
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5
+$as_echo "no" >&6; }
+fi
+
+
+fi
+if test -z "$ac_cv_prog_RANLIB"; then
+ ac_ct_RANLIB=$RANLIB
+ # Extract the first word of "ranlib", so it can be a program name with args.
+set dummy ranlib; ac_word=$2
+{ $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5
+$as_echo_n "checking for $ac_word... " >&6; }
+if ${ac_cv_prog_ac_ct_RANLIB+:} false; then :
+ $as_echo_n "(cached) " >&6
+else
+ if test -n "$ac_ct_RANLIB"; then
+ ac_cv_prog_ac_ct_RANLIB="$ac_ct_RANLIB" # Let the user override the test.
+else
+as_save_IFS=$IFS; IFS=$PATH_SEPARATOR
+for as_dir in $PATH
+do
+ IFS=$as_save_IFS
+ test -z "$as_dir" && as_dir=.
+ for ac_exec_ext in '' $ac_executable_extensions; do
+ if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then
+ ac_cv_prog_ac_ct_RANLIB="ranlib"
+ $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5
+ break 2
+ fi
+done
+ done
+IFS=$as_save_IFS
+
+fi
+fi
+ac_ct_RANLIB=$ac_cv_prog_ac_ct_RANLIB
+if test -n "$ac_ct_RANLIB"; then
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_ct_RANLIB" >&5
+$as_echo "$ac_ct_RANLIB" >&6; }
+else
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5
+$as_echo "no" >&6; }
+fi
+
+ if test "x$ac_ct_RANLIB" = x; then
+ RANLIB=":"
+ else
+ case $cross_compiling:$ac_tool_warned in
+yes:)
+{ $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: using cross tools not prefixed with host triplet" >&5
+$as_echo "$as_me: WARNING: using cross tools not prefixed with host triplet" >&2;}
+ac_tool_warned=yes ;;
+esac
+ RANLIB=$ac_ct_RANLIB
+ fi
+else
+ RANLIB="$ac_cv_prog_RANLIB"
+fi
+
+
+# Check if -freal-4-real-8 is supported
+ac_ext=f
+ac_compile='$F77 -c $FFLAGS conftest.$ac_ext >&5'
+ac_link='$F77 -o conftest$ac_exeext $FFLAGS $LDFLAGS conftest.$ac_ext $LIBS >&5'
+ac_compiler_gnu=$ac_cv_f77_compiler_gnu
+
+my_save_fflags="$FFLAGS"
+FFLAGS=-freal-4-real-8
+{ $as_echo "$as_me:${as_lineno-$LINENO}: checking whether $F77 supports -freal-4-real-8" >&5
+$as_echo_n "checking whether $F77 supports -freal-4-real-8... " >&6; }
+
+cat > conftest.$ac_ext <<_ACEOF
+ program main
+
+ end
+_ACEOF
+if ac_fn_f77_try_compile "$LINENO"; then :
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: yes" >&5
+$as_echo "yes" >&6; }
+ AM_FFLAGS=-freal-4-real-8
+else
+ { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5
+$as_echo "no" >&6; }
+ as_fn_error $? "*** A fortran compiler with support for -freal-4-real-8 flag is required." "$LINENO" 5
+
+fi
+rm -f core conftest.err conftest.$ac_objext conftest.$ac_ext
+FFLAGS="$my_save_fflags"
+
+
+ac_config_files="$ac_config_files Makefile"
+
+ac_config_files="$ac_config_files source_f/slatec/Makefile"
+
+
+# If ../devel folder exists run configure there too
+if test -d "../devel"; then
+ ac_config_files="$ac_config_files ../devel/Makefile"
+
+ ac_config_files="$ac_config_files ../devel/randomize/Makefile"
+
+fi
+
+cat >confcache <<\_ACEOF
+# This file is a shell script that caches the results of configure
+# tests run on this system so they can be shared between configure
+# scripts and configure runs, see configure's option --config-cache.
+# It is not useful on other systems. If it contains results you don't
+# want to keep, you may remove or edit it.
+#
+# config.status only pays attention to the cache file if you give it
+# the --recheck option to rerun configure.
+#
+# `ac_cv_env_foo' variables (set or unset) will be overridden when
+# loading this file, other *unset* `ac_cv_foo' will be assigned the
+# following values.
+
+_ACEOF
+
+# The following way of writing the cache mishandles newlines in values,
+# but we know of no workaround that is simple, portable, and efficient.
+# So, we kill variables containing newlines.
+# Ultrix sh set writes to stderr and can't be redirected directly,
+# and sets the high bit in the cache file unless we assign to the vars.
+(
+ for ac_var in `(set) 2>&1 | sed -n 's/^\([a-zA-Z_][a-zA-Z0-9_]*\)=.*/\1/p'`; do
+ eval ac_val=\$$ac_var
+ case $ac_val in #(
+ *${as_nl}*)
+ case $ac_var in #(
+ *_cv_*) { $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: cache variable $ac_var contains a newline" >&5
+$as_echo "$as_me: WARNING: cache variable $ac_var contains a newline" >&2;} ;;
+ esac
+ case $ac_var in #(
+ _ | IFS | as_nl) ;; #(
+ BASH_ARGV | BASH_SOURCE) eval $ac_var= ;; #(
+ *) { eval $ac_var=; unset $ac_var;} ;;
+ esac ;;
+ esac
+ done
+
+ (set) 2>&1 |
+ case $as_nl`(ac_space=' '; set) 2>&1` in #(
+ *${as_nl}ac_space=\ *)
+ # `set' does not quote correctly, so add quotes: double-quote
+ # substitution turns \\\\ into \\, and sed turns \\ into \.
+ sed -n \
+ "s/'/'\\\\''/g;
+ s/^\\([_$as_cr_alnum]*_cv_[_$as_cr_alnum]*\\)=\\(.*\\)/\\1='\\2'/p"
+ ;; #(
+ *)
+ # `set' quotes correctly as required by POSIX, so do not add quotes.
+ sed -n "/^[_$as_cr_alnum]*_cv_[_$as_cr_alnum]*=/p"
+ ;;
+ esac |
+ sort
+) |
+ sed '
+ /^ac_cv_env_/b end
+ t clear
+ :clear
+ s/^\([^=]*\)=\(.*[{}].*\)$/test "${\1+set}" = set || &/
+ t end
+ s/^\([^=]*\)=\(.*\)$/\1=${\1=\2}/
+ :end' >>confcache
+if diff "$cache_file" confcache >/dev/null 2>&1; then :; else
+ if test -w "$cache_file"; then
+ if test "x$cache_file" != "x/dev/null"; then
+ { $as_echo "$as_me:${as_lineno-$LINENO}: updating cache $cache_file" >&5
+$as_echo "$as_me: updating cache $cache_file" >&6;}
+ if test ! -f "$cache_file" || test -h "$cache_file"; then
+ cat confcache >"$cache_file"
+ else
+ case $cache_file in #(
+ */* | ?:*)
+ mv -f confcache "$cache_file"$$ &&
+ mv -f "$cache_file"$$ "$cache_file" ;; #(
+ *)
+ mv -f confcache "$cache_file" ;;
+ esac
+ fi
+ fi
+ else
+ { $as_echo "$as_me:${as_lineno-$LINENO}: not updating unwritable cache $cache_file" >&5
+$as_echo "$as_me: not updating unwritable cache $cache_file" >&6;}
+ fi
+fi
+rm -f confcache
+
+test "x$prefix" = xNONE && prefix=$ac_default_prefix
+# Let make expand exec_prefix.
+test "x$exec_prefix" = xNONE && exec_prefix='${prefix}'
+
+# Transform confdefs.h into DEFS.
+# Protect against shell expansion while executing Makefile rules.
+# Protect against Makefile macro expansion.
+#
+# If the first sed substitution is executed (which looks for macros that
+# take arguments), then branch to the quote section. Otherwise,
+# look for a macro that doesn't take arguments.
+ac_script='
+:mline
+/\\$/{
+ N
+ s,\\\n,,
+ b mline
+}
+t clear
+:clear
+s/^[ ]*#[ ]*define[ ][ ]*\([^ (][^ (]*([^)]*)\)[ ]*\(.*\)/-D\1=\2/g
+t quote
+s/^[ ]*#[ ]*define[ ][ ]*\([^ ][^ ]*\)[ ]*\(.*\)/-D\1=\2/g
+t quote
+b any
+:quote
+s/[ `~#$^&*(){}\\|;'\''"<>?]/\\&/g
+s/\[/\\&/g
+s/\]/\\&/g
+s/\$/$$/g
+H
+:any
+${
+ g
+ s/^\n//
+ s/\n/ /g
+ p
+}
+'
+DEFS=`sed -n "$ac_script" confdefs.h`
+
+
+ac_libobjs=
+ac_ltlibobjs=
+U=
+for ac_i in : $LIBOBJS; do test "x$ac_i" = x: && continue
+ # 1. Remove the extension, and $U if already installed.
+ ac_script='s/\$U\././;s/\.o$//;s/\.obj$//'
+ ac_i=`$as_echo "$ac_i" | sed "$ac_script"`
+ # 2. Prepend LIBOBJDIR. When used with automake>=1.10 LIBOBJDIR
+ # will be set to the directory where LIBOBJS objects are built.
+ as_fn_append ac_libobjs " \${LIBOBJDIR}$ac_i\$U.$ac_objext"
+ as_fn_append ac_ltlibobjs " \${LIBOBJDIR}$ac_i"'$U.lo'
+done
+LIBOBJS=$ac_libobjs
+
+LTLIBOBJS=$ac_ltlibobjs
+
+
+
+: "${CONFIG_STATUS=./config.status}"
+ac_write_fail=0
+ac_clean_files_save=$ac_clean_files
+ac_clean_files="$ac_clean_files $CONFIG_STATUS"
+{ $as_echo "$as_me:${as_lineno-$LINENO}: creating $CONFIG_STATUS" >&5
+$as_echo "$as_me: creating $CONFIG_STATUS" >&6;}
+as_write_fail=0
+cat >$CONFIG_STATUS <<_ASEOF || as_write_fail=1
+#! $SHELL
+# Generated by $as_me.
+# Run this file to recreate the current configuration.
+# Compiler output produced by configure, useful for debugging
+# configure, is in config.log if it exists.
+
+debug=false
+ac_cs_recheck=false
+ac_cs_silent=false
+
+SHELL=\${CONFIG_SHELL-$SHELL}
+export SHELL
+_ASEOF
+cat >>$CONFIG_STATUS <<\_ASEOF || as_write_fail=1
+## -------------------- ##
+## M4sh Initialization. ##
+## -------------------- ##
+
+# Be more Bourne compatible
+DUALCASE=1; export DUALCASE # for MKS sh
+if test -n "${ZSH_VERSION+set}" && (emulate sh) >/dev/null 2>&1; then :
+ emulate sh
+ NULLCMD=:
+ # Pre-4.2 versions of Zsh do word splitting on ${1+"$@"}, which
+ # is contrary to our usage. Disable this feature.
+ alias -g '${1+"$@"}'='"$@"'
+ setopt NO_GLOB_SUBST
+else
+ case `(set -o) 2>/dev/null` in #(
+ *posix*) :
+ set -o posix ;; #(
+ *) :
+ ;;
+esac
+fi
+
+
+as_nl='
+'
+export as_nl
+# Printing a long string crashes Solaris 7 /usr/bin/printf.
+as_echo='\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\'
+as_echo=$as_echo$as_echo$as_echo$as_echo$as_echo
+as_echo=$as_echo$as_echo$as_echo$as_echo$as_echo$as_echo
+# Prefer a ksh shell builtin over an external printf program on Solaris,
+# but without wasting forks for bash or zsh.
+if test -z "$BASH_VERSION$ZSH_VERSION" \
+ && (test "X`print -r -- $as_echo`" = "X$as_echo") 2>/dev/null; then
+ as_echo='print -r --'
+ as_echo_n='print -rn --'
+elif (test "X`printf %s $as_echo`" = "X$as_echo") 2>/dev/null; then
+ as_echo='printf %s\n'
+ as_echo_n='printf %s'
+else
+ if test "X`(/usr/ucb/echo -n -n $as_echo) 2>/dev/null`" = "X-n $as_echo"; then
+ as_echo_body='eval /usr/ucb/echo -n "$1$as_nl"'
+ as_echo_n='/usr/ucb/echo -n'
+ else
+ as_echo_body='eval expr "X$1" : "X\\(.*\\)"'
+ as_echo_n_body='eval
+ arg=$1;
+ case $arg in #(
+ *"$as_nl"*)
+ expr "X$arg" : "X\\(.*\\)$as_nl";
+ arg=`expr "X$arg" : ".*$as_nl\\(.*\\)"`;;
+ esac;
+ expr "X$arg" : "X\\(.*\\)" | tr -d "$as_nl"
+ '
+ export as_echo_n_body
+ as_echo_n='sh -c $as_echo_n_body as_echo'
+ fi
+ export as_echo_body
+ as_echo='sh -c $as_echo_body as_echo'
+fi
+
+# The user is always right.
+if test "${PATH_SEPARATOR+set}" != set; then
+ PATH_SEPARATOR=:
+ (PATH='/bin;/bin'; FPATH=$PATH; sh -c :) >/dev/null 2>&1 && {
+ (PATH='/bin:/bin'; FPATH=$PATH; sh -c :) >/dev/null 2>&1 ||
+ PATH_SEPARATOR=';'
+ }
+fi
+
+
+# IFS
+# We need space, tab and new line, in precisely that order. Quoting is
+# there to prevent editors from complaining about space-tab.
+# (If _AS_PATH_WALK were called with IFS unset, it would disable word
+# splitting by setting IFS to empty value.)
+IFS=" "" $as_nl"
+
+# Find who we are. Look in the path if we contain no directory separator.
+as_myself=
+case $0 in #((
+ *[\\/]* ) as_myself=$0 ;;
+ *) as_save_IFS=$IFS; IFS=$PATH_SEPARATOR
+for as_dir in $PATH
+do
+ IFS=$as_save_IFS
+ test -z "$as_dir" && as_dir=.
+ test -r "$as_dir/$0" && as_myself=$as_dir/$0 && break
+ done
+IFS=$as_save_IFS
+
+ ;;
+esac
+# We did not find ourselves, most probably we were run as `sh COMMAND'
+# in which case we are not to be found in the path.
+if test "x$as_myself" = x; then
+ as_myself=$0
+fi
+if test ! -f "$as_myself"; then
+ $as_echo "$as_myself: error: cannot find myself; rerun with an absolute file name" >&2
+ exit 1
+fi
+
+# Unset variables that we do not need and which cause bugs (e.g. in
+# pre-3.0 UWIN ksh). But do not cause bugs in bash 2.01; the "|| exit 1"
+# suppresses any "Segmentation fault" message there. '((' could
+# trigger a bug in pdksh 5.2.14.
+for as_var in BASH_ENV ENV MAIL MAILPATH
+do eval test x\${$as_var+set} = xset \
+ && ( (unset $as_var) || exit 1) >/dev/null 2>&1 && unset $as_var || :
+done
+PS1='$ '
+PS2='> '
+PS4='+ '
+
+# NLS nuisances.
+LC_ALL=C
+export LC_ALL
+LANGUAGE=C
+export LANGUAGE
+
+# CDPATH.
+(unset CDPATH) >/dev/null 2>&1 && unset CDPATH
+
+
+# as_fn_error STATUS ERROR [LINENO LOG_FD]
+# ----------------------------------------
+# Output "`basename $0`: error: ERROR" to stderr. If LINENO and LOG_FD are
+# provided, also output the error to LOG_FD, referencing LINENO. Then exit the
+# script with STATUS, using 1 if that was 0.
+as_fn_error ()
+{
+ as_status=$1; test $as_status -eq 0 && as_status=1
+ if test "$4"; then
+ as_lineno=${as_lineno-"$3"} as_lineno_stack=as_lineno_stack=$as_lineno_stack
+ $as_echo "$as_me:${as_lineno-$LINENO}: error: $2" >&$4
+ fi
+ $as_echo "$as_me: error: $2" >&2
+ as_fn_exit $as_status
+} # as_fn_error
+
+
+# as_fn_set_status STATUS
+# -----------------------
+# Set $? to STATUS, without forking.
+as_fn_set_status ()
+{
+ return $1
+} # as_fn_set_status
+
+# as_fn_exit STATUS
+# -----------------
+# Exit the shell with STATUS, even in a "trap 0" or "set -e" context.
+as_fn_exit ()
+{
+ set +e
+ as_fn_set_status $1
+ exit $1
+} # as_fn_exit
+
+# as_fn_unset VAR
+# ---------------
+# Portably unset VAR.
+as_fn_unset ()
+{
+ { eval $1=; unset $1;}
+}
+as_unset=as_fn_unset
+# as_fn_append VAR VALUE
+# ----------------------
+# Append the text in VALUE to the end of the definition contained in VAR. Take
+# advantage of any shell optimizations that allow amortized linear growth over
+# repeated appends, instead of the typical quadratic growth present in naive
+# implementations.
+if (eval "as_var=1; as_var+=2; test x\$as_var = x12") 2>/dev/null; then :
+ eval 'as_fn_append ()
+ {
+ eval $1+=\$2
+ }'
+else
+ as_fn_append ()
+ {
+ eval $1=\$$1\$2
+ }
+fi # as_fn_append
+
+# as_fn_arith ARG...
+# ------------------
+# Perform arithmetic evaluation on the ARGs, and store the result in the
+# global $as_val. Take advantage of shells that can avoid forks. The arguments
+# must be portable across $(()) and expr.
+if (eval "test \$(( 1 + 1 )) = 2") 2>/dev/null; then :
+ eval 'as_fn_arith ()
+ {
+ as_val=$(( $* ))
+ }'
+else
+ as_fn_arith ()
+ {
+ as_val=`expr "$@" || test $? -eq 1`
+ }
+fi # as_fn_arith
+
+
+if expr a : '\(a\)' >/dev/null 2>&1 &&
+ test "X`expr 00001 : '.*\(...\)'`" = X001; then
+ as_expr=expr
+else
+ as_expr=false
+fi
+
+if (basename -- /) >/dev/null 2>&1 && test "X`basename -- / 2>&1`" = "X/"; then
+ as_basename=basename
+else
+ as_basename=false
+fi
+
+if (as_dir=`dirname -- /` && test "X$as_dir" = X/) >/dev/null 2>&1; then
+ as_dirname=dirname
+else
+ as_dirname=false
+fi
+
+as_me=`$as_basename -- "$0" ||
+$as_expr X/"$0" : '.*/\([^/][^/]*\)/*$' \| \
+ X"$0" : 'X\(//\)$' \| \
+ X"$0" : 'X\(/\)' \| . 2>/dev/null ||
+$as_echo X/"$0" |
+ sed '/^.*\/\([^/][^/]*\)\/*$/{
+ s//\1/
+ q
+ }
+ /^X\/\(\/\/\)$/{
+ s//\1/
+ q
+ }
+ /^X\/\(\/\).*/{
+ s//\1/
+ q
+ }
+ s/.*/./; q'`
+
+# Avoid depending upon Character Ranges.
+as_cr_letters='abcdefghijklmnopqrstuvwxyz'
+as_cr_LETTERS='ABCDEFGHIJKLMNOPQRSTUVWXYZ'
+as_cr_Letters=$as_cr_letters$as_cr_LETTERS
+as_cr_digits='0123456789'
+as_cr_alnum=$as_cr_Letters$as_cr_digits
+
+ECHO_C= ECHO_N= ECHO_T=
+case `echo -n x` in #(((((
+-n*)
+ case `echo 'xy\c'` in
+ *c*) ECHO_T=' ';; # ECHO_T is single tab character.
+ xy) ECHO_C='\c';;
+ *) echo `echo ksh88 bug on AIX 6.1` > /dev/null
+ ECHO_T=' ';;
+ esac;;
+*)
+ ECHO_N='-n';;
+esac
+
+rm -f conf$$ conf$$.exe conf$$.file
+if test -d conf$$.dir; then
+ rm -f conf$$.dir/conf$$.file
+else
+ rm -f conf$$.dir
+ mkdir conf$$.dir 2>/dev/null
+fi
+if (echo >conf$$.file) 2>/dev/null; then
+ if ln -s conf$$.file conf$$ 2>/dev/null; then
+ as_ln_s='ln -s'
+ # ... but there are two gotchas:
+ # 1) On MSYS, both `ln -s file dir' and `ln file dir' fail.
+ # 2) DJGPP < 2.04 has no symlinks; `ln -s' creates a wrapper executable.
+ # In both cases, we have to default to `cp -pR'.
+ ln -s conf$$.file conf$$.dir 2>/dev/null && test ! -f conf$$.exe ||
+ as_ln_s='cp -pR'
+ elif ln conf$$.file conf$$ 2>/dev/null; then
+ as_ln_s=ln
+ else
+ as_ln_s='cp -pR'
+ fi
+else
+ as_ln_s='cp -pR'
+fi
+rm -f conf$$ conf$$.exe conf$$.dir/conf$$.file conf$$.file
+rmdir conf$$.dir 2>/dev/null
+
+
+# as_fn_mkdir_p
+# -------------
+# Create "$as_dir" as a directory, including parents if necessary.
+as_fn_mkdir_p ()
+{
+
+ case $as_dir in #(
+ -*) as_dir=./$as_dir;;
+ esac
+ test -d "$as_dir" || eval $as_mkdir_p || {
+ as_dirs=
+ while :; do
+ case $as_dir in #(
+ *\'*) as_qdir=`$as_echo "$as_dir" | sed "s/'/'\\\\\\\\''/g"`;; #'(
+ *) as_qdir=$as_dir;;
+ esac
+ as_dirs="'$as_qdir' $as_dirs"
+ as_dir=`$as_dirname -- "$as_dir" ||
+$as_expr X"$as_dir" : 'X\(.*[^/]\)//*[^/][^/]*/*$' \| \
+ X"$as_dir" : 'X\(//\)[^/]' \| \
+ X"$as_dir" : 'X\(//\)$' \| \
+ X"$as_dir" : 'X\(/\)' \| . 2>/dev/null ||
+$as_echo X"$as_dir" |
+ sed '/^X\(.*[^/]\)\/\/*[^/][^/]*\/*$/{
+ s//\1/
+ q
+ }
+ /^X\(\/\/\)[^/].*/{
+ s//\1/
+ q
+ }
+ /^X\(\/\/\)$/{
+ s//\1/
+ q
+ }
+ /^X\(\/\).*/{
+ s//\1/
+ q
+ }
+ s/.*/./; q'`
+ test -d "$as_dir" && break
+ done
+ test -z "$as_dirs" || eval "mkdir $as_dirs"
+ } || test -d "$as_dir" || as_fn_error $? "cannot create directory $as_dir"
+
+
+} # as_fn_mkdir_p
+if mkdir -p . 2>/dev/null; then
+ as_mkdir_p='mkdir -p "$as_dir"'
+else
+ test -d ./-p && rmdir ./-p
+ as_mkdir_p=false
+fi
+
+
+# as_fn_executable_p FILE
+# -----------------------
+# Test if FILE is an executable regular file.
+as_fn_executable_p ()
+{
+ test -f "$1" && test -x "$1"
+} # as_fn_executable_p
+as_test_x='test -x'
+as_executable_p=as_fn_executable_p
+
+# Sed expression to map a string onto a valid CPP name.
+as_tr_cpp="eval sed 'y%*$as_cr_letters%P$as_cr_LETTERS%;s%[^_$as_cr_alnum]%_%g'"
+
+# Sed expression to map a string onto a valid variable name.
+as_tr_sh="eval sed 'y%*+%pp%;s%[^_$as_cr_alnum]%_%g'"
+
+
+exec 6>&1
+## ----------------------------------- ##
+## Main body of $CONFIG_STATUS script. ##
+## ----------------------------------- ##
+_ASEOF
+test $as_write_fail = 0 && chmod +x $CONFIG_STATUS || ac_write_fail=1
+
+cat >>$CONFIG_STATUS <<\_ACEOF || ac_write_fail=1
+# Save the log message, to keep $0 and so on meaningful, and to
+# report actual input values of CONFIG_FILES etc. instead of their
+# values after options handling.
+ac_log="
+This file was extended by Octave-Forge tisean package $as_me 0.2.3, which was
+generated by GNU Autoconf 2.69. Invocation command line was
+
+ CONFIG_FILES = $CONFIG_FILES
+ CONFIG_HEADERS = $CONFIG_HEADERS
+ CONFIG_LINKS = $CONFIG_LINKS
+ CONFIG_COMMANDS = $CONFIG_COMMANDS
+ $ $0 $@
+
+on `(hostname || uname -n) 2>/dev/null | sed 1q`
+"
+
+_ACEOF
+
+case $ac_config_files in *"
+"*) set x $ac_config_files; shift; ac_config_files=$*;;
+esac
+
+
+
+cat >>$CONFIG_STATUS <<_ACEOF || ac_write_fail=1
+# Files that config.status was made for.
+config_files="$ac_config_files"
+
+_ACEOF
+
+cat >>$CONFIG_STATUS <<\_ACEOF || ac_write_fail=1
+ac_cs_usage="\
+\`$as_me' instantiates files and other configuration actions
+from templates according to the current configuration. Unless the files
+and actions are specified as TAGs, all are instantiated by default.
+
+Usage: $0 [OPTION]... [TAG]...
+
+ -h, --help print this help, then exit
+ -V, --version print version number and configuration settings, then exit
+ --config print configuration, then exit
+ -q, --quiet, --silent
+ do not print progress messages
+ -d, --debug don't remove temporary files
+ --recheck update $as_me by reconfiguring in the same conditions
+ --file=FILE[:TEMPLATE]
+ instantiate the configuration file FILE
+
+Configuration files:
+$config_files
+
+Report bugs to the package provider."
+
+_ACEOF
+cat >>$CONFIG_STATUS <<_ACEOF || ac_write_fail=1
+ac_cs_config="`$as_echo "$ac_configure_args" | sed 's/^ //; s/[\\""\`\$]/\\\\&/g'`"
+ac_cs_version="\\
+Octave-Forge tisean package config.status 0.2.3
+configured by $0, generated by GNU Autoconf 2.69,
+ with options \\"\$ac_cs_config\\"
+
+Copyright (C) 2012 Free Software Foundation, Inc.
+This config.status script is free software; the Free Software Foundation
+gives unlimited permission to copy, distribute and modify it."
+
+ac_pwd='$ac_pwd'
+srcdir='$srcdir'
+test -n "\$AWK" || AWK=awk
+_ACEOF
+
+cat >>$CONFIG_STATUS <<\_ACEOF || ac_write_fail=1
+# The default lists apply if the user does not specify any file.
+ac_need_defaults=:
+while test $# != 0
+do
+ case $1 in
+ --*=?*)
+ ac_option=`expr "X$1" : 'X\([^=]*\)='`
+ ac_optarg=`expr "X$1" : 'X[^=]*=\(.*\)'`
+ ac_shift=:
+ ;;
+ --*=)
+ ac_option=`expr "X$1" : 'X\([^=]*\)='`
+ ac_optarg=
+ ac_shift=:
+ ;;
+ *)
+ ac_option=$1
+ ac_optarg=$2
+ ac_shift=shift
+ ;;
+ esac
+
+ case $ac_option in
+ # Handling of the options.
+ -recheck | --recheck | --rechec | --reche | --rech | --rec | --re | --r)
+ ac_cs_recheck=: ;;
+ --version | --versio | --versi | --vers | --ver | --ve | --v | -V )
+ $as_echo "$ac_cs_version"; exit ;;
+ --config | --confi | --conf | --con | --co | --c )
+ $as_echo "$ac_cs_config"; exit ;;
+ --debug | --debu | --deb | --de | --d | -d )
+ debug=: ;;
+ --file | --fil | --fi | --f )
+ $ac_shift
+ case $ac_optarg in
+ *\'*) ac_optarg=`$as_echo "$ac_optarg" | sed "s/'/'\\\\\\\\''/g"` ;;
+ '') as_fn_error $? "missing file argument" ;;
+ esac
+ as_fn_append CONFIG_FILES " '$ac_optarg'"
+ ac_need_defaults=false;;
+ --he | --h | --help | --hel | -h )
+ $as_echo "$ac_cs_usage"; exit ;;
+ -q | -quiet | --quiet | --quie | --qui | --qu | --q \
+ | -silent | --silent | --silen | --sile | --sil | --si | --s)
+ ac_cs_silent=: ;;
+
+ # This is an error.
+ -*) as_fn_error $? "unrecognized option: \`$1'
+Try \`$0 --help' for more information." ;;
+
+ *) as_fn_append ac_config_targets " $1"
+ ac_need_defaults=false ;;
+
+ esac
+ shift
+done
+
+ac_configure_extra_args=
+
+if $ac_cs_silent; then
+ exec 6>/dev/null
+ ac_configure_extra_args="$ac_configure_extra_args --silent"
+fi
+
+_ACEOF
+cat >>$CONFIG_STATUS <<_ACEOF || ac_write_fail=1
+if \$ac_cs_recheck; then
+ set X $SHELL '$0' $ac_configure_args \$ac_configure_extra_args --no-create --no-recursion
+ shift
+ \$as_echo "running CONFIG_SHELL=$SHELL \$*" >&6
+ CONFIG_SHELL='$SHELL'
+ export CONFIG_SHELL
+ exec "\$@"
+fi
+
+_ACEOF
+cat >>$CONFIG_STATUS <<\_ACEOF || ac_write_fail=1
+exec 5>>config.log
+{
+ echo
+ sed 'h;s/./-/g;s/^.../## /;s/...$/ ##/;p;x;p;x' <<_ASBOX
+## Running $as_me. ##
+_ASBOX
+ $as_echo "$ac_log"
+} >&5
+
+_ACEOF
+cat >>$CONFIG_STATUS <<_ACEOF || ac_write_fail=1
+_ACEOF
+
+cat >>$CONFIG_STATUS <<\_ACEOF || ac_write_fail=1
+
+# Handling of arguments.
+for ac_config_target in $ac_config_targets
+do
+ case $ac_config_target in
+ "Makefile") CONFIG_FILES="$CONFIG_FILES Makefile" ;;
+ "source_f/slatec/Makefile") CONFIG_FILES="$CONFIG_FILES source_f/slatec/Makefile" ;;
+ "../devel/Makefile") CONFIG_FILES="$CONFIG_FILES ../devel/Makefile" ;;
+ "../devel/randomize/Makefile") CONFIG_FILES="$CONFIG_FILES ../devel/randomize/Makefile" ;;
+
+ *) as_fn_error $? "invalid argument: \`$ac_config_target'" "$LINENO" 5;;
+ esac
+done
+
+
+# If the user did not use the arguments to specify the items to instantiate,
+# then the envvar interface is used. Set only those that are not.
+# We use the long form for the default assignment because of an extremely
+# bizarre bug on SunOS 4.1.3.
+if $ac_need_defaults; then
+ test "${CONFIG_FILES+set}" = set || CONFIG_FILES=$config_files
+fi
+
+# Have a temporary directory for convenience. Make it in the build tree
+# simply because there is no reason against having it here, and in addition,
+# creating and moving files from /tmp can sometimes cause problems.
+# Hook for its removal unless debugging.
+# Note that there is a small window in which the directory will not be cleaned:
+# after its creation but before its name has been assigned to `$tmp'.
+$debug ||
+{
+ tmp= ac_tmp=
+ trap 'exit_status=$?
+ : "${ac_tmp:=$tmp}"
+ { test ! -d "$ac_tmp" || rm -fr "$ac_tmp"; } && exit $exit_status
+' 0
+ trap 'as_fn_exit 1' 1 2 13 15
+}
+# Create a (secure) tmp directory for tmp files.
+
+{
+ tmp=`(umask 077 && mktemp -d "./confXXXXXX") 2>/dev/null` &&
+ test -d "$tmp"
+} ||
+{
+ tmp=./conf$$-$RANDOM
+ (umask 077 && mkdir "$tmp")
+} || as_fn_error $? "cannot create a temporary directory in ." "$LINENO" 5
+ac_tmp=$tmp
+
+# Set up the scripts for CONFIG_FILES section.
+# No need to generate them if there are no CONFIG_FILES.
+# This happens for instance with `./config.status config.h'.
+if test -n "$CONFIG_FILES"; then
+
+
+ac_cr=`echo X | tr X '\015'`
+# On cygwin, bash can eat \r inside `` if the user requested igncr.
+# But we know of no other shell where ac_cr would be empty at this
+# point, so we can use a bashism as a fallback.
+if test "x$ac_cr" = x; then
+ eval ac_cr=\$\'\\r\'
+fi
+ac_cs_awk_cr=`$AWK 'BEGIN { print "a\rb" }' </dev/null 2>/dev/null`
+if test "$ac_cs_awk_cr" = "a${ac_cr}b"; then
+ ac_cs_awk_cr='\\r'
+else
+ ac_cs_awk_cr=$ac_cr
+fi
+
+echo 'BEGIN {' >"$ac_tmp/subs1.awk" &&
+_ACEOF
+
+
+{
+ echo "cat >conf$$subs.awk <<_ACEOF" &&
+ echo "$ac_subst_vars" | sed 's/.*/&!$&$ac_delim/' &&
+ echo "_ACEOF"
+} >conf$$subs.sh ||
+ as_fn_error $? "could not make $CONFIG_STATUS" "$LINENO" 5
+ac_delim_num=`echo "$ac_subst_vars" | grep -c '^'`
+ac_delim='%!_!# '
+for ac_last_try in false false false false false :; do
+ . ./conf$$subs.sh ||
+ as_fn_error $? "could not make $CONFIG_STATUS" "$LINENO" 5
+
+ ac_delim_n=`sed -n "s/.*$ac_delim\$/X/p" conf$$subs.awk | grep -c X`
+ if test $ac_delim_n = $ac_delim_num; then
+ break
+ elif $ac_last_try; then
+ as_fn_error $? "could not make $CONFIG_STATUS" "$LINENO" 5
+ else
+ ac_delim="$ac_delim!$ac_delim _$ac_delim!! "
+ fi
+done
+rm -f conf$$subs.sh
+
+cat >>$CONFIG_STATUS <<_ACEOF || ac_write_fail=1
+cat >>"\$ac_tmp/subs1.awk" <<\\_ACAWK &&
+_ACEOF
+sed -n '
+h
+s/^/S["/; s/!.*/"]=/
+p
+g
+s/^[^!]*!//
+:repl
+t repl
+s/'"$ac_delim"'$//
+t delim
+:nl
+h
+s/\(.\{148\}\)..*/\1/
+t more1
+s/["\\]/\\&/g; s/^/"/; s/$/\\n"\\/
+p
+n
+b repl
+:more1
+s/["\\]/\\&/g; s/^/"/; s/$/"\\/
+p
+g
+s/.\{148\}//
+t nl
+:delim
+h
+s/\(.\{148\}\)..*/\1/
+t more2
+s/["\\]/\\&/g; s/^/"/; s/$/"/
+p
+b
+:more2
+s/["\\]/\\&/g; s/^/"/; s/$/"\\/
+p
+g
+s/.\{148\}//
+t delim
+' <conf$$subs.awk | sed '
+/^[^""]/{
+ N
+ s/\n//
+}
+' >>$CONFIG_STATUS || ac_write_fail=1
+rm -f conf$$subs.awk
+cat >>$CONFIG_STATUS <<_ACEOF || ac_write_fail=1
+_ACAWK
+cat >>"\$ac_tmp/subs1.awk" <<_ACAWK &&
+ for (key in S) S_is_set[key] = 1
+ FS = ""
+
+}
+{
+ line = $ 0
+ nfields = split(line, field, "@")
+ substed = 0
+ len = length(field[1])
+ for (i = 2; i < nfields; i++) {
+ key = field[i]
+ keylen = length(key)
+ if (S_is_set[key]) {
+ value = S[key]
+ line = substr(line, 1, len) "" value "" substr(line, len + keylen + 3)
+ len += length(value) + length(field[++i])
+ substed = 1
+ } else
+ len += 1 + keylen
+ }
+
+ print line
+}
+
+_ACAWK
+_ACEOF
+cat >>$CONFIG_STATUS <<\_ACEOF || ac_write_fail=1
+if sed "s/$ac_cr//" < /dev/null > /dev/null 2>&1; then
+ sed "s/$ac_cr\$//; s/$ac_cr/$ac_cs_awk_cr/g"
+else
+ cat
+fi < "$ac_tmp/subs1.awk" > "$ac_tmp/subs.awk" \
+ || as_fn_error $? "could not setup config files machinery" "$LINENO" 5
+_ACEOF
+
+# VPATH may cause trouble with some makes, so we remove sole $(srcdir),
+# ${srcdir} and @srcdir@ entries from VPATH if srcdir is ".", strip leading and
+# trailing colons and then remove the whole line if VPATH becomes empty
+# (actually we leave an empty line to preserve line numbers).
+if test "x$srcdir" = x.; then
+ ac_vpsub='/^[ ]*VPATH[ ]*=[ ]*/{
+h
+s///
+s/^/:/
+s/[ ]*$/:/
+s/:\$(srcdir):/:/g
+s/:\${srcdir}:/:/g
+s/:@srcdir@:/:/g
+s/^:*//
+s/:*$//
+x
+s/\(=[ ]*\).*/\1/
+G
+s/\n//
+s/^[^=]*=[ ]*$//
+}'
+fi
+
+cat >>$CONFIG_STATUS <<\_ACEOF || ac_write_fail=1
+fi # test -n "$CONFIG_FILES"
+
+
+eval set X " :F $CONFIG_FILES "
+shift
+for ac_tag
+do
+ case $ac_tag in
+ :[FHLC]) ac_mode=$ac_tag; continue;;
+ esac
+ case $ac_mode$ac_tag in
+ :[FHL]*:*);;
+ :L* | :C*:*) as_fn_error $? "invalid tag \`$ac_tag'" "$LINENO" 5;;
+ :[FH]-) ac_tag=-:-;;
+ :[FH]*) ac_tag=$ac_tag:$ac_tag.in;;
+ esac
+ ac_save_IFS=$IFS
+ IFS=:
+ set x $ac_tag
+ IFS=$ac_save_IFS
+ shift
+ ac_file=$1
+ shift
+
+ case $ac_mode in
+ :L) ac_source=$1;;
+ :[FH])
+ ac_file_inputs=
+ for ac_f
+ do
+ case $ac_f in
+ -) ac_f="$ac_tmp/stdin";;
+ *) # Look for the file first in the build tree, then in the source tree
+ # (if the path is not absolute). The absolute path cannot be DOS-style,
+ # because $ac_f cannot contain `:'.
+ test -f "$ac_f" ||
+ case $ac_f in
+ [\\/$]*) false;;
+ *) test -f "$srcdir/$ac_f" && ac_f="$srcdir/$ac_f";;
+ esac ||
+ as_fn_error 1 "cannot find input file: \`$ac_f'" "$LINENO" 5;;
+ esac
+ case $ac_f in *\'*) ac_f=`$as_echo "$ac_f" | sed "s/'/'\\\\\\\\''/g"`;; esac
+ as_fn_append ac_file_inputs " '$ac_f'"
+ done
+
+ # Let's still pretend it is `configure' which instantiates (i.e., don't
+ # use $as_me), people would be surprised to read:
+ # /* config.h. Generated by config.status. */
+ configure_input='Generated from '`
+ $as_echo "$*" | sed 's|^[^:]*/||;s|:[^:]*/|, |g'
+ `' by configure.'
+ if test x"$ac_file" != x-; then
+ configure_input="$ac_file. $configure_input"
+ { $as_echo "$as_me:${as_lineno-$LINENO}: creating $ac_file" >&5
+$as_echo "$as_me: creating $ac_file" >&6;}
+ fi
+ # Neutralize special characters interpreted by sed in replacement strings.
+ case $configure_input in #(
+ *\&* | *\|* | *\\* )
+ ac_sed_conf_input=`$as_echo "$configure_input" |
+ sed 's/[\\\\&|]/\\\\&/g'`;; #(
+ *) ac_sed_conf_input=$configure_input;;
+ esac
+
+ case $ac_tag in
+ *:-:* | *:-) cat >"$ac_tmp/stdin" \
+ || as_fn_error $? "could not create $ac_file" "$LINENO" 5 ;;
+ esac
+ ;;
+ esac
+
+ ac_dir=`$as_dirname -- "$ac_file" ||
+$as_expr X"$ac_file" : 'X\(.*[^/]\)//*[^/][^/]*/*$' \| \
+ X"$ac_file" : 'X\(//\)[^/]' \| \
+ X"$ac_file" : 'X\(//\)$' \| \
+ X"$ac_file" : 'X\(/\)' \| . 2>/dev/null ||
+$as_echo X"$ac_file" |
+ sed '/^X\(.*[^/]\)\/\/*[^/][^/]*\/*$/{
+ s//\1/
+ q
+ }
+ /^X\(\/\/\)[^/].*/{
+ s//\1/
+ q
+ }
+ /^X\(\/\/\)$/{
+ s//\1/
+ q
+ }
+ /^X\(\/\).*/{
+ s//\1/
+ q
+ }
+ s/.*/./; q'`
+ as_dir="$ac_dir"; as_fn_mkdir_p
+ ac_builddir=.
+
+case "$ac_dir" in
+.) ac_dir_suffix= ac_top_builddir_sub=. ac_top_build_prefix= ;;
+*)
+ ac_dir_suffix=/`$as_echo "$ac_dir" | sed 's|^\.[\\/]||'`
+ # A ".." for each directory in $ac_dir_suffix.
+ ac_top_builddir_sub=`$as_echo "$ac_dir_suffix" | sed 's|/[^\\/]*|/..|g;s|/||'`
+ case $ac_top_builddir_sub in
+ "") ac_top_builddir_sub=. ac_top_build_prefix= ;;
+ *) ac_top_build_prefix=$ac_top_builddir_sub/ ;;
+ esac ;;
+esac
+ac_abs_top_builddir=$ac_pwd
+ac_abs_builddir=$ac_pwd$ac_dir_suffix
+# for backward compatibility:
+ac_top_builddir=$ac_top_build_prefix
+
+case $srcdir in
+ .) # We are building in place.
+ ac_srcdir=.
+ ac_top_srcdir=$ac_top_builddir_sub
+ ac_abs_top_srcdir=$ac_pwd ;;
+ [\\/]* | ?:[\\/]* ) # Absolute name.
+ ac_srcdir=$srcdir$ac_dir_suffix;
+ ac_top_srcdir=$srcdir
+ ac_abs_top_srcdir=$srcdir ;;
+ *) # Relative name.
+ ac_srcdir=$ac_top_build_prefix$srcdir$ac_dir_suffix
+ ac_top_srcdir=$ac_top_build_prefix$srcdir
+ ac_abs_top_srcdir=$ac_pwd/$srcdir ;;
+esac
+ac_abs_srcdir=$ac_abs_top_srcdir$ac_dir_suffix
+
+
+ case $ac_mode in
+ :F)
+ #
+ # CONFIG_FILE
+ #
+
+_ACEOF
+
+cat >>$CONFIG_STATUS <<\_ACEOF || ac_write_fail=1
+# If the template does not know about datarootdir, expand it.
+# FIXME: This hack should be removed a few years after 2.60.
+ac_datarootdir_hack=; ac_datarootdir_seen=
+ac_sed_dataroot='
+/datarootdir/ {
+ p
+ q
+}
+/@datadir@/p
+/@docdir@/p
+/@infodir@/p
+/@localedir@/p
+/@mandir@/p'
+case `eval "sed -n \"\$ac_sed_dataroot\" $ac_file_inputs"` in
+*datarootdir*) ac_datarootdir_seen=yes;;
+*@datadir@*|*@docdir@*|*@infodir@*|*@localedir@*|*@mandir@*)
+ { $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: $ac_file_inputs seems to ignore the --datarootdir setting" >&5
+$as_echo "$as_me: WARNING: $ac_file_inputs seems to ignore the --datarootdir setting" >&2;}
+_ACEOF
+cat >>$CONFIG_STATUS <<_ACEOF || ac_write_fail=1
+ ac_datarootdir_hack='
+ s&@datadir@&$datadir&g
+ s&@docdir@&$docdir&g
+ s&@infodir@&$infodir&g
+ s&@localedir@&$localedir&g
+ s&@mandir@&$mandir&g
+ s&\\\${datarootdir}&$datarootdir&g' ;;
+esac
+_ACEOF
+
+# Neutralize VPATH when `$srcdir' = `.'.
+# Shell code in configure.ac might set extrasub.
+# FIXME: do we really want to maintain this feature?
+cat >>$CONFIG_STATUS <<_ACEOF || ac_write_fail=1
+ac_sed_extra="$ac_vpsub
+$extrasub
+_ACEOF
+cat >>$CONFIG_STATUS <<\_ACEOF || ac_write_fail=1
+:t
+/@[a-zA-Z_][a-zA-Z_0-9]*@/!b
+s|@configure_input@|$ac_sed_conf_input|;t t
+s&@top_builddir@&$ac_top_builddir_sub&;t t
+s&@top_build_prefix@&$ac_top_build_prefix&;t t
+s&@srcdir@&$ac_srcdir&;t t
+s&@abs_srcdir@&$ac_abs_srcdir&;t t
+s&@top_srcdir@&$ac_top_srcdir&;t t
+s&@abs_top_srcdir@&$ac_abs_top_srcdir&;t t
+s&@builddir@&$ac_builddir&;t t
+s&@abs_builddir@&$ac_abs_builddir&;t t
+s&@abs_top_builddir@&$ac_abs_top_builddir&;t t
+$ac_datarootdir_hack
+"
+eval sed \"\$ac_sed_extra\" "$ac_file_inputs" | $AWK -f "$ac_tmp/subs.awk" \
+ >$ac_tmp/out || as_fn_error $? "could not create $ac_file" "$LINENO" 5
+
+test -z "$ac_datarootdir_hack$ac_datarootdir_seen" &&
+ { ac_out=`sed -n '/\${datarootdir}/p' "$ac_tmp/out"`; test -n "$ac_out"; } &&
+ { ac_out=`sed -n '/^[ ]*datarootdir[ ]*:*=/p' \
+ "$ac_tmp/out"`; test -z "$ac_out"; } &&
+ { $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: $ac_file contains a reference to the variable \`datarootdir'
+which seems to be undefined. Please make sure it is defined" >&5
+$as_echo "$as_me: WARNING: $ac_file contains a reference to the variable \`datarootdir'
+which seems to be undefined. Please make sure it is defined" >&2;}
+
+ rm -f "$ac_tmp/stdin"
+ case $ac_file in
+ -) cat "$ac_tmp/out" && rm -f "$ac_tmp/out";;
+ *) rm -f "$ac_file" && mv "$ac_tmp/out" "$ac_file";;
+ esac \
+ || as_fn_error $? "could not create $ac_file" "$LINENO" 5
+ ;;
+
+
+
+ esac
+
+done # for ac_tag
+
+
+as_fn_exit 0
+_ACEOF
+ac_clean_files=$ac_clean_files_save
+
+test $ac_write_fail = 0 ||
+ as_fn_error $? "write failure creating $CONFIG_STATUS" "$LINENO" 5
+
+
+# configure is writing to config.log, and then calls config.status.
+# config.status does its own redirection, appending to config.log.
+# Unfortunately, on DOS this fails, as config.log is still kept open
+# by configure, so config.status won't be able to write to it; its
+# output is simply discarded. So we exec the FD to /dev/null,
+# effectively closing config.log, so it can be properly (re)opened and
+# appended to by config.status. When coming back to configure, we
+# need to make the FD available again.
+if test "$no_create" != yes; then
+ ac_cs_success=:
+ ac_config_status_args=
+ test "$silent" = yes &&
+ ac_config_status_args="$ac_config_status_args --quiet"
+ exec 5>/dev/null
+ $SHELL $CONFIG_STATUS $ac_config_status_args || ac_cs_success=false
+ exec 5>>config.log
+ # Use ||, not &&, to avoid exiting from the if with $? = 1, which
+ # would make configure fail if this is the last instruction.
+ $ac_cs_success || as_fn_exit 1
+fi
+if test -n "$ac_unrecognized_opts" && test "$enable_option_checking" != no; then
+ { $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: unrecognized options: $ac_unrecognized_opts" >&5
+$as_echo "$as_me: WARNING: unrecognized options: $ac_unrecognized_opts" >&2;}
+fi
+
diff --git a/src/configure.ac b/src/configure.ac
new file mode 100755
index 0000000..109de44
--- /dev/null
+++ b/src/configure.ac
@@ -0,0 +1,53 @@
+AC_PREREQ([2.67])
+AC_INIT([Octave-Forge tisean package], [0.2.3])
+
+AC_PROG_CXX
+AC_LANG(C++)
+
+AX_CXX_COMPILE_STDCXX_11([],[optional])
+
+# Check for ar
+AC_CHECK_PROG(AR,ar,ar)
+ARFLAGS=r
+AC_MSG_CHECKING([whether ${AR} accepts ${ARFLAGS}])
+echo 'void f(){}' > libtest.c
+${CXX} -c libtest.c
+${AR} ${ARFLAGS} libtest.a libtest.o 1>&5 2>&5
+if test -s libtest.a; then
+ AC_MSG_RESULT(yes)
+else
+ ARFLAGS=-r
+ AC_MSG_RESULT([no, using ${ARFLAGS} instead])
+fi
+rm -f libtest.*
+AC_SUBST(ARFLAGS)
+
+# Check if FORTRAN 77 is supported
+AC_PROG_F77
+AC_PROG_F77_C_O
+AC_PROG_RANLIB
+
+# Check if -freal-4-real-8 is supported
+AC_LANG([Fortran 77])
+my_save_fflags="$FFLAGS"
+FFLAGS=-freal-4-real-8
+AC_MSG_CHECKING([whether $F77 supports -freal-4-real-8])
+AC_COMPILE_IFELSE([AC_LANG_PROGRAM([])],
+ [AC_MSG_RESULT([yes])]
+ [AM_FFLAGS=-freal-4-real-8],
+ [AC_MSG_RESULT([no])]
+ [AC_MSG_ERROR([*** A fortran compiler with support for -freal-4-real-8 flag is required.])]
+)
+FFLAGS="$my_save_fflags"
+AC_SUBST([AM_FFLAGS])
+
+AC_CONFIG_FILES([Makefile])
+AC_CONFIG_FILES([source_f/slatec/Makefile])
+
+# If ../devel folder exists run configure there too
+if test -d "../devel"; then
+ AC_CONFIG_FILES([../devel/Makefile])
+ AC_CONFIG_FILES([../devel/randomize/Makefile])
+fi
+
+AC_OUTPUT
diff --git a/src/lazy.cc b/src/lazy.cc
new file mode 100644
index 0000000..9ad2367
--- /dev/null
+++ b/src/lazy.cc
@@ -0,0 +1,213 @@
+/* -*- coding: utf-8 -*- */
+/* Copyright (C) 1996-2015 Piotr Held <pjheld at gmail.com>
+ *
+ * This file is part of Octave.
+ *
+ * Octave is free software; you can redistribute it and/or
+ * modify it under the terms of the GNU General Public
+ * License as published by the Free Software Foundation;
+ * either version 3 of the License, or (at your option) any
+ * later version.
+ *
+ * Octave is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied
+ * warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+ * PURPOSE. See the GNU General Public License for more
+ * details.
+ *
+ * You should have received a copy of the GNU General Public
+ * License along with Octave; see the file COPYING. If not,
+ * see <http://www.gnu.org/licenses/>.
+ */
+/********************************************************************/
+/********************************************************************/
+#define HELPTEXT "\
+-*- texinfo -*-\n\
+ at deftypefn{Function File} {@var{cleaned} =} lazy (@var{X}, @var{m}, @var{rv})\n\
+ at deftypefnx{Function File} {[@var{cleaned}, @var{diff}] =} lazy (@var{X}, @var{m}, @var{rv})\n\
+ at deftypefnx{Function File} {@dots{} =} lazy (@var{X}, @var{m}, @var{rv}, @var{imax})\n\
+\n\
+Performs simple nonlinear noise reduction\n\
+\n\
+ at strong {Inputs}\n\
+\n\
+ at table @var\n\
+ at item X\n\
+Must be realvector. If it is a row vector then the output will be row vectors as well.\n\
+ at item m\n\
+Embedding dimension. Must be postive integer.\n\
+ at item rv\n\
+If @var{rv} > 0 then it is equal to the absolute radius of the neighbourhoods. If @var{rv} < 0 then its opposite (- at var{rv}) is equal to the fraction of standard deviation used. It cannot be equal 0.\n\
+ at item imax\n\
+The number of iterations [default = 1].\n\
+ at end table\n\
+\n\
+ at strong {Output}\n\
+\n\
+ at table @var\n\
+ at item cleaned\n\
+Vector containing the cleaned data.\n\
+ at item diff\n\
+Difference between the clean and noisy data. \n\
+ at end table\n\
+\n\
+See the demo for example of how lazy works. \n\
+\n\
+ at strong{Algorithm}@*\n\
+Uses TISEAN package lazy\n\
+ at end deftypefn"
+/******************************************************************************/
+/******************************************************************************/
+/* Author: Piotr Held <pjheld at gmail.com>.
+ * This function is based on lazy of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+
+#include <octave/oct.h>
+#include <octave/f77-fcn.h>
+
+#define DEFAULT_IMAX 1
+
+// In order to avoid clobbered warnings transposed is initialized globally.
+bool transposed;
+
+extern "C"
+{
+ F77_RET_T
+ F77_FUNC (ts_lazy, TS_LAZY)
+ (const int& m, const double& rv,
+ const int& imax, const int& lines_read,
+ double* in_out1, double* in_out2);
+}
+
+
+DEFUN_DLD (lazy, args, nargout, HELPTEXT)
+{
+ octave_value_list retval;
+ int nargin = args.length ();
+
+
+ if ((nargin != 4) && (nargin != 3))
+ {
+ print_usage ();
+ }
+ else if (nargout > 2)
+ {
+ error_with_id ("Octave:invalid-fun-call", \
+ "Lazy only produces two outputs");
+ }
+ else
+ {
+ // Assigning inputs
+ Matrix in_out1 = args(0).matrix_value();
+ int m = args(1).int_value();
+ double rv = args(2).double_value();
+ int imax = DEFAULT_IMAX;
+
+ if (nargin == 4)
+ imax = args(3).int_value();
+
+// --- DATA VALIDATION ---
+
+ // Checking if matrix is vector.
+
+ int rows = in_out1.rows();
+ int cols = in_out1.cols();
+
+ if (((rows != 1) && (cols != 1)) || (cols == 0) || (rows == 0))
+ error_with_id ("Octave:invalid-input-arg",\
+ "input X must be a vector");
+
+ // Checking parameters
+ if (m < 1)
+ error_with_id ("Octave:invalid-input-arg",\
+ "Embedding dimension (M) must be a positive integer");
+
+ if (rv == 0.)
+ error_with_id ("Octave:invalid-input-arg",\
+ "Set either radious of neighbourhoods"
+ " or fraction of std deviation");
+
+ if (imax < 1)
+ error_with_id ("Octave:invalid-input-arg",\
+ "Number of iterations (IMAX) must be a positive "
+ "integer");
+
+ if (! error_state)
+ {
+ // If vector is in 1 row: transpose (we will transpose the output to fit)
+ transposed = 0;
+
+ if ((rows == 1) && (cols > 1))
+ {
+ transposed = 1;
+ in_out1 = in_out1.transpose();
+ }
+
+ int lines_read = in_out1.numel();
+ NDArray in_out2 (Matrix (lines_read, 1));
+
+ F77_XFCN (ts_lazy, TS_LAZY,
+ (m, rv, imax, lines_read,
+ in_out1.fortran_vec(), in_out2.fortran_vec()));
+
+ // Transpose the output to resemble the input
+ if (transposed)
+ {
+ in_out1 = in_out1.transpose();
+ in_out2 = in_out2.transpose();
+ }
+
+ retval(0) = in_out1;
+ retval(1) = in_out2;
+ }
+ }
+ return retval;
+}
+
+/*
+%!demo
+%! hen = henon (10000);
+%! "The following line is equvalent to 'addnoise -v0.02 hen' from TISEAN";
+%! hen = hen + std (hen) * 0.02 .* (-6 + sum (rand ([size(hen), 12]), 3));
+%! hendel = delay (hen(:,1));
+%! henlaz = lazy (hen(:,1),7,-0.06,3);
+%! henlaz = delay (henlaz);
+%!
+%! subplot (2,3,1)
+%! plot (hendel(:,1), hendel(:,2), 'b.','markersize', 3);
+%! title ("Noisy data");
+%! pbaspect ([1 1 1]);
+%! axis tight
+%! axis off
+%!
+%! subplot (2,3,4)
+%! plot (henlaz(:,1), henlaz(:,2),'r.','markersize', 3);
+%! title ("Clean data");
+%! pbaspect ([1 1 1]);
+%! axis tight
+%! axis off
+%!
+%! subplot (2,3,[2 3 5 6])
+%! plot (hendel(:,1), hendel(:,2), 'b.','markersize', 3,...
+%! henlaz(:,1), henlaz(:,2),'r.','markersize', 3);
+%! legend ("Noisy", "Clean");
+%! title ("Superimposed data");
+%! axis tight
+
+%!###############################################################
+
+%!fail("lazy([(1:10);(1:10)],7,-0.06)");
+
+%!fail("lazy((1:10),0,0.04)");
+
+%!fail("[a,b,c] = lazy((1:10),1,0.05)");
+
+%!test
+%! "In is generated from Octave using 'in = 1 + 0.5 * rand(10,1);'";
+%! in = [1.47007925526322;1.168775342017635;1.10943000146922; 1.174293926353764; 1.075741574572656; 1.373465364407417; 1.089417388489702; 1.403669883669071;1.452726826806777; 1.016960990335037];
+%! "res was generated using 'lazy -m1 -v0.06 in.dat' from TISEAN 'lazy'";
+%! res = [1.47007930, 0.00000000; 1.17153454, -2.75921822E-03; 1.10942996, 0.00000000; 1.17153454, 2.75933743E-03; 1.07574153, 0.00000000; 1.37346542, 0.00000000; 1.08941734, 0.00000000; 1.40366983, 0.00000000; 1.45272684, 0.00000000; 1.01696098, 0.00000000];
+%! [al,bl] = lazy(in, 1, -0.06);
+%! assert([al,bl],res,1e-6);
+*/
diff --git a/src/m4/ax_cxx_compile_stdcxx_11.m4 b/src/m4/ax_cxx_compile_stdcxx_11.m4
new file mode 100644
index 0000000..163a4c6
--- /dev/null
+++ b/src/m4/ax_cxx_compile_stdcxx_11.m4
@@ -0,0 +1,142 @@
+# ============================================================================
+# http://www.gnu.org/software/autoconf-archive/ax_cxx_compile_stdcxx_11.html
+# ============================================================================
+#
+# SYNOPSIS
+#
+# AX_CXX_COMPILE_STDCXX_11([ext|noext],[mandatory|optional])
+#
+# DESCRIPTION
+#
+# Check for baseline language coverage in the compiler for the C++11
+# standard; if necessary, add switches to CXXFLAGS to enable support.
+#
+# The first argument, if specified, indicates whether you insist on an
+# extended mode (e.g. -std=gnu++11) or a strict conformance mode (e.g.
+# -std=c++11). If neither is specified, you get whatever works, with
+# preference for an extended mode.
+#
+# The second argument, if specified 'mandatory' or if left unspecified,
+# indicates that baseline C++11 support is required and that the macro
+# should error out if no mode with that support is found. If specified
+# 'optional', then configuration proceeds regardless, after defining
+# HAVE_CXX11 if and only if a supporting mode is found.
+#
+# LICENSE
+#
+# Copyright (c) 2008 Benjamin Kosnik <bkoz at redhat.com>
+# Copyright (c) 2012 Zack Weinberg <zackw at panix.com>
+# Copyright (c) 2013 Roy Stogner <roystgnr at ices.utexas.edu>
+# Copyright (c) 2014 Alexey Sokolov <sokolov at google.com>
+#
+# Copying and distribution of this file, with or without modification, are
+# permitted in any medium without royalty provided the copyright notice
+# and this notice are preserved. This file is offered as-is, without any
+# warranty.
+
+#serial 4
+
+m4_define([_AX_CXX_COMPILE_STDCXX_11_testbody], [[
+ template <typename T>
+ struct check
+ {
+ static_assert(sizeof(int) <= sizeof(T), "not big enough");
+ };
+
+ struct Base {
+ virtual void f() {}
+ };
+ struct Child : public Base {
+ virtual void f() override {}
+ };
+
+ typedef check<check<bool>> right_angle_brackets;
+
+ int a;
+ decltype(a) b;
+
+ typedef check<int> check_type;
+ check_type c;
+ check_type&& cr = static_cast<check_type&&>(c);
+
+ auto d = a;
+ auto l = [](){};
+]])
+
+AC_DEFUN([AX_CXX_COMPILE_STDCXX_11], [dnl
+ m4_if([$1], [], [],
+ [$1], [ext], [],
+ [$1], [noext], [],
+ [m4_fatal([invalid argument `$1' to AX_CXX_COMPILE_STDCXX_11])])dnl
+ m4_if([$2], [], [ax_cxx_compile_cxx11_required=true],
+ [$2], [mandatory], [ax_cxx_compile_cxx11_required=true],
+ [$2], [optional], [ax_cxx_compile_cxx11_required=false],
+ [m4_fatal([invalid second argument `$2' to AX_CXX_COMPILE_STDCXX_11])])
+ AC_LANG_PUSH([C++])dnl
+ ac_success=no
+ AC_CACHE_CHECK(whether $CXX supports C++11 features by default,
+ ax_cv_cxx_compile_cxx11,
+ [AC_COMPILE_IFELSE([AC_LANG_SOURCE([_AX_CXX_COMPILE_STDCXX_11_testbody])],
+ [ax_cv_cxx_compile_cxx11=yes],
+ [ax_cv_cxx_compile_cxx11=no])])
+ if test x$ax_cv_cxx_compile_cxx11 = xyes; then
+ ac_success=yes
+ fi
+
+ m4_if([$1], [noext], [], [dnl
+ if test x$ac_success = xno; then
+ for switch in -std=gnu++11 -std=gnu++0x; do
+ cachevar=AS_TR_SH([ax_cv_cxx_compile_cxx11_$switch])
+ AC_CACHE_CHECK(whether $CXX supports C++11 features with $switch,
+ $cachevar,
+ [ac_save_CXXFLAGS="$CXXFLAGS"
+ CXXFLAGS="$CXXFLAGS $switch"
+ AC_COMPILE_IFELSE([AC_LANG_SOURCE([_AX_CXX_COMPILE_STDCXX_11_testbody])],
+ [eval $cachevar=yes],
+ [eval $cachevar=no])
+ CXXFLAGS="$ac_save_CXXFLAGS"])
+ if eval test x\$$cachevar = xyes; then
+ CXXFLAGS="$CXXFLAGS $switch"
+ ac_success=yes
+ break
+ fi
+ done
+ fi])
+
+ m4_if([$1], [ext], [], [dnl
+ if test x$ac_success = xno; then
+ for switch in -std=c++11 -std=c++0x; do
+ cachevar=AS_TR_SH([ax_cv_cxx_compile_cxx11_$switch])
+ AC_CACHE_CHECK(whether $CXX supports C++11 features with $switch,
+ $cachevar,
+ [ac_save_CXXFLAGS="$CXXFLAGS"
+ CXXFLAGS="$CXXFLAGS $switch"
+ AC_COMPILE_IFELSE([AC_LANG_SOURCE([_AX_CXX_COMPILE_STDCXX_11_testbody])],
+ [eval $cachevar=yes],
+ [eval $cachevar=no])
+ CXXFLAGS="$ac_save_CXXFLAGS"])
+ if eval test x\$$cachevar = xyes; then
+ CXXFLAGS="$CXXFLAGS $switch"
+ ac_success=yes
+ break
+ fi
+ done
+ fi])
+ AC_LANG_POP([C++])
+ if test x$ax_cxx_compile_cxx11_required = xtrue; then
+ if test x$ac_success = xno; then
+ AC_MSG_ERROR([*** A compiler with support for C++11 language features is required.])
+ fi
+ else
+ if test x$ac_success = xno; then
+ HAVE_CXX11=0
+ AC_MSG_NOTICE([No compiler with C++11 support was found])
+ else
+ HAVE_CXX11=1
+ AC_DEFINE(HAVE_CXX11,1,
+ [define if the compiler supports basic C++11 syntax])
+ fi
+
+ AC_SUBST(HAVE_CXX11)
+ fi
+])
diff --git a/src/mutual.cc b/src/mutual.cc
new file mode 100644
index 0000000..05c11c0
--- /dev/null
+++ b/src/mutual.cc
@@ -0,0 +1,270 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ * Piotr Held
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger.
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on mutual of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+/********************************************************************/
+/********************************************************************/
+
+#define HELPTEXT "\
+-*- texinfo -*-\n\
+ at deftypefn{Function File} {@var{delay} =} mutual (@var{X})\n\
+ at deftypefnx{Function File} {[@var{delay}, @var{mutual_inf}] =} mutual (@var{X})\n\
+ at deftypefnx{Function File} {[@var{delay}, @var{mutual_inf}, @var{mutual_inf_log}] =} mutual (@var{X})\n\
+ at deftypefnx{Function File} {@dots{} =} mutual (@var{X}, @var{bd})\n\
+ at deftypefnx{Function File} {@dots{} =} mutual (@var{X}, @var{bd}, @var{d})\n\
+\n\
+Estimates the time delayed mutual information of the data. \
+It is the simplest possible realization. It uses a fixed mesh of boxes. \
+No finite sample corrections are implemented so far.\n\
+\n\
+ at strong {Inputs}\n\
+\n\
+ at table @var\n\
+ at item X\n\
+Must be realvector. If it is a row vector then the output will be row vectors as well.\n\
+ at item bd\n\
+If all inputs are present (nargin == 3) then @var{bd} is equal to the number of boxes for the\
+ partition. If @var{d} is omitted (nargin == 2) then if @var{bd} > 0 then it is still equal to the \
+number of boxes for the partition, but if @var{bd} < 0 then it is equal to the maximum time delay \
+(@var{D}) and the number of boxes is its default value. @var{bd} cannot be equal 0 [default = 16].\n\
+ at item d\n\
+The maximum time delay [default = 20].\n\
+ at end table\n\
+\n\
+ at strong {Output}\n\
+\n\
+ at table @var\n\
+ at item delay\n\
+The delay.\n\
+ at item mutual_inf\n\
+The calculated mutual information for the input vector @var{X}.\n\
+ at end table\n\
+\n\
+ at strong{Algorithm}@*\n\
+Based on TISEAN package mutual\n\
+ at end deftypefn"
+/******************************************************************************/
+/******************************************************************************/
+#include <octave/oct.h>
+
+#include "routines_c/tsa.h"
+
+#define DEFAULT_NO_BOXES 16
+#define DEFAULT_MAX_DELAY 20
+
+
+double make_cond_entropy(octave_idx_type t, int32NDArray &h1,
+ int32NDArray &h11, int32NDArray &h2,
+ const long *array, octave_idx_type length,
+ octave_idx_type partitions)
+{
+ long hi,hii,count=0;
+ double hpi,hpj,pij,cond_ent=0.0,norm;
+
+ for (octave_idx_type i=0;i<partitions;i++)
+ {
+ h1(i) = 0;
+ h11(i) = 0;
+ for (octave_idx_type j=0;j<partitions;j++)
+ h2(i,j)=0;
+ }
+
+ for (octave_idx_type i=0;i<length;i++)
+ if (i >= t) {
+ hii = array[i];
+ hi = array[i-t];
+ h1(hi) += 1;
+ h11(hii) += 1;
+ h2(hi,hii) += 1;
+ count++;
+ }
+
+ norm=1.0/(double)count;
+ cond_ent=0.0;
+
+ for (octave_idx_type i=0;i<partitions;i++) {
+ hpi=(double)(h1(i))*norm;
+ if (hpi > 0.0) {
+ for (octave_idx_type j=0;j<partitions;j++) {
+ hpj=(double)(h11(j))*norm;
+ if (hpj > 0.0) {
+ pij=(double)(h2(i,j))*norm;
+ if (pij > 0.0)
+ cond_ent += pij*log(pij/hpj/hpi);
+ }
+ }
+ }
+ }
+
+ return cond_ent;
+}
+
+DEFUN_DLD (mutual, args, nargout, HELPTEXT)
+{
+
+ int nargin = args.length ();
+ octave_value_list retval;
+
+ if ((nargin > 3) || (nargin < 1))
+ {
+ print_usage();
+ }
+ else if (nargout > 2)
+ {
+ error_with_id ("Octave:invalid-fun-call", \
+ "Can only output 2 arguments");
+ }
+ else
+ {
+ // Load input along with default values
+ Matrix input = args(0).matrix_value();
+ octave_idx_type partitions = DEFAULT_NO_BOXES;
+ octave_idx_type corrlength = DEFAULT_MAX_DELAY;
+
+ if (nargin == 2)
+ {
+ int bD = args(1).int_value();
+ if (bD < 0)
+ {
+ corrlength = -bD;
+ }
+ else
+ {
+ partitions = bD;
+ }
+ }
+
+ if (nargin == 3)
+ {
+ partitions = args(1).int_value();
+ corrlength = args(2).int_value();
+ }
+
+
+ // Data validation
+ octave_idx_type rows = input.rows();
+ octave_idx_type cols = input.columns();
+
+ if (((rows != 1) && (cols != 1)) || (cols == 0) || (rows == 0))
+ error_with_id ("Octave:invalid-input-arg", \
+ "input X must be a vector");
+
+ if ((partitions < 1) || (corrlength < 1))
+ error_with_id ("Octave:invalid-input-arg", \
+ "Neither the number of boxes, "
+ "nor the maximal delay time can be non-positive.");
+
+
+ // Correct for row vectors;
+ bool transposed = 0;
+ if ((rows == 1) && (cols > 1))
+ {
+ transposed = 1;
+ input = input.transpose();
+ }
+
+ // Dim == 1 always as we only use single column vectors.
+ octave_idx_type dim = input.columns();
+ octave_idx_type length = input.rows();
+
+ // Allocate memory
+ int32NDArray h1 (dim_vector(partitions, 1));
+ int32NDArray h11 (dim_vector(partitions, 1));
+ int32NDArray h2 (dim_vector(partitions, partitions));
+ OCTAVE_LOCAL_BUFFER (long, array, length);
+
+ if (! error_state)
+ {
+ // Load array
+
+ // Rescale data and load array
+ // NOTE: currently supports only vectors so (dim == 1) always
+ if (dim == 1){
+ double mint, interval;
+ rescale_data(input,0,length,&mint,&interval);
+
+ for (octave_idx_type i=0;i<length;i++)
+ if (input(i,0) < 1.0)
+ array[i]=(long)(input(i,0)*(double)partitions);
+ else
+ array[i]=partitions-1;
+ }
+
+ double shannon = make_cond_entropy (0, h1, h11, h2, array, length,
+ partitions);
+ if (corrlength >= (long)length)
+ corrlength=length-1;
+
+ // Construct the output
+ Matrix delay (corrlength+1,1);
+ // To save memory
+ int minf_len = 1;
+
+ if (nargout > 1)
+ minf_len = corrlength+1;
+ Matrix mutual_inf (minf_len,1);
+
+ // Assign output
+ delay(0,0) = 0;
+ mutual_inf(0,0) = shannon;
+ for (octave_idx_type tau=1;tau<=corrlength;tau++) {
+
+ // fprintf(stdout,"%ld %e %e\n",tau,condent,condent/log((double)partitions));
+ delay(tau,0) = tau;
+ if (nargout > 1)
+ {
+ mutual_inf(tau,0) = make_cond_entropy(tau, h1, h11, h2, array,
+ length, partitions);
+ }
+ }
+
+ if (transposed)
+ {
+ delay = delay.transpose();
+ if (nargout > 1)
+ mutual_inf = mutual_inf.transpose();
+ }
+ retval(0) = delay;
+ retval(1) = mutual_inf;
+ }
+ }
+ return retval;
+}
+
+/*
+%!fail("mutual((1:10),0)");
+
+%!fail("mutual((1:10),-4,5)");
+
+%!fail("mutual([(1:10);(1:10)])");
+
+%!fail("[a,b,c,d] = mutual ((1:10),1)");
+
+%!test
+%! "'res' was created using 'mutual hen.dat' where from the TISEAN package.";
+%! "'hen.dat' was created using 'henon(10000)' from Tisean package in GNU Octave";
+%! res = [0, 2.684467e+00; 1, 1.362672e+00; 2, 1.054827e+00; 3, 8.300913e-01; 4, 6.421677e-01; 5, 4.650269e-01; 6, 3.409740e-01; 7, 2.485991e-01; 8, 1.621105e-01; 9, 1.144275e-01; 10, 9.430688e-02; 11, 6.796321e-02; 12, 6.181312e-02; 13, 4.369772e-02; 14, 3.566099e-02; 15, 2.923612e-02; 16, 2.354500e-02; 17, 1.924072e-02; 18, 1.999171e-02; 19, 1.887493e-02; 20, 1.464115e-02];
+%! hen = henon(10000);
+%! [a,b] = mutual (hen(:,1),-20);
+%! assert ([a,b], res, 1e-6);
+*/
diff --git a/src/routines_c/TISEAN_rand.cc b/src/routines_c/TISEAN_rand.cc
new file mode 100644
index 0000000..41ae8b3
--- /dev/null
+++ b/src/routines_c/TISEAN_rand.cc
@@ -0,0 +1,129 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ *
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger.
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This file is based on rand.c of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+
+#define __RANDOM
+
+#ifndef M_PI
+#define M_PI 3.1415926535897932385E0
+#endif
+
+#include "TISEAN_rand.h"
+
+extern "C"
+{
+ #ifndef _LIMITS_H
+ #include <limits.h>
+ #endif
+}
+
+TISEAN_rand::TISEAN_rand(unsigned long iseed)
+ : rndtime (9688), rndtime1 (9688-157), rndtime2 (9688-314),
+ rndtime3 (9688-471), t1279 (1278), t1279_1 (1278-216),
+ t1279_2 (1278-299), t1279_3 (1278-598), lo_limit ((double)ULONG_MAX),
+ gausscount (0)
+{
+
+ if (sizeof(long) == 8) {
+ factor=13*13*13*13;
+ factor=factor*factor*factor*13;
+ }
+ else
+ factor=69069;
+
+ rnd_array[0]=rnd1279[0]=iseed;
+ rnd69=iseed;
+ unsigned long index=iseed;
+ nexti[0]=next1279[0]=1;
+
+ for (int i=1;i<9689;i++)
+ {
+ rnd_array[i]=factor*rnd_array[i-1]+1;
+ nexti[i]=i+1;
+ }
+
+ for (int i=1;i<1279;i++)
+ {
+ rnd1279[i]=factor*rnd1279[i-1]+1;
+ next1279[i]=i+1;
+ }
+ nexti[9688]=next1279[1278]=0;
+
+ for (int i=1;i<2000;i++)
+ {
+ unsigned long z;
+ index=factor*index+1;
+ z=rnd1279[((index>>10)%1279)];
+ z=(z<<10)+(z>>10);
+ index=factor*index+1;
+ rnd1279[((index>>10)%1279)] += z;
+ }
+
+ nexti[9688]=next1279[1278]=0;
+}
+
+unsigned long TISEAN_rand::rnd_long(void)
+{
+ rndtime=nexti[rndtime];
+ rndtime1=nexti[rndtime1];
+ rndtime2=nexti[rndtime2];
+ rndtime3=nexti[rndtime3];
+ rnd_array[rndtime] ^= rnd_array[rndtime1]
+ ^rnd_array[rndtime2]^rnd_array[rndtime3];
+
+ return rnd_array[rndtime];
+}
+
+unsigned long TISEAN_rand::rnd_1279(void)
+{
+ t1279=next1279[t1279];
+ t1279_1=next1279[t1279_1];
+ t1279_2=next1279[t1279_2];
+ t1279_3=next1279[t1279_3];
+
+ rnd1279[t1279] += (rnd1279[t1279_1] + rnd1279[t1279_2]
+ + rnd1279[t1279_3]);
+ return rnd1279[t1279];
+}
+
+unsigned long TISEAN_rand::rnd69069(void)
+{
+ return (rnd69=rnd69*factor+1);
+}
+
+double TISEAN_rand::gaussian(double sigma)
+{
+
+ if (!(gausscount++ & 0x1)) {
+ double phi=2.0*M_PI*(double)rnd_1279()/lo_limit;
+ double u=(double)rnd_1279()/lo_limit;
+ double r=sqrt(-2.0*sigma*sigma*log(u));
+ double x=r*cos(phi);
+ y=r*sin(phi);
+
+ return x;
+ }
+ else
+ return y;
+}
diff --git a/src/routines_c/TISEAN_rand.h b/src/routines_c/TISEAN_rand.h
new file mode 100644
index 0000000..43eaac6
--- /dev/null
+++ b/src/routines_c/TISEAN_rand.h
@@ -0,0 +1,54 @@
+/* -*- coding: utf-8 -*- */
+/* Copyright (C) 1996-2015 Piotr Held <pjheld at gmail.com>
+ *
+ * This file is part of Octave.
+ *
+ * Octave is free software; you can redistribute it and/or
+ * modify it under the terms of the GNU General Public
+ * License as published by the Free Software Foundation;
+ * either version 3 of the License, or (at your option) any
+ * later version.
+ *
+ * Octave is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied
+ * warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+ * PURPOSE. See the GNU General Public License for more
+ * details.
+ *
+ * You should have received a copy of the GNU General Public
+ * License along with Octave; see the file COPYING. If not,
+ * see <http://www.gnu.org/licenses/>.
+ */
+/********************************************************************/
+/********************************************************************/
+
+#ifndef TISEAN_RAND_H
+#define TISEAN_RAND_H
+
+#include <octave/oct.h>
+
+class TISEAN_rand
+{
+ private:
+ unsigned long rnd_array [9689], nexti [9689];
+ unsigned long rnd1279[1279], next1279[1279];
+ unsigned long rndtime,rndtime1,rndtime2,rndtime3;
+ unsigned long t1279,t1279_1,t1279_2,t1279_3;
+ unsigned long factor, rnd69;
+
+ double lo_limit;
+
+ unsigned long gausscount;
+ double y;
+
+ public:
+ TISEAN_rand (unsigned long iseed);
+
+ unsigned long rnd_long (void);
+ unsigned long rnd_1279 (void);
+ unsigned long rnd69069 (void);
+ double gaussian (double sigma);
+};
+
+
+#endif
diff --git a/src/routines_c/check_alloc.cc b/src/routines_c/check_alloc.cc
new file mode 100644
index 0000000..07a29b4
--- /dev/null
+++ b/src/routines_c/check_alloc.cc
@@ -0,0 +1,33 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ * Piotr Held
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger.
+ * Author: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on check_alloc of TISEAN 3.0.1 https://github.com/heggus/Tisean"
+ */
+/********************************************************************/
+/********************************************************************/
+#include <octave/oct.h>
+
+void check_alloc(void *pnt)
+{
+ if (pnt == NULL) {
+ error ("Couldn't allocate enough memory");
+ }
+}
diff --git a/src/routines_c/eigen.cc b/src/routines_c/eigen.cc
new file mode 100644
index 0000000..200606b
--- /dev/null
+++ b/src/routines_c/eigen.cc
@@ -0,0 +1,526 @@
+/* Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * These functions are based on eigen.c of TISEAN 3.0.1 https://github.com/heggus/Tisean"
+ */
+/********************************************************************/
+/********************************************************************/
+
+#include <octave/oct.h>
+
+#include <cmath>
+#include <cstdlib>
+#include <cstdio>
+
+typedef double doublereal;
+typedef int integer;
+
+#define abs(x) (((x)>=0.0)?(x):-(x))
+#define min(x,y) (((x)<=(y))?(x):(y))
+#define max(x,y) (((x)>=(y))?(x):(y))
+
+static doublereal c_b10 = 1.;
+
+extern void check_alloc(void*);
+
+double d_sign(double *a,double *b)
+{
+ double x;
+ x = (*a >= 0 ? *a : - *a);
+ return ( *b >= 0 ? x : -x);
+}
+
+doublereal pythag(doublereal *a, doublereal *b)
+{
+ doublereal ret_val, d__1, d__2, d__3;
+ static doublereal p, r__, s, t, u;
+
+ d__1 = abs(*a), d__2 = abs(*b);
+ p = max(d__1,d__2);
+ if (p == 0.) {
+ goto L20;
+ }
+ d__2 = abs(*a), d__3 = abs(*b);
+ d__1 = min(d__2,d__3) / p;
+ r__ = d__1 * d__1;
+L10:
+ t = r__ + 4.;
+ if (t == 4.) {
+ goto L20;
+ }
+ s = r__ / t;
+ u = s * 2. + 1.;
+ p = u * p;
+ d__1 = s / u;
+ r__ = d__1 * d__1 * r__;
+ goto L10;
+L20:
+ ret_val = p;
+ return ret_val;
+}
+
+
+int tred2(const integer *nm, const integer *n, doublereal *a,
+ doublereal *d__, doublereal *e, doublereal *z__)
+{
+ integer a_dim1, a_offset, z_dim1, z_offset, i__1, i__2, i__3;
+ doublereal d__1;
+
+ double sqrt(doublereal), d_sign(doublereal *, doublereal *);
+
+ static doublereal f, g, h__;
+ static integer i__, j, k, l;
+ static doublereal hh;
+ static integer ii, jp1;
+ static doublereal scale;
+
+
+
+/* this subroutine is a translation of the algol procedure tred2, */
+/* num. math. 11, 181-195(1968) by martin, reinsch, and wilkinson. */
+/* handbook for auto. comp., vol.ii-linear algebra, 212-226(1971). */
+
+/* this subroutine reduces a real symmetric matrix to a */
+/* symmetric tridiagonal matrix using and accumulating */
+/* orthogonal similarity transformations. */
+
+/* on input */
+
+/* nm must be set to the row dimension of two-dimensional */
+/* array parameters as declared in the calling program */
+/* dimension statement. */
+
+/* n is the order of the matrix. */
+
+/* a contains the real symmetric input matrix. only the */
+/* lower triangle of the matrix need be supplied. */
+
+/* on output */
+
+/* d contains the diagonal elements of the tridiagonal matrix. */
+
+/* e contains the subdiagonal elements of the tridiagonal */
+/* matrix in its last n-1 positions. e(1) is set to zero. */
+
+/* z contains the orthogonal transformation matrix */
+/* produced in the reduction. */
+
+/* a and z may coincide. if distinct, a is unaltered. */
+
+/* questions and comments should be directed to burton s. garbow, */
+/* mathematics and computer science div, argonne national laboratory */
+
+/* this version dated august 1983. */
+
+/* ------------------------------------------------------------------ */
+
+ z_dim1 = *nm;
+ z_offset = 1 + z_dim1 * 1;
+ z__ -= z_offset;
+ --e;
+ --d__;
+ a_dim1 = *nm;
+ a_offset = 1 + a_dim1 * 1;
+ a -= a_offset;
+
+ i__1 = *n;
+ for (i__ = 1; i__ <= i__1; ++i__) {
+
+ i__2 = *n;
+ for (j = i__; j <= i__2; ++j) {
+ z__[j + i__ * z_dim1] = a[j + i__ * a_dim1];
+ }
+
+ d__[i__] = a[*n + i__ * a_dim1];
+ }
+
+ if (*n == 1) {
+ goto L510;
+ }
+ i__1 = *n;
+ for (ii = 2; ii <= i__1; ++ii) {
+ i__ = *n + 2 - ii;
+ l = i__ - 1;
+ h__ = 0.;
+ scale = 0.;
+ if (l < 2) {
+ goto L130;
+ }
+ i__2 = l;
+ for (k = 1; k <= i__2; ++k) {
+ scale += (d__1 = d__[k], abs(d__1));
+ }
+
+ if (scale != 0.) {
+ goto L140;
+ }
+L130:
+ e[i__] = d__[l];
+
+ i__2 = l;
+ for (j = 1; j <= i__2; ++j) {
+ d__[j] = z__[l + j * z_dim1];
+ z__[i__ + j * z_dim1] = 0.;
+ z__[j + i__ * z_dim1] = 0.;
+ }
+
+ goto L290;
+
+L140:
+ i__2 = l;
+ for (k = 1; k <= i__2; ++k) {
+ d__[k] /= scale;
+ h__ += d__[k] * d__[k];
+ }
+
+ f = d__[l];
+ d__1 = sqrt(h__);
+ g = -d_sign(&d__1, &f);
+ e[i__] = scale * g;
+ h__ -= f * g;
+ d__[l] = f - g;
+ i__2 = l;
+ for (j = 1; j <= i__2; ++j) {
+ e[j] = 0.;
+ }
+
+ i__2 = l;
+ for (j = 1; j <= i__2; ++j) {
+ f = d__[j];
+ z__[j + i__ * z_dim1] = f;
+ g = e[j] + z__[j + j * z_dim1] * f;
+ jp1 = j + 1;
+ if (l < jp1) {
+ goto L220;
+ }
+
+ i__3 = l;
+ for (k = jp1; k <= i__3; ++k) {
+ g += z__[k + j * z_dim1] * d__[k];
+ e[k] += z__[k + j * z_dim1] * f;
+ }
+
+L220:
+ e[j] = g;
+ }
+ f = 0.;
+
+ i__2 = l;
+ for (j = 1; j <= i__2; ++j) {
+ e[j] /= h__;
+ f += e[j] * d__[j];
+ }
+
+ hh = f / (h__ + h__);
+ i__2 = l;
+ for (j = 1; j <= i__2; ++j) {
+ e[j] -= hh * d__[j];
+ }
+ i__2 = l;
+ for (j = 1; j <= i__2; ++j) {
+ f = d__[j];
+ g = e[j];
+
+ i__3 = l;
+ for (k = j; k <= i__3; ++k) {
+ z__[k + j * z_dim1] = z__[k + j * z_dim1] - f * e[k] - g *
+ d__[k];
+ }
+
+ d__[j] = z__[l + j * z_dim1];
+ z__[i__ + j * z_dim1] = 0.;
+ }
+
+L290:
+ d__[i__] = h__;
+ }
+ i__1 = *n;
+ for (i__ = 2; i__ <= i__1; ++i__) {
+ l = i__ - 1;
+ z__[*n + l * z_dim1] = z__[l + l * z_dim1];
+ z__[l + l * z_dim1] = 1.;
+ h__ = d__[i__];
+ if (h__ == 0.) {
+ goto L380;
+ }
+
+ i__2 = l;
+ for (k = 1; k <= i__2; ++k) {
+ d__[k] = z__[k + i__ * z_dim1] / h__;
+ }
+
+ i__2 = l;
+ for (j = 1; j <= i__2; ++j) {
+ g = 0.;
+
+ i__3 = l;
+ for (k = 1; k <= i__3; ++k) {
+ g += z__[k + i__ * z_dim1] * z__[k + j * z_dim1];
+ }
+
+ i__3 = l;
+ for (k = 1; k <= i__3; ++k) {
+ z__[k + j * z_dim1] -= g * d__[k];
+ }
+ }
+
+L380:
+ i__3 = l;
+ for (k = 1; k <= i__3; ++k) {
+ z__[k + i__ * z_dim1] = 0.;
+ }
+
+ }
+
+L510:
+ i__1 = *n;
+ for (i__ = 1; i__ <= i__1; ++i__) {
+ d__[i__] = z__[*n + i__ * z_dim1];
+ z__[*n + i__ * z_dim1] = 0.;
+ }
+
+ z__[*n + *n * z_dim1] = 1.;
+ e[1] = 0.;
+ return 0;
+}
+
+int tql2(const integer *nm, const integer *n, doublereal *d__,
+ doublereal *e, doublereal *z__, integer *ierr)
+{
+ integer z_dim1, z_offset, i__1, i__2, i__3;
+ doublereal d__1, d__2;
+
+ double d_sign(doublereal *, doublereal *);
+
+ static doublereal c__, f, g, h__;
+ static integer i__, j, k, l, m;
+ static doublereal p, r__, s, c2, c3;
+ static integer l1, l2;
+ static doublereal s2;
+ static integer ii;
+ static doublereal dl1, el1;
+ static integer mml;
+ static doublereal tst1, tst2;
+ extern doublereal pythag_(doublereal *, doublereal *);
+
+
+
+/* this subroutine is a translation of the algol procedure tql2, */
+/* num. math. 11, 293-306(1968) by bowdler, martin, reinsch, and */
+/* wilkinson. */
+/* handbook for auto. comp., vol.ii-linear algebra, 227-240(1971). */
+
+/* this subroutine finds the eigenvalues and eigenvectors */
+/* of a symmetric tridiagonal matrix by the ql method. */
+/* the eigenvectors of a full symmetric matrix can also */
+/* be found if tred2 has been used to reduce this */
+/* full matrix to tridiagonal form. */
+
+/* on input */
+
+/* nm must be set to the row dimension of two-dimensional */
+/* array parameters as declared in the calling program */
+/* dimension statement. */
+
+/* n is the order of the matrix. */
+
+/* d contains the diagonal elements of the input matrix. */
+
+/* e contains the subdiagonal elements of the input matrix */
+/* in its last n-1 positions. e(1) is arbitrary. */
+
+/* z contains the transformation matrix produced in the */
+/* reduction by tred2, if performed. if the eigenvectors */
+/* of the tridiagonal matrix are desired, z must contain */
+/* the identity matrix. */
+
+/* on output */
+
+/* d contains the eigenvalues in ascending order. if an */
+/* error exit is made, the eigenvalues are correct but */
+/* unordered for indices 1,2,...,ierr-1. */
+
+/* e has been destroyed. */
+
+/* z contains orthonormal eigenvectors of the symmetric */
+/* tridiagonal (or full) matrix. if an error exit is made, */
+/* z contains the eigenvectors associated with the stored */
+/* eigenvalues. */
+
+/* ierr is set to */
+/* zero for normal return, */
+/* j if the j-th eigenvalue has not been */
+/* determined after 30 iterations. */
+
+/* calls pythag for dsqrt(a*a + b*b) . */
+
+/* questions and comments should be directed to burton s. garbow, */
+/* mathematics and computer science div, argonne national laboratory */
+
+/* this version dated august 1983. */
+
+/* ------------------------------------------------------------------ */
+
+ z_dim1 = *nm;
+ z_offset = 1 + z_dim1 * 1;
+ z__ -= z_offset;
+ --e;
+ --d__;
+
+ *ierr = 0;
+ if (*n == 1) {
+ goto L1001;
+ }
+
+ i__1 = *n;
+ for (i__ = 2; i__ <= i__1; ++i__) {
+ e[i__ - 1] = e[i__];
+ }
+
+ f = 0.;
+ tst1 = 0.;
+ e[*n] = 0.;
+
+ i__1 = *n;
+ for (l = 1; l <= i__1; ++l) {
+ j = 0;
+ h__ = (d__1 = d__[l], abs(d__1)) + (d__2 = e[l], abs(d__2));
+ if (tst1 < h__) {
+ tst1 = h__;
+ }
+ i__2 = *n;
+ for (m = l; m <= i__2; ++m) {
+ tst2 = tst1 + (d__1 = e[m], abs(d__1));
+ if (tst2 == tst1) {
+ goto L120;
+ }
+ }
+
+L120:
+ if (m == l) {
+ goto L220;
+ }
+L130:
+ if (j == 30) {
+ goto L1000;
+ }
+ ++j;
+ l1 = l + 1;
+ l2 = l1 + 1;
+ g = d__[l];
+ p = (d__[l1] - g) / (e[l] * 2.);
+ r__ = pythag(&p, &c_b10);
+ d__[l] = e[l] / (p + d_sign(&r__, &p));
+ d__[l1] = e[l] * (p + d_sign(&r__, &p));
+ dl1 = d__[l1];
+ h__ = g - d__[l];
+ if (l2 > *n) {
+ goto L145;
+ }
+
+ i__2 = *n;
+ for (i__ = l2; i__ <= i__2; ++i__) {
+ d__[i__] -= h__;
+ }
+
+L145:
+ f += h__;
+ p = d__[m];
+ c__ = 1.;
+ c2 = c__;
+ el1 = e[l1];
+ s = 0.;
+ mml = m - l;
+ i__2 = mml;
+ for (ii = 1; ii <= i__2; ++ii) {
+ c3 = c2;
+ c2 = c__;
+ s2 = s;
+ i__ = m - ii;
+ g = c__ * e[i__];
+ h__ = c__ * p;
+ r__ = pythag(&p, &e[i__]);
+ e[i__ + 1] = s * r__;
+ s = e[i__] / r__;
+ c__ = p / r__;
+ p = c__ * d__[i__] - s * g;
+ d__[i__ + 1] = h__ + s * (c__ * g + s * d__[i__]);
+ i__3 = *n;
+ for (k = 1; k <= i__3; ++k) {
+ h__ = z__[k + (i__ + 1) * z_dim1];
+ z__[k + (i__ + 1) * z_dim1] = s * z__[k + i__ * z_dim1] + c__
+ * h__;
+ z__[k + i__ * z_dim1] = c__ * z__[k + i__ * z_dim1] - s * h__;
+ }
+
+ }
+
+ p = -s * s2 * c3 * el1 * e[l] / dl1;
+ e[l] = s * p;
+ d__[l] = c__ * p;
+ tst2 = tst1 + (d__1 = e[l], abs(d__1));
+ if (tst2 > tst1) {
+ goto L130;
+ }
+L220:
+ d__[l] += f;
+ }
+ i__1 = *n;
+ for (ii = 2; ii <= i__1; ++ii) {
+ i__ = ii - 1;
+ k = i__;
+ p = d__[i__];
+
+ i__2 = *n;
+ for (j = ii; j <= i__2; ++j) {
+ if (d__[j] >= p) {
+ goto L260;
+ }
+ k = j;
+ p = d__[j];
+L260:
+ ;
+ }
+
+ if (k == i__) {
+ goto L300;
+ }
+ d__[k] = d__[i__];
+ d__[i__] = p;
+
+ i__2 = *n;
+ for (j = 1; j <= i__2; ++j) {
+ p = z__[j + i__ * z_dim1];
+ z__[j + i__ * z_dim1] = z__[j + k * z_dim1];
+ z__[j + k * z_dim1] = p;
+ }
+
+L300:
+ ;
+ }
+
+ goto L1001;
+L1000:
+ *ierr = l;
+L1001:
+ return 0;
+}
+
+void eigen(double **mat,octave_idx_type n,double *eig)
+{
+ int ierr,nm=(int)n;
+
+ OCTAVE_LOCAL_BUFFER (double, trans, (octave_idx_type)nm*nm);
+ OCTAVE_LOCAL_BUFFER (double, off, (octave_idx_type)nm);
+
+ tred2(&nm,&nm,&mat[0][0],eig,off,trans);
+ tql2(&nm,&nm,eig,off,trans,&ierr);
+
+
+ if (ierr != 0)
+ error ("Non converging eigenvalues!");
+
+
+ for (octave_idx_type i=0;i<nm;i++)
+ for (octave_idx_type j=0;j<nm;j++)
+ mat[i][j]=trans[i+nm*j];
+
+}
diff --git a/src/routines_c/exclude_interval.cc b/src/routines_c/exclude_interval.cc
new file mode 100644
index 0000000..fc688f3
--- /dev/null
+++ b/src/routines_c/exclude_interval.cc
@@ -0,0 +1,42 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ *
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on exclude_interval of TISEAN 3.0.1 https://github.com/heggus/Tisean"
+ */
+/********************************************************************/
+/********************************************************************/
+
+#include <octave/oct.h>
+
+octave_idx_type exclude_interval(octave_idx_type n,long ex0,long ex1,
+ unsigned long *hf,octave_idx_type *found)
+{
+ long help;
+ octave_idx_type lf=0;
+
+ for (octave_idx_type i=0;i<n;i++)
+ {
+ help=hf[i];
+ if ((help < ex0) || (help > ex1))
+ found[lf++]=help;
+ }
+ return lf;
+}
diff --git a/src/routines_c/find_multi_neighbors.cc b/src/routines_c/find_multi_neighbors.cc
new file mode 100644
index 0000000..1af503b
--- /dev/null
+++ b/src/routines_c/find_multi_neighbors.cc
@@ -0,0 +1,120 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ *
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on find_multi_neighbors of
+ * TISEAN 3.0.1 https://github.com/heggus/Tisean"
+ */
+/********************************************************************/
+/********************************************************************/
+
+#include <octave/oct.h>
+#include <cmath>
+
+octave_idx_type find_multi_neighbors(const Matrix &s,
+ const MArray <octave_idx_type> &box,
+ long *list,double **x,
+ octave_idx_type bs,octave_idx_type dim,
+ octave_idx_type emb,octave_idx_type del,
+ double eps, unsigned long *flist)
+{
+ double dx=0.0;
+
+ octave_idx_type nf=0;
+ octave_idx_type ib=bs-1;
+ octave_idx_type element;
+ octave_idx_type k1,i2;
+
+ octave_idx_type i=(octave_idx_type)(x[0][0]/eps)&ib;
+ octave_idx_type j=(octave_idx_type)(x[dim-1][0]/eps)&ib;
+
+ for (octave_idx_type i1=i-1;i1<=i+1;i1++)
+ {
+ i2=i1&ib;
+ for (octave_idx_type j1=j-1;j1<=j+1;j1++)
+ {
+ element=box(j1&ib,i2);
+ while (element != -1)
+ {
+ for (octave_idx_type k=0;k<emb;k++)
+ {
+ k1= -k*del;
+ for (octave_idx_type li=0;li<dim;li++)
+ {
+ dx=std::fabs(x[li][k1]-s(element+k1,li));
+ if (dx > eps)
+ break;
+ }
+ if (dx > eps)
+ break;
+ }
+ if (dx <= eps)
+ flist[nf++]=element;
+ element=list[element];
+ }
+ }
+ }
+ return nf;
+}
+
+octave_idx_type find_multi_neighbors(const double ** s,
+ octave_idx_type **box,
+ long *list,const double **x,
+ octave_idx_type bs,octave_idx_type dim,
+ octave_idx_type emb,octave_idx_type del,
+ double eps, unsigned long *flist)
+{
+ double dx=0.0;
+ octave_idx_type nf=0;
+ octave_idx_type ib=bs-1;
+ octave_idx_type element;
+ octave_idx_type k1,i2;
+
+ octave_idx_type i=(octave_idx_type)(x[0][0]/eps)&ib;
+ octave_idx_type j=(octave_idx_type)(x[dim-1][0]/eps)&ib;
+
+ for (octave_idx_type i1=i-1;i1<=i+1;i1++)
+ {
+ i2=i1&ib;
+ for (octave_idx_type j1=j-1;j1<=j+1;j1++)
+ {
+ element=box[i2][j1&ib];
+ while (element != -1)
+ {
+ for (octave_idx_type k=0;k<emb;k++)
+ {
+ k1= -k*del;
+ for (octave_idx_type li=0;li<dim;li++)
+ {
+ dx=std::fabs(x[li][k1]-s[li][element+k1]);
+ if (dx > eps)
+ break;
+ }
+ if (dx > eps)
+ break;
+ }
+ if (dx <= eps)
+ flist[nf++]=element;
+ element=list[element];
+ }
+ }
+ }
+ return nf;
+}
diff --git a/src/routines_c/find_neighbors.cc b/src/routines_c/find_neighbors.cc
new file mode 100755
index 0000000..48bbe8f
--- /dev/null
+++ b/src/routines_c/find_neighbors.cc
@@ -0,0 +1,58 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ *
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on find_neighbors of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+#include <octave/oct.h>
+
+octave_idx_type find_neighbors(double *s,octave_idx_type **box,
+ octave_idx_type *list, double *x,
+ octave_idx_type l,octave_idx_type bs,
+ octave_idx_type dim, octave_idx_type del,
+ double eps, octave_idx_type *flist)
+{
+
+ octave_idx_type nf = 0;
+
+ octave_idx_type k=(octave_idx_type)((dim-1)*del);
+ octave_idx_type i=(octave_idx_type)(x[-k]/eps)&(bs-1);
+ octave_idx_type j=(octave_idx_type)(x[0]/eps)&(bs-1);
+
+ for (octave_idx_type i1=i-1;i1<=i+1;i1++) {
+ octave_idx_type i2=i1&(bs-1);
+ for (octave_idx_type j1=j-1;j1<=j+1;j1++) {
+ octave_idx_type element=box[i2][j1&(bs-1)];
+ while (element != -1) {
+ for (k=0;k<dim;k++) {
+ octave_idx_type k1= -k*del;
+ double dx=fabs(x[k1]-s[element+k1]);
+ if (dx > eps)
+ break;
+ }
+ if (k == dim)
+ flist[nf++]=element;
+ element=list[element];
+ }
+ }
+ }
+ return nf;
+}
diff --git a/src/routines_c/invert_matrix.cc b/src/routines_c/invert_matrix.cc
new file mode 100755
index 0000000..0bd4acc
--- /dev/null
+++ b/src/routines_c/invert_matrix.cc
@@ -0,0 +1,49 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ *
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger Last modified: Sep 5, 2004*/
+/* Changes:
+ * Sep 5, 2004: added the extern check_alloc line
+ */
+#include <octave/oct.h>
+
+extern void check_alloc(void*);
+
+void invert_matrix(double **mat,double **out_imat, octave_idx_type size)
+{
+ extern void solvele(double**,double*,octave_idx_type);
+
+ OCTAVE_LOCAL_BUFFER (double, hmat_data, size * size);
+ OCTAVE_LOCAL_BUFFER (double *, hmat, size);
+ for (octave_idx_type i=0;i<size;i++) {
+ hmat[i]=hmat_data + size * i;
+ }
+
+ OCTAVE_LOCAL_BUFFER (double, vec, size);
+ for (octave_idx_type i=0;i<size;i++) {
+ for (octave_idx_type j=0;j<size;j++) {
+ vec[j]=(i==j)?1.0:0.0;
+ for (octave_idx_type k=0;k<size;k++)
+ hmat[j][k]=mat[j][k];
+ }
+ solvele(hmat,vec,size);
+ for (octave_idx_type j=0;j<size;j++)
+ out_imat[j][i]=vec[j];
+ }
+}
diff --git a/src/routines_c/make_box.cc b/src/routines_c/make_box.cc
new file mode 100755
index 0000000..86b19b1
--- /dev/null
+++ b/src/routines_c/make_box.cc
@@ -0,0 +1,44 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ *
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on make_box of TISEAN 3.0.1
+ * https://github.com/heggus/Tisean"
+ */
+
+#include <octave/oct.h>
+
+void make_box(double *ser,octave_idx_type **box,octave_idx_type *list,
+ octave_idx_type l, octave_idx_type bs, octave_idx_type dim,
+ octave_idx_type del, double eps)
+{
+
+ for (octave_idx_type x=0;x<bs;x++)
+ for (octave_idx_type y=0;y<bs;y++)
+ box[x][y] = -1;
+
+ for (octave_idx_type i=(dim-1)*del;i<l;i++) {
+ octave_idx_type x=(octave_idx_type )(ser[i-(dim-1)*del]/eps)&(bs-1);
+ octave_idx_type y=(octave_idx_type )(ser[i]/eps)&(bs-1);
+ list[i]=box[x][y];
+ box[x][y]=i;
+ }
+}
+
diff --git a/src/routines_c/make_multi_box.cc b/src/routines_c/make_multi_box.cc
new file mode 100644
index 0000000..3b324a0
--- /dev/null
+++ b/src/routines_c/make_multi_box.cc
@@ -0,0 +1,71 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ *
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on make_multi_box of TISEAN 3.0.1 https://github.com/heggus/Tisean"
+ */
+/********************************************************************/
+/********************************************************************/
+
+
+#include <octave/oct.h>
+
+void make_multi_box(const Matrix &ser, MArray<octave_idx_type> &box,
+ long *list,octave_idx_type l, octave_idx_type bs,
+ octave_idx_type dim,octave_idx_type emb,
+ octave_idx_type del,double eps)
+{
+ octave_idx_type ib=bs-1;
+
+ for (octave_idx_type x=0;x<bs;x++)
+ for (octave_idx_type y=0;y<bs;y++)
+ box(y,x) = -1;
+
+ octave_idx_type x,y;
+ for (octave_idx_type i=(emb-1)*del;i<l;i++)
+ {
+ x=(octave_idx_type)(ser(i,0)/eps)&ib;
+ y=(octave_idx_type)(ser(i,dim-1)/eps)&ib;
+ list[i]=box(y,x);
+ box(y,x)=i;
+ }
+}
+
+void make_multi_box(const double **ser, octave_idx_type **box,
+ long *list,octave_idx_type l, octave_idx_type bs,
+ octave_idx_type dim,octave_idx_type emb,
+ octave_idx_type del,double eps)
+{
+ octave_idx_type ib=bs-1;
+
+ for (octave_idx_type x=0;x<bs;x++)
+ for (octave_idx_type y=0;y<bs;y++)
+ box[x][y] = -1;
+
+ octave_idx_type x,y;
+ for (octave_idx_type i=(emb-1)*del;i<l;i++)
+ {
+ x=(octave_idx_type)(ser[0][i]/eps)&ib;
+ y=(octave_idx_type)(ser[dim-1][i]/eps)&ib;
+ list[i]=box[x][y];
+ box[x][y]=i;
+ }
+}
+
diff --git a/src/routines_c/rescale_data.cc b/src/routines_c/rescale_data.cc
new file mode 100644
index 0000000..6a37c56
--- /dev/null
+++ b/src/routines_c/rescale_data.cc
@@ -0,0 +1,61 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ * Piotr Held
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger.
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ * This function is based on rescale_data of TISEAN 3.0.1 https://github.com/heggus/Tisean"
+ */
+/********************************************************************/
+/********************************************************************/
+
+#include <octave/oct.h>
+
+//! This function is for internal use only
+//! Provides functionalit for rescale_data()
+void __rescale_data__ (double *x, octave_idx_type l, double *min,
+ double *interval)
+{
+ *min=*interval=x[0];
+
+ for (octave_idx_type i=1;i<l;i++) {
+ if (x[i] < *min) *min=x[i];
+ if (x[i] > *interval) *interval=x[i];
+ }
+ *interval -= *min;
+
+ if (*interval != 0.0) {
+ for (octave_idx_type i=0;i<l;i++)
+ x[i]=(x[i]- *min)/ *interval;
+ }
+ else {
+ error_with_id ("Octave:invalid-input-arg", \
+ "rescale_data: data ranges from %e to %e. It makes"
+ " no sense to continue",*min,*min+(*interval));
+ }
+}
+
+void rescale_data(Matrix &x,octave_idx_type column,octave_idx_type l,double *min,double *interval)
+{
+ __rescale_data__ (x.fortran_vec () + column * l, l, min, interval);
+}
+
+void rescale_data(NDArray &x,octave_idx_type l,double *min,double *interval)
+{
+ __rescale_data__ (x.fortran_vec (), l, min, interval);
+}
diff --git a/src/routines_c/solvele.cc b/src/routines_c/solvele.cc
new file mode 100755
index 0000000..0c68cfb
--- /dev/null
+++ b/src/routines_c/solvele.cc
@@ -0,0 +1,67 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ *
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger Last modified: Aug 14th, 1998 */
+#include <octave/oct.h>
+
+void solvele(double **mat,double *vec,octave_idx_type n)
+{
+
+ for (octave_idx_type i=0;i<n-1;i++) {
+ double max=fabs(mat[i][i]);
+ octave_idx_type maxi=i;
+ for (octave_idx_type j=i+1;j<n;j++)
+ {
+ double h=fabs(mat[j][i]);
+ if (h > max) {
+ max=h;
+ maxi=j;
+ }
+ }
+ if (maxi != i) {
+ double *mswap=mat[i];
+ mat[i]=mat[maxi];
+ mat[maxi]=mswap;
+ double vswap=vec[i];
+ vec[i]=vec[maxi];
+ vec[maxi]=vswap;
+ }
+
+ double *hvec=mat[i];
+ double pivot=hvec[i];
+ if (fabs(pivot) == 0.0) {
+ error_with_id ("Octave:tisean", "solvele: singular matrix!\n");
+ }
+
+ for (octave_idx_type j=i+1;j<n;j++) {
+ double q= -mat[j][i]/pivot;
+ mat[j][i]=0.0;
+ for (octave_idx_type k=i+1;k<n;k++)
+ mat[j][k] += q*hvec[k];
+ vec[j] += q*vec[i];
+ }
+ }
+ vec[n-1] /= mat[n-1][n-1];
+ for (octave_idx_type i=n-2;i>=0;i--) {
+ double *hvec=mat[i];
+ for (octave_idx_type j=n-1;j>i;j--)
+ vec[i] -= hvec[j]*vec[j];
+ vec[i] /= hvec[i];
+ }
+}
diff --git a/src/routines_c/tisean_cec.h b/src/routines_c/tisean_cec.h
new file mode 100644
index 0000000..b7c35be
--- /dev/null
+++ b/src/routines_c/tisean_cec.h
@@ -0,0 +1,85 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ *
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/*Author: Rainer Hegger Last modified: May 26, 2000*/
+
+/* These definitions give the exit codes for the C part of the Tisean package.
+ Typically the name is build up of, first, the name of the routine creating
+ the exception, secondly, sort of an description of the exception.
+ */
+
+#ifndef _TISEAN_CEC_H
+#define _TISEAN_CEC_H
+
+/* These are the codes for the routines subtree */
+#define RESCALE_DATA_ZERO_INTERVAL 11
+#define CHECK_ALLOC_NOT_ENOUGH_MEMORY 12
+#define CHECK_OPTION_NOT_UNSIGNED 13
+#define CHECK_OPTION_NOT_INTEGER 14
+#define CHECK_OPTION_NOT_FLOAT 15
+#define CHECK_OPTION_NOT_TWO 16
+#define CHECK_OPTION_C_NO_VALUE 17
+#define TEST_OUTFILE_NO_WRITE_ACCESS 18
+#define SOLVELE_SINGULAR_MATRIX 19
+#define GET_SERIES_NO_LINES 20
+#define GET_MULTI_SERIES_WRONG_TYPE_OF_C 21
+#define GET_MULTI_SERIES_NO_LINES 22
+#define VARIANCE_VAR_EQ_ZERO 23
+#define EIG2_TOO_MANY_ITERATIONS 24
+#define CHECK_OPTION_NOT_THREE 25
+
+/* These are the codes for the main routines */
+#define LYAP_SPEC_NOT_ENOUGH_NEIGHBORS 50
+#define LYAP_SPEC_DATA_TOO_SHORT 51
+#define AR_MODEL_TOO_MANY_POLES 52
+#define EXTREMA_STRANGE_COMPONENT 53
+#define FALSE_NEAREST_NOT_ENOUGH_POINTS 54
+#define FSLE__TOO_LARGE_MINEPS 55
+#define GHKSS__TOO_MANY_NEIGHBORS 56
+#define NSTAT_Z__INVALID_STRING_FOR_OPTION 57
+#define NSTAT_Z__NOT_UNSIGNED_FOR_OPTION 58
+#define NSTAT_Z__TOO_LARGE_FOR_OPTION 59
+#define NSTAT_Z__OPTION_NOT_SET 60
+#define NSTAT_Z__TOO_MANY_PIECES 61
+#define NSTEP__ESCAPE_REGION 62
+#define POINCARE__WRONG_COMPONENT 63
+#define POINCARE__OUTSIDE_REGION 64
+#define POLYBACK__WRONG_PARAMETER_FILE 65
+#define POLYNOMP__WRONG_PARAMETER_FILE 66
+#define RESCALE__WRONG_INTERVAL 67
+#define SAV_GOL__UNDERDETERMINED 68
+#define SAV_GOL__TOO_LARGE_DERIVATIVE 69
+#define MAKENOISE__FLAGS_REQUIRED 70
+#define ZEROTH__STEP_TOO_LARGE 71
+#define LYAP_K__MAXITER_TOO_LARGE 72
+#define DELAY_WRONG_FORMAT_F 73
+#define DELAY_DIM_NOT_EQUAL_F_M 74
+#define DELAY_DIM_NOT_EQUAL_F_m 75
+#define DELAY_WRONG_FORMAT_D 76
+#define DELAY_WRONG_NUM_D 77
+#define DELAY_INCONS_d_D 78
+#define DELAY_SMALL_ZERO 79
+#define DELAY_INCONS_m_M 80
+#define ONESTEP_TOO_FEW_POINTS 81
+#define MEM_SPEC_TOO_MANY_POLES 82
+
+/* Global stuff */
+#define VECTOR_TOO_LARGE_FOR_LENGTH 100
+
+#endif
diff --git a/src/routines_c/tsa.h b/src/routines_c/tsa.h
new file mode 100644
index 0000000..b044728
--- /dev/null
+++ b/src/routines_c/tsa.h
@@ -0,0 +1,145 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ *
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger
+ * Modified: Piotr Held <pjheld at gmail.com> (2015).
+ */
+
+#ifndef _TSA_ROUTINES_H
+#define _TSA_ROUTINES_H
+
+#include <octave/oct.h>
+
+#ifndef _TISEAN_CEC_H
+#include "tisean_cec.h"
+#endif
+
+#ifndef TISEAN_RAND_H
+#include "TISEAN_rand.h"
+#endif
+
+/* size of the string which reads the input data
+ if your lines are longer than some 500 reals, increase the value
+ */
+#define INPUT_SIZE 1024
+
+/* The possible names of the verbosity levels */
+#define VER_INPUT 0x1
+#define VER_USR1 0x2
+#define VER_USR2 0x4
+#define VER_USR3 0x8
+#define VER_USR4 0x10
+#define VER_USR5 0x20
+#define VER_USR6 0x40
+#define VER_FIRST_LINE 0x80
+
+/* Uncomment the variable to get rid of the initial Version message */
+/*#define OMIT_WHAT_I_DO*/
+
+#define sqr(x) ((x)*(x))
+
+extern void check_alloc(void *);
+extern void variance(const NDArray &,octave_idx_type,double *,double *);
+
+extern void rescale_data(Matrix &x,octave_idx_type,octave_idx_type,\
+ double *,double *);
+extern void rescale_data(NDArray &x,octave_idx_type, double *,double *);
+
+extern octave_idx_type exclude_interval(octave_idx_type,long,long,
+ unsigned long*,octave_idx_type*);
+
+extern octave_idx_type find_multi_neighbors(const Matrix &,
+ const MArray<octave_idx_type> &,
+ long *,double **,
+ octave_idx_type, octave_idx_type,
+ octave_idx_type, octave_idx_type,
+ double,unsigned long *);
+extern octave_idx_type find_multi_neighbors(const double **,
+ octave_idx_type **,
+ long *,const double **,
+ octave_idx_type, octave_idx_type,
+ octave_idx_type, octave_idx_type,
+ double,unsigned long *);
+
+extern octave_idx_type find_neighbors(double *,octave_idx_type **,
+ octave_idx_type *, double *,
+ octave_idx_type, octave_idx_type,
+ octave_idx_type, octave_idx_type,
+ double eps, octave_idx_type *);
+
+extern void make_box(double *,octave_idx_type **,octave_idx_type *,
+ octave_idx_type , octave_idx_type , octave_idx_type ,
+ octave_idx_type , double);
+
+extern void make_multi_box(const Matrix &,MArray<octave_idx_type> &,
+ long *,octave_idx_type,octave_idx_type,
+ octave_idx_type,octave_idx_type,
+ octave_idx_type,double);
+extern void make_multi_box(const double **,octave_idx_type **,
+ long *,octave_idx_type,octave_idx_type,
+ octave_idx_type,octave_idx_type,
+ octave_idx_type,double);
+
+extern void solvele(double**,double *,octave_idx_type);
+
+extern void invert_matrix(double**,double **,octave_idx_type);
+/* routines from eigen.cc */
+extern void eigen(double**,octave_idx_type,double*);
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+extern int scan_help(int,char**);
+extern double *get_series(char *,unsigned long *,unsigned long,
+ unsigned int,unsigned int);
+extern double **get_multi_series(char *,unsigned long *,unsigned long,
+ unsigned int *,char *,char,unsigned int);
+
+extern char* search_datafile(int, char**,unsigned int*,unsigned int);
+extern char* check_option(char**,int,int,int);
+
+extern void test_outfile(char*);
+
+
+extern unsigned int** make_multi_index(unsigned int,unsigned int,unsigned int);
+ /*only used for nrlazy. Will be removed with nrlazy */
+extern void make_multi_box2(double **,long **,long *,unsigned long,
+ unsigned int,unsigned int,unsigned int,
+ unsigned int,double);
+
+
+
+extern char* myfgets(char *,int *,FILE *,unsigned int);
+extern void what_i_do(char *, char *);
+extern double* rand_arb_dist(double *,unsigned long,unsigned long,
+ unsigned int,unsigned long);
+
+/* routines from rand.c */
+extern void rnd_init(unsigned long);
+extern unsigned long rnd_long();
+extern unsigned long rnd_1279();
+extern unsigned long rnd69069();
+extern double gaussian(double);
+
+
+#ifdef __cplusplus
+}
+#endif
+
+#endif
diff --git a/src/routines_c/variance.cc b/src/routines_c/variance.cc
new file mode 100644
index 0000000..f93efec
--- /dev/null
+++ b/src/routines_c/variance.cc
@@ -0,0 +1,49 @@
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ * Piotr Held
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/* Author: Rainer Hegger.
+ * Modified: Piotr Held <pjheld at gmail.com>.
+ * This function is based on variance of TISEAN 3.0.1 https://github.com/heggus/Tisean"
+ */
+/********************************************************************/
+/********************************************************************/
+
+#include <octave/oct.h>
+#include <cmath>
+
+void variance(const NDArray &s,octave_idx_type l,double *av,double *var)
+{
+ double h;
+
+ *av= *var=0.0;
+
+ for (octave_idx_type i=0;i<l;i++) {
+ h=s(i);
+ *av += h;
+ *var += h*h;
+ }
+ *av /= (double)l;
+
+ if ((double)l-(*av)*(*av) != 0.0)
+ *var=sqrt(fabs((*var)/(double)l-(*av)*(*av)));
+
+ if (*var == 0.0) {
+ error_with_id ("Octave:invalid-input-arg", "variance of the data is zero");
+ }
+}
diff --git a/src/source_f/d1.f b/src/source_f/d1.f
new file mode 100755
index 0000000..957f0db
--- /dev/null
+++ b/src/source_f/d1.f
@@ -0,0 +1,121 @@
+c===========================================================================
+c
+c This file is part of TISEAN
+c
+c Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+c
+c TISEAN is free software; you can redistribute it and/or modify
+c it under the terms of the GNU General Public License as published by
+c the Free Software Foundation; either version 2 of the License, or
+c (at your option) any later version.
+c
+c TISEAN is distributed in the hope that it will be useful,
+c but WITHOUT ANY WARRANTY; without even the implied warranty of
+c MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+c GNU General Public License for more details.
+c
+c You should have received a copy of the GNU General Public License
+c along with TISEAN; if not, write to the Free Software
+c Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+c
+c===========================================================================
+c
+c d1 with finite sample correction following Grassberger
+c subroutine for c1
+c
+c===========================================================================
+ subroutine d1(nmax,mmax,nxx,y,id,m,ncmin,pr,pln,eln,nmin,kmax,
+ . iverb)
+ parameter(im=100,nx=100000,tiny=1e-20)
+ dimension y(nxx,mmax),jh(0:im*im),ju(nx),d(nx),jpntr(nx),
+ . nlist(nx),nwork(nx)
+ external rand
+
+ if(nmax.gt.nx) then
+ call xstopx ("d1: make nx larger.")
+ endif
+ mt=(m-1)/mmax+1
+ ncomp=nmax-(mt-1)*id
+ kpr=int(exp(pr)*(ncomp-2*nmin-1))+1
+ k=int(exp(pln)*(ncomp-2*nmin-1))+1
+ if(k.gt.kmax) then
+ ncomp=((ncomp-2*nmin-1)*kmax)/k+2*nmin+1
+ k=kmax
+ endif
+ pln=psi(k)-log(real(ncomp-2*nmin-1))
+ if(k.eq.kpr) return
+ if (iverb.eq.1) then
+ write(istderr(),*) 'Mass ', exp(pln),': k=', k, ', N=', ncomp
+ endif
+ call rms(nmax,y,sc,sd)
+ eps=exp(pln/m)*sd
+ do 10 i=1,nmax-(mt-1)*id
+ 10 ju(i)=i+(mt-1)*id
+ do 20 i=1,nmax-(mt-1)*id
+ iperm=min(int(rand(0.0)*nmax-(mt-1)*id)+1,nmax-(mt-1)*id)
+ ih=ju(i)
+ ju(i)=ju(iperm)
+ 20 ju(iperm)=ih
+ iu=ncmin
+ eln=0
+ 1 call mbase(ncomp+(mt-1)*id,mmax,nxx,y,id,m,jh,jpntr,eps)
+ iunp=0
+ do 30 nn=1,iu ! find neighbours
+ n=ju(nn)
+ call mneigh(nmax,mmax,nxx,y,n,nmax,id,m,jh,jpntr,eps,
+ . nlist,nfound)
+ nf=0
+ do 40 ip=1,nfound
+ np=nlist(ip)
+ nmd=mod(abs(np-n),ncomp)
+ if(nmd.le.nmin.or.nmd.ge.ncomp-nmin) goto 40 ! temporal neighbours
+ nf=nf+1
+ dis=0
+ mcount=0
+ do 50 i=mt-1,0,-1
+ do 50 is=1,mmax
+ mcount=mcount+1
+ if(mcount.gt.m) goto 2
+ 50 dis=max(dis,abs(y(n-i*id,is)-y(np-i*id,is)))
+ 2 d(nf)=dis
+ 40 continue
+ if(nf.lt.k) then
+ iunp=iunp+1 ! mark for next sweep
+ ju(iunp)=n
+ else
+ e=which(nf,d,k,nwork)
+ eln=eln+log(max(e,tiny))
+ endif
+ 30 continue
+ iu=iunp
+ eps=eps*sqrt(2.)
+ if(iunp.ne.0) goto 1
+ eln=eln/(ncmin-(mt-1)*id)
+ end
+
+c digamma function
+c Copyright (C) T. Schreiber (1998)
+
+ function psi(i)
+ dimension p(0:20)
+ data p/0.,
+ . -0.57721566490, 0.42278433509, 0.92278433509, 1.25611766843,
+ . 1.50611766843, 1.70611766843, 1.87278433509, 2.01564147795,
+ . 2.14064147795, 2.25175258906, 2.35175258906, 2.44266167997,
+ . 2.52599501330, 2.60291809023, 2.67434666166, 2.74101332832,
+ . 2.80351332832, 2.86233685773, 2.91789241329, 2.97052399224/
+
+ if(i.le.20) then
+ psi=p(i)
+ else
+ psi=log(real(i))-1/(2.*i)
+ endif
+ end
+
+
+
+
+
+
+
+
diff --git a/src/source_f/istdio.f b/src/source_f/istdio.f
new file mode 100644
index 0000000..1879125
--- /dev/null
+++ b/src/source_f/istdio.f
@@ -0,0 +1,44 @@
+c===========================================================================
+c
+c This file is part of TISEAN
+c
+c Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+c
+c TISEAN is free software; you can redistribute it and/or modify
+c it under the terms of the GNU General Public License as published by
+c the Free Software Foundation; either version 2 of the License, or
+c (at your option) any later version.
+c
+c TISEAN is distributed in the hope that it will be useful,
+c but WITHOUT ANY WARRANTY; without even the implied warranty of
+c MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+c GNU General Public License for more details.
+c
+c You should have received a copy of the GNU General Public License
+c along with TISEAN; if not, write to the Free Software
+c Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+c
+c===========================================================================
+c istdio_temp.f
+c standard input-output unit assignments for TISEAN f-sources
+c
+ integer function istderr()
+ istderr=0
+ end
+
+ function istdin()
+ istdin=5
+ end
+
+ function istdout()
+ istdout=6
+ end
+
+ function ifilein()
+ ifilein=10
+ end
+
+ function ifileout()
+ ifileout=11
+ end
+
diff --git a/src/source_f/neigh.f b/src/source_f/neigh.f
new file mode 100644
index 0000000..6cbd7dc
--- /dev/null
+++ b/src/source_f/neigh.f
@@ -0,0 +1,263 @@
+c===========================================================================
+c
+c This file is part of TISEAN
+c
+c Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+c
+c TISEAN is free software; you can redistribute it and/or modify
+c it under the terms of the GNU General Public License as published by
+c the Free Software Foundation; either version 2 of the License, or
+c (at your option) any later version.
+c
+c TISEAN is distributed in the hope that it will be useful,
+c but WITHOUT ANY WARRANTY; without even the implied warranty of
+c MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+c GNU General Public License for more details.
+c
+c You should have received a copy of the GNU General Public License
+c along with TISEAN; if not, write to the Free Software
+c Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+c
+c===========================================================================
+c utilities for neighbour search
+c see H. Kantz, T. Schreiber, Nonlinear Time Series Analysis, Cambridge
+c University Press (1997)
+c author T. Schreiber (1999)
+c===========================================================================
+c Modified: Piotr Held <pjheld at gmail.com> (2015).
+c This function is based on neigh.f of TISEAN 3.0.1 https://github.com/heggus/Tisean"
+c===========================================================================
+ subroutine base(nmax,y,id,m,jh,jpntr,eps)
+ implicit none
+c -- parameters --
+ integer*4 im, ii
+ parameter (im = 100, ii = 100000000)
+
+c -- input variables --
+ integer*4 nmax, id, m
+ real*8 eps
+
+c -- input arrays --
+ real*8 y(nmax)
+ integer*4 jh(0:im*im),jpntr(nmax)
+
+c -- variables --
+ integer*4 i, n
+
+ do 10 i=0,im*im
+ 10 jh(i)=0
+ do 20 n=(m-1)*id+1,nmax ! make histogram
+ i=mod(int(y(n)/eps)+ii,im)
+ if(m.gt.1) i=im*i+mod(int(y(n-(m-1)*id)/eps)+ii,im)
+ 20 jh(i)=jh(i)+1
+ do 30 i=1,im*im ! accumulate it
+ 30 jh(i)=jh(i)+jh(i-1)
+ do 40 n=(m-1)*id+1,nmax ! fill list of pointers
+
+ i=mod(int(y(n)/eps)+ii,im)
+ if(m.gt.1) i=im*i+mod(int(y(n-(m-1)*id)/eps)+ii,im)
+ jpntr(jh(i))=n
+ 40 jh(i)=jh(i)-1
+ end
+c>-------------------------------------------------------------
+ subroutine neigh(nmax,y,x,n,nlast,id,m,jh,jpntr,eps,nlist,nfound)
+ implicit none
+c -- parameters --
+ integer*4 im, ii
+ parameter (im = 100, ii = 100000000)
+
+c -- input variables --
+ integer*4 nmax, id, m, nfound
+ real*8 eps
+
+c -- input arrays --
+ real*8 y(nmax), x(nmax)
+ integer*4 jh(0:im*im),jpntr(nmax), nlist(nmax)
+
+c -- variables --
+ integer*4 i, j, n, np, k, kk, kloop, jk, ip, jj, nlast
+
+ nfound=0
+ kloop=1
+ if(m.eq.1) kloop=0
+ jj=int(y(n)/eps)
+
+ kk=int(y(n-(m-1)*id)/eps)
+ do 10 j=jj-1,jj+1 ! scan neighbouring boxes
+ do 20 k=kk-kloop,kk+kloop
+ jk=mod(j+ii,im)
+ if(m.gt.1) jk=im*jk+mod(k+ii,im)
+ do 30 ip=jh(jk+1),jh(jk)+1,-1 ! this is in time order
+ np=jpntr(ip)
+ if(np.gt.nlast) goto 20
+ do 40 i=0,m-1
+ 40 if(abs(y(n-i*id)-x(np-i*id)).ge.eps) goto 30
+ nfound=nfound+1
+ nlist(nfound)=np ! make list of neighbours
+ 30 continue
+ 20 continue
+ 10 continue
+ end
+
+c versions for multivariate series
+c author T. Schreiber (1999)
+
+ subroutine mbase(nmax,mmax,nxx,y,id,m,jh,jpntr,eps)
+ implicit none
+c -- parameters --
+ integer*4 im, ii
+ parameter (im = 100, ii = 100000000)
+
+c -- input variables --
+ integer*4 nmax, id, m, mmax, nxx
+ real*8 eps
+
+c -- input arrays --
+ real*8 y(nxx, mmax)
+ integer*4 jh(0:im*im), jpntr(nmax)
+
+c -- variables --
+ integer*4 i, n, mt
+
+ if(mmax.eq.1) then
+ call base(nmax,y,id,m,jh,jpntr,eps)
+ return
+ endif
+ mt=(m-1)/mmax+1
+ do 10 i=0,im*im
+ 10 jh(i)=0
+ do 20 n=(mt-1)*id+1,nmax ! make histogram
+ i=im*mod(int(y(n,1)/eps)+ii,im)+mod(int(y(n,mmax)/eps)+ii,im)
+ 20 jh(i)=jh(i)+1
+ do 30 i=1,im*im ! accumulate it
+ 30 jh(i)=jh(i)+jh(i-1)
+ do 40 n=(mt-1)*id+1,nmax ! fill list of pointers
+ i=im*mod(int(y(n,1)/eps)+ii,im)+mod(int(y(n,mmax)/eps)+ii,im)
+ jpntr(jh(i))=n
+ 40 jh(i)=jh(i)-1
+ end
+c>--------------------------------------------------------------
+ subroutine mneigh(nmax,mmax,nxx,y,n,nlast,id,m,jh,jpntr,eps,
+ . nlist,nfound)
+ implicit none
+c -- parameters --
+ integer*4 im, ii
+ parameter (im = 100, ii = 100000000)
+
+c -- input variables --
+ integer*4 nmax, mmax, nxx, id, m, nfound
+ real*8 eps
+
+c -- input arrays --
+ real*8 y(nxx,mmax)
+ integer*4 jh(0:im*im),jpntr(nmax), nlist(nmax)
+
+c -- variables --
+ integer*4 i, j, n, np, k, kk, jk, ip, jj, nlast, is, mcount
+ integer*4 mt
+
+ if(mmax.eq.1) then
+ call neigh(nmax,y,y,n,nlast,id,m,jh,jpntr,eps,nlist,nfound)
+ return
+ endif
+ mt=(m-1)/mmax+1
+ nfound=0
+ jj=int(y(n,1)/eps)
+ kk=int(y(n,mmax)/eps)
+ do 10 j=jj-1,jj+1 ! scan neighbouring boxes
+ do 20 k=kk-1,kk+1
+ jk=im*mod(j+ii,im)+mod(k+ii,im)
+ do 30 ip=jh(jk+1),jh(jk)+1,-1 ! this is in time order
+ np=jpntr(ip)
+ if(np.gt.nlast) goto 20
+ mcount=0
+ do 40 i=mt-1,0,-1
+ do 40 is=1,mmax
+ mcount=mcount+1
+ if(mcount.gt.m) goto 1
+ 40 if(abs(y(n-i*id,is)-y(np-i*id,is)).ge.eps) goto 30
+ 1 nfound=nfound+1
+ nlist(nfound)=np ! make list of neighbours
+ 30 continue
+ 20 continue
+ 10 continue
+ end
+c>---------------------------------------------------------------------
+c modified version for multivariate series
+c author H. Kantz (2004)
+
+ subroutine mneigh2(nmax,mdim,y,nx,vx,jh,jpntr,eps,
+ . nlist,nfound)
+c
+c search neighbours for vx among the set of all y's
+c multivariate: mmax: spatial dimension
+c no additional delay!
+ implicit none
+c -- parameters --
+ integer*4 im, ii
+ parameter (im = 100, ii = 100000000)
+
+c -- input variables --
+ integer*4 nmax, mdim, nx, nfound
+ real*8 eps
+
+c -- input arrays --
+ real*8 y(nx,mdim), vx(mdim)
+ integer*4 jh(0:im*im), jpntr(nmax), nlist(nmax)
+
+c -- variables --
+ integer*4 j, np, k, kk, jk, ip, jj, is, mcount
+
+ nfound=0
+ jj=int(vx(1)/eps)
+ kk=int(vx(mdim)/eps)
+ do 10 j=jj-1,jj+1 ! scan neighbouring boxes
+ do 20 k=kk-1,kk+1
+ jk=im*mod(j+ii,im)+mod(k+ii,im)
+ do 30 ip=jh(jk+1),jh(jk)+1,-1 ! this is in time order
+ np=jpntr(ip)
+c if(np.gt.nlast) goto 20
+ mcount=0
+ do 40 is=1,mdim
+ 40 if(abs(vx(is)-y(np,is)).ge.eps) goto 30
+ nfound=nfound+1
+ nlist(nfound)=np ! make list of neighbours
+ 30 continue
+ 20 continue
+ 10 continue
+ end
+c>---------------------------------------------------------------------
+ subroutine mbase2(nmax,mmax,nxx,y,jh,jpntr,eps)
+
+ implicit none
+c -- parameters --
+ integer*4 im, ii
+ parameter (im = 100, ii = 100000000)
+
+c -- input variables --
+ integer*4 nmax, id, m, mmax, nxx
+ real*8 eps
+
+c -- input arrays --
+ real*8 y(nxx, mmax)
+ integer*4 jh(0:im*im), jpntr(nmax)
+
+c -- variables --
+ integer*4 i, n
+
+ if(mmax.eq.1) then
+ call base(nmax,y,id,m,jh,jpntr,eps)
+ return
+ endif
+ do 10 i=0,im*im
+ 10 jh(i)=0
+ do 20 n=1,nmax ! make histogram
+ i=im*mod(int(y(n,1)/eps)+ii,im)+mod(int(y(n,mmax)/eps)+ii,im)
+ 20 jh(i)=jh(i)+1
+ do 30 i=1,im*im ! accumulate it
+ 30 jh(i)=jh(i)+jh(i-1)
+ do 40 n=(mmax-1)*id+1,nmax ! fill list of pointers
+ i=im*mod(int(y(n,1)/eps)+ii,im)+mod(int(y(n,mmax)/eps)+ii,im)
+ jpntr(jh(i))=n
+ 40 jh(i)=jh(i)-1
+ end
diff --git a/src/source_f/normal.f b/src/source_f/normal.f
new file mode 100644
index 0000000..88209c5
--- /dev/null
+++ b/src/source_f/normal.f
@@ -0,0 +1,101 @@
+c===========================================================================
+c
+c This file is part of TISEAN
+c
+c Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+c
+c TISEAN is free software; you can redistribute it and/or modify
+c it under the terms of the GNU General Public License as published by
+c the Free Software Foundation; either version 2 of the License, or
+c (at your option) any later version.
+c
+c TISEAN is distributed in the hope that it will be useful,
+c but WITHOUT ANY WARRANTY; without even the implied warranty of
+c MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+c GNU General Public License for more details.
+c
+c You should have received a copy of the GNU General Public License
+c along with TISEAN; if not, write to the Free Software
+c Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+c
+c===========================================================================
+c utilities for normalisation of time series
+c author T. Schreiber (1998)
+c===========================================================================
+c Modified: Piotr Held <pjheld at gmail.com> (2015).
+c This function is based on normal.f of TISEAN 3.0.1 https://github.com/heggus/Tisean"
+c===========================================================================
+ subroutine rms(nmax,x,sc,sd)
+c return mean sc and rms amplitude sd
+
+c -- inpute variables and arrays definitions --
+ real*8 sc, sd
+ integer nmax
+
+ real*8 x(nmax)
+
+c -- actual code --
+
+ sc=0.
+ do 10 n=1,nmax
+ 10 sc=sc+x(n)
+ sc=sc/nmax
+ sd=0.
+ do 20 n=1,nmax
+ 20 sd=sd+(x(n)-sc)**2
+ sd=sqrt(sd/nmax)
+ end
+
+ subroutine normal(nmax,x,sc,sd)
+c subtract mean, return mean sc and rms amplitude sd
+c -- inpute variables and arrays definitions --
+ real*8 sc, sd
+ integer nmax
+
+ real*8 x(nmax)
+
+c -- actual code --
+
+ call rms(nmax,x,sc,sd)
+ do 10 n=1,nmax
+ 10 x(n)=x(n)-sc
+ end
+
+ subroutine normal1(nmax,x,sc,sd)
+c subtract mean, rescale to unit variance,
+c return mean sc and rms amplitude sd
+
+c -- inpute variables and arrays definitions --
+ real*8 sc, sd
+ integer nmax
+
+ real*8 x(nmax)
+
+c -- actual code --
+
+ call rms(nmax,x,sc,sd)
+ if(abs(sd).le.1e-312) then
+ call xstopx ("normal1: zero variance, cannot normalise")
+ endif
+ do 10 n=1,nmax
+ 10 x(n)=(x(n)-sc)/sd
+ end
+
+ subroutine minmax(nmax,x,xmin,xmax)
+c obtain smallest and largest value in x
+
+c -- inpute variables and arrays definitions --
+ real*8 xmin, xmax
+ integer nmax
+
+ real*8 x(nmax)
+
+c -- actual code --
+
+ xmin=x(1)
+ xmax=x(1)
+ do 10 n=2,nmax
+ xmin=min(x(n),xmin)
+ 10 xmax=max(x(n),xmax)
+ end
+
diff --git a/src/source_f/rank.f b/src/source_f/rank.f
new file mode 100755
index 0000000..11d617a
--- /dev/null
+++ b/src/source_f/rank.f
@@ -0,0 +1,153 @@
+c===========================================================================
+c
+c This file is part of TISEAN
+c
+c Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+c
+c TISEAN is free software; you can redistribute it and/or modify
+c it under the terms of the GNU General Public License as published by
+c the Free Software Foundation; either version 2 of the License, or
+c (at your option) any later version.
+c
+c TISEAN is distributed in the hope that it will be useful,
+c but WITHOUT ANY WARRANTY; without even the implied warranty of
+c MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+c GNU General Public License for more details.
+c
+c You should have received a copy of the GNU General Public License
+c along with TISEAN; if not, write to the Free Software
+c Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+c
+c===========================================================================
+c box assisted sorting/ranking utilities
+c author T. Schreiber (1998) based on earlier versions
+c===========================================================================
+ subroutine rank(nmax,x,list)
+c rank points in x
+ parameter(nptr=100000)
+ dimension x(nmax), list(nmax), jptr(0:nptr)
+
+ call minmax(nmax,x,xmin,xmax)
+ if(abs(xmin-xmax).lt.12E-39) then
+ do 10 n=1,nmax
+ 10 list(n)=n
+ return
+ endif
+ nl=min(nptr,nmax/2)
+ sc=(nl-1)/(xmax-xmin)
+ do 20 i=0,nl
+ 20 jptr(i)=0
+ do 30 n=1,nmax
+ xn=x(n)
+ i=int((xn-xmin)*sc)
+ ip=jptr(i)
+ if ((ip.eq.0).or.(xn.le.x(ip))) then
+ jptr(i)=n
+ else
+ 1 ipp=ip
+ ip=list(ip)
+ if ((ip.gt.0).and.(xn.gt.x(ip))) goto 1
+ list(ipp)=n
+ endif
+ 30 list(n)=ip
+ n=0
+ do 40 i=0,nl
+ ip=jptr(i)
+ 2 if (ip.eq.0) goto 40
+ n=n+1
+ ipp=ip
+ ip=list(ip)
+ list(ipp)=n
+ goto 2
+40 continue
+ end
+
+ subroutine indexx(nmax,x,list)
+c make index table using rank
+ dimension x(nmax), list(nmax)
+
+ call rank(nmax,x,list)
+ call rank2index(nmax,list)
+ end
+
+ subroutine rank2index(nmax,list)
+c converts a list of ranks into an index table (or vice versa) in place
+ integer list(nmax)
+
+ do 10 n=1,nmax
+ 10 list(n)=-list(n)
+ do 20 n=1,nmax
+ if(list(n).gt.0) goto 20 ! has been put in place already
+ ib=n
+ im=-list(n)
+ 1 it=-list(im)
+ list(im)=ib
+ if(it.ne.n) then
+ ib=im
+ im=it
+ goto 1
+ else
+ list(n)=im
+ endif
+ 20 continue
+ end
+
+ subroutine sort(nmax,x,list)
+c sort using rank and rank2sort
+ dimension x(nmax), list(nmax)
+
+ call rank(nmax,x,list)
+ call rank2sort(nmax,x,list)
+ end
+
+ subroutine rank2sort(nmax,x,list)
+c sort x using list of ranks
+ dimension x(nmax), list(nmax)
+
+ do 10 n=1,nmax
+ 10 list(n)=-list(n)
+ do 20 n=1,nmax
+ if(list(n).gt.0) goto 20 ! has been put in place already
+ ib=n
+ hb=x(n)
+ 1 it=-list(ib)
+ list(ib)=it
+ ht=x(it)
+ x(it)=hb
+ if(it.ne.n) then
+ ib=it
+ hb=ht
+ goto 1
+ endif
+ 20 continue
+ end
+
+ subroutine index2sort(nmax,x,list)
+c sort x using list of indices
+ dimension x(nmax), list(nmax)
+
+ do 10 n=1,nmax
+ 10 list(n)=-list(n)
+ do 20 n=1,nmax
+ if(list(n).gt.0) goto 20 ! has been put in place already
+ ib=n
+ h=x(n)
+ 1 it=-list(ib)
+ list(ib)=it
+ if(it.ne.n) then
+ x(ib)=x(it)
+ ib=it
+ goto 1
+ else
+ x(ib)=h
+ endif
+ 20 continue
+ end
+
+ function which(nmax,x,k,list)
+ dimension x(nmax), list(nmax)
+
+ call indexx(nmax,x,list)
+ which=x(list(k))
+ end
+
diff --git a/src/source_f/slatec/Makefile.in b/src/source_f/slatec/Makefile.in
new file mode 100644
index 0000000..bebd9a1
--- /dev/null
+++ b/src/source_f/slatec/Makefile.in
@@ -0,0 +1,28 @@
+MKOCTFILE ?= mkoctfile -fPIC
+FFLAGS= @AM_FFLAGS@ @FFLAGS@
+AR = @AR@
+ARFLAGS = @ARFLAGS@
+RANLIB = @RANLIB@
+
+# list of objects to be put in libslac.a
+ INC = d1mach.o r1mach.o i1mach.o \
+ rand.o rgauss.o dqk15.o \
+ rs.o tql2.o tqlrat.o tred1.o tred2.o pythag.o \
+ rffti1.o rfftf1.o rfftb1.o \
+ radf2.o radf3.o radf4.o radf5.o radfg.o \
+ radb2.o radb3.o radb4.o radb5.o radbg.o \
+ snls1.o fdjac3.o lmpar.o rwupdt.o chkder.o \
+ qrfac.o qrsolv.o enorm.o \
+ xercnt.o xermsg.o xerhlt.o xersve.o \
+ j4save.o xgetua.o xerprn.o fdump.o
+all: libsla.a
+
+libsla.a: $(INC)
+ $(AR) $(ARFLAGS) ../libsla.a $?
+ $(RANLIB) ../libsla.a
+
+$(INC): %.o : %.f
+ $(MKOCTFILE) $(FFLAGS) -c $< -o $@
+
+clean:
+ rm -rf *.o ../libsla.a
diff --git a/src/source_f/slatec/chkder.f b/src/source_f/slatec/chkder.f
new file mode 100644
index 0000000..f699bc6
--- /dev/null
+++ b/src/source_f/slatec/chkder.f
@@ -0,0 +1,158 @@
+*DECK CHKDER
+ SUBROUTINE CHKDER (M, N, X, FVEC, FJAC, LDFJAC, XP, FVECP, MODE,
+ + ERR)
+C***BEGIN PROLOGUE CHKDER
+C***PURPOSE Check the gradients of M nonlinear functions in N
+C variables, evaluated at a point X, for consistency
+C with the functions themselves.
+C***LIBRARY SLATEC
+C***CATEGORY F3, G4C
+C***TYPE SINGLE PRECISION (CHKDER-S, DCKDER-D)
+C***KEYWORDS GRADIENTS, JACOBIAN, MINPACK, NONLINEAR
+C***AUTHOR Hiebert, K. L. (SNLA)
+C***DESCRIPTION
+C
+C This subroutine is a companion routine to SNLS1,SNLS1E,SNSQ,and
+C SNSQE which may be used to check the calculation of the Jacobian.
+C
+C SUBROUTINE CHKDER
+C
+C This subroutine checks the gradients of M nonlinear functions
+C in N variables, evaluated at a point X, for consistency with
+C the functions themselves. The user must call CKDER twice,
+C first with MODE = 1 and then with MODE = 2.
+C
+C MODE = 1. On input, X must contain the point of evaluation.
+C On output, XP is set to a neighboring point.
+C
+C MODE = 2. On input, FVEC must contain the functions and the
+C rows of FJAC must contain the gradients
+C of the respective functions each evaluated
+C at X, and FVECP must contain the functions
+C evaluated at XP.
+C On output, ERR contains measures of correctness of
+C the respective gradients.
+C
+C The subroutine does not perform reliably if cancellation or
+C rounding errors cause a severe loss of significance in the
+C evaluation of a function. Therefore, none of the components
+C of X should be unusually small (in particular, zero) or any
+C other value which may cause loss of significance.
+C
+C The SUBROUTINE statement is
+C
+C SUBROUTINE CHKDER(M,N,X,FVEC,FJAC,LDFJAC,XP,FVECP,MODE,ERR)
+C
+C where
+C
+C M is a positive integer input variable set to the number
+C of functions.
+C
+C N is a positive integer input variable set to the number
+C of variables.
+C
+C X is an input array of length N.
+C
+C FVEC is an array of length M. On input when MODE = 2,
+C FVEC must contain the functions evaluated at X.
+C
+C FJAC is an M by N array. On input when MODE = 2,
+C the rows of FJAC must contain the gradients of
+C the respective functions evaluated at X.
+C
+C LDFJAC is a positive integer input parameter not less than M
+C which specifies the leading dimension of the array FJAC.
+C
+C XP is an array of length N. On output when MODE = 1,
+C XP is set to a neighboring point of X.
+C
+C FVECP is an array of length M. On input when MODE = 2,
+C FVECP must contain the functions evaluated at XP.
+C
+C MODE is an integer input variable set to 1 on the first call
+C and 2 on the second. Other values of MODE are equivalent
+C to MODE = 1.
+C
+C ERR is an array of length M. On output when MODE = 2,
+C ERR contains measures of correctness of the respective
+C gradients. If there is no severe loss of significance,
+C then if ERR(I) is 1.0 the I-th gradient is correct,
+C while if ERR(I) is 0.0 the I-th gradient is incorrect.
+C For values of ERR between 0.0 and 1.0, the categorization
+C is less certain. In general, a value of ERR(I) greater
+C than 0.5 indicates that the I-th gradient is probably
+C correct, while a value of ERR(I) less than 0.5 indicates
+C that the I-th gradient is probably incorrect.
+C
+C***REFERENCES M. J. D. Powell, A hybrid method for nonlinear equa-
+C tions. In Numerical Methods for Nonlinear Algebraic
+C Equations, P. Rabinowitz, Editor. Gordon and Breach,
+C 1988.
+C***ROUTINES CALLED R1MACH
+C***REVISION HISTORY (YYMMDD)
+C 800301 DATE WRITTEN
+C 890531 Changed all specific intrinsics to generic. (WRB)
+C 890831 Modified array declarations. (WRB)
+C 890831 REVISION DATE from Version 3.2
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900326 Removed duplicate information from DESCRIPTION section.
+C (WRB)
+C 920501 Reformatted the REFERENCES section. (WRB)
+C***END PROLOGUE CHKDER
+ INTEGER M,N,LDFJAC,MODE
+ REAL X(*),FVEC(*),FJAC(LDFJAC,*),XP(*),FVECP(*),ERR(*)
+ INTEGER I,J
+ REAL EPS,EPSF,EPSLOG,EPSMCH,FACTOR,ONE,TEMP,ZERO
+ REAL R1MACH
+ SAVE FACTOR, ONE, ZERO
+C
+ DATA FACTOR,ONE,ZERO /1.0E2,1.0E0,0.0E0/
+C***FIRST EXECUTABLE STATEMENT CHKDER
+ EPSMCH = R1MACH(4)
+C
+ EPS = SQRT(EPSMCH)
+C
+ IF (MODE .EQ. 2) GO TO 20
+C
+C MODE = 1.
+C
+ DO 10 J = 1, N
+ TEMP = EPS*ABS(X(J))
+ IF (TEMP .EQ. ZERO) TEMP = EPS
+ XP(J) = X(J) + TEMP
+ 10 CONTINUE
+ GO TO 70
+ 20 CONTINUE
+C
+C MODE = 2.
+C
+ EPSF = FACTOR*EPSMCH
+ EPSLOG = LOG10(EPS)
+ DO 30 I = 1, M
+ ERR(I) = ZERO
+ 30 CONTINUE
+ DO 50 J = 1, N
+ TEMP = ABS(X(J))
+ IF (TEMP .EQ. ZERO) TEMP = ONE
+ DO 40 I = 1, M
+ ERR(I) = ERR(I) + TEMP*FJAC(I,J)
+ 40 CONTINUE
+ 50 CONTINUE
+ DO 60 I = 1, M
+ TEMP = ONE
+ IF (FVEC(I) .NE. ZERO .AND. FVECP(I) .NE. ZERO
+ 1 .AND. ABS(FVECP(I)-FVEC(I)) .GE. EPSF*ABS(FVEC(I)))
+ 2 TEMP = EPS*ABS((FVECP(I)-FVEC(I))/EPS-ERR(I))
+ 3 /(ABS(FVEC(I)) + ABS(FVECP(I)))
+ ERR(I) = ONE
+ IF (TEMP .GT. EPSMCH .AND. TEMP .LT. EPS)
+ 1 ERR(I) = (LOG10(TEMP) - EPSLOG)/EPSLOG
+ IF (TEMP .GE. EPS) ERR(I) = ZERO
+ 60 CONTINUE
+ 70 CONTINUE
+C
+ RETURN
+C
+C LAST CARD OF SUBROUTINE CHKDER.
+C
+ END
diff --git a/src/source_f/slatec/d1mach.f b/src/source_f/slatec/d1mach.f
new file mode 100644
index 0000000..de4ac08
--- /dev/null
+++ b/src/source_f/slatec/d1mach.f
@@ -0,0 +1,19 @@
+ DOUBLE PRECISION FUNCTION D1MACH (I)
+c this is not the original one from slatec
+ double precision const(5)
+c small:
+ DATA const(1) / 2.23D-308 /
+c large:
+ DATA const(2) / 1.79D+308 /
+c diff:
+ DATA const(3) / 1.11D-16 /
+ DATA const(4) / 2.22D-16 /
+c log10:
+ DATA const(5) / 0.301029995663981195D0 /
+
+C***FIRST EXECUTABLE STATEMENT D1MACH
+C
+ D1MACH = const(I)
+ RETURN
+C
+ END
diff --git a/src/source_f/slatec/dqk15.f b/src/source_f/slatec/dqk15.f
new file mode 100644
index 0000000..a764ccd
--- /dev/null
+++ b/src/source_f/slatec/dqk15.f
@@ -0,0 +1,185 @@
+*DECK DQK15
+ SUBROUTINE DQK15 (F, A, B, RESULT, ABSERR, RESABS, RESASC)
+C***BEGIN PROLOGUE DQK15
+C***PURPOSE To compute I = Integral of F over (A,B), with error
+C estimate
+C J = integral of ABS(F) over (A,B)
+C***LIBRARY SLATEC (QUADPACK)
+C***CATEGORY H2A1A2
+C***TYPE DOUBLE PRECISION (QK15-S, DQK15-D)
+C***KEYWORDS 15-POINT GAUSS-KRONROD RULES, QUADPACK, QUADRATURE
+C***AUTHOR Piessens, Robert
+C Applied Mathematics and Programming Division
+C K. U. Leuven
+C de Doncker, Elise
+C Applied Mathematics and Programming Division
+C K. U. Leuven
+C***DESCRIPTION
+C
+C Integration rules
+C Standard fortran subroutine
+C Double precision version
+C
+C PARAMETERS
+C ON ENTRY
+C F - Double precision
+C Function subprogram defining the integrand
+C FUNCTION F(X). The actual name for F needs to be
+C Declared E X T E R N A L in the calling program.
+C
+C A - Double precision
+C Lower limit of integration
+C
+C B - Double precision
+C Upper limit of integration
+C
+C ON RETURN
+C RESULT - Double precision
+C Approximation to the integral I
+C Result is computed by applying the 15-POINT
+C KRONROD RULE (RESK) obtained by optimal addition
+C of abscissae to the 7-POINT GAUSS RULE(RESG).
+C
+C ABSERR - Double precision
+C Estimate of the modulus of the absolute error,
+C which should not exceed ABS(I-RESULT)
+C
+C RESABS - Double precision
+C Approximation to the integral J
+C
+C RESASC - Double precision
+C Approximation to the integral of ABS(F-I/(B-A))
+C over (A,B)
+C
+C***REFERENCES (NONE)
+C***ROUTINES CALLED D1MACH
+C***REVISION HISTORY (YYMMDD)
+C 800101 DATE WRITTEN
+C 890531 Changed all specific intrinsics to generic. (WRB)
+C 890531 REVISION DATE from Version 3.2
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C***END PROLOGUE DQK15
+C
+ DOUBLE PRECISION A,ABSC,ABSERR,B,CENTR,DHLGTH,
+ 1 D1MACH,EPMACH,F,FC,FSUM,FVAL1,FVAL2,FV1,FV2,HLGTH,RESABS,RESASC,
+ 2 RESG,RESK,RESKH,RESULT,UFLOW,WG,WGK,XGK
+ INTEGER J,JTW,JTWM1
+ EXTERNAL F
+C
+ DIMENSION FV1(7),FV2(7),WG(4),WGK(8),XGK(8)
+C
+C THE ABSCISSAE AND WEIGHTS ARE GIVEN FOR THE INTERVAL (-1,1).
+C BECAUSE OF SYMMETRY ONLY THE POSITIVE ABSCISSAE AND THEIR
+C CORRESPONDING WEIGHTS ARE GIVEN.
+C
+C XGK - ABSCISSAE OF THE 15-POINT KRONROD RULE
+C XGK(2), XGK(4), ... ABSCISSAE OF THE 7-POINT
+C GAUSS RULE
+C XGK(1), XGK(3), ... ABSCISSAE WHICH ARE OPTIMALLY
+C ADDED TO THE 7-POINT GAUSS RULE
+C
+C WGK - WEIGHTS OF THE 15-POINT KRONROD RULE
+C
+C WG - WEIGHTS OF THE 7-POINT GAUSS RULE
+C
+C
+C GAUSS QUADRATURE WEIGHTS AND KRONROD QUADRATURE ABSCISSAE AND WEIGHTS
+C AS EVALUATED WITH 80 DECIMAL DIGIT ARITHMETIC BY L. W. FULLERTON,
+C BELL LABS, NOV. 1981.
+C
+ SAVE WG, XGK, WGK
+ DATA WG ( 1) / 0.1294849661 6886969327 0611432679 082 D0 /
+ DATA WG ( 2) / 0.2797053914 8927666790 1467771423 780 D0 /
+ DATA WG ( 3) / 0.3818300505 0511894495 0369775488 975 D0 /
+ DATA WG ( 4) / 0.4179591836 7346938775 5102040816 327 D0 /
+C
+ DATA XGK ( 1) / 0.9914553711 2081263920 6854697526 329 D0 /
+ DATA XGK ( 2) / 0.9491079123 4275852452 6189684047 851 D0 /
+ DATA XGK ( 3) / 0.8648644233 5976907278 9712788640 926 D0 /
+ DATA XGK ( 4) / 0.7415311855 9939443986 3864773280 788 D0 /
+ DATA XGK ( 5) / 0.5860872354 6769113029 4144838258 730 D0 /
+ DATA XGK ( 6) / 0.4058451513 7739716690 6606412076 961 D0 /
+ DATA XGK ( 7) / 0.2077849550 0789846760 0689403773 245 D0 /
+ DATA XGK ( 8) / 0.0000000000 0000000000 0000000000 000 D0 /
+C
+ DATA WGK ( 1) / 0.0229353220 1052922496 3732008058 970 D0 /
+ DATA WGK ( 2) / 0.0630920926 2997855329 0700663189 204 D0 /
+ DATA WGK ( 3) / 0.1047900103 2225018383 9876322541 518 D0 /
+ DATA WGK ( 4) / 0.1406532597 1552591874 5189590510 238 D0 /
+ DATA WGK ( 5) / 0.1690047266 3926790282 6583426598 550 D0 /
+ DATA WGK ( 6) / 0.1903505780 6478540991 3256402421 014 D0 /
+ DATA WGK ( 7) / 0.2044329400 7529889241 4161999234 649 D0 /
+ DATA WGK ( 8) / 0.2094821410 8472782801 2999174891 714 D0 /
+C
+C
+C LIST OF MAJOR VARIABLES
+C -----------------------
+C
+C CENTR - MID POINT OF THE INTERVAL
+C HLGTH - HALF-LENGTH OF THE INTERVAL
+C ABSC - ABSCISSA
+C FVAL* - FUNCTION VALUE
+C RESG - RESULT OF THE 7-POINT GAUSS FORMULA
+C RESK - RESULT OF THE 15-POINT KRONROD FORMULA
+C RESKH - APPROXIMATION TO THE MEAN VALUE OF F OVER (A,B),
+C I.E. TO I/(B-A)
+C
+C MACHINE DEPENDENT CONSTANTS
+C ---------------------------
+C
+C EPMACH IS THE LARGEST RELATIVE SPACING.
+C UFLOW IS THE SMALLEST POSITIVE MAGNITUDE.
+C
+C***FIRST EXECUTABLE STATEMENT DQK15
+ EPMACH = D1MACH(4)
+ UFLOW = D1MACH(1)
+C
+ CENTR = 0.5D+00*(A+B)
+ HLGTH = 0.5D+00*(B-A)
+ DHLGTH = ABS(HLGTH)
+C
+C COMPUTE THE 15-POINT KRONROD APPROXIMATION TO
+C THE INTEGRAL, AND ESTIMATE THE ABSOLUTE ERROR.
+C
+ FC = F(CENTR)
+ RESG = FC*WG(4)
+ RESK = FC*WGK(8)
+ RESABS = ABS(RESK)
+ DO 10 J=1,3
+ JTW = J*2
+ ABSC = HLGTH*XGK(JTW)
+ FVAL1 = F(CENTR-ABSC)
+ FVAL2 = F(CENTR+ABSC)
+ FV1(JTW) = FVAL1
+ FV2(JTW) = FVAL2
+ FSUM = FVAL1+FVAL2
+ RESG = RESG+WG(J)*FSUM
+ RESK = RESK+WGK(JTW)*FSUM
+ RESABS = RESABS+WGK(JTW)*(ABS(FVAL1)+ABS(FVAL2))
+ 10 CONTINUE
+ DO 15 J = 1,4
+ JTWM1 = J*2-1
+ ABSC = HLGTH*XGK(JTWM1)
+ FVAL1 = F(CENTR-ABSC)
+ FVAL2 = F(CENTR+ABSC)
+ FV1(JTWM1) = FVAL1
+ FV2(JTWM1) = FVAL2
+ FSUM = FVAL1+FVAL2
+ RESK = RESK+WGK(JTWM1)*FSUM
+ RESABS = RESABS+WGK(JTWM1)*(ABS(FVAL1)+ABS(FVAL2))
+ 15 CONTINUE
+ RESKH = RESK*0.5D+00
+ RESASC = WGK(8)*ABS(FC-RESKH)
+ DO 20 J=1,7
+ RESASC = RESASC+WGK(J)*(ABS(FV1(J)-RESKH)+ABS(FV2(J)-RESKH))
+ 20 CONTINUE
+ RESULT = RESK*HLGTH
+ RESABS = RESABS*DHLGTH
+ RESASC = RESASC*DHLGTH
+ ABSERR = ABS((RESK-RESG)*HLGTH)
+ IF(RESASC.NE.0.0D+00.AND.ABSERR.NE.0.0D+00)
+ 1 ABSERR = RESASC*MIN(0.1D+01,(0.2D+03*ABSERR/RESASC)**1.5D+00)
+ IF(RESABS.GT.UFLOW/(0.5D+02*EPMACH)) ABSERR = MAX
+ 1 ((EPMACH*0.5D+02)*RESABS,ABSERR)
+ RETURN
+ END
diff --git a/src/source_f/slatec/enorm.f b/src/source_f/slatec/enorm.f
new file mode 100644
index 0000000..7eeda1e
--- /dev/null
+++ b/src/source_f/slatec/enorm.f
@@ -0,0 +1,117 @@
+*DECK ENORM
+ REAL FUNCTION ENORM (N, X)
+C***BEGIN PROLOGUE ENORM
+C***SUBSIDIARY
+C***PURPOSE Subsidiary to SNLS1, SNLS1E, SNSQ and SNSQE
+C***LIBRARY SLATEC
+C***TYPE SINGLE PRECISION (ENORM-S, DENORM-D)
+C***AUTHOR (UNKNOWN)
+C***DESCRIPTION
+C
+C Given an N-vector X, this function calculates the
+C Euclidean norm of X.
+C
+C The Euclidean norm is computed by accumulating the sum of
+C squares in three different sums. The sums of squares for the
+C small and large components are scaled so that no overflows
+C occur. Non-destructive underflows are permitted. Underflows
+C and overflows do not occur in the computation of the unscaled
+C sum of squares for the intermediate components.
+C The definitions of small, intermediate and large components
+C depend on two constants, RDWARF and RGIANT. The main
+C restrictions on these constants are that RDWARF**2 not
+C underflow and RGIANT**2 not overflow. The constants
+C given here are suitable for every known computer.
+C
+C The function statement is
+C
+C REAL FUNCTION ENORM(N,X)
+C
+C where
+C
+C N is a positive integer input variable.
+C
+C X is an input array of length N.
+C
+C***SEE ALSO SNLS1, SNLS1E, SNSQ, SNSQE
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 800301 DATE WRITTEN
+C 890831 Modified array declarations. (WRB)
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900326 Removed duplicate information from DESCRIPTION section.
+C (WRB)
+C 900328 Added TYPE section. (WRB)
+C***END PROLOGUE ENORM
+ INTEGER N
+ REAL X(*)
+ INTEGER I
+ REAL AGIANT,FLOATN,ONE,RDWARF,RGIANT,S1,S2,S3,XABS,X1MAX,X3MAX,
+ 1 ZERO
+ SAVE ONE, ZERO, RDWARF, RGIANT
+ DATA ONE,ZERO,RDWARF,RGIANT /1.0E0,0.0E0,3.834E-20,1.304E19/
+C***FIRST EXECUTABLE STATEMENT ENORM
+ S1 = ZERO
+ S2 = ZERO
+ S3 = ZERO
+ X1MAX = ZERO
+ X3MAX = ZERO
+ FLOATN = N
+ AGIANT = RGIANT/FLOATN
+ DO 90 I = 1, N
+ XABS = ABS(X(I))
+ IF (XABS .GT. RDWARF .AND. XABS .LT. AGIANT) GO TO 70
+ IF (XABS .LE. RDWARF) GO TO 30
+C
+C SUM FOR LARGE COMPONENTS.
+C
+ IF (XABS .LE. X1MAX) GO TO 10
+ S1 = ONE + S1*(X1MAX/XABS)**2
+ X1MAX = XABS
+ GO TO 20
+ 10 CONTINUE
+ S1 = S1 + (XABS/X1MAX)**2
+ 20 CONTINUE
+ GO TO 60
+ 30 CONTINUE
+C
+C SUM FOR SMALL COMPONENTS.
+C
+ IF (XABS .LE. X3MAX) GO TO 40
+ S3 = ONE + S3*(X3MAX/XABS)**2
+ X3MAX = XABS
+ GO TO 50
+ 40 CONTINUE
+ IF (XABS .NE. ZERO) S3 = S3 + (XABS/X3MAX)**2
+ 50 CONTINUE
+ 60 CONTINUE
+ GO TO 80
+ 70 CONTINUE
+C
+C SUM FOR INTERMEDIATE COMPONENTS.
+C
+ S2 = S2 + XABS**2
+ 80 CONTINUE
+ 90 CONTINUE
+C
+C CALCULATION OF NORM.
+C
+ IF (S1 .EQ. ZERO) GO TO 100
+ ENORM = X1MAX*SQRT(S1+(S2/X1MAX)/X1MAX)
+ GO TO 130
+ 100 CONTINUE
+ IF (S2 .EQ. ZERO) GO TO 110
+ IF (S2 .GE. X3MAX)
+ 1 ENORM = SQRT(S2*(ONE+(X3MAX/S2)*(X3MAX*S3)))
+ IF (S2 .LT. X3MAX)
+ 1 ENORM = SQRT(X3MAX*((S2/X3MAX)+(X3MAX*S3)))
+ GO TO 120
+ 110 CONTINUE
+ ENORM = X3MAX*SQRT(S3)
+ 120 CONTINUE
+ 130 CONTINUE
+ RETURN
+C
+C LAST CARD OF FUNCTION ENORM.
+C
+ END
diff --git a/src/source_f/slatec/fdjac3.f b/src/source_f/slatec/fdjac3.f
new file mode 100644
index 0000000..8ca42c4
--- /dev/null
+++ b/src/source_f/slatec/fdjac3.f
@@ -0,0 +1,114 @@
+*DECK FDJAC3
+ SUBROUTINE FDJAC3 (FCN, M, N, X, FVEC, FJAC, LDFJAC, IFLAG,
+ + EPSFCN, WA)
+C***BEGIN PROLOGUE FDJAC3
+C***SUBSIDIARY
+C***PURPOSE Subsidiary to SNLS1 and SNLS1E
+C***LIBRARY SLATEC
+C***TYPE SINGLE PRECISION (FDJAC3-S, DFDJC3-D)
+C***AUTHOR (UNKNOWN)
+C***DESCRIPTION
+C
+C This subroutine computes a forward-difference approximation
+C to the M by N Jacobian matrix associated with a specified
+C problem of M functions in N variables.
+C
+C The subroutine statement is
+C
+C SUBROUTINE FDJAC3(FCN,M,N,X,FVEC,FJAC,LDFJAC,IFLAG,EPSFCN,WA)
+C
+C where
+C
+C FCN is the name of the user-supplied subroutine which
+C calculates the functions. FCN must be declared
+C in an external statement in the user calling
+C program, and should be written as follows.
+C
+C SUBROUTINE FCN(IFLAG,M,N,X,FVEC,FJAC,LDFJAC)
+C INTEGER LDFJAC,M,N,IFLAG
+C REAL X(N),FVEC(M),FJAC(LDFJAC,N)
+C ----------
+C When IFLAG.EQ.1 calculate the functions at X and
+C return this vector in FVEC.
+C ----------
+C RETURN
+C END
+C
+C The value of IFLAG should not be changed by FCN unless
+C the user wants to terminate execution of FDJAC3.
+C In this case set IFLAG to a negative integer.
+C
+C M is a positive integer input variable set to the number
+C of functions.
+C
+C N is a positive integer input variable set to the number
+C of variables. N must not exceed M.
+C
+C X is an input array of length N.
+C
+C FVEC is an input array of length M which must contain the
+C functions evaluated at X.
+C
+C FJAC is an output M by N array which contains the
+C approximation to the Jacobian matrix evaluated at X.
+C
+C LDFJAC is a positive integer input variable not less than M
+C which specifies the leading dimension of the array FJAC.
+C
+C IFLAG is an integer variable which can be used to terminate
+C THE EXECUTION OF FDJAC3. See description of FCN.
+C
+C EPSFCN is an input variable used in determining a suitable
+C step length for the forward-difference approximation. This
+C approximation assumes that the relative errors in the
+C functions are of the order of EPSFCN. If EPSFCN is less
+C than the machine precision, it is assumed that the relative
+C errors in the functions are of the order of the machine
+C precision.
+C
+C WA is a work array of length M.
+C
+C***SEE ALSO SNLS1, SNLS1E
+C***ROUTINES CALLED R1MACH
+C***REVISION HISTORY (YYMMDD)
+C 800301 DATE WRITTEN
+C 890531 Changed all specific intrinsics to generic. (WRB)
+C 890831 Modified array declarations. (WRB)
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900326 Removed duplicate information from DESCRIPTION section.
+C (WRB)
+C 900328 Added TYPE section. (WRB)
+C***END PROLOGUE FDJAC3
+ INTEGER M,N,LDFJAC,IFLAG
+ REAL EPSFCN
+ REAL X(*),FVEC(*),FJAC(LDFJAC,*),WA(*)
+ INTEGER I,J
+ REAL EPS,EPSMCH,H,TEMP,ZERO
+ REAL R1MACH
+ SAVE ZERO
+ DATA ZERO /0.0E0/
+C***FIRST EXECUTABLE STATEMENT FDJAC3
+ EPSMCH = R1MACH(4)
+C
+ EPS = SQRT(MAX(EPSFCN,EPSMCH))
+C SET IFLAG=1 TO INDICATE THAT FUNCTION VALUES
+C ARE TO BE RETURNED BY FCN.
+ IFLAG = 1
+ DO 20 J = 1, N
+ TEMP = X(J)
+ H = EPS*ABS(TEMP)
+ IF (H .EQ. ZERO) H = EPS
+ X(J) = TEMP + H
+ CALL FCN(IFLAG,M,N,X,WA,FJAC,LDFJAC)
+ IF (IFLAG .LT. 0) GO TO 30
+ X(J) = TEMP
+ DO 10 I = 1, M
+ FJAC(I,J) = (WA(I) - FVEC(I))/H
+ 10 CONTINUE
+ 20 CONTINUE
+ 30 CONTINUE
+ RETURN
+C
+C LAST CARD OF SUBROUTINE FDJAC3.
+C
+ END
diff --git a/src/source_f/slatec/fdump.f b/src/source_f/slatec/fdump.f
new file mode 100644
index 0000000..1f44a57
--- /dev/null
+++ b/src/source_f/slatec/fdump.f
@@ -0,0 +1,31 @@
+*DECK FDUMP
+ SUBROUTINE FDUMP
+C***BEGIN PROLOGUE FDUMP
+C***PURPOSE Symbolic dump (should be locally written).
+C***LIBRARY SLATEC (XERROR)
+C***CATEGORY R3
+C***TYPE ALL (FDUMP-A)
+C***KEYWORDS ERROR, XERMSG
+C***AUTHOR Jones, R. E., (SNLA)
+C***DESCRIPTION
+C
+C ***Note*** Machine Dependent Routine
+C FDUMP is intended to be replaced by a locally written
+C version which produces a symbolic dump. Failing this,
+C it should be replaced by a version which prints the
+C subprogram nesting list. Note that this dump must be
+C printed on each of up to five files, as indicated by the
+C XGETUA routine. See XSETUA and XGETUA for details.
+C
+C Written by Ron Jones, with SLATEC Common Math Library Subcommittee
+C
+C***REFERENCES (NONE)
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 790801 DATE WRITTEN
+C 861211 REVISION DATE from Version 3.2
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C***END PROLOGUE FDUMP
+C***FIRST EXECUTABLE STATEMENT FDUMP
+ RETURN
+ END
diff --git a/src/source_f/slatec/i1mach.f b/src/source_f/slatec/i1mach.f
new file mode 100644
index 0000000..5442678
--- /dev/null
+++ b/src/source_f/slatec/i1mach.f
@@ -0,0 +1,142 @@
+*DECK I1MACH
+ INTEGER FUNCTION I1MACH (I)
+c----------------------------------------------------------------------
+c
+c this is not quit the original one from slatec
+c unit numbers for input/output/error are provided by calls to routines
+c from istdio.f change them there if needed!!!
+c
+c the other constants are not currently used by TISEAN and not checked
+c for any particular platform
+c
+c----------------------------------------------------------------------
+C***BEGIN PROLOGUE I1MACH
+C***PURPOSE Return integer machine dependent constants.
+C***LIBRARY SLATEC
+C***CATEGORY R1
+C***TYPE INTEGER (I1MACH-I)
+C***KEYWORDS MACHINE CONSTANTS
+C***AUTHOR Fox, P. A., (Bell Labs)
+C Hall, A. D., (Bell Labs)
+C Schryer, N. L., (Bell Labs)
+C***DESCRIPTION
+C
+C I1MACH can be used to obtain machine-dependent parameters for the
+C local machine environment. It is a function subprogram with one
+C (input) argument and can be referenced as follows:
+C
+C K = I1MACH(I)
+C
+C where I=1,...,16. The (output) value of K above is determined by
+C the (input) value of I. The results for various values of I are
+C discussed below.
+C
+C I/O unit numbers:
+C I1MACH( 1) = the standard input unit.
+C I1MACH( 2) = the standard output unit.
+C I1MACH( 3) = the standard punch unit.
+C I1MACH( 4) = the standard error message unit.
+C
+C Words:
+C I1MACH( 5) = the number of bits per integer storage unit.
+C I1MACH( 6) = the number of characters per integer storage unit.
+C
+C Integers:
+C assume integers are represented in the S-digit, base-A form
+C
+C sign ( X(S-1)*A**(S-1) + ... + X(1)*A + X(0) )
+C
+C where 0 .LE. X(I) .LT. A for I=0,...,S-1.
+C I1MACH( 7) = A, the base.
+C I1MACH( 8) = S, the number of base-A digits.
+C I1MACH( 9) = A**S - 1, the largest magnitude.
+C
+C Floating-Point Numbers:
+C Assume floating-point numbers are represented in the T-digit,
+C base-B form
+C sign (B**E)*( (X(1)/B) + ... + (X(T)/B**T) )
+C
+C where 0 .LE. X(I) .LT. B for I=1,...,T,
+C 0 .LT. X(1), and EMIN .LE. E .LE. EMAX.
+C I1MACH(10) = B, the base.
+C
+C Single-Precision:
+C I1MACH(11) = T, the number of base-B digits.
+C I1MACH(12) = EMIN, the smallest exponent E.
+C I1MACH(13) = EMAX, the largest exponent E.
+C
+C Double-Precision:
+C I1MACH(14) = T, the number of base-B digits.
+C I1MACH(15) = EMIN, the smallest exponent E.
+C I1MACH(16) = EMAX, the largest exponent E.
+C
+C To alter this function for a particular environment, the desired
+C set of DATA statements should be activated by removing the C from
+C column 1. Also, the values of I1MACH(1) - I1MACH(4) should be
+C checked for consistency with the local operating system.
+C
+C***REFERENCES P. A. Fox, A. D. Hall and N. L. Schryer, Framework for
+C a portable library, ACM Transactions on Mathematical
+C Software 4, 2 (June 1978), pp. 177-188.
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 750101 DATE WRITTEN
+C 891012 Added VAX G-floating constants. (WRB)
+C 891012 REVISION DATE from Version 3.2
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900618 Added DEC RISC constants. (WRB)
+C 900723 Added IBM RS 6000 constants. (WRB)
+C 901009 Correct I1MACH(7) for IBM Mainframes. Should be 2 not 16.
+C (RWC)
+C 910710 Added HP 730 constants. (SMR)
+C 911114 Added Convex IEEE constants. (WRB)
+C 920121 Added SUN -r8 compiler option constants. (WRB)
+C 920229 Added Touchstone Delta i860 constants. (WRB)
+C 920501 Reformatted the REFERENCES section. (WRB)
+C 920625 Added Convex -p8 and -pd8 compiler option constants.
+C (BKS, WRB)
+C 930201 Added DEC Alpha and SGI constants. (RWC and WRB)
+C 930618 Corrected I1MACH(5) for Convex -p8 and -pd8 compiler
+C options. (DWL, RWC and WRB).
+C***END PROLOGUE I1MACH
+C
+ INTEGER IMACH(16),OUTPUT
+ SAVE IMACH
+ EQUIVALENCE (IMACH(4),OUTPUT)
+
+ DATA IMACH( 1) / 5 /
+ DATA IMACH( 2) / 6 /
+ DATA IMACH( 3) / 0 /
+ DATA IMACH( 4) / 0 /
+ DATA IMACH( 5) / 32 /
+ DATA IMACH( 6) / 4 /
+ DATA IMACH( 7) / 2 /
+ DATA IMACH( 8) / 31 /
+ DATA IMACH( 9) / 2147483647 /
+ DATA IMACH(10) / 2 /
+ DATA IMACH(11) / 24 /
+ DATA IMACH(12) / -125 /
+ DATA IMACH(13) / 127 /
+ DATA IMACH(14) / 53 /
+ DATA IMACH(15) / -1021 /
+ DATA IMACH(16) / 1023 /
+
+C***FIRST EXECUTABLE STATEMENT I1MACH
+ IMACH(1)=ISTDIN()
+ IMACH(2)=ISTDOUT()
+ IMACH(3)=ISTDERR()
+ IMACH(4)=ISTDERR()
+
+ IF (I .LT. 1 .OR. I .GT. 16) GO TO 10
+C
+ I1MACH = IMACH(I)
+ RETURN
+C
+ 10 CONTINUE
+ WRITE (UNIT = OUTPUT, FMT = 9000)
+ 9000 FORMAT ('1ERROR 1 IN I1MACH - I OUT OF BOUNDS')
+C
+C CALL FDUMP
+C
+ STOP
+ END
diff --git a/src/source_f/slatec/j4save.f b/src/source_f/slatec/j4save.f
new file mode 100644
index 0000000..6ec799b
--- /dev/null
+++ b/src/source_f/slatec/j4save.f
@@ -0,0 +1,65 @@
+*DECK J4SAVE
+ FUNCTION J4SAVE (IWHICH, IVALUE, ISET)
+C***BEGIN PROLOGUE J4SAVE
+C***SUBSIDIARY
+C***PURPOSE Save or recall global variables needed by error
+C handling routines.
+C***LIBRARY SLATEC (XERROR)
+C***TYPE INTEGER (J4SAVE-I)
+C***KEYWORDS ERROR MESSAGES, ERROR NUMBER, RECALL, SAVE, XERROR
+C***AUTHOR Jones, R. E., (SNLA)
+C***DESCRIPTION
+C
+C Abstract
+C J4SAVE saves and recalls several global variables needed
+C by the library error handling routines.
+C
+C Description of Parameters
+C --Input--
+C IWHICH - Index of item desired.
+C = 1 Refers to current error number.
+C = 2 Refers to current error control flag.
+C = 3 Refers to current unit number to which error
+C messages are to be sent. (0 means use standard.)
+C = 4 Refers to the maximum number of times any
+C message is to be printed (as set by XERMAX).
+C = 5 Refers to the total number of units to which
+C each error message is to be written.
+C = 6 Refers to the 2nd unit for error messages
+C = 7 Refers to the 3rd unit for error messages
+C = 8 Refers to the 4th unit for error messages
+C = 9 Refers to the 5th unit for error messages
+C IVALUE - The value to be set for the IWHICH-th parameter,
+C if ISET is .TRUE. .
+C ISET - If ISET=.TRUE., the IWHICH-th parameter will BE
+C given the value, IVALUE. If ISET=.FALSE., the
+C IWHICH-th parameter will be unchanged, and IVALUE
+C is a dummy parameter.
+C --Output--
+C The (old) value of the IWHICH-th parameter will be returned
+C in the function value, J4SAVE.
+C
+C***SEE ALSO XERMSG
+C***REFERENCES R. E. Jones and D. K. Kahaner, XERROR, the SLATEC
+C Error-handling Package, SAND82-0800, Sandia
+C Laboratories, 1982.
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 790801 DATE WRITTEN
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900205 Minor modifications to prologue. (WRB)
+C 900402 Added TYPE section. (WRB)
+C 910411 Added KEYWORDS section. (WRB)
+C 920501 Reformatted the REFERENCES section. (WRB)
+C***END PROLOGUE J4SAVE
+ LOGICAL ISET
+ INTEGER IPARAM(9)
+ SAVE IPARAM
+ DATA IPARAM(1),IPARAM(2),IPARAM(3),IPARAM(4)/0,2,0,10/
+ DATA IPARAM(5)/1/
+ DATA IPARAM(6),IPARAM(7),IPARAM(8),IPARAM(9)/0,0,0,0/
+C***FIRST EXECUTABLE STATEMENT J4SAVE
+ J4SAVE = IPARAM(IWHICH)
+ IF (ISET) IPARAM(IWHICH) = IVALUE
+ RETURN
+ END
diff --git a/src/source_f/slatec/lmpar.f b/src/source_f/slatec/lmpar.f
new file mode 100644
index 0000000..b81e4e9
--- /dev/null
+++ b/src/source_f/slatec/lmpar.f
@@ -0,0 +1,267 @@
+*DECK LMPAR
+ SUBROUTINE LMPAR (N, R, LDR, IPVT, DIAG, QTB, DELTA, PAR, X,
+ + SIGMA, WA1, WA2)
+C***BEGIN PROLOGUE LMPAR
+C***SUBSIDIARY
+C***PURPOSE Subsidiary to SNLS1 and SNLS1E
+C***LIBRARY SLATEC
+C***TYPE SINGLE PRECISION (LMPAR-S, DMPAR-D)
+C***AUTHOR (UNKNOWN)
+C***DESCRIPTION
+C
+C Given an M by N matrix A, an N by N nonsingular DIAGONAL
+C matrix D, an M-vector B, and a positive number DELTA,
+C the problem is to determine a value for the parameter
+C PAR such that if X solves the system
+C
+C A*X = B , SQRT(PAR)*D*X = 0 ,
+C
+C in the least squares sense, and DXNORM is the Euclidean
+C norm of D*X, then either PAR is zero and
+C
+C (DXNORM-DELTA) .LE. 0.1*DELTA ,
+C
+C or PAR is positive and
+C
+C ABS(DXNORM-DELTA) .LE. 0.1*DELTA .
+C
+C This subroutine completes the solution of the problem
+C if it is provided with the necessary information from the
+C QR factorization, with column pivoting, of A. That is, if
+C A*P = Q*R, where P is a permutation matrix, Q has orthogonal
+C columns, and R is an upper triangular matrix with diagonal
+C elements of nonincreasing magnitude, then LMPAR expects
+C the full upper triangle of R, the permutation matrix P,
+C and the first N components of (Q TRANSPOSE)*B. On output
+C LMPAR also provides an upper triangular matrix S such that
+C
+C T T T
+C P *(A *A + PAR*D*D)*P = S *S .
+C
+C S is employed within LMPAR and may be of separate interest.
+C
+C Only a few iterations are generally needed for convergence
+C of the algorithm. If, however, the limit of 10 iterations
+C is reached, then the output PAR will contain the best
+C value obtained so far.
+C
+C The subroutine statement is
+C
+C SUBROUTINE LMPAR(N,R,LDR,IPVT,DIAG,QTB,DELTA,PAR,X,SIGMA,
+C WA1,WA2)
+C
+C where
+C
+C N is a positive integer input variable set to the order of R.
+C
+C R is an N by N array. On input the full upper triangle
+C must contain the full upper triangle of the matrix R.
+C On output the full upper triangle is unaltered, and the
+C strict lower triangle contains the strict upper triangle
+C (transposed) of the upper triangular matrix S.
+C
+C LDR is a positive integer input variable not less than N
+C which specifies the leading dimension of the array R.
+C
+C IPVT is an integer input array of length N which defines the
+C permutation matrix P such that A*P = Q*R. Column J of P
+C is column IPVT(J) of the identity matrix.
+C
+C DIAG is an input array of length N which must contain the
+C diagonal elements of the matrix D.
+C
+C QTB is an input array of length N which must contain the first
+C N elements of the vector (Q TRANSPOSE)*B.
+C
+C DELTA is a positive input variable which specifies an upper
+C bound on the Euclidean norm of D*X.
+C
+C PAR is a nonnegative variable. On input PAR contains an
+C initial estimate of the Levenberg-Marquardt parameter.
+C On output PAR contains the final estimate.
+C
+C X is an output array of length N which contains the least
+C squares solution of the system A*X = B, SQRT(PAR)*D*X = 0,
+C for the output PAR.
+C
+C SIGMA is an output array of length N which contains the
+C diagonal elements of the upper triangular matrix S.
+C
+C WA1 and WA2 are work arrays of length N.
+C
+C***SEE ALSO SNLS1, SNLS1E
+C***ROUTINES CALLED ENORM, QRSOLV, R1MACH
+C***REVISION HISTORY (YYMMDD)
+C 800301 DATE WRITTEN
+C 890531 Changed all specific intrinsics to generic. (WRB)
+C 890831 Modified array declarations. (WRB)
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900326 Removed duplicate information from DESCRIPTION section.
+C (WRB)
+C 900328 Added TYPE section. (WRB)
+C***END PROLOGUE LMPAR
+ INTEGER N,LDR
+ INTEGER IPVT(*)
+ REAL DELTA,PAR
+ REAL R(LDR,*),DIAG(*),QTB(*),X(*),SIGMA(*),WA1(*),WA2(*)
+ INTEGER I,ITER,J,JM1,JP1,K,L,NSING
+ REAL DXNORM,DWARF,FP,GNORM,PARC,PARL,PARU,P1,P001,SUM,TEMP,ZERO
+ REAL R1MACH,ENORM
+ SAVE P1, P001, ZERO
+ DATA P1,P001,ZERO /1.0E-1,1.0E-3,0.0E0/
+C***FIRST EXECUTABLE STATEMENT LMPAR
+ DWARF = R1MACH(1)
+C
+C COMPUTE AND STORE IN X THE GAUSS-NEWTON DIRECTION. IF THE
+C JACOBIAN IS RANK-DEFICIENT, OBTAIN A LEAST SQUARES SOLUTION.
+C
+ NSING = N
+ DO 10 J = 1, N
+ WA1(J) = QTB(J)
+ IF (R(J,J) .EQ. ZERO .AND. NSING .EQ. N) NSING = J - 1
+ IF (NSING .LT. N) WA1(J) = ZERO
+ 10 CONTINUE
+ IF (NSING .LT. 1) GO TO 50
+ DO 40 K = 1, NSING
+ J = NSING - K + 1
+ WA1(J) = WA1(J)/R(J,J)
+ TEMP = WA1(J)
+ JM1 = J - 1
+ IF (JM1 .LT. 1) GO TO 30
+ DO 20 I = 1, JM1
+ WA1(I) = WA1(I) - R(I,J)*TEMP
+ 20 CONTINUE
+ 30 CONTINUE
+ 40 CONTINUE
+ 50 CONTINUE
+ DO 60 J = 1, N
+ L = IPVT(J)
+ X(L) = WA1(J)
+ 60 CONTINUE
+C
+C INITIALIZE THE ITERATION COUNTER.
+C EVALUATE THE FUNCTION AT THE ORIGIN, AND TEST
+C FOR ACCEPTANCE OF THE GAUSS-NEWTON DIRECTION.
+C
+ ITER = 0
+ DO 70 J = 1, N
+ WA2(J) = DIAG(J)*X(J)
+ 70 CONTINUE
+ DXNORM = ENORM(N,WA2)
+ FP = DXNORM - DELTA
+ IF (FP .LE. P1*DELTA) GO TO 220
+C
+C IF THE JACOBIAN IS NOT RANK DEFICIENT, THE NEWTON
+C STEP PROVIDES A LOWER BOUND, PARL, FOR THE ZERO OF
+C THE FUNCTION. OTHERWISE SET THIS BOUND TO ZERO.
+C
+ PARL = ZERO
+ IF (NSING .LT. N) GO TO 120
+ DO 80 J = 1, N
+ L = IPVT(J)
+ WA1(J) = DIAG(L)*(WA2(L)/DXNORM)
+ 80 CONTINUE
+ DO 110 J = 1, N
+ SUM = ZERO
+ JM1 = J - 1
+ IF (JM1 .LT. 1) GO TO 100
+ DO 90 I = 1, JM1
+ SUM = SUM + R(I,J)*WA1(I)
+ 90 CONTINUE
+ 100 CONTINUE
+ WA1(J) = (WA1(J) - SUM)/R(J,J)
+ 110 CONTINUE
+ TEMP = ENORM(N,WA1)
+ PARL = ((FP/DELTA)/TEMP)/TEMP
+ 120 CONTINUE
+C
+C CALCULATE AN UPPER BOUND, PARU, FOR THE ZERO OF THE FUNCTION.
+C
+ DO 140 J = 1, N
+ SUM = ZERO
+ DO 130 I = 1, J
+ SUM = SUM + R(I,J)*QTB(I)
+ 130 CONTINUE
+ L = IPVT(J)
+ WA1(J) = SUM/DIAG(L)
+ 140 CONTINUE
+ GNORM = ENORM(N,WA1)
+ PARU = GNORM/DELTA
+ IF (PARU .EQ. ZERO) PARU = DWARF/MIN(DELTA,P1)
+C
+C IF THE INPUT PAR LIES OUTSIDE OF THE INTERVAL (PARL,PARU),
+C SET PAR TO THE CLOSER ENDPOINT.
+C
+ PAR = MAX(PAR,PARL)
+ PAR = MIN(PAR,PARU)
+ IF (PAR .EQ. ZERO) PAR = GNORM/DXNORM
+C
+C BEGINNING OF AN ITERATION.
+C
+ 150 CONTINUE
+ ITER = ITER + 1
+C
+C EVALUATE THE FUNCTION AT THE CURRENT VALUE OF PAR.
+C
+ IF (PAR .EQ. ZERO) PAR = MAX(DWARF,P001*PARU)
+ TEMP = SQRT(PAR)
+ DO 160 J = 1, N
+ WA1(J) = TEMP*DIAG(J)
+ 160 CONTINUE
+ CALL QRSOLV(N,R,LDR,IPVT,WA1,QTB,X,SIGMA,WA2)
+ DO 170 J = 1, N
+ WA2(J) = DIAG(J)*X(J)
+ 170 CONTINUE
+ DXNORM = ENORM(N,WA2)
+ TEMP = FP
+ FP = DXNORM - DELTA
+C
+C IF THE FUNCTION IS SMALL ENOUGH, ACCEPT THE CURRENT VALUE
+C OF PAR. ALSO TEST FOR THE EXCEPTIONAL CASES WHERE PARL
+C IS ZERO OR THE NUMBER OF ITERATIONS HAS REACHED 10.
+C
+ IF (ABS(FP) .LE. P1*DELTA
+ 1 .OR. PARL .EQ. ZERO .AND. FP .LE. TEMP
+ 2 .AND. TEMP .LT. ZERO .OR. ITER .EQ. 10) GO TO 220
+C
+C COMPUTE THE NEWTON CORRECTION.
+C
+ DO 180 J = 1, N
+ L = IPVT(J)
+ WA1(J) = DIAG(L)*(WA2(L)/DXNORM)
+ 180 CONTINUE
+ DO 210 J = 1, N
+ WA1(J) = WA1(J)/SIGMA(J)
+ TEMP = WA1(J)
+ JP1 = J + 1
+ IF (N .LT. JP1) GO TO 200
+ DO 190 I = JP1, N
+ WA1(I) = WA1(I) - R(I,J)*TEMP
+ 190 CONTINUE
+ 200 CONTINUE
+ 210 CONTINUE
+ TEMP = ENORM(N,WA1)
+ PARC = ((FP/DELTA)/TEMP)/TEMP
+C
+C DEPENDING ON THE SIGN OF THE FUNCTION, UPDATE PARL OR PARU.
+C
+ IF (FP .GT. ZERO) PARL = MAX(PARL,PAR)
+ IF (FP .LT. ZERO) PARU = MIN(PARU,PAR)
+C
+C COMPUTE AN IMPROVED ESTIMATE FOR PAR.
+C
+ PAR = MAX(PARL,PAR+PARC)
+C
+C END OF AN ITERATION.
+C
+ GO TO 150
+ 220 CONTINUE
+C
+C TERMINATION.
+C
+ IF (ITER .EQ. 0) PAR = ZERO
+ RETURN
+C
+C LAST CARD OF SUBROUTINE LMPAR.
+C
+ END
diff --git a/src/source_f/slatec/pythag.f b/src/source_f/slatec/pythag.f
new file mode 100644
index 0000000..dc3ef31
--- /dev/null
+++ b/src/source_f/slatec/pythag.f
@@ -0,0 +1,39 @@
+*DECK PYTHAG
+ REAL FUNCTION PYTHAG (A, B)
+C***BEGIN PROLOGUE PYTHAG
+C***SUBSIDIARY
+C***PURPOSE Compute the complex square root of a complex number without
+C destructive overflow or underflow.
+C***LIBRARY SLATEC
+C***TYPE SINGLE PRECISION (PYTHAG-S)
+C***AUTHOR (UNKNOWN)
+C***DESCRIPTION
+C
+C Finds sqrt(A**2+B**2) without overflow or destructive underflow
+C
+C***SEE ALSO EISDOC
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 811101 DATE WRITTEN
+C 890531 Changed all specific intrinsics to generic. (WRB)
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900402 Added TYPE section. (WRB)
+C***END PROLOGUE PYTHAG
+ REAL A,B
+C
+ REAL P,Q,R,S,T
+C***FIRST EXECUTABLE STATEMENT PYTHAG
+ P = MAX(ABS(A),ABS(B))
+ Q = MIN(ABS(A),ABS(B))
+ IF (Q .EQ. 0.0E0) GO TO 20
+ 10 CONTINUE
+ R = (Q/P)**2
+ T = 4.0E0 + R
+ IF (T .EQ. 4.0E0) GO TO 20
+ S = R/T
+ P = P + 2.0E0*P*S
+ Q = Q*S
+ GO TO 10
+ 20 PYTHAG = P
+ RETURN
+ END
diff --git a/src/source_f/slatec/qrfac.f b/src/source_f/slatec/qrfac.f
new file mode 100644
index 0000000..296d538
--- /dev/null
+++ b/src/source_f/slatec/qrfac.f
@@ -0,0 +1,170 @@
+*DECK QRFAC
+ SUBROUTINE QRFAC (M, N, A, LDA, PIVOT, IPVT, LIPVT, SIGMA, ACNORM,
+ + WA)
+C***BEGIN PROLOGUE QRFAC
+C***SUBSIDIARY
+C***PURPOSE Subsidiary to SNLS1, SNLS1E, SNSQ and SNSQE
+C***LIBRARY SLATEC
+C***TYPE SINGLE PRECISION (QRFAC-S, DQRFAC-D)
+C***AUTHOR (UNKNOWN)
+C***DESCRIPTION
+C
+C This subroutine uses Householder transformations with column
+C pivoting (optional) to compute a QR factorization of the
+C M by N matrix A. That is, QRFAC determines an orthogonal
+C matrix Q, a permutation matrix P, and an upper trapezoidal
+C matrix R with diagonal elements of nonincreasing magnitude,
+C such that A*P = Q*R. The Householder transformation for
+C column K, K = 1,2,...,MIN(M,N), is of the form
+C
+C T
+C I - (1/U(K))*U*U
+C
+C where U has zeros in the first K-1 positions. The form of
+C this transformation and the method of pivoting first
+C appeared in the corresponding LINPACK subroutine.
+C
+C The subroutine statement is
+C
+C SUBROUTINE QRFAC(M,N,A,LDA,PIVOT,IPVT,LIPVT,SIGMA,ACNORM,WA)
+C
+C where
+C
+C M is a positive integer input variable set to the number
+C of rows of A.
+C
+C N is a positive integer input variable set to the number
+C of columns of A.
+C
+C A is an M by N array. On input A contains the matrix for
+C which the QR factorization is to be computed. On output
+C the strict upper trapezoidal part of A contains the strict
+C upper trapezoidal part of R, and the lower trapezoidal
+C part of A contains a factored form of Q (the non-trivial
+C elements of the U vectors described above).
+C
+C LDA is a positive integer input variable not less than M
+C which specifies the leading dimension of the array A.
+C
+C PIVOT is a logical input variable. If pivot is set .TRUE.,
+C then column pivoting is enforced. If pivot is set .FALSE.,
+C then no column pivoting is done.
+C
+C IPVT is an integer output array of length LIPVT. IPVT
+C defines the permutation matrix P such that A*P = Q*R.
+C Column J of P is column IPVT(J) of the identity matrix.
+C If pivot is .FALSE., IPVT is not referenced.
+C
+C LIPVT is a positive integer input variable. If PIVOT is
+C .FALSE., then LIPVT may be as small as 1. If PIVOT is
+C .TRUE., then LIPVT must be at least N.
+C
+C SIGMA is an output array of length N which contains the
+C diagonal elements of R.
+C
+C ACNORM is an output array of length N which contains the
+C norms of the corresponding columns of the input matrix A.
+C If this information is not needed, then ACNORM can coincide
+C with SIGMA.
+C
+C WA is a work array of length N. If pivot is .FALSE., then WA
+C can coincide with SIGMA.
+C
+C***SEE ALSO SNLS1, SNLS1E, SNSQ, SNSQE
+C***ROUTINES CALLED ENORM, R1MACH
+C***REVISION HISTORY (YYMMDD)
+C 800301 DATE WRITTEN
+C 890531 Changed all specific intrinsics to generic. (WRB)
+C 890831 Modified array declarations. (WRB)
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900326 Removed duplicate information from DESCRIPTION section.
+C (WRB)
+C 900328 Added TYPE section. (WRB)
+C***END PROLOGUE QRFAC
+ INTEGER M,N,LDA,LIPVT
+ INTEGER IPVT(*)
+ LOGICAL PIVOT
+ REAL A(LDA,*),SIGMA(*),ACNORM(*),WA(*)
+ INTEGER I,J,JP1,K,KMAX,MINMN
+ REAL AJNORM,EPSMCH,ONE,P05,SUM,TEMP,ZERO
+ REAL R1MACH,ENORM
+ SAVE ONE, P05, ZERO
+ DATA ONE,P05,ZERO /1.0E0,5.0E-2,0.0E0/
+C***FIRST EXECUTABLE STATEMENT QRFAC
+ EPSMCH = R1MACH(4)
+C
+C COMPUTE THE INITIAL COLUMN NORMS AND INITIALIZE SEVERAL ARRAYS.
+C
+ DO 10 J = 1, N
+ ACNORM(J) = ENORM(M,A(1,J))
+ SIGMA(J) = ACNORM(J)
+ WA(J) = SIGMA(J)
+ IF (PIVOT) IPVT(J) = J
+ 10 CONTINUE
+C
+C REDUCE A TO R WITH HOUSEHOLDER TRANSFORMATIONS.
+C
+ MINMN = MIN(M,N)
+ DO 110 J = 1, MINMN
+ IF (.NOT.PIVOT) GO TO 40
+C
+C BRING THE COLUMN OF LARGEST NORM INTO THE PIVOT POSITION.
+C
+ KMAX = J
+ DO 20 K = J, N
+ IF (SIGMA(K) .GT. SIGMA(KMAX)) KMAX = K
+ 20 CONTINUE
+ IF (KMAX .EQ. J) GO TO 40
+ DO 30 I = 1, M
+ TEMP = A(I,J)
+ A(I,J) = A(I,KMAX)
+ A(I,KMAX) = TEMP
+ 30 CONTINUE
+ SIGMA(KMAX) = SIGMA(J)
+ WA(KMAX) = WA(J)
+ K = IPVT(J)
+ IPVT(J) = IPVT(KMAX)
+ IPVT(KMAX) = K
+ 40 CONTINUE
+C
+C COMPUTE THE HOUSEHOLDER TRANSFORMATION TO REDUCE THE
+C J-TH COLUMN OF A TO A MULTIPLE OF THE J-TH UNIT VECTOR.
+C
+ AJNORM = ENORM(M-J+1,A(J,J))
+ IF (AJNORM .EQ. ZERO) GO TO 100
+ IF (A(J,J) .LT. ZERO) AJNORM = -AJNORM
+ DO 50 I = J, M
+ A(I,J) = A(I,J)/AJNORM
+ 50 CONTINUE
+ A(J,J) = A(J,J) + ONE
+C
+C APPLY THE TRANSFORMATION TO THE REMAINING COLUMNS
+C AND UPDATE THE NORMS.
+C
+ JP1 = J + 1
+ IF (N .LT. JP1) GO TO 100
+ DO 90 K = JP1, N
+ SUM = ZERO
+ DO 60 I = J, M
+ SUM = SUM + A(I,J)*A(I,K)
+ 60 CONTINUE
+ TEMP = SUM/A(J,J)
+ DO 70 I = J, M
+ A(I,K) = A(I,K) - TEMP*A(I,J)
+ 70 CONTINUE
+ IF (.NOT.PIVOT .OR. SIGMA(K) .EQ. ZERO) GO TO 80
+ TEMP = A(J,K)/SIGMA(K)
+ SIGMA(K) = SIGMA(K)*SQRT(MAX(ZERO,ONE-TEMP**2))
+ IF (P05*(SIGMA(K)/WA(K))**2 .GT. EPSMCH) GO TO 80
+ SIGMA(K) = ENORM(M-J,A(JP1,K))
+ WA(K) = SIGMA(K)
+ 80 CONTINUE
+ 90 CONTINUE
+ 100 CONTINUE
+ SIGMA(J) = -AJNORM
+ 110 CONTINUE
+ RETURN
+C
+C LAST CARD OF SUBROUTINE QRFAC.
+C
+ END
diff --git a/src/source_f/slatec/qrsolv.f b/src/source_f/slatec/qrsolv.f
new file mode 100644
index 0000000..813c247
--- /dev/null
+++ b/src/source_f/slatec/qrsolv.f
@@ -0,0 +1,198 @@
+*DECK QRSOLV
+ SUBROUTINE QRSOLV (N, R, LDR, IPVT, DIAG, QTB, X, SIGMA, WA)
+C***BEGIN PROLOGUE QRSOLV
+C***SUBSIDIARY
+C***PURPOSE Subsidiary to SNLS1 and SNLS1E
+C***LIBRARY SLATEC
+C***TYPE SINGLE PRECISION (QRSOLV-S, DQRSLV-D)
+C***AUTHOR (UNKNOWN)
+C***DESCRIPTION
+C
+C Given an M by N matrix A, an N by N diagonal matrix D,
+C and an M-vector B, the problem is to determine an X which
+C solves the system
+C
+C A*X = B , D*X = 0 ,
+C
+C in the least squares sense.
+C
+C This subroutine completes the solution of the problem
+C if it is provided with the necessary information from the
+C QR factorization, with column pivoting, of A. That is, if
+C A*P = Q*R, where P is a permutation matrix, Q has orthogonal
+C columns, and R is an upper triangular matrix with diagonal
+C elements of nonincreasing magnitude, then QRSOLV expects
+C the full upper triangle of R, the permutation matrix P,
+C and the first N components of (Q TRANSPOSE)*B. The system
+C A*X = B, D*X = 0, is then equivalent to
+C
+C T T
+C R*Z = Q *B , P *D*P*Z = 0 ,
+C
+C where X = P*Z. If this system does not have full rank,
+C then a least squares solution is obtained. On output QRSOLV
+C also provides an upper triangular matrix S such that
+C
+C T T T
+C P *(A *A + D*D)*P = S *S .
+C
+C S is computed within QRSOLV and may be of separate interest.
+C
+C The subroutine statement is
+C
+C SUBROUTINE QRSOLV(N,R,LDR,IPVT,DIAG,QTB,X,SIGMA,WA)
+C
+C where
+C
+C N is a positive integer input variable set to the order of R.
+C
+C R is an N by N array. On input the full upper triangle
+C must contain the full upper triangle of the matrix R.
+C On output the full upper triangle is unaltered, and the
+C strict lower triangle contains the strict upper triangle
+C (transposed) of the upper triangular matrix S.
+C
+C LDR is a positive integer input variable not less than N
+C which specifies the leading dimension of the array R.
+C
+C IPVT is an integer input array of length N which defines the
+C permutation matrix P such that A*P = Q*R. Column J of P
+C is column IPVT(J) of the identity matrix.
+C
+C DIAG is an input array of length N which must contain the
+C diagonal elements of the matrix D.
+C
+C QTB is an input array of length N which must contain the first
+C N elements of the vector (Q TRANSPOSE)*B.
+C
+C X is an output array of length N which contains the least
+C squares solution of the system A*X = B, D*X = 0.
+C
+C SIGMA is an output array of length N which contains the
+C diagonal elements of the upper triangular matrix S.
+C
+C WA is a work array of length N.
+C
+C***SEE ALSO SNLS1, SNLS1E
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 800301 DATE WRITTEN
+C 890831 Modified array declarations. (WRB)
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900326 Removed duplicate information from DESCRIPTION section.
+C (WRB)
+C 900328 Added TYPE section. (WRB)
+C***END PROLOGUE QRSOLV
+ INTEGER N,LDR
+ INTEGER IPVT(*)
+ REAL R(LDR,*),DIAG(*),QTB(*),X(*),SIGMA(*),WA(*)
+ INTEGER I,J,JP1,K,KP1,L,NSING
+ REAL COS,COTAN,P5,P25,QTBPJ,SIN,SUM,TAN,TEMP,ZERO
+ SAVE P5, P25, ZERO
+ DATA P5,P25,ZERO /5.0E-1,2.5E-1,0.0E0/
+C***FIRST EXECUTABLE STATEMENT QRSOLV
+ DO 20 J = 1, N
+ DO 10 I = J, N
+ R(I,J) = R(J,I)
+ 10 CONTINUE
+ X(J) = R(J,J)
+ WA(J) = QTB(J)
+ 20 CONTINUE
+C
+C ELIMINATE THE DIAGONAL MATRIX D USING A GIVENS ROTATION.
+C
+ DO 100 J = 1, N
+C
+C PREPARE THE ROW OF D TO BE ELIMINATED, LOCATING THE
+C DIAGONAL ELEMENT USING P FROM THE QR FACTORIZATION.
+C
+ L = IPVT(J)
+ IF (DIAG(L) .EQ. ZERO) GO TO 90
+ DO 30 K = J, N
+ SIGMA(K) = ZERO
+ 30 CONTINUE
+ SIGMA(J) = DIAG(L)
+C
+C THE TRANSFORMATIONS TO ELIMINATE THE ROW OF D
+C MODIFY ONLY A SINGLE ELEMENT OF (Q TRANSPOSE)*B
+C BEYOND THE FIRST N, WHICH IS INITIALLY ZERO.
+C
+ QTBPJ = ZERO
+ DO 80 K = J, N
+C
+C DETERMINE A GIVENS ROTATION WHICH ELIMINATES THE
+C APPROPRIATE ELEMENT IN THE CURRENT ROW OF D.
+C
+ IF (SIGMA(K) .EQ. ZERO) GO TO 70
+ IF (ABS(R(K,K)) .GE. ABS(SIGMA(K))) GO TO 40
+ COTAN = R(K,K)/SIGMA(K)
+ SIN = P5/SQRT(P25+P25*COTAN**2)
+ COS = SIN*COTAN
+ GO TO 50
+ 40 CONTINUE
+ TAN = SIGMA(K)/R(K,K)
+ COS = P5/SQRT(P25+P25*TAN**2)
+ SIN = COS*TAN
+ 50 CONTINUE
+C
+C COMPUTE THE MODIFIED DIAGONAL ELEMENT OF R AND
+C THE MODIFIED ELEMENT OF ((Q TRANSPOSE)*B,0).
+C
+ R(K,K) = COS*R(K,K) + SIN*SIGMA(K)
+ TEMP = COS*WA(K) + SIN*QTBPJ
+ QTBPJ = -SIN*WA(K) + COS*QTBPJ
+ WA(K) = TEMP
+C
+C ACCUMULATE THE TRANSFORMATION IN THE ROW OF S.
+C
+ KP1 = K + 1
+ IF (N .LT. KP1) GO TO 70
+ DO 60 I = KP1, N
+ TEMP = COS*R(I,K) + SIN*SIGMA(I)
+ SIGMA(I) = -SIN*R(I,K) + COS*SIGMA(I)
+ R(I,K) = TEMP
+ 60 CONTINUE
+ 70 CONTINUE
+ 80 CONTINUE
+ 90 CONTINUE
+C
+C STORE THE DIAGONAL ELEMENT OF S AND RESTORE
+C THE CORRESPONDING DIAGONAL ELEMENT OF R.
+C
+ SIGMA(J) = R(J,J)
+ R(J,J) = X(J)
+ 100 CONTINUE
+C
+C SOLVE THE TRIANGULAR SYSTEM FOR Z. IF THE SYSTEM IS
+C SINGULAR, THEN OBTAIN A LEAST SQUARES SOLUTION.
+C
+ NSING = N
+ DO 110 J = 1, N
+ IF (SIGMA(J) .EQ. ZERO .AND. NSING .EQ. N) NSING = J - 1
+ IF (NSING .LT. N) WA(J) = ZERO
+ 110 CONTINUE
+ IF (NSING .LT. 1) GO TO 150
+ DO 140 K = 1, NSING
+ J = NSING - K + 1
+ SUM = ZERO
+ JP1 = J + 1
+ IF (NSING .LT. JP1) GO TO 130
+ DO 120 I = JP1, NSING
+ SUM = SUM + R(I,J)*WA(I)
+ 120 CONTINUE
+ 130 CONTINUE
+ WA(J) = (WA(J) - SUM)/SIGMA(J)
+ 140 CONTINUE
+ 150 CONTINUE
+C
+C PERMUTE THE COMPONENTS OF Z BACK TO COMPONENTS OF X.
+C
+ DO 160 J = 1, N
+ L = IPVT(J)
+ X(L) = WA(J)
+ 160 CONTINUE
+ RETURN
+C
+C LAST CARD OF SUBROUTINE QRSOLV.
+C
+ END
diff --git a/src/source_f/slatec/r1mach.f b/src/source_f/slatec/r1mach.f
new file mode 100644
index 0000000..80e17de
--- /dev/null
+++ b/src/source_f/slatec/r1mach.f
@@ -0,0 +1,23 @@
+ FUNCTION r1MACH (I)
+c this is all for doubles so that everything works properly
+c as the tisean package must be always compiled with freal-4-real-8
+c this is not the original one from slatec
+ double precision const(5)
+c small:
+ DATA const(1) / 2.23D-308 /
+c large:
+ DATA const(2) / 1.79D+308 /
+c diff:
+ DATA const(3) / 1.11D-16 /
+ DATA const(4) / 2.22D-16 /
+c log10:
+ DATA const(5) / 0.301029995663981195D0 /
+
+C***FIRST EXECUTABLE STATEMENT D1MACH
+C
+ R1MACH = const(I)
+ RETURN
+C
+ END
+
+
diff --git a/src/source_f/slatec/radb2.f b/src/source_f/slatec/radb2.f
new file mode 100644
index 0000000..7bff5de
--- /dev/null
+++ b/src/source_f/slatec/radb2.f
@@ -0,0 +1,61 @@
+*DECK RADB2
+ SUBROUTINE RADB2 (IDO, L1, CC, CH, WA1)
+C***BEGIN PROLOGUE RADB2
+C***SUBSIDIARY
+C***PURPOSE Calculate the fast Fourier transform of subvectors of
+C length two.
+C***LIBRARY SLATEC (FFTPACK)
+C***TYPE SINGLE PRECISION (RADB2-S)
+C***AUTHOR Swarztrauber, P. N., (NCAR)
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 790601 DATE WRITTEN
+C 830401 Modified to use SLATEC library source file format.
+C 860115 Modified by Ron Boisvert to adhere to Fortran 77 by
+C changing dummy array size declarations (1) to (*).
+C 881128 Modified by Dick Valent to meet prologue standards.
+C 890831 Modified array declarations. (WRB)
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900402 Added TYPE section. (WRB)
+C***END PROLOGUE RADB2
+ DIMENSION CC(IDO,2,*), CH(IDO,L1,2), WA1(*)
+C***FIRST EXECUTABLE STATEMENT RADB2
+ DO 101 K=1,L1
+ CH(1,K,1) = CC(1,1,K)+CC(IDO,2,K)
+ CH(1,K,2) = CC(1,1,K)-CC(IDO,2,K)
+ 101 CONTINUE
+ IF (IDO-2) 107,105,102
+ 102 IDP2 = IDO+2
+ IF((IDO-1)/2.LT.L1) GO TO 108
+ DO 104 K=1,L1
+CDIR$ IVDEP
+ DO 103 I=3,IDO,2
+ IC = IDP2-I
+ CH(I-1,K,1) = CC(I-1,1,K)+CC(IC-1,2,K)
+ TR2 = CC(I-1,1,K)-CC(IC-1,2,K)
+ CH(I,K,1) = CC(I,1,K)-CC(IC,2,K)
+ TI2 = CC(I,1,K)+CC(IC,2,K)
+ CH(I-1,K,2) = WA1(I-2)*TR2-WA1(I-1)*TI2
+ CH(I,K,2) = WA1(I-2)*TI2+WA1(I-1)*TR2
+ 103 CONTINUE
+ 104 CONTINUE
+ GO TO 111
+ 108 DO 110 I=3,IDO,2
+ IC = IDP2-I
+CDIR$ IVDEP
+ DO 109 K=1,L1
+ CH(I-1,K,1) = CC(I-1,1,K)+CC(IC-1,2,K)
+ TR2 = CC(I-1,1,K)-CC(IC-1,2,K)
+ CH(I,K,1) = CC(I,1,K)-CC(IC,2,K)
+ TI2 = CC(I,1,K)+CC(IC,2,K)
+ CH(I-1,K,2) = WA1(I-2)*TR2-WA1(I-1)*TI2
+ CH(I,K,2) = WA1(I-2)*TI2+WA1(I-1)*TR2
+ 109 CONTINUE
+ 110 CONTINUE
+ 111 IF (MOD(IDO,2) .EQ. 1) RETURN
+ 105 DO 106 K=1,L1
+ CH(IDO,K,1) = CC(IDO,1,K)+CC(IDO,1,K)
+ CH(IDO,K,2) = -(CC(1,2,K)+CC(1,2,K))
+ 106 CONTINUE
+ 107 RETURN
+ END
diff --git a/src/source_f/slatec/radb3.f b/src/source_f/slatec/radb3.f
new file mode 100644
index 0000000..ae40565
--- /dev/null
+++ b/src/source_f/slatec/radb3.f
@@ -0,0 +1,85 @@
+*DECK RADB3
+ SUBROUTINE RADB3 (IDO, L1, CC, CH, WA1, WA2)
+C***BEGIN PROLOGUE RADB3
+C***SUBSIDIARY
+C***PURPOSE Calculate the fast Fourier transform of subvectors of
+C length three.
+C***LIBRARY SLATEC (FFTPACK)
+C***TYPE SINGLE PRECISION (RADB3-S)
+C***AUTHOR Swarztrauber, P. N., (NCAR)
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 790601 DATE WRITTEN
+C 830401 Modified to use SLATEC library source file format.
+C 860115 Modified by Ron Boisvert to adhere to Fortran 77 by
+C (a) changing dummy array size declarations (1) to (*),
+C (b) changing definition of variable TAUI by using
+C FORTRAN intrinsic function SQRT instead of a DATA
+C statement.
+C 881128 Modified by Dick Valent to meet prologue standards.
+C 890831 Modified array declarations. (WRB)
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900402 Added TYPE section. (WRB)
+C***END PROLOGUE RADB3
+ DIMENSION CC(IDO,3,*), CH(IDO,L1,3), WA1(*), WA2(*)
+C***FIRST EXECUTABLE STATEMENT RADB3
+ TAUR = -.5
+ TAUI = .5*SQRT(3.)
+ DO 101 K=1,L1
+ TR2 = CC(IDO,2,K)+CC(IDO,2,K)
+ CR2 = CC(1,1,K)+TAUR*TR2
+ CH(1,K,1) = CC(1,1,K)+TR2
+ CI3 = TAUI*(CC(1,3,K)+CC(1,3,K))
+ CH(1,K,2) = CR2-CI3
+ CH(1,K,3) = CR2+CI3
+ 101 CONTINUE
+ IF (IDO .EQ. 1) RETURN
+ IDP2 = IDO+2
+ IF((IDO-1)/2.LT.L1) GO TO 104
+ DO 103 K=1,L1
+CDIR$ IVDEP
+ DO 102 I=3,IDO,2
+ IC = IDP2-I
+ TR2 = CC(I-1,3,K)+CC(IC-1,2,K)
+ CR2 = CC(I-1,1,K)+TAUR*TR2
+ CH(I-1,K,1) = CC(I-1,1,K)+TR2
+ TI2 = CC(I,3,K)-CC(IC,2,K)
+ CI2 = CC(I,1,K)+TAUR*TI2
+ CH(I,K,1) = CC(I,1,K)+TI2
+ CR3 = TAUI*(CC(I-1,3,K)-CC(IC-1,2,K))
+ CI3 = TAUI*(CC(I,3,K)+CC(IC,2,K))
+ DR2 = CR2-CI3
+ DR3 = CR2+CI3
+ DI2 = CI2+CR3
+ DI3 = CI2-CR3
+ CH(I-1,K,2) = WA1(I-2)*DR2-WA1(I-1)*DI2
+ CH(I,K,2) = WA1(I-2)*DI2+WA1(I-1)*DR2
+ CH(I-1,K,3) = WA2(I-2)*DR3-WA2(I-1)*DI3
+ CH(I,K,3) = WA2(I-2)*DI3+WA2(I-1)*DR3
+ 102 CONTINUE
+ 103 CONTINUE
+ RETURN
+ 104 DO 106 I=3,IDO,2
+ IC = IDP2-I
+CDIR$ IVDEP
+ DO 105 K=1,L1
+ TR2 = CC(I-1,3,K)+CC(IC-1,2,K)
+ CR2 = CC(I-1,1,K)+TAUR*TR2
+ CH(I-1,K,1) = CC(I-1,1,K)+TR2
+ TI2 = CC(I,3,K)-CC(IC,2,K)
+ CI2 = CC(I,1,K)+TAUR*TI2
+ CH(I,K,1) = CC(I,1,K)+TI2
+ CR3 = TAUI*(CC(I-1,3,K)-CC(IC-1,2,K))
+ CI3 = TAUI*(CC(I,3,K)+CC(IC,2,K))
+ DR2 = CR2-CI3
+ DR3 = CR2+CI3
+ DI2 = CI2+CR3
+ DI3 = CI2-CR3
+ CH(I-1,K,2) = WA1(I-2)*DR2-WA1(I-1)*DI2
+ CH(I,K,2) = WA1(I-2)*DI2+WA1(I-1)*DR2
+ CH(I-1,K,3) = WA2(I-2)*DR3-WA2(I-1)*DI3
+ CH(I,K,3) = WA2(I-2)*DI3+WA2(I-1)*DR3
+ 105 CONTINUE
+ 106 CONTINUE
+ RETURN
+ END
diff --git a/src/source_f/slatec/radb4.f b/src/source_f/slatec/radb4.f
new file mode 100644
index 0000000..7f88c9c
--- /dev/null
+++ b/src/source_f/slatec/radb4.f
@@ -0,0 +1,109 @@
+*DECK RADB4
+ SUBROUTINE RADB4 (IDO, L1, CC, CH, WA1, WA2, WA3)
+C***BEGIN PROLOGUE RADB4
+C***SUBSIDIARY
+C***PURPOSE Calculate the fast Fourier transform of subvectors of
+C length four.
+C***LIBRARY SLATEC (FFTPACK)
+C***TYPE SINGLE PRECISION (RADB4-S)
+C***AUTHOR Swarztrauber, P. N., (NCAR)
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 790601 DATE WRITTEN
+C 830401 Modified to use SLATEC library source file format.
+C 860115 Modified by Ron Boisvert to adhere to Fortran 77 by
+C (a) changing dummy array size declarations (1) to (*),
+C (b) changing definition of variable SQRT2 by using
+C FORTRAN intrinsic function SQRT instead of a DATA
+C statement.
+C 881128 Modified by Dick Valent to meet prologue standards.
+C 890831 Modified array declarations. (WRB)
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900402 Added TYPE section. (WRB)
+C***END PROLOGUE RADB4
+ DIMENSION CC(IDO,4,*), CH(IDO,L1,4), WA1(*), WA2(*), WA3(*)
+C***FIRST EXECUTABLE STATEMENT RADB4
+ SQRT2 = SQRT(2.)
+ DO 101 K=1,L1
+ TR1 = CC(1,1,K)-CC(IDO,4,K)
+ TR2 = CC(1,1,K)+CC(IDO,4,K)
+ TR3 = CC(IDO,2,K)+CC(IDO,2,K)
+ TR4 = CC(1,3,K)+CC(1,3,K)
+ CH(1,K,1) = TR2+TR3
+ CH(1,K,2) = TR1-TR4
+ CH(1,K,3) = TR2-TR3
+ CH(1,K,4) = TR1+TR4
+ 101 CONTINUE
+ IF (IDO-2) 107,105,102
+ 102 IDP2 = IDO+2
+ IF((IDO-1)/2.LT.L1) GO TO 108
+ DO 104 K=1,L1
+CDIR$ IVDEP
+ DO 103 I=3,IDO,2
+ IC = IDP2-I
+ TI1 = CC(I,1,K)+CC(IC,4,K)
+ TI2 = CC(I,1,K)-CC(IC,4,K)
+ TI3 = CC(I,3,K)-CC(IC,2,K)
+ TR4 = CC(I,3,K)+CC(IC,2,K)
+ TR1 = CC(I-1,1,K)-CC(IC-1,4,K)
+ TR2 = CC(I-1,1,K)+CC(IC-1,4,K)
+ TI4 = CC(I-1,3,K)-CC(IC-1,2,K)
+ TR3 = CC(I-1,3,K)+CC(IC-1,2,K)
+ CH(I-1,K,1) = TR2+TR3
+ CR3 = TR2-TR3
+ CH(I,K,1) = TI2+TI3
+ CI3 = TI2-TI3
+ CR2 = TR1-TR4
+ CR4 = TR1+TR4
+ CI2 = TI1+TI4
+ CI4 = TI1-TI4
+ CH(I-1,K,2) = WA1(I-2)*CR2-WA1(I-1)*CI2
+ CH(I,K,2) = WA1(I-2)*CI2+WA1(I-1)*CR2
+ CH(I-1,K,3) = WA2(I-2)*CR3-WA2(I-1)*CI3
+ CH(I,K,3) = WA2(I-2)*CI3+WA2(I-1)*CR3
+ CH(I-1,K,4) = WA3(I-2)*CR4-WA3(I-1)*CI4
+ CH(I,K,4) = WA3(I-2)*CI4+WA3(I-1)*CR4
+ 103 CONTINUE
+ 104 CONTINUE
+ GO TO 111
+ 108 DO 110 I=3,IDO,2
+ IC = IDP2-I
+CDIR$ IVDEP
+ DO 109 K=1,L1
+ TI1 = CC(I,1,K)+CC(IC,4,K)
+ TI2 = CC(I,1,K)-CC(IC,4,K)
+ TI3 = CC(I,3,K)-CC(IC,2,K)
+ TR4 = CC(I,3,K)+CC(IC,2,K)
+ TR1 = CC(I-1,1,K)-CC(IC-1,4,K)
+ TR2 = CC(I-1,1,K)+CC(IC-1,4,K)
+ TI4 = CC(I-1,3,K)-CC(IC-1,2,K)
+ TR3 = CC(I-1,3,K)+CC(IC-1,2,K)
+ CH(I-1,K,1) = TR2+TR3
+ CR3 = TR2-TR3
+ CH(I,K,1) = TI2+TI3
+ CI3 = TI2-TI3
+ CR2 = TR1-TR4
+ CR4 = TR1+TR4
+ CI2 = TI1+TI4
+ CI4 = TI1-TI4
+ CH(I-1,K,2) = WA1(I-2)*CR2-WA1(I-1)*CI2
+ CH(I,K,2) = WA1(I-2)*CI2+WA1(I-1)*CR2
+ CH(I-1,K,3) = WA2(I-2)*CR3-WA2(I-1)*CI3
+ CH(I,K,3) = WA2(I-2)*CI3+WA2(I-1)*CR3
+ CH(I-1,K,4) = WA3(I-2)*CR4-WA3(I-1)*CI4
+ CH(I,K,4) = WA3(I-2)*CI4+WA3(I-1)*CR4
+ 109 CONTINUE
+ 110 CONTINUE
+ 111 IF (MOD(IDO,2) .EQ. 1) RETURN
+ 105 DO 106 K=1,L1
+ TI1 = CC(1,2,K)+CC(1,4,K)
+ TI2 = CC(1,4,K)-CC(1,2,K)
+ TR1 = CC(IDO,1,K)-CC(IDO,3,K)
+ TR2 = CC(IDO,1,K)+CC(IDO,3,K)
+ CH(IDO,K,1) = TR2+TR2
+ CH(IDO,K,2) = SQRT2*(TR1-TI1)
+ CH(IDO,K,3) = TI2+TI2
+ CH(IDO,K,4) = -SQRT2*(TR1+TI1)
+ 106 CONTINUE
+ 107 RETURN
+ END
diff --git a/src/source_f/slatec/radb5.f b/src/source_f/slatec/radb5.f
new file mode 100644
index 0000000..bf72475
--- /dev/null
+++ b/src/source_f/slatec/radb5.f
@@ -0,0 +1,132 @@
+*DECK RADB5
+ SUBROUTINE RADB5 (IDO, L1, CC, CH, WA1, WA2, WA3, WA4)
+C***BEGIN PROLOGUE RADB5
+C***SUBSIDIARY
+C***PURPOSE Calculate the fast Fourier transform of subvectors of
+C length five.
+C***LIBRARY SLATEC (FFTPACK)
+C***TYPE SINGLE PRECISION (RADB5-S)
+C***AUTHOR Swarztrauber, P. N., (NCAR)
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 790601 DATE WRITTEN
+C 830401 Modified to use SLATEC library source file format.
+C 860115 Modified by Ron Boisvert to adhere to Fortran 77 by
+C (a) changing dummy array size declarations (1) to (*),
+C (b) changing definition of variables PI, TI11, TI12,
+C TR11, TR12 by using FORTRAN intrinsic functions ATAN
+C and SIN instead of DATA statements.
+C 881128 Modified by Dick Valent to meet prologue standards.
+C 890831 Modified array declarations. (WRB)
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900402 Added TYPE section. (WRB)
+C***END PROLOGUE RADB5
+ DIMENSION CC(IDO,5,*), CH(IDO,L1,5), WA1(*), WA2(*), WA3(*),
+ + WA4(*)
+C***FIRST EXECUTABLE STATEMENT RADB5
+ PI = 4.*ATAN(1.)
+ TR11 = SIN(.1*PI)
+ TI11 = SIN(.4*PI)
+ TR12 = -SIN(.3*PI)
+ TI12 = SIN(.2*PI)
+ DO 101 K=1,L1
+ TI5 = CC(1,3,K)+CC(1,3,K)
+ TI4 = CC(1,5,K)+CC(1,5,K)
+ TR2 = CC(IDO,2,K)+CC(IDO,2,K)
+ TR3 = CC(IDO,4,K)+CC(IDO,4,K)
+ CH(1,K,1) = CC(1,1,K)+TR2+TR3
+ CR2 = CC(1,1,K)+TR11*TR2+TR12*TR3
+ CR3 = CC(1,1,K)+TR12*TR2+TR11*TR3
+ CI5 = TI11*TI5+TI12*TI4
+ CI4 = TI12*TI5-TI11*TI4
+ CH(1,K,2) = CR2-CI5
+ CH(1,K,3) = CR3-CI4
+ CH(1,K,4) = CR3+CI4
+ CH(1,K,5) = CR2+CI5
+ 101 CONTINUE
+ IF (IDO .EQ. 1) RETURN
+ IDP2 = IDO+2
+ IF((IDO-1)/2.LT.L1) GO TO 104
+ DO 103 K=1,L1
+CDIR$ IVDEP
+ DO 102 I=3,IDO,2
+ IC = IDP2-I
+ TI5 = CC(I,3,K)+CC(IC,2,K)
+ TI2 = CC(I,3,K)-CC(IC,2,K)
+ TI4 = CC(I,5,K)+CC(IC,4,K)
+ TI3 = CC(I,5,K)-CC(IC,4,K)
+ TR5 = CC(I-1,3,K)-CC(IC-1,2,K)
+ TR2 = CC(I-1,3,K)+CC(IC-1,2,K)
+ TR4 = CC(I-1,5,K)-CC(IC-1,4,K)
+ TR3 = CC(I-1,5,K)+CC(IC-1,4,K)
+ CH(I-1,K,1) = CC(I-1,1,K)+TR2+TR3
+ CH(I,K,1) = CC(I,1,K)+TI2+TI3
+ CR2 = CC(I-1,1,K)+TR11*TR2+TR12*TR3
+ CI2 = CC(I,1,K)+TR11*TI2+TR12*TI3
+ CR3 = CC(I-1,1,K)+TR12*TR2+TR11*TR3
+ CI3 = CC(I,1,K)+TR12*TI2+TR11*TI3
+ CR5 = TI11*TR5+TI12*TR4
+ CI5 = TI11*TI5+TI12*TI4
+ CR4 = TI12*TR5-TI11*TR4
+ CI4 = TI12*TI5-TI11*TI4
+ DR3 = CR3-CI4
+ DR4 = CR3+CI4
+ DI3 = CI3+CR4
+ DI4 = CI3-CR4
+ DR5 = CR2+CI5
+ DR2 = CR2-CI5
+ DI5 = CI2-CR5
+ DI2 = CI2+CR5
+ CH(I-1,K,2) = WA1(I-2)*DR2-WA1(I-1)*DI2
+ CH(I,K,2) = WA1(I-2)*DI2+WA1(I-1)*DR2
+ CH(I-1,K,3) = WA2(I-2)*DR3-WA2(I-1)*DI3
+ CH(I,K,3) = WA2(I-2)*DI3+WA2(I-1)*DR3
+ CH(I-1,K,4) = WA3(I-2)*DR4-WA3(I-1)*DI4
+ CH(I,K,4) = WA3(I-2)*DI4+WA3(I-1)*DR4
+ CH(I-1,K,5) = WA4(I-2)*DR5-WA4(I-1)*DI5
+ CH(I,K,5) = WA4(I-2)*DI5+WA4(I-1)*DR5
+ 102 CONTINUE
+ 103 CONTINUE
+ RETURN
+ 104 DO 106 I=3,IDO,2
+ IC = IDP2-I
+CDIR$ IVDEP
+ DO 105 K=1,L1
+ TI5 = CC(I,3,K)+CC(IC,2,K)
+ TI2 = CC(I,3,K)-CC(IC,2,K)
+ TI4 = CC(I,5,K)+CC(IC,4,K)
+ TI3 = CC(I,5,K)-CC(IC,4,K)
+ TR5 = CC(I-1,3,K)-CC(IC-1,2,K)
+ TR2 = CC(I-1,3,K)+CC(IC-1,2,K)
+ TR4 = CC(I-1,5,K)-CC(IC-1,4,K)
+ TR3 = CC(I-1,5,K)+CC(IC-1,4,K)
+ CH(I-1,K,1) = CC(I-1,1,K)+TR2+TR3
+ CH(I,K,1) = CC(I,1,K)+TI2+TI3
+ CR2 = CC(I-1,1,K)+TR11*TR2+TR12*TR3
+ CI2 = CC(I,1,K)+TR11*TI2+TR12*TI3
+ CR3 = CC(I-1,1,K)+TR12*TR2+TR11*TR3
+ CI3 = CC(I,1,K)+TR12*TI2+TR11*TI3
+ CR5 = TI11*TR5+TI12*TR4
+ CI5 = TI11*TI5+TI12*TI4
+ CR4 = TI12*TR5-TI11*TR4
+ CI4 = TI12*TI5-TI11*TI4
+ DR3 = CR3-CI4
+ DR4 = CR3+CI4
+ DI3 = CI3+CR4
+ DI4 = CI3-CR4
+ DR5 = CR2+CI5
+ DR2 = CR2-CI5
+ DI5 = CI2-CR5
+ DI2 = CI2+CR5
+ CH(I-1,K,2) = WA1(I-2)*DR2-WA1(I-1)*DI2
+ CH(I,K,2) = WA1(I-2)*DI2+WA1(I-1)*DR2
+ CH(I-1,K,3) = WA2(I-2)*DR3-WA2(I-1)*DI3
+ CH(I,K,3) = WA2(I-2)*DI3+WA2(I-1)*DR3
+ CH(I-1,K,4) = WA3(I-2)*DR4-WA3(I-1)*DI4
+ CH(I,K,4) = WA3(I-2)*DI4+WA3(I-1)*DR4
+ CH(I-1,K,5) = WA4(I-2)*DR5-WA4(I-1)*DI5
+ CH(I,K,5) = WA4(I-2)*DI5+WA4(I-1)*DR5
+ 105 CONTINUE
+ 106 CONTINUE
+ RETURN
+ END
diff --git a/src/source_f/slatec/radbg.f b/src/source_f/slatec/radbg.f
new file mode 100644
index 0000000..e8ccc06
--- /dev/null
+++ b/src/source_f/slatec/radbg.f
@@ -0,0 +1,189 @@
+*DECK RADBG
+ SUBROUTINE RADBG (IDO, IP, L1, IDL1, CC, C1, C2, CH, CH2, WA)
+C***BEGIN PROLOGUE RADBG
+C***SUBSIDIARY
+C***PURPOSE Calculate the fast Fourier transform of subvectors of
+C arbitrary length.
+C***LIBRARY SLATEC (FFTPACK)
+C***TYPE SINGLE PRECISION (RADBG-S)
+C***AUTHOR Swarztrauber, P. N., (NCAR)
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 790601 DATE WRITTEN
+C 830401 Modified to use SLATEC library source file format.
+C 860115 Modified by Ron Boisvert to adhere to Fortran 77 by
+C (a) changing dummy array size declarations (1) to (*),
+C (b) changing references to intrinsic function FLOAT
+C to REAL, and
+C (c) changing definition of variable TPI by using
+C FORTRAN intrinsic function ATAN instead of a DATA
+C statement.
+C 881128 Modified by Dick Valent to meet prologue standards.
+C 890531 Changed all specific intrinsics to generic. (WRB)
+C 890831 Modified array declarations. (WRB)
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900402 Added TYPE section. (WRB)
+C***END PROLOGUE RADBG
+ DIMENSION CH(IDO,L1,*), CC(IDO,IP,*), C1(IDO,L1,*),
+ + C2(IDL1,*), CH2(IDL1,*), WA(*)
+C***FIRST EXECUTABLE STATEMENT RADBG
+ TPI = 8.*ATAN(1.)
+ ARG = TPI/IP
+ DCP = COS(ARG)
+ DSP = SIN(ARG)
+ IDP2 = IDO+2
+ NBD = (IDO-1)/2
+ IPP2 = IP+2
+ IPPH = (IP+1)/2
+ IF (IDO .LT. L1) GO TO 103
+ DO 102 K=1,L1
+ DO 101 I=1,IDO
+ CH(I,K,1) = CC(I,1,K)
+ 101 CONTINUE
+ 102 CONTINUE
+ GO TO 106
+ 103 DO 105 I=1,IDO
+ DO 104 K=1,L1
+ CH(I,K,1) = CC(I,1,K)
+ 104 CONTINUE
+ 105 CONTINUE
+ 106 DO 108 J=2,IPPH
+ JC = IPP2-J
+ J2 = J+J
+ DO 107 K=1,L1
+ CH(1,K,J) = CC(IDO,J2-2,K)+CC(IDO,J2-2,K)
+ CH(1,K,JC) = CC(1,J2-1,K)+CC(1,J2-1,K)
+ 107 CONTINUE
+ 108 CONTINUE
+ IF (IDO .EQ. 1) GO TO 116
+ IF (NBD .LT. L1) GO TO 112
+ DO 111 J=2,IPPH
+ JC = IPP2-J
+ DO 110 K=1,L1
+CDIR$ IVDEP
+ DO 109 I=3,IDO,2
+ IC = IDP2-I
+ CH(I-1,K,J) = CC(I-1,2*J-1,K)+CC(IC-1,2*J-2,K)
+ CH(I-1,K,JC) = CC(I-1,2*J-1,K)-CC(IC-1,2*J-2,K)
+ CH(I,K,J) = CC(I,2*J-1,K)-CC(IC,2*J-2,K)
+ CH(I,K,JC) = CC(I,2*J-1,K)+CC(IC,2*J-2,K)
+ 109 CONTINUE
+ 110 CONTINUE
+ 111 CONTINUE
+ GO TO 116
+ 112 DO 115 J=2,IPPH
+ JC = IPP2-J
+CDIR$ IVDEP
+ DO 114 I=3,IDO,2
+ IC = IDP2-I
+ DO 113 K=1,L1
+ CH(I-1,K,J) = CC(I-1,2*J-1,K)+CC(IC-1,2*J-2,K)
+ CH(I-1,K,JC) = CC(I-1,2*J-1,K)-CC(IC-1,2*J-2,K)
+ CH(I,K,J) = CC(I,2*J-1,K)-CC(IC,2*J-2,K)
+ CH(I,K,JC) = CC(I,2*J-1,K)+CC(IC,2*J-2,K)
+ 113 CONTINUE
+ 114 CONTINUE
+ 115 CONTINUE
+ 116 AR1 = 1.
+ AI1 = 0.
+ DO 120 L=2,IPPH
+ LC = IPP2-L
+ AR1H = DCP*AR1-DSP*AI1
+ AI1 = DCP*AI1+DSP*AR1
+ AR1 = AR1H
+ DO 117 IK=1,IDL1
+ C2(IK,L) = CH2(IK,1)+AR1*CH2(IK,2)
+ C2(IK,LC) = AI1*CH2(IK,IP)
+ 117 CONTINUE
+ DC2 = AR1
+ DS2 = AI1
+ AR2 = AR1
+ AI2 = AI1
+ DO 119 J=3,IPPH
+ JC = IPP2-J
+ AR2H = DC2*AR2-DS2*AI2
+ AI2 = DC2*AI2+DS2*AR2
+ AR2 = AR2H
+ DO 118 IK=1,IDL1
+ C2(IK,L) = C2(IK,L)+AR2*CH2(IK,J)
+ C2(IK,LC) = C2(IK,LC)+AI2*CH2(IK,JC)
+ 118 CONTINUE
+ 119 CONTINUE
+ 120 CONTINUE
+ DO 122 J=2,IPPH
+ DO 121 IK=1,IDL1
+ CH2(IK,1) = CH2(IK,1)+CH2(IK,J)
+ 121 CONTINUE
+ 122 CONTINUE
+ DO 124 J=2,IPPH
+ JC = IPP2-J
+ DO 123 K=1,L1
+ CH(1,K,J) = C1(1,K,J)-C1(1,K,JC)
+ CH(1,K,JC) = C1(1,K,J)+C1(1,K,JC)
+ 123 CONTINUE
+ 124 CONTINUE
+ IF (IDO .EQ. 1) GO TO 132
+ IF (NBD .LT. L1) GO TO 128
+ DO 127 J=2,IPPH
+ JC = IPP2-J
+ DO 126 K=1,L1
+CDIR$ IVDEP
+ DO 125 I=3,IDO,2
+ CH(I-1,K,J) = C1(I-1,K,J)-C1(I,K,JC)
+ CH(I-1,K,JC) = C1(I-1,K,J)+C1(I,K,JC)
+ CH(I,K,J) = C1(I,K,J)+C1(I-1,K,JC)
+ CH(I,K,JC) = C1(I,K,J)-C1(I-1,K,JC)
+ 125 CONTINUE
+ 126 CONTINUE
+ 127 CONTINUE
+ GO TO 132
+ 128 DO 131 J=2,IPPH
+ JC = IPP2-J
+ DO 130 I=3,IDO,2
+ DO 129 K=1,L1
+ CH(I-1,K,J) = C1(I-1,K,J)-C1(I,K,JC)
+ CH(I-1,K,JC) = C1(I-1,K,J)+C1(I,K,JC)
+ CH(I,K,J) = C1(I,K,J)+C1(I-1,K,JC)
+ CH(I,K,JC) = C1(I,K,J)-C1(I-1,K,JC)
+ 129 CONTINUE
+ 130 CONTINUE
+ 131 CONTINUE
+ 132 CONTINUE
+ IF (IDO .EQ. 1) RETURN
+ DO 133 IK=1,IDL1
+ C2(IK,1) = CH2(IK,1)
+ 133 CONTINUE
+ DO 135 J=2,IP
+ DO 134 K=1,L1
+ C1(1,K,J) = CH(1,K,J)
+ 134 CONTINUE
+ 135 CONTINUE
+ IF (NBD .GT. L1) GO TO 139
+ IS = -IDO
+ DO 138 J=2,IP
+ IS = IS+IDO
+ IDIJ = IS
+ DO 137 I=3,IDO,2
+ IDIJ = IDIJ+2
+ DO 136 K=1,L1
+ C1(I-1,K,J) = WA(IDIJ-1)*CH(I-1,K,J)-WA(IDIJ)*CH(I,K,J)
+ C1(I,K,J) = WA(IDIJ-1)*CH(I,K,J)+WA(IDIJ)*CH(I-1,K,J)
+ 136 CONTINUE
+ 137 CONTINUE
+ 138 CONTINUE
+ GO TO 143
+ 139 IS = -IDO
+ DO 142 J=2,IP
+ IS = IS+IDO
+ DO 141 K=1,L1
+ IDIJ = IS
+CDIR$ IVDEP
+ DO 140 I=3,IDO,2
+ IDIJ = IDIJ+2
+ C1(I-1,K,J) = WA(IDIJ-1)*CH(I-1,K,J)-WA(IDIJ)*CH(I,K,J)
+ C1(I,K,J) = WA(IDIJ-1)*CH(I,K,J)+WA(IDIJ)*CH(I-1,K,J)
+ 140 CONTINUE
+ 141 CONTINUE
+ 142 CONTINUE
+ 143 RETURN
+ END
diff --git a/src/source_f/slatec/radf2.f b/src/source_f/slatec/radf2.f
new file mode 100644
index 0000000..99a50e5
--- /dev/null
+++ b/src/source_f/slatec/radf2.f
@@ -0,0 +1,61 @@
+*DECK RADF2
+ SUBROUTINE RADF2 (IDO, L1, CC, CH, WA1)
+C***BEGIN PROLOGUE RADF2
+C***SUBSIDIARY
+C***PURPOSE Calculate the fast Fourier transform of subvectors of
+C length two.
+C***LIBRARY SLATEC (FFTPACK)
+C***TYPE SINGLE PRECISION (RADF2-S)
+C***AUTHOR Swarztrauber, P. N., (NCAR)
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 790601 DATE WRITTEN
+C 830401 Modified to use SLATEC library source file format.
+C 860115 Modified by Ron Boisvert to adhere to Fortran 77 by
+C changing dummy array size declarations (1) to (*).
+C 881128 Modified by Dick Valent to meet prologue standards.
+C 890831 Modified array declarations. (WRB)
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900402 Added TYPE section. (WRB)
+C***END PROLOGUE RADF2
+ DIMENSION CH(IDO,2,*), CC(IDO,L1,2), WA1(*)
+C***FIRST EXECUTABLE STATEMENT RADF2
+ DO 101 K=1,L1
+ CH(1,1,K) = CC(1,K,1)+CC(1,K,2)
+ CH(IDO,2,K) = CC(1,K,1)-CC(1,K,2)
+ 101 CONTINUE
+ IF (IDO-2) 107,105,102
+ 102 IDP2 = IDO+2
+ IF((IDO-1)/2.LT.L1) GO TO 108
+ DO 104 K=1,L1
+CDIR$ IVDEP
+ DO 103 I=3,IDO,2
+ IC = IDP2-I
+ TR2 = WA1(I-2)*CC(I-1,K,2)+WA1(I-1)*CC(I,K,2)
+ TI2 = WA1(I-2)*CC(I,K,2)-WA1(I-1)*CC(I-1,K,2)
+ CH(I,1,K) = CC(I,K,1)+TI2
+ CH(IC,2,K) = TI2-CC(I,K,1)
+ CH(I-1,1,K) = CC(I-1,K,1)+TR2
+ CH(IC-1,2,K) = CC(I-1,K,1)-TR2
+ 103 CONTINUE
+ 104 CONTINUE
+ GO TO 111
+ 108 DO 110 I=3,IDO,2
+ IC = IDP2-I
+CDIR$ IVDEP
+ DO 109 K=1,L1
+ TR2 = WA1(I-2)*CC(I-1,K,2)+WA1(I-1)*CC(I,K,2)
+ TI2 = WA1(I-2)*CC(I,K,2)-WA1(I-1)*CC(I-1,K,2)
+ CH(I,1,K) = CC(I,K,1)+TI2
+ CH(IC,2,K) = TI2-CC(I,K,1)
+ CH(I-1,1,K) = CC(I-1,K,1)+TR2
+ CH(IC-1,2,K) = CC(I-1,K,1)-TR2
+ 109 CONTINUE
+ 110 CONTINUE
+ 111 IF (MOD(IDO,2) .EQ. 1) RETURN
+ 105 DO 106 K=1,L1
+ CH(1,2,K) = -CC(IDO,K,2)
+ CH(IDO,1,K) = CC(IDO,K,1)
+ 106 CONTINUE
+ 107 RETURN
+ END
diff --git a/src/source_f/slatec/radf3.f b/src/source_f/slatec/radf3.f
new file mode 100644
index 0000000..6449e32
--- /dev/null
+++ b/src/source_f/slatec/radf3.f
@@ -0,0 +1,83 @@
+*DECK RADF3
+ SUBROUTINE RADF3 (IDO, L1, CC, CH, WA1, WA2)
+C***BEGIN PROLOGUE RADF3
+C***SUBSIDIARY
+C***PURPOSE Calculate the fast Fourier transform of subvectors of
+C length three.
+C***LIBRARY SLATEC (FFTPACK)
+C***TYPE SINGLE PRECISION (RADF3-S)
+C***AUTHOR Swarztrauber, P. N., (NCAR)
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 790601 DATE WRITTEN
+C 830401 Modified to use SLATEC library source file format.
+C 860115 Modified by Ron Boisvert to adhere to Fortran 77 by
+C (a) changing dummy array size declarations (1) to (*),
+C (b) changing definition of variable TAUI by using
+C FORTRAN intrinsic function SQRT instead of a DATA
+C statement.
+C 881128 Modified by Dick Valent to meet prologue standards.
+C 890831 Modified array declarations. (WRB)
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900402 Added TYPE section. (WRB)
+C***END PROLOGUE RADF3
+ DIMENSION CH(IDO,3,*), CC(IDO,L1,3), WA1(*), WA2(*)
+C***FIRST EXECUTABLE STATEMENT RADF3
+ TAUR = -.5
+ TAUI = .5*SQRT(3.)
+ DO 101 K=1,L1
+ CR2 = CC(1,K,2)+CC(1,K,3)
+ CH(1,1,K) = CC(1,K,1)+CR2
+ CH(1,3,K) = TAUI*(CC(1,K,3)-CC(1,K,2))
+ CH(IDO,2,K) = CC(1,K,1)+TAUR*CR2
+ 101 CONTINUE
+ IF (IDO .EQ. 1) RETURN
+ IDP2 = IDO+2
+ IF((IDO-1)/2.LT.L1) GO TO 104
+ DO 103 K=1,L1
+CDIR$ IVDEP
+ DO 102 I=3,IDO,2
+ IC = IDP2-I
+ DR2 = WA1(I-2)*CC(I-1,K,2)+WA1(I-1)*CC(I,K,2)
+ DI2 = WA1(I-2)*CC(I,K,2)-WA1(I-1)*CC(I-1,K,2)
+ DR3 = WA2(I-2)*CC(I-1,K,3)+WA2(I-1)*CC(I,K,3)
+ DI3 = WA2(I-2)*CC(I,K,3)-WA2(I-1)*CC(I-1,K,3)
+ CR2 = DR2+DR3
+ CI2 = DI2+DI3
+ CH(I-1,1,K) = CC(I-1,K,1)+CR2
+ CH(I,1,K) = CC(I,K,1)+CI2
+ TR2 = CC(I-1,K,1)+TAUR*CR2
+ TI2 = CC(I,K,1)+TAUR*CI2
+ TR3 = TAUI*(DI2-DI3)
+ TI3 = TAUI*(DR3-DR2)
+ CH(I-1,3,K) = TR2+TR3
+ CH(IC-1,2,K) = TR2-TR3
+ CH(I,3,K) = TI2+TI3
+ CH(IC,2,K) = TI3-TI2
+ 102 CONTINUE
+ 103 CONTINUE
+ RETURN
+ 104 DO 106 I=3,IDO,2
+ IC = IDP2-I
+CDIR$ IVDEP
+ DO 105 K=1,L1
+ DR2 = WA1(I-2)*CC(I-1,K,2)+WA1(I-1)*CC(I,K,2)
+ DI2 = WA1(I-2)*CC(I,K,2)-WA1(I-1)*CC(I-1,K,2)
+ DR3 = WA2(I-2)*CC(I-1,K,3)+WA2(I-1)*CC(I,K,3)
+ DI3 = WA2(I-2)*CC(I,K,3)-WA2(I-1)*CC(I-1,K,3)
+ CR2 = DR2+DR3
+ CI2 = DI2+DI3
+ CH(I-1,1,K) = CC(I-1,K,1)+CR2
+ CH(I,1,K) = CC(I,K,1)+CI2
+ TR2 = CC(I-1,K,1)+TAUR*CR2
+ TI2 = CC(I,K,1)+TAUR*CI2
+ TR3 = TAUI*(DI2-DI3)
+ TI3 = TAUI*(DR3-DR2)
+ CH(I-1,3,K) = TR2+TR3
+ CH(IC-1,2,K) = TR2-TR3
+ CH(I,3,K) = TI2+TI3
+ CH(IC,2,K) = TI3-TI2
+ 105 CONTINUE
+ 106 CONTINUE
+ RETURN
+ END
diff --git a/src/source_f/slatec/radf4.f b/src/source_f/slatec/radf4.f
new file mode 100644
index 0000000..1766c93
--- /dev/null
+++ b/src/source_f/slatec/radf4.f
@@ -0,0 +1,105 @@
+*DECK RADF4
+ SUBROUTINE RADF4 (IDO, L1, CC, CH, WA1, WA2, WA3)
+C***BEGIN PROLOGUE RADF4
+C***SUBSIDIARY
+C***PURPOSE Calculate the fast Fourier transform of subvectors of
+C length four.
+C***LIBRARY SLATEC (FFTPACK)
+C***TYPE SINGLE PRECISION (RADF4-S)
+C***AUTHOR Swarztrauber, P. N., (NCAR)
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 790601 DATE WRITTEN
+C 830401 Modified to use SLATEC library source file format.
+C 860115 Modified by Ron Boisvert to adhere to Fortran 77 by
+C (a) changing dummy array size declarations (1) to (*).
+C (b) changing definition of variable HSQT2 by using
+C FORTRAN intrinsic function SQRT instead of a DATA
+C statement.
+C 881128 Modified by Dick Valent to meet prologue standards.
+C 890831 Modified array declarations. (WRB)
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900402 Added TYPE section. (WRB)
+C***END PROLOGUE RADF4
+ DIMENSION CC(IDO,L1,4), CH(IDO,4,*), WA1(*), WA2(*), WA3(*)
+C***FIRST EXECUTABLE STATEMENT RADF4
+ HSQT2 = .5*SQRT(2.)
+ DO 101 K=1,L1
+ TR1 = CC(1,K,2)+CC(1,K,4)
+ TR2 = CC(1,K,1)+CC(1,K,3)
+ CH(1,1,K) = TR1+TR2
+ CH(IDO,4,K) = TR2-TR1
+ CH(IDO,2,K) = CC(1,K,1)-CC(1,K,3)
+ CH(1,3,K) = CC(1,K,4)-CC(1,K,2)
+ 101 CONTINUE
+ IF (IDO-2) 107,105,102
+ 102 IDP2 = IDO+2
+ IF((IDO-1)/2.LT.L1) GO TO 111
+ DO 104 K=1,L1
+CDIR$ IVDEP
+ DO 103 I=3,IDO,2
+ IC = IDP2-I
+ CR2 = WA1(I-2)*CC(I-1,K,2)+WA1(I-1)*CC(I,K,2)
+ CI2 = WA1(I-2)*CC(I,K,2)-WA1(I-1)*CC(I-1,K,2)
+ CR3 = WA2(I-2)*CC(I-1,K,3)+WA2(I-1)*CC(I,K,3)
+ CI3 = WA2(I-2)*CC(I,K,3)-WA2(I-1)*CC(I-1,K,3)
+ CR4 = WA3(I-2)*CC(I-1,K,4)+WA3(I-1)*CC(I,K,4)
+ CI4 = WA3(I-2)*CC(I,K,4)-WA3(I-1)*CC(I-1,K,4)
+ TR1 = CR2+CR4
+ TR4 = CR4-CR2
+ TI1 = CI2+CI4
+ TI4 = CI2-CI4
+ TI2 = CC(I,K,1)+CI3
+ TI3 = CC(I,K,1)-CI3
+ TR2 = CC(I-1,K,1)+CR3
+ TR3 = CC(I-1,K,1)-CR3
+ CH(I-1,1,K) = TR1+TR2
+ CH(IC-1,4,K) = TR2-TR1
+ CH(I,1,K) = TI1+TI2
+ CH(IC,4,K) = TI1-TI2
+ CH(I-1,3,K) = TI4+TR3
+ CH(IC-1,2,K) = TR3-TI4
+ CH(I,3,K) = TR4+TI3
+ CH(IC,2,K) = TR4-TI3
+ 103 CONTINUE
+ 104 CONTINUE
+ GO TO 110
+ 111 DO 109 I=3,IDO,2
+ IC = IDP2-I
+CDIR$ IVDEP
+ DO 108 K=1,L1
+ CR2 = WA1(I-2)*CC(I-1,K,2)+WA1(I-1)*CC(I,K,2)
+ CI2 = WA1(I-2)*CC(I,K,2)-WA1(I-1)*CC(I-1,K,2)
+ CR3 = WA2(I-2)*CC(I-1,K,3)+WA2(I-1)*CC(I,K,3)
+ CI3 = WA2(I-2)*CC(I,K,3)-WA2(I-1)*CC(I-1,K,3)
+ CR4 = WA3(I-2)*CC(I-1,K,4)+WA3(I-1)*CC(I,K,4)
+ CI4 = WA3(I-2)*CC(I,K,4)-WA3(I-1)*CC(I-1,K,4)
+ TR1 = CR2+CR4
+ TR4 = CR4-CR2
+ TI1 = CI2+CI4
+ TI4 = CI2-CI4
+ TI2 = CC(I,K,1)+CI3
+ TI3 = CC(I,K,1)-CI3
+ TR2 = CC(I-1,K,1)+CR3
+ TR3 = CC(I-1,K,1)-CR3
+ CH(I-1,1,K) = TR1+TR2
+ CH(IC-1,4,K) = TR2-TR1
+ CH(I,1,K) = TI1+TI2
+ CH(IC,4,K) = TI1-TI2
+ CH(I-1,3,K) = TI4+TR3
+ CH(IC-1,2,K) = TR3-TI4
+ CH(I,3,K) = TR4+TI3
+ CH(IC,2,K) = TR4-TI3
+ 108 CONTINUE
+ 109 CONTINUE
+ 110 IF (MOD(IDO,2) .EQ. 1) RETURN
+ 105 DO 106 K=1,L1
+ TI1 = -HSQT2*(CC(IDO,K,2)+CC(IDO,K,4))
+ TR1 = HSQT2*(CC(IDO,K,2)-CC(IDO,K,4))
+ CH(IDO,1,K) = TR1+CC(IDO,K,1)
+ CH(IDO,3,K) = CC(IDO,K,1)-TR1
+ CH(1,2,K) = TI1-CC(IDO,K,3)
+ CH(1,4,K) = TI1+CC(IDO,K,3)
+ 106 CONTINUE
+ 107 RETURN
+ END
diff --git a/src/source_f/slatec/radf5.f b/src/source_f/slatec/radf5.f
new file mode 100644
index 0000000..9ffcc1f
--- /dev/null
+++ b/src/source_f/slatec/radf5.f
@@ -0,0 +1,128 @@
+*DECK RADF5
+ SUBROUTINE RADF5 (IDO, L1, CC, CH, WA1, WA2, WA3, WA4)
+C***BEGIN PROLOGUE RADF5
+C***SUBSIDIARY
+C***PURPOSE Calculate the fast Fourier transform of subvectors of
+C length five.
+C***LIBRARY SLATEC (FFTPACK)
+C***TYPE SINGLE PRECISION (RADF5-S)
+C***AUTHOR Swarztrauber, P. N., (NCAR)
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 790601 DATE WRITTEN
+C 830401 Modified to use SLATEC library source file format.
+C 860115 Modified by Ron Boisvert to adhere to Fortran 77 by
+C (a) changing dummy array size declarations (1) to (*),
+C (b) changing definition of variables PI, TI11, TI12,
+C TR11, TR12 by using FORTRAN intrinsic functions ATAN
+C and SIN instead of DATA statements.
+C 881128 Modified by Dick Valent to meet prologue standards.
+C 890831 Modified array declarations. (WRB)
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900402 Added TYPE section. (WRB)
+C***END PROLOGUE RADF5
+ DIMENSION CC(IDO,L1,5), CH(IDO,5,*), WA1(*), WA2(*), WA3(*),
+ + WA4(*)
+C***FIRST EXECUTABLE STATEMENT RADF5
+ PI = 4.*ATAN(1.)
+ TR11 = SIN(.1*PI)
+ TI11 = SIN(.4*PI)
+ TR12 = -SIN(.3*PI)
+ TI12 = SIN(.2*PI)
+ DO 101 K=1,L1
+ CR2 = CC(1,K,5)+CC(1,K,2)
+ CI5 = CC(1,K,5)-CC(1,K,2)
+ CR3 = CC(1,K,4)+CC(1,K,3)
+ CI4 = CC(1,K,4)-CC(1,K,3)
+ CH(1,1,K) = CC(1,K,1)+CR2+CR3
+ CH(IDO,2,K) = CC(1,K,1)+TR11*CR2+TR12*CR3
+ CH(1,3,K) = TI11*CI5+TI12*CI4
+ CH(IDO,4,K) = CC(1,K,1)+TR12*CR2+TR11*CR3
+ CH(1,5,K) = TI12*CI5-TI11*CI4
+ 101 CONTINUE
+ IF (IDO .EQ. 1) RETURN
+ IDP2 = IDO+2
+ IF((IDO-1)/2.LT.L1) GO TO 104
+ DO 103 K=1,L1
+CDIR$ IVDEP
+ DO 102 I=3,IDO,2
+ IC = IDP2-I
+ DR2 = WA1(I-2)*CC(I-1,K,2)+WA1(I-1)*CC(I,K,2)
+ DI2 = WA1(I-2)*CC(I,K,2)-WA1(I-1)*CC(I-1,K,2)
+ DR3 = WA2(I-2)*CC(I-1,K,3)+WA2(I-1)*CC(I,K,3)
+ DI3 = WA2(I-2)*CC(I,K,3)-WA2(I-1)*CC(I-1,K,3)
+ DR4 = WA3(I-2)*CC(I-1,K,4)+WA3(I-1)*CC(I,K,4)
+ DI4 = WA3(I-2)*CC(I,K,4)-WA3(I-1)*CC(I-1,K,4)
+ DR5 = WA4(I-2)*CC(I-1,K,5)+WA4(I-1)*CC(I,K,5)
+ DI5 = WA4(I-2)*CC(I,K,5)-WA4(I-1)*CC(I-1,K,5)
+ CR2 = DR2+DR5
+ CI5 = DR5-DR2
+ CR5 = DI2-DI5
+ CI2 = DI2+DI5
+ CR3 = DR3+DR4
+ CI4 = DR4-DR3
+ CR4 = DI3-DI4
+ CI3 = DI3+DI4
+ CH(I-1,1,K) = CC(I-1,K,1)+CR2+CR3
+ CH(I,1,K) = CC(I,K,1)+CI2+CI3
+ TR2 = CC(I-1,K,1)+TR11*CR2+TR12*CR3
+ TI2 = CC(I,K,1)+TR11*CI2+TR12*CI3
+ TR3 = CC(I-1,K,1)+TR12*CR2+TR11*CR3
+ TI3 = CC(I,K,1)+TR12*CI2+TR11*CI3
+ TR5 = TI11*CR5+TI12*CR4
+ TI5 = TI11*CI5+TI12*CI4
+ TR4 = TI12*CR5-TI11*CR4
+ TI4 = TI12*CI5-TI11*CI4
+ CH(I-1,3,K) = TR2+TR5
+ CH(IC-1,2,K) = TR2-TR5
+ CH(I,3,K) = TI2+TI5
+ CH(IC,2,K) = TI5-TI2
+ CH(I-1,5,K) = TR3+TR4
+ CH(IC-1,4,K) = TR3-TR4
+ CH(I,5,K) = TI3+TI4
+ CH(IC,4,K) = TI4-TI3
+ 102 CONTINUE
+ 103 CONTINUE
+ RETURN
+ 104 DO 106 I=3,IDO,2
+ IC = IDP2-I
+CDIR$ IVDEP
+ DO 105 K=1,L1
+ DR2 = WA1(I-2)*CC(I-1,K,2)+WA1(I-1)*CC(I,K,2)
+ DI2 = WA1(I-2)*CC(I,K,2)-WA1(I-1)*CC(I-1,K,2)
+ DR3 = WA2(I-2)*CC(I-1,K,3)+WA2(I-1)*CC(I,K,3)
+ DI3 = WA2(I-2)*CC(I,K,3)-WA2(I-1)*CC(I-1,K,3)
+ DR4 = WA3(I-2)*CC(I-1,K,4)+WA3(I-1)*CC(I,K,4)
+ DI4 = WA3(I-2)*CC(I,K,4)-WA3(I-1)*CC(I-1,K,4)
+ DR5 = WA4(I-2)*CC(I-1,K,5)+WA4(I-1)*CC(I,K,5)
+ DI5 = WA4(I-2)*CC(I,K,5)-WA4(I-1)*CC(I-1,K,5)
+ CR2 = DR2+DR5
+ CI5 = DR5-DR2
+ CR5 = DI2-DI5
+ CI2 = DI2+DI5
+ CR3 = DR3+DR4
+ CI4 = DR4-DR3
+ CR4 = DI3-DI4
+ CI3 = DI3+DI4
+ CH(I-1,1,K) = CC(I-1,K,1)+CR2+CR3
+ CH(I,1,K) = CC(I,K,1)+CI2+CI3
+ TR2 = CC(I-1,K,1)+TR11*CR2+TR12*CR3
+ TI2 = CC(I,K,1)+TR11*CI2+TR12*CI3
+ TR3 = CC(I-1,K,1)+TR12*CR2+TR11*CR3
+ TI3 = CC(I,K,1)+TR12*CI2+TR11*CI3
+ TR5 = TI11*CR5+TI12*CR4
+ TI5 = TI11*CI5+TI12*CI4
+ TR4 = TI12*CR5-TI11*CR4
+ TI4 = TI12*CI5-TI11*CI4
+ CH(I-1,3,K) = TR2+TR5
+ CH(IC-1,2,K) = TR2-TR5
+ CH(I,3,K) = TI2+TI5
+ CH(IC,2,K) = TI5-TI2
+ CH(I-1,5,K) = TR3+TR4
+ CH(IC-1,4,K) = TR3-TR4
+ CH(I,5,K) = TI3+TI4
+ CH(IC,4,K) = TI4-TI3
+ 105 CONTINUE
+ 106 CONTINUE
+ RETURN
+ END
diff --git a/src/source_f/slatec/radfg.f b/src/source_f/slatec/radfg.f
new file mode 100644
index 0000000..ccb3d47
--- /dev/null
+++ b/src/source_f/slatec/radfg.f
@@ -0,0 +1,194 @@
+*DECK RADFG
+ SUBROUTINE RADFG (IDO, IP, L1, IDL1, CC, C1, C2, CH, CH2, WA)
+C***BEGIN PROLOGUE RADFG
+C***SUBSIDIARY
+C***PURPOSE Calculate the fast Fourier transform of subvectors of
+C arbitrary length.
+C***LIBRARY SLATEC (FFTPACK)
+C***TYPE SINGLE PRECISION (RADFG-S)
+C***AUTHOR Swarztrauber, P. N., (NCAR)
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 790601 DATE WRITTEN
+C 830401 Modified to use SLATEC library source file format.
+C 860115 Modified by Ron Boisvert to adhere to Fortran 77 by
+C (a) changing dummy array size declarations (1) to (*),
+C (b) changing references to intrinsic function FLOAT
+C to REAL, and
+C (c) changing definition of variable TPI by using
+C FORTRAN intrinsic function ATAN instead of a DATA
+C statement.
+C 881128 Modified by Dick Valent to meet prologue standards.
+C 890531 Changed all specific intrinsics to generic. (WRB)
+C 890831 Modified array declarations. (WRB)
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900402 Added TYPE section. (WRB)
+C***END PROLOGUE RADFG
+ DIMENSION CH(IDO,L1,*), CC(IDO,IP,*), C1(IDO,L1,*),
+ + C2(IDL1,*), CH2(IDL1,*), WA(*)
+C***FIRST EXECUTABLE STATEMENT RADFG
+ TPI = 8.*ATAN(1.)
+ ARG = TPI/IP
+ DCP = COS(ARG)
+ DSP = SIN(ARG)
+ IPPH = (IP+1)/2
+ IPP2 = IP+2
+ IDP2 = IDO+2
+ NBD = (IDO-1)/2
+ IF (IDO .EQ. 1) GO TO 119
+ DO 101 IK=1,IDL1
+ CH2(IK,1) = C2(IK,1)
+ 101 CONTINUE
+ DO 103 J=2,IP
+ DO 102 K=1,L1
+ CH(1,K,J) = C1(1,K,J)
+ 102 CONTINUE
+ 103 CONTINUE
+ IF (NBD .GT. L1) GO TO 107
+ IS = -IDO
+ DO 106 J=2,IP
+ IS = IS+IDO
+ IDIJ = IS
+ DO 105 I=3,IDO,2
+ IDIJ = IDIJ+2
+ DO 104 K=1,L1
+ CH(I-1,K,J) = WA(IDIJ-1)*C1(I-1,K,J)+WA(IDIJ)*C1(I,K,J)
+ CH(I,K,J) = WA(IDIJ-1)*C1(I,K,J)-WA(IDIJ)*C1(I-1,K,J)
+ 104 CONTINUE
+ 105 CONTINUE
+ 106 CONTINUE
+ GO TO 111
+ 107 IS = -IDO
+ DO 110 J=2,IP
+ IS = IS+IDO
+ DO 109 K=1,L1
+ IDIJ = IS
+CDIR$ IVDEP
+ DO 108 I=3,IDO,2
+ IDIJ = IDIJ+2
+ CH(I-1,K,J) = WA(IDIJ-1)*C1(I-1,K,J)+WA(IDIJ)*C1(I,K,J)
+ CH(I,K,J) = WA(IDIJ-1)*C1(I,K,J)-WA(IDIJ)*C1(I-1,K,J)
+ 108 CONTINUE
+ 109 CONTINUE
+ 110 CONTINUE
+ 111 IF (NBD .LT. L1) GO TO 115
+ DO 114 J=2,IPPH
+ JC = IPP2-J
+ DO 113 K=1,L1
+CDIR$ IVDEP
+ DO 112 I=3,IDO,2
+ C1(I-1,K,J) = CH(I-1,K,J)+CH(I-1,K,JC)
+ C1(I-1,K,JC) = CH(I,K,J)-CH(I,K,JC)
+ C1(I,K,J) = CH(I,K,J)+CH(I,K,JC)
+ C1(I,K,JC) = CH(I-1,K,JC)-CH(I-1,K,J)
+ 112 CONTINUE
+ 113 CONTINUE
+ 114 CONTINUE
+ GO TO 121
+ 115 DO 118 J=2,IPPH
+ JC = IPP2-J
+ DO 117 I=3,IDO,2
+ DO 116 K=1,L1
+ C1(I-1,K,J) = CH(I-1,K,J)+CH(I-1,K,JC)
+ C1(I-1,K,JC) = CH(I,K,J)-CH(I,K,JC)
+ C1(I,K,J) = CH(I,K,J)+CH(I,K,JC)
+ C1(I,K,JC) = CH(I-1,K,JC)-CH(I-1,K,J)
+ 116 CONTINUE
+ 117 CONTINUE
+ 118 CONTINUE
+ GO TO 121
+ 119 DO 120 IK=1,IDL1
+ C2(IK,1) = CH2(IK,1)
+ 120 CONTINUE
+ 121 DO 123 J=2,IPPH
+ JC = IPP2-J
+ DO 122 K=1,L1
+ C1(1,K,J) = CH(1,K,J)+CH(1,K,JC)
+ C1(1,K,JC) = CH(1,K,JC)-CH(1,K,J)
+ 122 CONTINUE
+ 123 CONTINUE
+C
+ AR1 = 1.
+ AI1 = 0.
+ DO 127 L=2,IPPH
+ LC = IPP2-L
+ AR1H = DCP*AR1-DSP*AI1
+ AI1 = DCP*AI1+DSP*AR1
+ AR1 = AR1H
+ DO 124 IK=1,IDL1
+ CH2(IK,L) = C2(IK,1)+AR1*C2(IK,2)
+ CH2(IK,LC) = AI1*C2(IK,IP)
+ 124 CONTINUE
+ DC2 = AR1
+ DS2 = AI1
+ AR2 = AR1
+ AI2 = AI1
+ DO 126 J=3,IPPH
+ JC = IPP2-J
+ AR2H = DC2*AR2-DS2*AI2
+ AI2 = DC2*AI2+DS2*AR2
+ AR2 = AR2H
+ DO 125 IK=1,IDL1
+ CH2(IK,L) = CH2(IK,L)+AR2*C2(IK,J)
+ CH2(IK,LC) = CH2(IK,LC)+AI2*C2(IK,JC)
+ 125 CONTINUE
+ 126 CONTINUE
+ 127 CONTINUE
+ DO 129 J=2,IPPH
+ DO 128 IK=1,IDL1
+ CH2(IK,1) = CH2(IK,1)+C2(IK,J)
+ 128 CONTINUE
+ 129 CONTINUE
+C
+ IF (IDO .LT. L1) GO TO 132
+ DO 131 K=1,L1
+ DO 130 I=1,IDO
+ CC(I,1,K) = CH(I,K,1)
+ 130 CONTINUE
+ 131 CONTINUE
+ GO TO 135
+ 132 DO 134 I=1,IDO
+ DO 133 K=1,L1
+ CC(I,1,K) = CH(I,K,1)
+ 133 CONTINUE
+ 134 CONTINUE
+ 135 DO 137 J=2,IPPH
+ JC = IPP2-J
+ J2 = J+J
+ DO 136 K=1,L1
+ CC(IDO,J2-2,K) = CH(1,K,J)
+ CC(1,J2-1,K) = CH(1,K,JC)
+ 136 CONTINUE
+ 137 CONTINUE
+ IF (IDO .EQ. 1) RETURN
+ IF (NBD .LT. L1) GO TO 141
+ DO 140 J=2,IPPH
+ JC = IPP2-J
+ J2 = J+J
+ DO 139 K=1,L1
+CDIR$ IVDEP
+ DO 138 I=3,IDO,2
+ IC = IDP2-I
+ CC(I-1,J2-1,K) = CH(I-1,K,J)+CH(I-1,K,JC)
+ CC(IC-1,J2-2,K) = CH(I-1,K,J)-CH(I-1,K,JC)
+ CC(I,J2-1,K) = CH(I,K,J)+CH(I,K,JC)
+ CC(IC,J2-2,K) = CH(I,K,JC)-CH(I,K,J)
+ 138 CONTINUE
+ 139 CONTINUE
+ 140 CONTINUE
+ RETURN
+ 141 DO 144 J=2,IPPH
+ JC = IPP2-J
+ J2 = J+J
+ DO 143 I=3,IDO,2
+ IC = IDP2-I
+ DO 142 K=1,L1
+ CC(I-1,J2-1,K) = CH(I-1,K,J)+CH(I-1,K,JC)
+ CC(IC-1,J2-2,K) = CH(I-1,K,J)-CH(I-1,K,JC)
+ CC(I,J2-1,K) = CH(I,K,J)+CH(I,K,JC)
+ CC(IC,J2-2,K) = CH(I,K,JC)-CH(I,K,J)
+ 142 CONTINUE
+ 143 CONTINUE
+ 144 CONTINUE
+ RETURN
+ END
diff --git a/src/source_f/slatec/rand.f b/src/source_f/slatec/rand.f
new file mode 100644
index 0000000..22fb974
--- /dev/null
+++ b/src/source_f/slatec/rand.f
@@ -0,0 +1,122 @@
+*DECK RAND
+ FUNCTION RAND (R)
+C***BEGIN PROLOGUE RAND
+C***PURPOSE Generate a uniformly distributed random number.
+C***LIBRARY SLATEC (FNLIB)
+C***CATEGORY L6A21
+C***TYPE SINGLE PRECISION (RAND-S)
+C***KEYWORDS FNLIB, RANDOM NUMBER, SPECIAL FUNCTIONS, UNIFORM
+C***AUTHOR Fullerton, W., (LANL)
+C***DESCRIPTION
+C
+C This pseudo-random number generator is portable among a wide
+C variety of computers. RAND(R) undoubtedly is not as good as many
+C readily available installation dependent versions, and so this
+C routine is not recommended for widespread usage. Its redeeming
+C feature is that the exact same random numbers (to within final round-
+C off error) can be generated from machine to machine. Thus, programs
+C that make use of random numbers can be easily transported to and
+C checked in a new environment.
+C
+C The random numbers are generated by the linear congruential
+C method described, e.g., by Knuth in Seminumerical Methods (p.9),
+C Addison-Wesley, 1969. Given the I-th number of a pseudo-random
+C sequence, the I+1 -st number is generated from
+C X(I+1) = (A*X(I) + C) MOD M,
+C where here M = 2**22 = 4194304, C = 1731 and several suitable values
+C of the multiplier A are discussed below. Both the multiplier A and
+C random number X are represented in double precision as two 11-bit
+C words. The constants are chosen so that the period is the maximum
+C possible, 4194304.
+C
+C In order that the same numbers be generated from machine to
+C machine, it is necessary that 23-bit integers be reducible modulo
+C 2**11 exactly, that 23-bit integers be added exactly, and that 11-bit
+C integers be multiplied exactly. Furthermore, if the restart option
+C is used (where R is between 0 and 1), then the product R*2**22 =
+C R*4194304 must be correct to the nearest integer.
+C
+C The first four random numbers should be .0004127026,
+C .6750836372, .1614754200, and .9086198807. The tenth random number
+C is .5527787209, and the hundredth is .3600893021 . The thousandth
+C number should be .2176990509 .
+C
+C In order to generate several effectively independent sequences
+C with the same generator, it is necessary to know the random number
+C for several widely spaced calls. The I-th random number times 2**22,
+C where I=K*P/8 and P is the period of the sequence (P = 2**22), is
+C still of the form L*P/8. In particular we find the I-th random
+C number multiplied by 2**22 is given by
+C I = 0 1*P/8 2*P/8 3*P/8 4*P/8 5*P/8 6*P/8 7*P/8 8*P/8
+C RAND= 0 5*P/8 2*P/8 7*P/8 4*P/8 1*P/8 6*P/8 3*P/8 0
+C Thus the 4*P/8 = 2097152 random number is 2097152/2**22.
+C
+C Several multipliers have been subjected to the spectral test
+C (see Knuth, p. 82). Four suitable multipliers roughly in order of
+C goodness according to the spectral test are
+C 3146757 = 1536*2048 + 1029 = 2**21 + 2**20 + 2**10 + 5
+C 2098181 = 1024*2048 + 1029 = 2**21 + 2**10 + 5
+C 3146245 = 1536*2048 + 517 = 2**21 + 2**20 + 2**9 + 5
+C 2776669 = 1355*2048 + 1629 = 5**9 + 7**7 + 1
+C
+C In the table below LOG10(NU(I)) gives roughly the number of
+C random decimal digits in the random numbers considered I at a time.
+C C is the primary measure of goodness. In both cases bigger is better.
+C
+C LOG10 NU(I) C(I)
+C A I=2 I=3 I=4 I=5 I=2 I=3 I=4 I=5
+C
+C 3146757 3.3 2.0 1.6 1.3 3.1 1.3 4.6 2.6
+C 2098181 3.3 2.0 1.6 1.2 3.2 1.3 4.6 1.7
+C 3146245 3.3 2.2 1.5 1.1 3.2 4.2 1.1 0.4
+C 2776669 3.3 2.1 1.6 1.3 2.5 2.0 1.9 2.6
+C Best
+C Possible 3.3 2.3 1.7 1.4 3.6 5.9 9.7 14.9
+C
+C Input Argument --
+C R If R=0., the next random number of the sequence is generated.
+C If R .LT. 0., the last generated number will be returned for
+C possible use in a restart procedure.
+C If R .GT. 0., the sequence of random numbers will start with
+C the seed R mod 1. This seed is also returned as the value of
+C RAND provided the arithmetic is done exactly.
+C
+C Output Value --
+C RAND a pseudo-random number between 0. and 1.
+C
+C***REFERENCES (NONE)
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 770401 DATE WRITTEN
+C 890531 Changed all specific intrinsics to generic. (WRB)
+C 890531 REVISION DATE from Version 3.2
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C***END PROLOGUE RAND
+ SAVE IA1, IA0, IA1MA0, IC, IX1, IX0
+ DATA IA1, IA0, IA1MA0 /1536, 1029, 507/
+ DATA IC /1731/
+ DATA IX1, IX0 /0, 0/
+C***FIRST EXECUTABLE STATEMENT RAND
+ IF (R.LT.0.) GO TO 10
+ IF (R.GT.0.) GO TO 20
+C
+C A*X = 2**22*IA1*IX1 + 2**11*(IA1*IX1 + (IA1-IA0)*(IX0-IX1)
+C + IA0*IX0) + IA0*IX0
+C
+ IY0 = IA0*IX0
+ IY1 = IA1*IX1 + IA1MA0*(IX0-IX1) + IY0
+ IY0 = IY0 + IC
+ IX0 = MOD (IY0, 2048)
+ IY1 = IY1 + (IY0-IX0)/2048
+ IX1 = MOD (IY1, 2048)
+C
+ 10 RAND = IX1*2048 + IX0
+ RAND = RAND / 4194304.
+ RETURN
+C
+ 20 IX1 = MOD(R,1.)*4194304. + 0.5
+ IX0 = MOD (IX1, 2048)
+ IX1 = (IX1-IX0)/2048
+ GO TO 10
+C
+ END
diff --git a/src/source_f/slatec/rfftb1.f b/src/source_f/slatec/rfftb1.f
new file mode 100644
index 0000000..c91fad7
--- /dev/null
+++ b/src/source_f/slatec/rfftb1.f
@@ -0,0 +1,143 @@
+*DECK RFFTB1
+ SUBROUTINE RFFTB1 (N, C, CH, WA, IFAC)
+C***BEGIN PROLOGUE RFFTB1
+C***PURPOSE Compute the backward fast Fourier transform of a real
+C coefficient array.
+C***LIBRARY SLATEC (FFTPACK)
+C***CATEGORY J1A1
+C***TYPE SINGLE PRECISION (RFFTB1-S, CFFTB1-C)
+C***KEYWORDS FFTPACK, FOURIER TRANSFORM
+C***AUTHOR Swarztrauber, P. N., (NCAR)
+C***DESCRIPTION
+C
+C Subroutine RFFTB1 computes the real periodic sequence from its
+C Fourier coefficients (Fourier synthesis). The transform is defined
+C below at output parameter C.
+C
+C The arrays WA and IFAC which are used by subroutine RFFTB1 must be
+C initialized by calling subroutine RFFTI1.
+C
+C Input Arguments
+C
+C N the length of the array R to be transformed. The method
+C is most efficient when N is a product of small primes.
+C N may change so long as different work arrays are provided.
+C
+C C a real array of length N which contains the sequence
+C to be transformed.
+C
+C CH a real work array of length at least N.
+C
+C WA a real work array which must be dimensioned at least N.
+C
+C IFAC an integer work array which must be dimensioned at least 15.
+C
+C The WA and IFAC arrays must be initialized by calling
+C subroutine RFFTI1, and different WA and IFAC arrays must be
+C used for each different value of N. This initialization
+C does not have to be repeated so long as N remains unchanged.
+C Thus subsequent transforms can be obtained faster than the
+C first. The same WA and IFAC arrays can be used by RFFTF1
+C and RFFTB1.
+C
+C Output Argument
+C
+C C For N even and for I = 1,...,N
+C
+C C(I) = C(1)+(-1)**(I-1)*C(N)
+C
+C plus the sum from K=2 to K=N/2 of
+C
+C 2.*C(2*K-2)*COS((K-1)*(I-1)*2*PI/N)
+C
+C -2.*C(2*K-1)*SIN((K-1)*(I-1)*2*PI/N)
+C
+C For N odd and for I = 1,...,N
+C
+C C(I) = C(1) plus the sum from K=2 to K=(N+1)/2 of
+C
+C 2.*C(2*K-2)*COS((K-1)*(I-1)*2*PI/N)
+C
+C -2.*C(2*K-1)*SIN((K-1)*(I-1)*2*PI/N)
+C
+C Notes: This transform is unnormalized since a call of RFFTF1
+C followed by a call of RFFTB1 will multiply the input
+C sequence by N.
+C
+C WA and IFAC contain initialization calculations which must
+C not be destroyed between calls of subroutine RFFTF1 or
+C RFFTB1.
+C
+C***REFERENCES P. N. Swarztrauber, Vectorizing the FFTs, in Parallel
+C Computations (G. Rodrigue, ed.), Academic Press,
+C 1982, pp. 51-83.
+C***ROUTINES CALLED RADB2, RADB3, RADB4, RADB5, RADBG
+C***REVISION HISTORY (YYMMDD)
+C 790601 DATE WRITTEN
+C 830401 Modified to use SLATEC library source file format.
+C 860115 Modified by Ron Boisvert to adhere to Fortran 77 by
+C changing dummy array size declarations (1) to (*).
+C 881128 Modified by Dick Valent to meet prologue standards.
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900131 Routine changed from subsidiary to user-callable. (WRB)
+C 920501 Reformatted the REFERENCES section. (WRB)
+C***END PROLOGUE RFFTB1
+ DIMENSION CH(*), C(*), WA(*), IFAC(*)
+C***FIRST EXECUTABLE STATEMENT RFFTB1
+ NF = IFAC(2)
+ NA = 0
+ L1 = 1
+ IW = 1
+ DO 116 K1=1,NF
+ IP = IFAC(K1+2)
+ L2 = IP*L1
+ IDO = N/L2
+ IDL1 = IDO*L1
+ IF (IP .NE. 4) GO TO 103
+ IX2 = IW+IDO
+ IX3 = IX2+IDO
+ IF (NA .NE. 0) GO TO 101
+ CALL RADB4 (IDO,L1,C,CH,WA(IW),WA(IX2),WA(IX3))
+ GO TO 102
+ 101 CALL RADB4 (IDO,L1,CH,C,WA(IW),WA(IX2),WA(IX3))
+ 102 NA = 1-NA
+ GO TO 115
+ 103 IF (IP .NE. 2) GO TO 106
+ IF (NA .NE. 0) GO TO 104
+ CALL RADB2 (IDO,L1,C,CH,WA(IW))
+ GO TO 105
+ 104 CALL RADB2 (IDO,L1,CH,C,WA(IW))
+ 105 NA = 1-NA
+ GO TO 115
+ 106 IF (IP .NE. 3) GO TO 109
+ IX2 = IW+IDO
+ IF (NA .NE. 0) GO TO 107
+ CALL RADB3 (IDO,L1,C,CH,WA(IW),WA(IX2))
+ GO TO 108
+ 107 CALL RADB3 (IDO,L1,CH,C,WA(IW),WA(IX2))
+ 108 NA = 1-NA
+ GO TO 115
+ 109 IF (IP .NE. 5) GO TO 112
+ IX2 = IW+IDO
+ IX3 = IX2+IDO
+ IX4 = IX3+IDO
+ IF (NA .NE. 0) GO TO 110
+ CALL RADB5 (IDO,L1,C,CH,WA(IW),WA(IX2),WA(IX3),WA(IX4))
+ GO TO 111
+ 110 CALL RADB5 (IDO,L1,CH,C,WA(IW),WA(IX2),WA(IX3),WA(IX4))
+ 111 NA = 1-NA
+ GO TO 115
+ 112 IF (NA .NE. 0) GO TO 113
+ CALL RADBG (IDO,IP,L1,IDL1,C,C,C,CH,CH,WA(IW))
+ GO TO 114
+ 113 CALL RADBG (IDO,IP,L1,IDL1,CH,CH,CH,C,C,WA(IW))
+ 114 IF (IDO .EQ. 1) NA = 1-NA
+ 115 L1 = L2
+ IW = IW+(IP-1)*IDO
+ 116 CONTINUE
+ IF (NA .EQ. 0) RETURN
+ DO 117 I=1,N
+ C(I) = CH(I)
+ 117 CONTINUE
+ RETURN
+ END
diff --git a/src/source_f/slatec/rfftf1.f b/src/source_f/slatec/rfftf1.f
new file mode 100644
index 0000000..e0e1910
--- /dev/null
+++ b/src/source_f/slatec/rfftf1.f
@@ -0,0 +1,144 @@
+*DECK RFFTF1
+ SUBROUTINE RFFTF1 (N, C, CH, WA, IFAC)
+C***BEGIN PROLOGUE RFFTF1
+C***PURPOSE Compute the forward transform of a real, periodic sequence.
+C***LIBRARY SLATEC (FFTPACK)
+C***CATEGORY J1A1
+C***TYPE SINGLE PRECISION (RFFTF1-S, CFFTF1-C)
+C***KEYWORDS FFTPACK, FOURIER TRANSFORM
+C***AUTHOR Swarztrauber, P. N., (NCAR)
+C***DESCRIPTION
+C
+C Subroutine RFFTF1 computes the Fourier coefficients of a real
+C periodic sequence (Fourier analysis). The transform is defined
+C below at output parameter C.
+C
+C The arrays WA and IFAC which are used by subroutine RFFTB1 must be
+C initialized by calling subroutine RFFTI1.
+C
+C Input Arguments
+C
+C N the length of the array R to be transformed. The method
+C is most efficient when N is a product of small primes.
+C N may change so long as different work arrays are provided.
+C
+C C a real array of length N which contains the sequence
+C to be transformed.
+C
+C CH a real work array of length at least N.
+C
+C WA a real work array which must be dimensioned at least N.
+C
+C IFAC an integer work array which must be dimensioned at least 15.
+C
+C The WA and IFAC arrays must be initialized by calling
+C subroutine RFFTI1, and different WA and IFAC arrays must be
+C used for each different value of N. This initialization
+C does not have to be repeated so long as N remains unchanged.
+C Thus subsequent transforms can be obtained faster than the
+C first. The same WA and IFAC arrays can be used by RFFTF1
+C and RFFTB1.
+C
+C Output Argument
+C
+C C C(1) = the sum from I=1 to I=N of R(I)
+C
+C If N is even set L = N/2; if N is odd set L = (N+1)/2
+C
+C then for K = 2,...,L
+C
+C C(2*K-2) = the sum from I = 1 to I = N of
+C
+C C(I)*COS((K-1)*(I-1)*2*PI/N)
+C
+C C(2*K-1) = the sum from I = 1 to I = N of
+C
+C -C(I)*SIN((K-1)*(I-1)*2*PI/N)
+C
+C If N is even
+C
+C C(N) = the sum from I = 1 to I = N of
+C
+C (-1)**(I-1)*C(I)
+C
+C Notes: This transform is unnormalized since a call of RFFTF1
+C followed by a call of RFFTB1 will multiply the input
+C sequence by N.
+C
+C WA and IFAC contain initialization calculations which must
+C not be destroyed between calls of subroutine RFFTF1 or
+C RFFTB1.
+C
+C***REFERENCES P. N. Swarztrauber, Vectorizing the FFTs, in Parallel
+C Computations (G. Rodrigue, ed.), Academic Press,
+C 1982, pp. 51-83.
+C***ROUTINES CALLED RADF2, RADF3, RADF4, RADF5, RADFG
+C***REVISION HISTORY (YYMMDD)
+C 790601 DATE WRITTEN
+C 830401 Modified to use SLATEC library source file format.
+C 860115 Modified by Ron Boisvert to adhere to Fortran 77 by
+C changing dummy array size declarations (1) to (*).
+C 881128 Modified by Dick Valent to meet prologue standards.
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900131 Routine changed from subsidiary to user-callable. (WRB)
+C 920501 Reformatted the REFERENCES section. (WRB)
+C***END PROLOGUE RFFTF1
+ DIMENSION CH(*), C(*), WA(*), IFAC(*)
+C***FIRST EXECUTABLE STATEMENT RFFTF1
+ NF = IFAC(2)
+ NA = 1
+ L2 = N
+ IW = N
+ DO 111 K1=1,NF
+ KH = NF-K1
+ IP = IFAC(KH+3)
+ L1 = L2/IP
+ IDO = N/L2
+ IDL1 = IDO*L1
+ IW = IW-(IP-1)*IDO
+ NA = 1-NA
+ IF (IP .NE. 4) GO TO 102
+ IX2 = IW+IDO
+ IX3 = IX2+IDO
+ IF (NA .NE. 0) GO TO 101
+ CALL RADF4 (IDO,L1,C,CH,WA(IW),WA(IX2),WA(IX3))
+ GO TO 110
+ 101 CALL RADF4 (IDO,L1,CH,C,WA(IW),WA(IX2),WA(IX3))
+ GO TO 110
+ 102 IF (IP .NE. 2) GO TO 104
+ IF (NA .NE. 0) GO TO 103
+ CALL RADF2 (IDO,L1,C,CH,WA(IW))
+ GO TO 110
+ 103 CALL RADF2 (IDO,L1,CH,C,WA(IW))
+ GO TO 110
+ 104 IF (IP .NE. 3) GO TO 106
+ IX2 = IW+IDO
+ IF (NA .NE. 0) GO TO 105
+ CALL RADF3 (IDO,L1,C,CH,WA(IW),WA(IX2))
+ GO TO 110
+ 105 CALL RADF3 (IDO,L1,CH,C,WA(IW),WA(IX2))
+ GO TO 110
+ 106 IF (IP .NE. 5) GO TO 108
+ IX2 = IW+IDO
+ IX3 = IX2+IDO
+ IX4 = IX3+IDO
+ IF (NA .NE. 0) GO TO 107
+ CALL RADF5 (IDO,L1,C,CH,WA(IW),WA(IX2),WA(IX3),WA(IX4))
+ GO TO 110
+ 107 CALL RADF5 (IDO,L1,CH,C,WA(IW),WA(IX2),WA(IX3),WA(IX4))
+ GO TO 110
+ 108 IF (IDO .EQ. 1) NA = 1-NA
+ IF (NA .NE. 0) GO TO 109
+ CALL RADFG (IDO,IP,L1,IDL1,C,C,C,CH,CH,WA(IW))
+ NA = 1
+ GO TO 110
+ 109 CALL RADFG (IDO,IP,L1,IDL1,CH,CH,CH,C,C,WA(IW))
+ NA = 0
+ 110 L2 = L1
+ 111 CONTINUE
+ IF (NA .EQ. 1) RETURN
+ DO 112 I=1,N
+ C(I) = CH(I)
+ 112 CONTINUE
+ RETURN
+ END
diff --git a/src/source_f/slatec/rffti1.f b/src/source_f/slatec/rffti1.f
new file mode 100644
index 0000000..8b82fba
--- /dev/null
+++ b/src/source_f/slatec/rffti1.f
@@ -0,0 +1,110 @@
+*DECK RFFTI1
+ SUBROUTINE RFFTI1 (N, WA, IFAC)
+C***BEGIN PROLOGUE RFFTI1
+C***PURPOSE Initialize a real and an integer work array for RFFTF1 and
+C RFFTB1.
+C***LIBRARY SLATEC (FFTPACK)
+C***CATEGORY J1A1
+C***TYPE SINGLE PRECISION (RFFTI1-S, CFFTI1-C)
+C***KEYWORDS FFTPACK, FOURIER TRANSFORM
+C***AUTHOR Swarztrauber, P. N., (NCAR)
+C***DESCRIPTION
+C
+C Subroutine RFFTI1 initializes the work arrays WA and IFAC which are
+C used in both RFFTF1 and RFFTB1. The prime factorization of N and a
+C tabulation of the trigonometric functions are computed and stored in
+C IFAC and WA, respectively.
+C
+C Input Argument
+C
+C N the length of the sequence to be transformed.
+C
+C Output Arguments
+C
+C WA a real work array which must be dimensioned at least N.
+C
+C IFAC an integer work array which must be dimensioned at least 15.
+C
+C The same work arrays can be used for both RFFTF1 and RFFTB1 as long
+C as N remains unchanged. Different WA and IFAC arrays are required
+C for different values of N. The contents of WA and IFAC must not be
+C changed between calls of RFFTF1 or RFFTB1.
+C
+C***REFERENCES P. N. Swarztrauber, Vectorizing the FFTs, in Parallel
+C Computations (G. Rodrigue, ed.), Academic Press,
+C 1982, pp. 51-83.
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 790601 DATE WRITTEN
+C 830401 Modified to use SLATEC library source file format.
+C 860115 Modified by Ron Boisvert to adhere to Fortran 77 by
+C (a) changing dummy array size declarations (1) to (*),
+C (b) changing references to intrinsic function FLOAT
+C to REAL, and
+C (c) changing definition of variable TPI by using
+C FORTRAN intrinsic functions instead of DATA
+C statements.
+C 881128 Modified by Dick Valent to meet prologue standards.
+C 890531 Changed all specific intrinsics to generic. (WRB)
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900131 Routine changed from subsidiary to user-callable. (WRB)
+C 920501 Reformatted the REFERENCES section. (WRB)
+C***END PROLOGUE RFFTI1
+ DIMENSION WA(*), IFAC(*), NTRYH(4)
+ SAVE NTRYH
+ DATA NTRYH(1),NTRYH(2),NTRYH(3),NTRYH(4)/4,2,3,5/
+C***FIRST EXECUTABLE STATEMENT RFFTI1
+ NL = N
+ NF = 0
+ J = 0
+ 101 J = J+1
+ IF (J-4) 102,102,103
+ 102 NTRY = NTRYH(J)
+ GO TO 104
+ 103 NTRY = NTRY+2
+ 104 NQ = NL/NTRY
+ NR = NL-NTRY*NQ
+ IF (NR) 101,105,101
+ 105 NF = NF+1
+ IFAC(NF+2) = NTRY
+ NL = NQ
+ IF (NTRY .NE. 2) GO TO 107
+ IF (NF .EQ. 1) GO TO 107
+ DO 106 I=2,NF
+ IB = NF-I+2
+ IFAC(IB+2) = IFAC(IB+1)
+ 106 CONTINUE
+ IFAC(3) = 2
+ 107 IF (NL .NE. 1) GO TO 104
+ IFAC(1) = N
+ IFAC(2) = NF
+ TPI = 8.*ATAN(1.)
+ ARGH = TPI/N
+ IS = 0
+ NFM1 = NF-1
+ L1 = 1
+ IF (NFM1 .EQ. 0) RETURN
+ DO 110 K1=1,NFM1
+ IP = IFAC(K1+2)
+ LD = 0
+ L2 = L1*IP
+ IDO = N/L2
+ IPM = IP-1
+ DO 109 J=1,IPM
+ LD = LD+L1
+ I = IS
+ ARGLD = LD*ARGH
+ FI = 0.
+ DO 108 II=3,IDO,2
+ I = I+2
+ FI = FI+1.
+ ARG = FI*ARGLD
+ WA(I-1) = COS(ARG)
+ WA(I) = SIN(ARG)
+ 108 CONTINUE
+ IS = IS+IDO
+ 109 CONTINUE
+ L1 = L2
+ 110 CONTINUE
+ RETURN
+ END
diff --git a/src/source_f/slatec/rgauss.f b/src/source_f/slatec/rgauss.f
new file mode 100644
index 0000000..5da63f5
--- /dev/null
+++ b/src/source_f/slatec/rgauss.f
@@ -0,0 +1,43 @@
+*DECK RGAUSS
+ FUNCTION RGAUSS (XMEAN, SD)
+C***BEGIN PROLOGUE RGAUSS
+C***PURPOSE Generate a normally distributed (Gaussian) random number.
+C***LIBRARY SLATEC (FNLIB)
+C***CATEGORY L6A14
+C***TYPE SINGLE PRECISION (RGAUSS-S)
+C***KEYWORDS FNLIB, GAUSSIAN, NORMAL, RANDOM NUMBER, SPECIAL FUNCTIONS
+C***AUTHOR Fullerton, W., (LANL)
+C***DESCRIPTION
+C
+C Generate a normally distributed random number, i.e., generate random
+C numbers with a Gaussian distribution. These random numbers are not
+C exceptionally good -- especially in the tails of the distribution,
+C but this implementation is simple and suitable for most applications.
+C See R. W. Hamming, Numerical Methods for Scientists and Engineers,
+C McGraw-Hill, 1962, pages 34 and 389.
+C
+C Input Arguments --
+C XMEAN the mean of the Guassian distribution.
+C SD the standard deviation of the Guassian function
+C EXP (-1/2 * (X-XMEAN)**2 / SD**2)
+C
+C***REFERENCES (NONE)
+C***ROUTINES CALLED RAND
+C***REVISION HISTORY (YYMMDD)
+C 770401 DATE WRITTEN
+C 861211 REVISION DATE from Version 3.2
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 910819 Added EXTERNAL statement for RAND due to problem on IBM
+C RS 6000. (WRB)
+C***END PROLOGUE RGAUSS
+ EXTERNAL RAND
+C***FIRST EXECUTABLE STATEMENT RGAUSS
+ RGAUSS = -6.0
+ DO 10 I=1,12
+ RGAUSS = RGAUSS + RAND(0.0)
+ 10 CONTINUE
+C
+ RGAUSS = XMEAN + SD*RGAUSS
+C
+ RETURN
+ END
diff --git a/src/source_f/slatec/rs.f b/src/source_f/slatec/rs.f
new file mode 100644
index 0000000..1c6c56e
--- /dev/null
+++ b/src/source_f/slatec/rs.f
@@ -0,0 +1,90 @@
+*DECK RS
+ SUBROUTINE RS (NM, N, A, W, MATZ, Z, FV1, FV2, IERR)
+C***BEGIN PROLOGUE RS
+C***PURPOSE Compute the eigenvalues and, optionally, the eigenvectors
+C of a real symmetric matrix.
+C***LIBRARY SLATEC (EISPACK)
+C***CATEGORY D4A1
+C***TYPE SINGLE PRECISION (RS-S, CH-C)
+C***KEYWORDS EIGENVALUES, EIGENVECTORS, EISPACK
+C***AUTHOR Smith, B. T., et al.
+C***DESCRIPTION
+C
+C This subroutine calls the recommended sequence of
+C subroutines from the eigensystem subroutine package (EISPACK)
+C to find the eigenvalues and eigenvectors (if desired)
+C of a REAL SYMMETRIC matrix.
+C
+C On Input
+C
+C NM must be set to the row dimension of the two-dimensional
+C array parameters, A and Z, as declared in the calling
+C program dimension statement. NM is an INTEGER variable.
+C
+C N is the order of the matrix A. N is an INTEGER variable.
+C N must be less than or equal to NM.
+C
+C A contains the real symmetric matrix. A is a two-dimensional
+C REAL array, dimensioned A(NM,N).
+C
+C MATZ is an INTEGER variable set equal to zero if only
+C eigenvalues are desired. Otherwise, it is set to any
+C non-zero integer for both eigenvalues and eigenvectors.
+C
+C On Output
+C
+C A is unaltered.
+C
+C W contains the eigenvalues in ascending order. W is a one-
+C dimensional REAL array, dimensioned W(N).
+C
+C Z contains the eigenvectors if MATZ is not zero. The
+C eigenvectors are orthonormal. Z is a two-dimensional
+C REAL array, dimensioned Z(NM,N).
+C
+C IERR is an INTEGER flag set to
+C Zero for normal return,
+C 10*N if N is greater than NM,
+C J if the J-th eigenvalue has not been
+C determined after 30 iterations.
+C The eigenvalues, and eigenvectors if requested,
+C should be correct for indices 1, 2, ..., IERR-1.
+C
+C FV1 and FV2 are one-dimensional REAL arrays used for temporary
+C storage, dimensioned FV1(N) and FV2(N).
+C
+C Questions and comments should be directed to B. S. Garbow,
+C APPLIED MATHEMATICS DIVISION, ARGONNE NATIONAL LABORATORY
+C ------------------------------------------------------------------
+C
+C***REFERENCES B. T. Smith, J. M. Boyle, J. J. Dongarra, B. S. Garbow,
+C Y. Ikebe, V. C. Klema and C. B. Moler, Matrix Eigen-
+C system Routines - EISPACK Guide, Springer-Verlag,
+C 1976.
+C***ROUTINES CALLED TQL2, TQLRAT, TRED1, TRED2
+C***REVISION HISTORY (YYMMDD)
+C 760101 DATE WRITTEN
+C 890831 Modified array declarations. (WRB)
+C 890831 REVISION DATE from Version 3.2
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 920501 Reformatted the REFERENCES section. (WRB)
+C***END PROLOGUE RS
+C
+ INTEGER N,NM,IERR,MATZ
+ REAL A(NM,*),W(*),Z(NM,*),FV1(*),FV2(*)
+C
+C***FIRST EXECUTABLE STATEMENT RS
+ IF (N .LE. NM) GO TO 10
+ IERR = 10 * N
+ GO TO 50
+C
+ 10 IF (MATZ .NE. 0) GO TO 20
+C .......... FIND EIGENVALUES ONLY ..........
+ CALL TRED1(NM,N,A,W,FV1,FV2)
+ CALL TQLRAT(N,W,FV2,IERR)
+ GO TO 50
+C .......... FIND BOTH EIGENVALUES AND EIGENVECTORS ..........
+ 20 CALL TRED2(NM,N,A,W,FV1,Z)
+ CALL TQL2(NM,N,W,FV1,Z,IERR)
+ 50 RETURN
+ END
diff --git a/src/source_f/slatec/rwupdt.f b/src/source_f/slatec/rwupdt.f
new file mode 100644
index 0000000..08164c5
--- /dev/null
+++ b/src/source_f/slatec/rwupdt.f
@@ -0,0 +1,120 @@
+*DECK RWUPDT
+ SUBROUTINE RWUPDT (N, R, LDR, W, B, ALPHA, COS, SIN)
+C***BEGIN PROLOGUE RWUPDT
+C***SUBSIDIARY
+C***PURPOSE Subsidiary to SNLS1 and SNLS1E
+C***LIBRARY SLATEC
+C***TYPE SINGLE PRECISION (RWUPDT-S, DWUPDT-D)
+C***AUTHOR (UNKNOWN)
+C***DESCRIPTION
+C
+C Given an N by N upper triangular matrix R, this subroutine
+C computes the QR decomposition of the matrix formed when a row
+C is added to R. If the row is specified by the vector W, then
+C RWUPDT determines an orthogonal matrix Q such that when the
+C N+1 by N matrix composed of R augmented by W is premultiplied
+C by (Q TRANSPOSE), the resulting matrix is upper trapezoidal.
+C The orthogonal matrix Q is the product of N transformations
+C
+C G(1)*G(2)* ... *G(N)
+C
+C where G(I) is a Givens rotation in the (I,N+1) plane which
+C eliminates elements in the I-th plane. RWUPDT also
+C computes the product (Q TRANSPOSE)*C where C is the
+C (N+1)-vector (b,alpha). Q itself is not accumulated, rather
+C the information to recover the G rotations is supplied.
+C
+C The subroutine statement is
+C
+C SUBROUTINE RWUPDT(N,R,LDR,W,B,ALPHA,COS,SIN)
+C
+C where
+C
+C N is a positive integer input variable set to the order of R.
+C
+C R is an N by N array. On input the upper triangular part of
+C R must contain the matrix to be updated. On output R
+C contains the updated triangular matrix.
+C
+C LDR is a positive integer input variable not less than N
+C which specifies the leading dimension of the array R.
+C
+C W is an input array of length N which must contain the row
+C vector to be added to R.
+C
+C B is an array of length N. On input B must contain the
+C first N elements of the vector C. On output B contains
+C the first N elements of the vector (Q TRANSPOSE)*C.
+C
+C ALPHA is a variable. On input ALPHA must contain the
+C (N+1)-st element of the vector C. On output ALPHA contains
+C the (N+1)-st element of the vector (Q TRANSPOSE)*C.
+C
+C COS is an output array of length N which contains the
+C cosines of the transforming Givens rotations.
+C
+C SIN is an output array of length N which contains the
+C sines of the transforming Givens rotations.
+C
+C***SEE ALSO SNLS1, SNLS1E
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 800301 DATE WRITTEN
+C 890831 Modified array declarations. (WRB)
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900326 Removed duplicate information from DESCRIPTION section.
+C (WRB)
+C 900328 Added TYPE section. (WRB)
+C***END PROLOGUE RWUPDT
+ INTEGER N,LDR
+ REAL ALPHA
+ REAL R(LDR,*),W(*),B(*),COS(*),SIN(*)
+ INTEGER I,J,JM1
+ REAL COTAN,ONE,P5,P25,ROWJ,TAN,TEMP,ZERO
+ SAVE ONE, P5, P25, ZERO
+ DATA ONE,P5,P25,ZERO /1.0E0,5.0E-1,2.5E-1,0.0E0/
+C***FIRST EXECUTABLE STATEMENT RWUPDT
+ DO 60 J = 1, N
+ ROWJ = W(J)
+ JM1 = J - 1
+C
+C APPLY THE PREVIOUS TRANSFORMATIONS TO
+C R(I,J), I=1,2,...,J-1, AND TO W(J).
+C
+ IF (JM1 .LT. 1) GO TO 20
+ DO 10 I = 1, JM1
+ TEMP = COS(I)*R(I,J) + SIN(I)*ROWJ
+ ROWJ = -SIN(I)*R(I,J) + COS(I)*ROWJ
+ R(I,J) = TEMP
+ 10 CONTINUE
+ 20 CONTINUE
+C
+C DETERMINE A GIVENS ROTATION WHICH ELIMINATES W(J).
+C
+ COS(J) = ONE
+ SIN(J) = ZERO
+ IF (ROWJ .EQ. ZERO) GO TO 50
+ IF (ABS(R(J,J)) .GE. ABS(ROWJ)) GO TO 30
+ COTAN = R(J,J)/ROWJ
+ SIN(J) = P5/SQRT(P25+P25*COTAN**2)
+ COS(J) = SIN(J)*COTAN
+ GO TO 40
+ 30 CONTINUE
+ TAN = ROWJ/R(J,J)
+ COS(J) = P5/SQRT(P25+P25*TAN**2)
+ SIN(J) = COS(J)*TAN
+ 40 CONTINUE
+C
+C APPLY THE CURRENT TRANSFORMATION TO R(J,J), B(J), AND ALPHA.
+C
+ R(J,J) = COS(J)*R(J,J) + SIN(J)*ROWJ
+ TEMP = COS(J)*B(J) + SIN(J)*ALPHA
+ ALPHA = -SIN(J)*B(J) + COS(J)*ALPHA
+ B(J) = TEMP
+ 50 CONTINUE
+ 60 CONTINUE
+ RETURN
+C
+C LAST CARD OF SUBROUTINE RWUPDT.
+C
+ END
diff --git a/src/source_f/slatec/snls1.f b/src/source_f/slatec/snls1.f
new file mode 100644
index 0000000..122822d
--- /dev/null
+++ b/src/source_f/slatec/snls1.f
@@ -0,0 +1,1023 @@
+*DECK SNLS1
+ SUBROUTINE SNLS1 (FCN, IOPT, M, N, X, FVEC, FJAC, LDFJAC, FTOL,
+ + XTOL, GTOL, MAXFEV, EPSFCN, DIAG, MODE, FACTOR, NPRINT, INFO,
+ + NFEV, NJEV, IPVT, QTF, WA1, WA2, WA3, WA4)
+C***BEGIN PROLOGUE SNLS1
+C***PURPOSE Minimize the sum of the squares of M nonlinear functions
+C in N variables by a modification of the Levenberg-Marquardt
+C algorithm.
+C***LIBRARY SLATEC
+C***CATEGORY K1B1A1, K1B1A2
+C***TYPE SINGLE PRECISION (SNLS1-S, DNLS1-D)
+C***KEYWORDS LEVENBERG-MARQUARDT, NONLINEAR DATA FITTING,
+C NONLINEAR LEAST SQUARES
+C***AUTHOR Hiebert, K. L., (SNLA)
+C***DESCRIPTION
+C
+C 1. Purpose.
+C
+C The purpose of SNLS1 is to minimize the sum of the squares of M
+C nonlinear functions in N variables by a modification of the
+C Levenberg-Marquardt algorithm. The user must provide a subrou-
+C tine which calculates the functions. The user has the option
+C of how the Jacobian will be supplied. The user can supply the
+C full Jacobian, or the rows of the Jacobian (to avoid storing
+C the full Jacobian), or let the code approximate the Jacobian by
+C forward-differencing. This code is the combination of the
+C MINPACK codes (Argonne) LMDER, LMDIF, and LMSTR.
+C
+C
+C 2. Subroutine and Type Statements.
+C
+C SUBROUTINE SNLS1(FCN,IOPT,M,N,X,FVEC,FJAC,LDFJAC,FTOL,XTOL,
+C * GTOL,MAXFEV,EPSFCN,DIAG,MODE,FACTOR,NPRINT,INFO
+C * ,NFEV,NJEV,IPVT,QTF,WA1,WA2,WA3,WA4)
+C INTEGER IOPT,M,N,LDFJAC,MAXFEV,MODE,NPRINT,INFO,NFEV,NJEV
+C INTEGER IPVT(N)
+C REAL FTOL,XTOL,GTOL,EPSFCN,FACTOR
+C REAL X(N),FVEC(M),FJAC(LDFJAC,N),DIAG(N),QTF(N),
+C * WA1(N),WA2(N),WA3(N),WA4(M)
+C
+C
+C 3. Parameters.
+C
+C Parameters designated as input parameters must be specified on
+C entry to SNLS1 and are not changed on exit, while parameters
+C designated as output parameters need not be specified on entry
+C and are set to appropriate values on exit from SNLS1.
+C
+C FCN is the name of the user-supplied subroutine which calculates
+C the functions. If the user wants to supply the Jacobian
+C (IOPT=2 or 3), then FCN must be written to calculate the
+C Jacobian, as well as the functions. See the explanation
+C of the IOPT argument below.
+C If the user wants the iterates printed (NPRINT positive), then
+C FCN must do the printing. See the explanation of NPRINT
+C below. FCN must be declared in an EXTERNAL statement in the
+C calling program and should be written as follows.
+C
+C
+C SUBROUTINE FCN(IFLAG,M,N,X,FVEC,FJAC,LDFJAC)
+C INTEGER IFLAG,LDFJAC,M,N
+C REAL X(N),FVEC(M)
+C ----------
+C FJAC and LDFJAC may be ignored , if IOPT=1.
+C REAL FJAC(LDFJAC,N) , if IOPT=2.
+C REAL FJAC(N) , if IOPT=3.
+C ----------
+C If IFLAG=0, the values in X and FVEC are available
+C for printing. See the explanation of NPRINT below.
+C IFLAG will never be zero unless NPRINT is positive.
+C The values of X and FVEC must not be changed.
+C RETURN
+C ----------
+C If IFLAG=1, calculate the functions at X and return
+C this vector in FVEC.
+C RETURN
+C ----------
+C If IFLAG=2, calculate the full Jacobian at X and return
+C this matrix in FJAC. Note that IFLAG will never be 2 unless
+C IOPT=2. FVEC contains the function values at X and must
+C not be altered. FJAC(I,J) must be set to the derivative
+C of FVEC(I) with respect to X(J).
+C RETURN
+C ----------
+C If IFLAG=3, calculate the LDFJAC-th row of the Jacobian
+C and return this vector in FJAC. Note that IFLAG will
+C never be 3 unless IOPT=3. FVEC contains the function
+C values at X and must not be altered. FJAC(J) must be
+C set to the derivative of FVEC(LDFJAC) with respect to X(J).
+C RETURN
+C ----------
+C END
+C
+C
+C The value of IFLAG should not be changed by FCN unless the
+C user wants to terminate execution of SNLS1. In this case, set
+C IFLAG to a negative integer.
+C
+C
+C IOPT is an input variable which specifies how the Jacobian will
+C be calculated. If IOPT=2 or 3, then the user must supply the
+C Jacobian, as well as the function values, through the
+C subroutine FCN. If IOPT=2, the user supplies the full
+C Jacobian with one call to FCN. If IOPT=3, the user supplies
+C one row of the Jacobian with each call. (In this manner,
+C storage can be saved because the full Jacobian is not stored.)
+C If IOPT=1, the code will approximate the Jacobian by forward
+C differencing.
+C
+C M is a positive integer input variable set to the number of
+C functions.
+C
+C N is a positive integer input variable set to the number of
+C variables. N must not exceed M.
+C
+C X is an array of length N. On input, X must contain an initial
+C estimate of the solution vector. On output, X contains the
+C final estimate of the solution vector.
+C
+C FVEC is an output array of length M which contains the functions
+C evaluated at the output X.
+C
+C FJAC is an output array. For IOPT=1 and 2, FJAC is an M by N
+C array. For IOPT=3, FJAC is an N by N array. The upper N by N
+C submatrix of FJAC contains an upper triangular matrix R with
+C diagonal elements of nonincreasing magnitude such that
+C
+C T T T
+C P *(JAC *JAC)*P = R *R,
+C
+C where P is a permutation matrix and JAC is the final calcu-
+C lated Jacobian. Column J of P is column IPVT(J) (see below)
+C of the identity matrix. The lower part of FJAC contains
+C information generated during the computation of R.
+C
+C LDFJAC is a positive integer input variable which specifies
+C the leading dimension of the array FJAC. For IOPT=1 and 2,
+C LDFJAC must not be less than M. For IOPT=3, LDFJAC must not
+C be less than N.
+C
+C FTOL is a non-negative input variable. Termination occurs when
+C both the actual and predicted relative reductions in the sum
+C of squares are at most FTOL. Therefore, FTOL measures the
+C relative error desired in the sum of squares. Section 4 con-
+C tains more details about FTOL.
+C
+C XTOL is a non-negative input variable. Termination occurs when
+C the relative error between two consecutive iterates is at most
+C XTOL. Therefore, XTOL measures the relative error desired in
+C the approximate solution. Section 4 contains more details
+C about XTOL.
+C
+C GTOL is a non-negative input variable. Termination occurs when
+C the cosine of the angle between FVEC and any column of the
+C Jacobian is at most GTOL in absolute value. Therefore, GTOL
+C measures the orthogonality desired between the function vector
+C and the columns of the Jacobian. Section 4 contains more
+C details about GTOL.
+C
+C MAXFEV is a positive integer input variable. Termination occurs
+C when the number of calls to FCN to evaluate the functions
+C has reached MAXFEV.
+C
+C EPSFCN is an input variable used in determining a suitable step
+C for the forward-difference approximation. This approximation
+C assumes that the relative errors in the functions are of the
+C order of EPSFCN. If EPSFCN is less than the machine preci-
+C sion, it is assumed that the relative errors in the functions
+C are of the order of the machine precision. If IOPT=2 or 3,
+C then EPSFCN can be ignored (treat it as a dummy argument).
+C
+C DIAG is an array of length N. If MODE = 1 (see below), DIAG is
+C internally set. If MODE = 2, DIAG must contain positive
+C entries that serve as implicit (multiplicative) scale factors
+C for the variables.
+C
+C MODE is an integer input variable. If MODE = 1, the variables
+C will be scaled internally. If MODE = 2, the scaling is speci-
+C fied by the input DIAG. Other values of MODE are equivalent
+C to MODE = 1.
+C
+C FACTOR is a positive input variable used in determining the ini-
+C tial step bound. This bound is set to the product of FACTOR
+C and the Euclidean norm of DIAG*X if nonzero, or else to FACTOR
+C itself. In most cases FACTOR should lie in the interval
+C (.1,100.). 100. is a generally recommended value.
+C
+C NPRINT is an integer input variable that enables controlled
+C printing of iterates if it is positive. In this case, FCN is
+C called with IFLAG = 0 at the beginning of the first iteration
+C and every NPRINT iterations thereafter and immediately prior
+C to return, with X and FVEC available for printing. Appropriate
+C print statements must be added to FCN (see example) and
+C FVEC should not be altered. If NPRINT is not positive, no
+C special calls to FCN with IFLAG = 0 are made.
+C
+C INFO is an integer output variable. If the user has terminated
+C execution, INFO is set to the (negative) value of IFLAG. See
+C description of FCN and JAC. Otherwise, INFO is set as follows.
+C
+C INFO = 0 improper input parameters.
+C
+C INFO = 1 both actual and predicted relative reductions in the
+C sum of squares are at most FTOL.
+C
+C INFO = 2 relative error between two consecutive iterates is
+C at most XTOL.
+C
+C INFO = 3 conditions for INFO = 1 and INFO = 2 both hold.
+C
+C INFO = 4 the cosine of the angle between FVEC and any column
+C of the Jacobian is at most GTOL in absolute value.
+C
+C INFO = 5 number of calls to FCN for function evaluation
+C has reached MAXFEV.
+C
+C INFO = 6 FTOL is too small. No further reduction in the sum
+C of squares is possible.
+C
+C INFO = 7 XTOL is too small. No further improvement in the
+C approximate solution X is possible.
+C
+C INFO = 8 GTOL is too small. FVEC is orthogonal to the
+C columns of the Jacobian to machine precision.
+C
+C Sections 4 and 5 contain more details about INFO.
+C
+C NFEV is an integer output variable set to the number of calls to
+C FCN for function evaluation.
+C
+C NJEV is an integer output variable set to the number of
+C evaluations of the full Jacobian. If IOPT=2, only one call to
+C FCN is required for each evaluation of the full Jacobian.
+C If IOPT=3, the M calls to FCN are required.
+C If IOPT=1, then NJEV is set to zero.
+C
+C IPVT is an integer output array of length N. IPVT defines a
+C permutation matrix P such that JAC*P = Q*R, where JAC is the
+C final calculated Jacobian, Q is orthogonal (not stored), and R
+C is upper triangular with diagonal elements of nonincreasing
+C magnitude. Column J of P is column IPVT(J) of the identity
+C matrix.
+C
+C QTF is an output array of length N which contains the first N
+C elements of the vector (Q transpose)*FVEC.
+C
+C WA1, WA2, and WA3 are work arrays of length N.
+C
+C WA4 is a work array of length M.
+C
+C
+C 4. Successful Completion.
+C
+C The accuracy of SNLS1 is controlled by the convergence parame-
+C ters FTOL, XTOL, and GTOL. These parameters are used in tests
+C which make three types of comparisons between the approximation
+C X and a solution XSOL. SNLS1 terminates when any of the tests
+C is satisfied. If any of the convergence parameters is less than
+C the machine precision (as defined by the function R1MACH(4)),
+C then SNLS1 only attempts to satisfy the test defined by the
+C machine precision. Further progress is not usually possible.
+C
+C The tests assume that the functions are reasonably well behaved,
+C and, if the Jacobian is supplied by the user, that the functions
+C and the Jacobian are coded consistently. If these conditions
+C are not satisfied, then SNLS1 may incorrectly indicate conver-
+C gence. If the Jacobian is coded correctly or IOPT=1,
+C then the validity of the answer can be checked, for example, by
+C rerunning SNLS1 with tighter tolerances.
+C
+C First Convergence Test. If ENORM(Z) denotes the Euclidean norm
+C of a vector Z, then this test attempts to guarantee that
+C
+C ENORM(FVEC) .LE. (1+FTOL)*ENORM(FVECS),
+C
+C where FVECS denotes the functions evaluated at XSOL. If this
+C condition is satisfied with FTOL = 10**(-K), then the final
+C residual norm ENORM(FVEC) has K significant decimal digits and
+C INFO is set to 1 (or to 3 if the second test is also satis-
+C fied). Unless high precision solutions are required, the
+C recommended value for FTOL is the square root of the machine
+C precision.
+C
+C Second Convergence Test. If D is the diagonal matrix whose
+C entries are defined by the array DIAG, then this test attempts
+C to guarantee that
+C
+C ENORM(D*(X-XSOL)) .LE. XTOL*ENORM(D*XSOL).
+C
+C If this condition is satisfied with XTOL = 10**(-K), then the
+C larger components of D*X have K significant decimal digits and
+C INFO is set to 2 (or to 3 if the first test is also satis-
+C fied). There is a danger that the smaller components of D*X
+C may have large relative errors, but if MODE = 1, then the
+C accuracy of the components of X is usually related to their
+C sensitivity. Unless high precision solutions are required,
+C the recommended value for XTOL is the square root of the
+C machine precision.
+C
+C Third Convergence Test. This test is satisfied when the cosine
+C of the angle between FVEC and any column of the Jacobian at X
+C is at most GTOL in absolute value. There is no clear rela-
+C tionship between this test and the accuracy of SNLS1, and
+C furthermore, the test is equally well satisfied at other crit-
+C ical points, namely maximizers and saddle points. Therefore,
+C termination caused by this test (INFO = 4) should be examined
+C carefully. The recommended value for GTOL is zero.
+C
+C
+C 5. Unsuccessful Completion.
+C
+C Unsuccessful termination of SNLS1 can be due to improper input
+C parameters, arithmetic interrupts, or an excessive number of
+C function evaluations.
+C
+C Improper Input Parameters. INFO is set to 0 if IOPT .LT. 1
+C or IOPT .GT. 3, or N .LE. 0, or M .LT. N, or for IOPT=1 or 2
+C LDFJAC .LT. M, or for IOPT=3 LDFJAC .LT. N, or FTOL .LT. 0.E0,
+C or XTOL .LT. 0.E0, or GTOL .LT. 0.E0, or MAXFEV .LE. 0, or
+C FACTOR .LE. 0.E0.
+C
+C Arithmetic Interrupts. If these interrupts occur in the FCN
+C subroutine during an early stage of the computation, they may
+C be caused by an unacceptable choice of X by SNLS1. In this
+C case, it may be possible to remedy the situation by rerunning
+C SNLS1 with a smaller value of FACTOR.
+C
+C Excessive Number of Function Evaluations. A reasonable value
+C for MAXFEV is 100*(N+1) for IOPT=2 or 3 and 200*(N+1) for
+C IOPT=1. If the number of calls to FCN reaches MAXFEV, then
+C this indicates that the routine is converging very slowly
+C as measured by the progress of FVEC, and INFO is set to 5.
+C In this case, it may be helpful to restart SNLS1 with MODE
+C set to 1.
+C
+C
+C 6. Characteristics of the Algorithm.
+C
+C SNLS1 is a modification of the Levenberg-Marquardt algorithm.
+C Two of its main characteristics involve the proper use of
+C implicitly scaled variables (if MODE = 1) and an optimal choice
+C for the correction. The use of implicitly scaled variables
+C achieves scale invariance of SNLS1 and limits the size of the
+C correction in any direction where the functions are changing
+C rapidly. The optimal choice of the correction guarantees (under
+C reasonable conditions) global convergence from starting points
+C far from the solution and a fast rate of convergence for
+C problems with small residuals.
+C
+C Timing. The time required by SNLS1 to solve a given problem
+C depends on M and N, the behavior of the functions, the accu-
+C racy requested, and the starting point. The number of arith-
+C metic operations needed by SNLS1 is about N**3 to process each
+C evaluation of the functions (call to FCN) and to process each
+C evaluation of the Jacobian it takes M*N**2 for IOPT=2 (one
+C call to FCN), M*N**2 for IOPT=1 (N calls to FCN) and
+C 1.5*M*N**2 for IOPT=3 (M calls to FCN). Unless FCN
+C can be evaluated quickly, the timing of SNLS1 will be
+C strongly influenced by the time spent in FCN.
+C
+C Storage. SNLS1 requires (M*N + 2*M + 6*N) for IOPT=1 or 2 and
+C (N**2 + 2*M + 6*N) for IOPT=3 single precision storage
+C locations and N integer storage locations, in addition to
+C the storage required by the program. There are no internally
+C declared storage arrays.
+C
+C *Long Description:
+C
+C 7. Example.
+C
+C The problem is to determine the values of X(1), X(2), and X(3)
+C which provide the best fit (in the least squares sense) of
+C
+C X(1) + U(I)/(V(I)*X(2) + W(I)*X(3)), I = 1, 15
+C
+C to the data
+C
+C Y = (0.14,0.18,0.22,0.25,0.29,0.32,0.35,0.39,
+C 0.37,0.58,0.73,0.96,1.34,2.10,4.39),
+C
+C where U(I) = I, V(I) = 16 - I, and W(I) = MIN(U(I),V(I)). The
+C I-th component of FVEC is thus defined by
+C
+C Y(I) - (X(1) + U(I)/(V(I)*X(2) + W(I)*X(3))).
+C
+C **********
+C
+C PROGRAM TEST
+C C
+C C Driver for SNLS1 example.
+C C
+C INTEGER J,IOPT,M,N,LDFJAC,MAXFEV,MODE,NPRINT,INFO,NFEV,NJEV,
+C * NWRITE
+C INTEGER IPVT(3)
+C REAL FTOL,XTOL,GTOL,FACTOR,FNORM,EPSFCN
+C REAL X(3),FVEC(15),FJAC(15,3),DIAG(3),QTF(3),
+C * WA1(3),WA2(3),WA3(3),WA4(15)
+C REAL ENORM,R1MACH
+C EXTERNAL FCN
+C DATA NWRITE /6/
+C C
+C IOPT = 1
+C M = 15
+C N = 3
+C C
+C C The following starting values provide a rough fit.
+C C
+C X(1) = 1.E0
+C X(2) = 1.E0
+C X(3) = 1.E0
+C C
+C LDFJAC = 15
+C C
+C C Set FTOL and XTOL to the square root of the machine precision
+C C and GTOL to zero. Unless high precision solutions are
+C C required, these are the recommended settings.
+C C
+C FTOL = SQRT(R1MACH(4))
+C XTOL = SQRT(R1MACH(4))
+C GTOL = 0.E0
+C C
+C MAXFEV = 400
+C EPSFCN = 0.0
+C MODE = 1
+C FACTOR = 1.E2
+C NPRINT = 0
+C C
+C CALL SNLS1(FCN,IOPT,M,N,X,FVEC,FJAC,LDFJAC,FTOL,XTOL,
+C * GTOL,MAXFEV,EPSFCN,DIAG,MODE,FACTOR,NPRINT,
+C * INFO,NFEV,NJEV,IPVT,QTF,WA1,WA2,WA3,WA4)
+C FNORM = ENORM(M,FVEC)
+C WRITE (NWRITE,1000) FNORM,NFEV,NJEV,INFO,(X(J),J=1,N)
+C STOP
+C 1000 FORMAT (5X,' FINAL L2 NORM OF THE RESIDUALS',E15.7 //
+C * 5X,' NUMBER OF FUNCTION EVALUATIONS',I10 //
+C * 5X,' NUMBER OF JACOBIAN EVALUATIONS',I10 //
+C * 5X,' EXIT PARAMETER',16X,I10 //
+C * 5X,' FINAL APPROXIMATE SOLUTION' // 5X,3E15.7)
+C END
+C SUBROUTINE FCN(IFLAG,M,N,X,FVEC,DUM,IDUM)
+C C This is the form of the FCN routine if IOPT=1,
+C C that is, if the user does not calculate the Jacobian.
+C INTEGER M,N,IFLAG
+C REAL X(N),FVEC(M)
+C INTEGER I
+C REAL TMP1,TMP2,TMP3,TMP4
+C REAL Y(15)
+C DATA Y(1),Y(2),Y(3),Y(4),Y(5),Y(6),Y(7),Y(8),
+C * Y(9),Y(10),Y(11),Y(12),Y(13),Y(14),Y(15)
+C * /1.4E-1,1.8E-1,2.2E-1,2.5E-1,2.9E-1,3.2E-1,3.5E-1,3.9E-1,
+C * 3.7E-1,5.8E-1,7.3E-1,9.6E-1,1.34E0,2.1E0,4.39E0/
+C C
+C IF (IFLAG .NE. 0) GO TO 5
+C C
+C C Insert print statements here when NPRINT is positive.
+C C
+C RETURN
+C 5 CONTINUE
+C DO 10 I = 1, M
+C TMP1 = I
+C TMP2 = 16 - I
+C TMP3 = TMP1
+C IF (I .GT. 8) TMP3 = TMP2
+C FVEC(I) = Y(I) - (X(1) + TMP1/(X(2)*TMP2 + X(3)*TMP3))
+C 10 CONTINUE
+C RETURN
+C END
+C
+C
+C Results obtained with different compilers or machines
+C may be slightly different.
+C
+C FINAL L2 NORM OF THE RESIDUALS 0.9063596E-01
+C
+C NUMBER OF FUNCTION EVALUATIONS 25
+C
+C NUMBER OF JACOBIAN EVALUATIONS 0
+C
+C EXIT PARAMETER 1
+C
+C FINAL APPROXIMATE SOLUTION
+C
+C 0.8241058E-01 0.1133037E+01 0.2343695E+01
+C
+C
+C For IOPT=2, FCN would be modified as follows to also
+C calculate the full Jacobian when IFLAG=2.
+C
+C SUBROUTINE FCN(IFLAG,M,N,X,FVEC,FJAC,LDFJAC)
+C C
+C C This is the form of the FCN routine if IOPT=2,
+C C that is, if the user calculates the full Jacobian.
+C C
+C INTEGER LDFJAC,M,N,IFLAG
+C REAL X(N),FVEC(M)
+C REAL FJAC(LDFJAC,N)
+C INTEGER I
+C REAL TMP1,TMP2,TMP3,TMP4
+C REAL Y(15)
+C DATA Y(1),Y(2),Y(3),Y(4),Y(5),Y(6),Y(7),Y(8),
+C * Y(9),Y(10),Y(11),Y(12),Y(13),Y(14),Y(15)
+C * /1.4E-1,1.8E-1,2.2E-1,2.5E-1,2.9E-1,3.2E-1,3.5E-1,3.9E-1,
+C * 3.7E-1,5.8E-1,7.3E-1,9.6E-1,1.34E0,2.1E0,4.39E0/
+C C
+C IF (IFLAG .NE. 0) GO TO 5
+C C
+C C Insert print statements here when NPRINT is positive.
+C C
+C RETURN
+C 5 CONTINUE
+C IF(IFLAG.NE.1) GO TO 20
+C DO 10 I = 1, M
+C TMP1 = I
+C TMP2 = 16 - I
+C TMP3 = TMP1
+C IF (I .GT. 8) TMP3 = TMP2
+C FVEC(I) = Y(I) - (X(1) + TMP1/(X(2)*TMP2 + X(3)*TMP3))
+C 10 CONTINUE
+C RETURN
+C C
+C C Below, calculate the full Jacobian.
+C C
+C 20 CONTINUE
+C C
+C DO 30 I = 1, M
+C TMP1 = I
+C TMP2 = 16 - I
+C TMP3 = TMP1
+C IF (I .GT. 8) TMP3 = TMP2
+C TMP4 = (X(2)*TMP2 + X(3)*TMP3)**2
+C FJAC(I,1) = -1.E0
+C FJAC(I,2) = TMP1*TMP2/TMP4
+C FJAC(I,3) = TMP1*TMP3/TMP4
+C 30 CONTINUE
+C RETURN
+C END
+C
+C
+C For IOPT = 3, FJAC would be dimensioned as FJAC(3,3),
+C LDFJAC would be set to 3, and FCN would be written as
+C follows to calculate a row of the Jacobian when IFLAG=3.
+C
+C SUBROUTINE FCN(IFLAG,M,N,X,FVEC,FJAC,LDFJAC)
+C C This is the form of the FCN routine if IOPT=3,
+C C that is, if the user calculates the Jacobian row by row.
+C INTEGER M,N,IFLAG
+C REAL X(N),FVEC(M)
+C REAL FJAC(N)
+C INTEGER I
+C REAL TMP1,TMP2,TMP3,TMP4
+C REAL Y(15)
+C DATA Y(1),Y(2),Y(3),Y(4),Y(5),Y(6),Y(7),Y(8),
+C * Y(9),Y(10),Y(11),Y(12),Y(13),Y(14),Y(15)
+C * /1.4E-1,1.8E-1,2.2E-1,2.5E-1,2.9E-1,3.2E-1,3.5E-1,3.9E-1,
+C * 3.7E-1,5.8E-1,7.3E-1,9.6E-1,1.34E0,2.1E0,4.39E0/
+C C
+C IF (IFLAG .NE. 0) GO TO 5
+C C
+C C Insert print statements here when NPRINT is positive.
+C C
+C RETURN
+C 5 CONTINUE
+C IF( IFLAG.NE.1) GO TO 20
+C DO 10 I = 1, M
+C TMP1 = I
+C TMP2 = 16 - I
+C TMP3 = TMP1
+C IF (I .GT. 8) TMP3 = TMP2
+C FVEC(I) = Y(I) - (X(1) + TMP1/(X(2)*TMP2 + X(3)*TMP3))
+C 10 CONTINUE
+C RETURN
+C C
+C C Below, calculate the LDFJAC-th row of the Jacobian.
+C C
+C 20 CONTINUE
+C
+C I = LDFJAC
+C TMP1 = I
+C TMP2 = 16 - I
+C TMP3 = TMP1
+C IF (I .GT. 8) TMP3 = TMP2
+C TMP4 = (X(2)*TMP2 + X(3)*TMP3)**2
+C FJAC(1) = -1.E0
+C FJAC(2) = TMP1*TMP2/TMP4
+C FJAC(3) = TMP1*TMP3/TMP4
+C RETURN
+C END
+C
+C***REFERENCES Jorge J. More, The Levenberg-Marquardt algorithm:
+C implementation and theory. In Numerical Analysis
+C Proceedings (Dundee, June 28 - July 1, 1977, G. A.
+C Watson, Editor), Lecture Notes in Mathematics 630,
+C Springer-Verlag, 1978.
+C***ROUTINES CALLED CHKDER, ENORM, FDJAC3, LMPAR, QRFAC, R1MACH,
+C RWUPDT, XERMSG
+C***REVISION HISTORY (YYMMDD)
+C 800301 DATE WRITTEN
+C 890531 Changed all specific intrinsics to generic. (WRB)
+C 890531 REVISION DATE from Version 3.2
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900315 CALLs to XERROR changed to CALLs to XERMSG. (THJ)
+C 900510 Convert XERRWV calls to XERMSG calls. (RWC)
+C 920501 Reformatted the REFERENCES section. (WRB)
+C***END PROLOGUE SNLS1
+ INTEGER IOPT,M,N,LDFJAC,MAXFEV,MODE,NPRINT,INFO,NFEV,NJEV
+ INTEGER IJUNK,NROW,IPVT(*)
+ REAL FTOL,XTOL,GTOL,FACTOR,EPSFCN
+ REAL X(*),FVEC(*),FJAC(LDFJAC,*),DIAG(*),QTF(*),WA1(*),WA2(*),
+ 1 WA3(*),WA4(*)
+ LOGICAL SING
+ EXTERNAL FCN
+ INTEGER I,IFLAG,ITER,J,L,MODECH
+ REAL ACTRED,DELTA,DIRDER,EPSMCH,FNORM,FNORM1,GNORM,ONE,PAR,
+ 1 PNORM,PRERED,P1,P5,P25,P75,P0001,RATIO,SUM,TEMP,TEMP1,
+ 2 TEMP2,XNORM,ZERO
+ REAL R1MACH,ENORM,ERR,CHKLIM
+ CHARACTER*8 XERN1
+ CHARACTER*16 XERN3
+C
+ SAVE CHKLIM, ONE, P1, P5, P25, P75, P0001, ZERO
+ DATA CHKLIM/.1E0/
+ DATA ONE,P1,P5,P25,P75,P0001,ZERO
+ 1 /1.0E0,1.0E-1,5.0E-1,2.5E-1,7.5E-1,1.0E-4,0.0E0/
+C
+C***FIRST EXECUTABLE STATEMENT SNLS1
+ EPSMCH = R1MACH(4)
+C
+ INFO = 0
+ IFLAG = 0
+ NFEV = 0
+ NJEV = 0
+C
+C CHECK THE INPUT PARAMETERS FOR ERRORS.
+C
+ IF (IOPT .LT. 1 .OR. IOPT .GT. 3 .OR. N .LE. 0 .OR.
+ 1 M .LT. N .OR. LDFJAC .LT. N .OR. FTOL .LT. ZERO
+ 2 .OR. XTOL .LT. ZERO .OR. GTOL .LT. ZERO
+ 3 .OR. MAXFEV .LE. 0 .OR. FACTOR .LE. ZERO) GO TO 300
+ IF (IOPT .LT. 3 .AND. LDFJAC .LT. M) GO TO 300
+ IF (MODE .NE. 2) GO TO 20
+ DO 10 J = 1, N
+ IF (DIAG(J) .LE. ZERO) GO TO 300
+ 10 CONTINUE
+ 20 CONTINUE
+C
+C EVALUATE THE FUNCTION AT THE STARTING POINT
+C AND CALCULATE ITS NORM.
+C
+ IFLAG = 1
+ IJUNK = 1
+ CALL FCN(IFLAG,M,N,X,FVEC,FJAC,IJUNK)
+ NFEV = 1
+ IF (IFLAG .LT. 0) GO TO 300
+ FNORM = ENORM(M,FVEC)
+C
+C INITIALIZE LEVENBERG-MARQUARDT PARAMETER AND ITERATION COUNTER.
+C
+ PAR = ZERO
+ ITER = 1
+C
+C BEGINNING OF THE OUTER LOOP.
+C
+ 30 CONTINUE
+C
+C IF REQUESTED, CALL FCN TO ENABLE PRINTING OF ITERATES.
+C
+ IF (NPRINT .LE. 0) GO TO 40
+ IFLAG = 0
+ IF (MOD(ITER-1,NPRINT) .EQ. 0)
+ 1 CALL FCN(IFLAG,M,N,X,FVEC,FJAC,IJUNK)
+ IF (IFLAG .LT. 0) GO TO 300
+ 40 CONTINUE
+C
+C CALCULATE THE JACOBIAN MATRIX.
+C
+ IF (IOPT .EQ. 3) GO TO 475
+C
+C STORE THE FULL JACOBIAN USING M*N STORAGE
+C
+ IF (IOPT .EQ. 1) GO TO 410
+C
+C THE USER SUPPLIES THE JACOBIAN
+C
+ IFLAG = 2
+ CALL FCN(IFLAG,M,N,X,FVEC,FJAC,LDFJAC)
+ NJEV = NJEV + 1
+C
+C ON THE FIRST ITERATION, CHECK THE USER SUPPLIED JACOBIAN
+C
+ IF (ITER .LE. 1) THEN
+ IF (IFLAG .LT. 0) GO TO 300
+C
+C GET THE INCREMENTED X-VALUES INTO WA1(*).
+C
+ MODECH = 1
+ CALL CHKDER(M,N,X,FVEC,FJAC,LDFJAC,WA1,WA4,MODECH,ERR)
+C
+C EVALUATE FUNCTION AT INCREMENTED VALUE AND PUT IN WA4(*).
+C
+ IFLAG = 1
+ CALL FCN(IFLAG,M,N,WA1,WA4,FJAC,LDFJAC)
+ NFEV = NFEV + 1
+ IF(IFLAG .LT. 0) GO TO 300
+ DO 350 I = 1, M
+ MODECH = 2
+ CALL CHKDER(1,N,X,FVEC(I),FJAC(I,1),LDFJAC,WA1,
+ 1 WA4(I),MODECH,ERR)
+ IF (ERR .LT. CHKLIM) THEN
+ WRITE (XERN1, '(I8)') I
+ WRITE (XERN3, '(1PE15.6)') ERR
+ CALL XERMSG ('SLATEC', 'SNLS1', 'DERIVATIVE OF ' //
+ * 'FUNCTION ' // XERN1 // ' MAY BE WRONG, ERR = ' //
+ * XERN3 // ' TOO CLOSE TO 0.', 7, 0)
+ ENDIF
+ 350 CONTINUE
+ ENDIF
+C
+ GO TO 420
+C
+C THE CODE APPROXIMATES THE JACOBIAN
+C
+410 IFLAG = 1
+ CALL FDJAC3(FCN,M,N,X,FVEC,FJAC,LDFJAC,IFLAG,EPSFCN,WA4)
+ NFEV = NFEV + N
+ 420 IF (IFLAG .LT. 0) GO TO 300
+C
+C COMPUTE THE QR FACTORIZATION OF THE JACOBIAN.
+C
+ CALL QRFAC(M,N,FJAC,LDFJAC,.TRUE.,IPVT,N,WA1,WA2,WA3)
+C
+C FORM (Q TRANSPOSE)*FVEC AND STORE THE FIRST N COMPONENTS IN
+C QTF.
+C
+ DO 430 I = 1, M
+ WA4(I) = FVEC(I)
+ 430 CONTINUE
+ DO 470 J = 1, N
+ IF (FJAC(J,J) .EQ. ZERO) GO TO 460
+ SUM = ZERO
+ DO 440 I = J, M
+ SUM = SUM + FJAC(I,J)*WA4(I)
+ 440 CONTINUE
+ TEMP = -SUM/FJAC(J,J)
+ DO 450 I = J, M
+ WA4(I) = WA4(I) + FJAC(I,J)*TEMP
+ 450 CONTINUE
+ 460 CONTINUE
+ FJAC(J,J) = WA1(J)
+ QTF(J) = WA4(J)
+ 470 CONTINUE
+ GO TO 560
+C
+C ACCUMULATE THE JACOBIAN BY ROWS IN ORDER TO SAVE STORAGE.
+C COMPUTE THE QR FACTORIZATION OF THE JACOBIAN MATRIX
+C CALCULATED ONE ROW AT A TIME, WHILE SIMULTANEOUSLY
+C FORMING (Q TRANSPOSE)*FVEC AND STORING THE FIRST
+C N COMPONENTS IN QTF.
+C
+ 475 DO 490 J = 1, N
+ QTF(J) = ZERO
+ DO 480 I = 1, N
+ FJAC(I,J) = ZERO
+ 480 CONTINUE
+ 490 CONTINUE
+ DO 500 I = 1, M
+ NROW = I
+ IFLAG = 3
+ CALL FCN(IFLAG,M,N,X,FVEC,WA3,NROW)
+ IF (IFLAG .LT. 0) GO TO 300
+C
+C ON THE FIRST ITERATION, CHECK THE USER SUPPLIED JACOBIAN.
+C
+ IF(ITER .GT. 1) GO TO 498
+C
+C GET THE INCREMENTED X-VALUES INTO WA1(*).
+C
+ MODECH = 1
+ CALL CHKDER(M,N,X,FVEC,FJAC,LDFJAC,WA1,WA4,MODECH,ERR)
+C
+C EVALUATE AT INCREMENTED VALUES, IF NOT ALREADY EVALUATED.
+C
+ IF(I .NE. 1) GO TO 495
+C
+C EVALUATE FUNCTION AT INCREMENTED VALUE AND PUT INTO WA4(*).
+C
+ IFLAG = 1
+ CALL FCN(IFLAG,M,N,WA1,WA4,FJAC,NROW)
+ NFEV = NFEV + 1
+ IF(IFLAG .LT. 0) GO TO 300
+495 CONTINUE
+ MODECH = 2
+ CALL CHKDER(1,N,X,FVEC(I),WA3,1,WA1,WA4(I),MODECH,ERR)
+ IF (ERR .LT. CHKLIM) THEN
+ WRITE (XERN1, '(I8)') I
+ WRITE (XERN3, '(1PE15.6)') ERR
+ CALL XERMSG ('SLATEC', 'SNLS1', 'DERIVATIVE OF FUNCTION '
+ * // XERN1 // ' MAY BE WRONG, ERR = ' // XERN3 //
+ * ' TOO CLOSE TO 0.', 7, 0)
+ ENDIF
+498 CONTINUE
+C
+ TEMP = FVEC(I)
+ CALL RWUPDT(N,FJAC,LDFJAC,WA3,QTF,TEMP,WA1,WA2)
+ 500 CONTINUE
+ NJEV = NJEV + 1
+C
+C IF THE JACOBIAN IS RANK DEFICIENT, CALL QRFAC TO
+C REORDER ITS COLUMNS AND UPDATE THE COMPONENTS OF QTF.
+C
+ SING = .FALSE.
+ DO 510 J = 1, N
+ IF (FJAC(J,J) .EQ. ZERO) SING = .TRUE.
+ IPVT(J) = J
+ WA2(J) = ENORM(J,FJAC(1,J))
+ 510 CONTINUE
+ IF (.NOT.SING) GO TO 560
+ CALL QRFAC(N,N,FJAC,LDFJAC,.TRUE.,IPVT,N,WA1,WA2,WA3)
+ DO 550 J = 1, N
+ IF (FJAC(J,J) .EQ. ZERO) GO TO 540
+ SUM = ZERO
+ DO 520 I = J, N
+ SUM = SUM + FJAC(I,J)*QTF(I)
+ 520 CONTINUE
+ TEMP = -SUM/FJAC(J,J)
+ DO 530 I = J, N
+ QTF(I) = QTF(I) + FJAC(I,J)*TEMP
+ 530 CONTINUE
+ 540 CONTINUE
+ FJAC(J,J) = WA1(J)
+ 550 CONTINUE
+ 560 CONTINUE
+C
+C ON THE FIRST ITERATION AND IF MODE IS 1, SCALE ACCORDING
+C TO THE NORMS OF THE COLUMNS OF THE INITIAL JACOBIAN.
+C
+ IF (ITER .NE. 1) GO TO 80
+ IF (MODE .EQ. 2) GO TO 60
+ DO 50 J = 1, N
+ DIAG(J) = WA2(J)
+ IF (WA2(J) .EQ. ZERO) DIAG(J) = ONE
+ 50 CONTINUE
+ 60 CONTINUE
+C
+C ON THE FIRST ITERATION, CALCULATE THE NORM OF THE SCALED X
+C AND INITIALIZE THE STEP BOUND DELTA.
+C
+ DO 70 J = 1, N
+ WA3(J) = DIAG(J)*X(J)
+ 70 CONTINUE
+ XNORM = ENORM(N,WA3)
+ DELTA = FACTOR*XNORM
+ IF (DELTA .EQ. ZERO) DELTA = FACTOR
+ 80 CONTINUE
+C
+C COMPUTE THE NORM OF THE SCALED GRADIENT.
+C
+ GNORM = ZERO
+ IF (FNORM .EQ. ZERO) GO TO 170
+ DO 160 J = 1, N
+ L = IPVT(J)
+ IF (WA2(L) .EQ. ZERO) GO TO 150
+ SUM = ZERO
+ DO 140 I = 1, J
+ SUM = SUM + FJAC(I,J)*(QTF(I)/FNORM)
+ 140 CONTINUE
+ GNORM = MAX(GNORM,ABS(SUM/WA2(L)))
+ 150 CONTINUE
+ 160 CONTINUE
+ 170 CONTINUE
+C
+C TEST FOR CONVERGENCE OF THE GRADIENT NORM.
+C
+ IF (GNORM .LE. GTOL) INFO = 4
+ IF (INFO .NE. 0) GO TO 300
+C
+C RESCALE IF NECESSARY.
+C
+ IF (MODE .EQ. 2) GO TO 190
+ DO 180 J = 1, N
+ DIAG(J) = MAX(DIAG(J),WA2(J))
+ 180 CONTINUE
+ 190 CONTINUE
+C
+C BEGINNING OF THE INNER LOOP.
+C
+ 200 CONTINUE
+C
+C DETERMINE THE LEVENBERG-MARQUARDT PARAMETER.
+C
+ CALL LMPAR(N,FJAC,LDFJAC,IPVT,DIAG,QTF,DELTA,PAR,WA1,WA2,
+ 1 WA3,WA4)
+C
+C STORE THE DIRECTION P AND X + P. CALCULATE THE NORM OF P.
+C
+ DO 210 J = 1, N
+ WA1(J) = -WA1(J)
+ WA2(J) = X(J) + WA1(J)
+ WA3(J) = DIAG(J)*WA1(J)
+ 210 CONTINUE
+ PNORM = ENORM(N,WA3)
+C
+C ON THE FIRST ITERATION, ADJUST THE INITIAL STEP BOUND.
+C
+ IF (ITER .EQ. 1) DELTA = MIN(DELTA,PNORM)
+C
+C EVALUATE THE FUNCTION AT X + P AND CALCULATE ITS NORM.
+C
+ IFLAG = 1
+ CALL FCN(IFLAG,M,N,WA2,WA4,FJAC,IJUNK)
+ NFEV = NFEV + 1
+ IF (IFLAG .LT. 0) GO TO 300
+ FNORM1 = ENORM(M,WA4)
+C
+C COMPUTE THE SCALED ACTUAL REDUCTION.
+C
+ ACTRED = -ONE
+ IF (P1*FNORM1 .LT. FNORM) ACTRED = ONE - (FNORM1/FNORM)**2
+C
+C COMPUTE THE SCALED PREDICTED REDUCTION AND
+C THE SCALED DIRECTIONAL DERIVATIVE.
+C
+ DO 230 J = 1, N
+ WA3(J) = ZERO
+ L = IPVT(J)
+ TEMP = WA1(L)
+ DO 220 I = 1, J
+ WA3(I) = WA3(I) + FJAC(I,J)*TEMP
+ 220 CONTINUE
+ 230 CONTINUE
+ TEMP1 = ENORM(N,WA3)/FNORM
+ TEMP2 = (SQRT(PAR)*PNORM)/FNORM
+ PRERED = TEMP1**2 + TEMP2**2/P5
+ DIRDER = -(TEMP1**2 + TEMP2**2)
+C
+C COMPUTE THE RATIO OF THE ACTUAL TO THE PREDICTED
+C REDUCTION.
+C
+ RATIO = ZERO
+ IF (PRERED .NE. ZERO) RATIO = ACTRED/PRERED
+C
+C UPDATE THE STEP BOUND.
+C
+ IF (RATIO .GT. P25) GO TO 240
+ IF (ACTRED .GE. ZERO) TEMP = P5
+ IF (ACTRED .LT. ZERO)
+ 1 TEMP = P5*DIRDER/(DIRDER + P5*ACTRED)
+ IF (P1*FNORM1 .GE. FNORM .OR. TEMP .LT. P1) TEMP = P1
+ DELTA = TEMP*MIN(DELTA,PNORM/P1)
+ PAR = PAR/TEMP
+ GO TO 260
+ 240 CONTINUE
+ IF (PAR .NE. ZERO .AND. RATIO .LT. P75) GO TO 250
+ DELTA = PNORM/P5
+ PAR = P5*PAR
+ 250 CONTINUE
+ 260 CONTINUE
+C
+C TEST FOR SUCCESSFUL ITERATION.
+C
+ IF (RATIO .LT. P0001) GO TO 290
+C
+C SUCCESSFUL ITERATION. UPDATE X, FVEC, AND THEIR NORMS.
+C
+ DO 270 J = 1, N
+ X(J) = WA2(J)
+ WA2(J) = DIAG(J)*X(J)
+ 270 CONTINUE
+ DO 280 I = 1, M
+ FVEC(I) = WA4(I)
+ 280 CONTINUE
+ XNORM = ENORM(N,WA2)
+ FNORM = FNORM1
+ ITER = ITER + 1
+ 290 CONTINUE
+C
+C TESTS FOR CONVERGENCE.
+C
+ IF (ABS(ACTRED) .LE. FTOL .AND. PRERED .LE. FTOL
+ 1 .AND. P5*RATIO .LE. ONE) INFO = 1
+ IF (DELTA .LE. XTOL*XNORM) INFO = 2
+ IF (ABS(ACTRED) .LE. FTOL .AND. PRERED .LE. FTOL
+ 1 .AND. P5*RATIO .LE. ONE .AND. INFO .EQ. 2) INFO = 3
+ IF (INFO .NE. 0) GO TO 300
+C
+C TESTS FOR TERMINATION AND STRINGENT TOLERANCES.
+C
+ IF (NFEV .GE. MAXFEV) INFO = 5
+ IF (ABS(ACTRED) .LE. EPSMCH .AND. PRERED .LE. EPSMCH
+ 1 .AND. P5*RATIO .LE. ONE) INFO = 6
+ IF (DELTA .LE. EPSMCH*XNORM) INFO = 7
+ IF (GNORM .LE. EPSMCH) INFO = 8
+ IF (INFO .NE. 0) GO TO 300
+C
+C END OF THE INNER LOOP. REPEAT IF ITERATION UNSUCCESSFUL.
+C
+ IF (RATIO .LT. P0001) GO TO 200
+C
+C END OF THE OUTER LOOP.
+C
+ GO TO 30
+ 300 CONTINUE
+C
+C TERMINATION, EITHER NORMAL OR USER IMPOSED.
+C
+ IF (IFLAG .LT. 0) INFO = IFLAG
+ IFLAG = 0
+ IF (NPRINT .GT. 0) CALL FCN(IFLAG,M,N,X,FVEC,FJAC,IJUNK)
+ IF (INFO .LT. 0) CALL XERMSG ('SLATEC', 'SNLS1',
+ + 'EXECUTION TERMINATED BECAUSE USER SET IFLAG NEGATIVE.', 1, 1)
+ IF (INFO .EQ. 0) CALL XERMSG ('SLATEC', 'SNLS1',
+ + 'INVALID INPUT PARAMETER.', 2, 1)
+ IF (INFO .EQ. 4) CALL XERMSG ('SLATEC', 'SNLS1',
+ + 'THIRD CONVERGENCE CONDITION, CHECK RESULTS BEFORE ACCEPTING.',
+ + 1, 1)
+ IF (INFO .EQ. 5) CALL XERMSG ('SLATEC', 'SNLS1',
+ + 'TOO MANY FUNCTION EVALUATIONS.', 9, 1)
+ IF (INFO .GE. 6) CALL XERMSG ('SLATEC', 'SNLS1',
+ + 'TOLERANCES TOO SMALL, NO FURTHER IMPROVEMENT POSSIBLE.', 3, 1)
+ RETURN
+C
+C LAST CARD OF SUBROUTINE SNLS1.
+C
+ END
diff --git a/src/source_f/slatec/tql2.f b/src/source_f/slatec/tql2.f
new file mode 100644
index 0000000..40d9938
--- /dev/null
+++ b/src/source_f/slatec/tql2.f
@@ -0,0 +1,203 @@
+*DECK TQL2
+ SUBROUTINE TQL2 (NM, N, D, E, Z, IERR)
+C***BEGIN PROLOGUE TQL2
+C***PURPOSE Compute the eigenvalues and eigenvectors of symmetric
+C tridiagonal matrix.
+C***LIBRARY SLATEC (EISPACK)
+C***CATEGORY D4A5, D4C2A
+C***TYPE SINGLE PRECISION (TQL2-S)
+C***KEYWORDS EIGENVALUES, EIGENVECTORS, EISPACK
+C***AUTHOR Smith, B. T., et al.
+C***DESCRIPTION
+C
+C This subroutine is a translation of the ALGOL procedure TQL2,
+C NUM. MATH. 11, 293-306(1968) by Bowdler, Martin, Reinsch, and
+C Wilkinson.
+C HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 227-240(1971).
+C
+C This subroutine finds the eigenvalues and eigenvectors
+C of a SYMMETRIC TRIDIAGONAL matrix by the QL method.
+C The eigenvectors of a FULL SYMMETRIC matrix can also
+C be found if TRED2 has been used to reduce this
+C full matrix to tridiagonal form.
+C
+C On Input
+C
+C NM must be set to the row dimension of the two-dimensional
+C array parameter, Z, as declared in the calling program
+C dimension statement. NM is an INTEGER variable.
+C
+C N is the order of the matrix. N is an INTEGER variable.
+C N must be less than or equal to NM.
+C
+C D contains the diagonal elements of the symmetric tridiagonal
+C matrix. D is a one-dimensional REAL array, dimensioned D(N).
+C
+C E contains the subdiagonal elements of the symmetric
+C tridiagonal matrix in its last N-1 positions. E(1) is
+C arbitrary. E is a one-dimensional REAL array, dimensioned
+C E(N).
+C
+C Z contains the transformation matrix produced in the
+C reduction by TRED2, if performed. If the eigenvectors
+C of the tridiagonal matrix are desired, Z must contain
+C the identity matrix. Z is a two-dimensional REAL array,
+C dimensioned Z(NM,N).
+C
+C On Output
+C
+C D contains the eigenvalues in ascending order. If an
+C error exit is made, the eigenvalues are correct but
+C unordered for indices 1, 2, ..., IERR-1.
+C
+C E has been destroyed.
+C
+C Z contains orthonormal eigenvectors of the symmetric
+C tridiagonal (or full) matrix. If an error exit is made,
+C Z contains the eigenvectors associated with the stored
+C eigenvalues.
+C
+C IERR is an INTEGER flag set to
+C Zero for normal return,
+C J if the J-th eigenvalue has not been
+C determined after 30 iterations.
+C
+C Calls PYTHAG(A,B) for sqrt(A**2 + B**2).
+C
+C Questions and comments should be directed to B. S. Garbow,
+C APPLIED MATHEMATICS DIVISION, ARGONNE NATIONAL LABORATORY
+C ------------------------------------------------------------------
+C
+C***REFERENCES B. T. Smith, J. M. Boyle, J. J. Dongarra, B. S. Garbow,
+C Y. Ikebe, V. C. Klema and C. B. Moler, Matrix Eigen-
+C system Routines - EISPACK Guide, Springer-Verlag,
+C 1976.
+C***ROUTINES CALLED PYTHAG
+C***REVISION HISTORY (YYMMDD)
+C 760101 DATE WRITTEN
+C 890831 Modified array declarations. (WRB)
+C 890831 REVISION DATE from Version 3.2
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 920501 Reformatted the REFERENCES section. (WRB)
+C***END PROLOGUE TQL2
+C
+ INTEGER I,J,K,L,M,N,II,L1,L2,NM,MML,IERR
+ REAL D(*),E(*),Z(NM,*)
+ REAL B,C,C2,C3,DL1,EL1,F,G,H,P,R,S,S2
+ REAL PYTHAG
+C
+C***FIRST EXECUTABLE STATEMENT TQL2
+ IERR = 0
+ IF (N .EQ. 1) GO TO 1001
+C
+ DO 100 I = 2, N
+ 100 E(I-1) = E(I)
+C
+ F = 0.0E0
+ B = 0.0E0
+ E(N) = 0.0E0
+C
+ DO 240 L = 1, N
+ J = 0
+ H = ABS(D(L)) + ABS(E(L))
+ IF (B .LT. H) B = H
+C .......... LOOK FOR SMALL SUB-DIAGONAL ELEMENT ..........
+ DO 110 M = L, N
+ IF (B + ABS(E(M)) .EQ. B) GO TO 120
+C .......... E(N) IS ALWAYS ZERO, SO THERE IS NO EXIT
+C THROUGH THE BOTTOM OF THE LOOP ..........
+ 110 CONTINUE
+C
+ 120 IF (M .EQ. L) GO TO 220
+ 130 IF (J .EQ. 30) GO TO 1000
+ J = J + 1
+C .......... FORM SHIFT ..........
+ L1 = L + 1
+ L2 = L1 + 1
+ G = D(L)
+ P = (D(L1) - G) / (2.0E0 * E(L))
+ R = PYTHAG(P,1.0E0)
+ D(L) = E(L) / (P + SIGN(R,P))
+ D(L1) = E(L) * (P + SIGN(R,P))
+ DL1 = D(L1)
+ H = G - D(L)
+ IF (L2 .GT. N) GO TO 145
+C
+ DO 140 I = L2, N
+ 140 D(I) = D(I) - H
+C
+ 145 F = F + H
+C .......... QL TRANSFORMATION ..........
+ P = D(M)
+ C = 1.0E0
+ C2 = C
+ EL1 = E(L1)
+ S = 0.0E0
+ MML = M - L
+C .......... FOR I=M-1 STEP -1 UNTIL L DO -- ..........
+ DO 200 II = 1, MML
+ C3 = C2
+ C2 = C
+ S2 = S
+ I = M - II
+ G = C * E(I)
+ H = C * P
+ IF (ABS(P) .LT. ABS(E(I))) GO TO 150
+ C = E(I) / P
+ R = SQRT(C*C+1.0E0)
+ E(I+1) = S * P * R
+ S = C / R
+ C = 1.0E0 / R
+ GO TO 160
+ 150 C = P / E(I)
+ R = SQRT(C*C+1.0E0)
+ E(I+1) = S * E(I) * R
+ S = 1.0E0 / R
+ C = C * S
+ 160 P = C * D(I) - S * G
+ D(I+1) = H + S * (C * G + S * D(I))
+C .......... FORM VECTOR ..........
+ DO 180 K = 1, N
+ H = Z(K,I+1)
+ Z(K,I+1) = S * Z(K,I) + C * H
+ Z(K,I) = C * Z(K,I) - S * H
+ 180 CONTINUE
+C
+ 200 CONTINUE
+C
+ P = -S * S2 * C3 * EL1 * E(L) / DL1
+ E(L) = S * P
+ D(L) = C * P
+ IF (B + ABS(E(L)) .GT. B) GO TO 130
+ 220 D(L) = D(L) + F
+ 240 CONTINUE
+C .......... ORDER EIGENVALUES AND EIGENVECTORS ..........
+ DO 300 II = 2, N
+ I = II - 1
+ K = I
+ P = D(I)
+C
+ DO 260 J = II, N
+ IF (D(J) .GE. P) GO TO 260
+ K = J
+ P = D(J)
+ 260 CONTINUE
+C
+ IF (K .EQ. I) GO TO 300
+ D(K) = D(I)
+ D(I) = P
+C
+ DO 280 J = 1, N
+ P = Z(J,I)
+ Z(J,I) = Z(J,K)
+ Z(J,K) = P
+ 280 CONTINUE
+C
+ 300 CONTINUE
+C
+ GO TO 1001
+C .......... SET ERROR -- NO CONVERGENCE TO AN
+C EIGENVALUE AFTER 30 ITERATIONS ..........
+ 1000 IERR = L
+ 1001 RETURN
+ END
diff --git a/src/source_f/slatec/tqlrat.f b/src/source_f/slatec/tqlrat.f
new file mode 100644
index 0000000..8cb7b9c
--- /dev/null
+++ b/src/source_f/slatec/tqlrat.f
@@ -0,0 +1,165 @@
+*DECK TQLRAT
+ SUBROUTINE TQLRAT (N, D, E2, IERR)
+C***BEGIN PROLOGUE TQLRAT
+C***PURPOSE Compute the eigenvalues of symmetric tridiagonal matrix
+C using a rational variant of the QL method.
+C***LIBRARY SLATEC (EISPACK)
+C***CATEGORY D4A5, D4C2A
+C***TYPE SINGLE PRECISION (TQLRAT-S)
+C***KEYWORDS EIGENVALUES OF A SYMMETRIC TRIDIAGONAL MATRIX, EISPACK,
+C QL METHOD
+C***AUTHOR Smith, B. T., et al.
+C***DESCRIPTION
+C
+C This subroutine is a translation of the ALGOL procedure TQLRAT.
+C
+C This subroutine finds the eigenvalues of a SYMMETRIC
+C TRIDIAGONAL matrix by the rational QL method.
+C
+C On Input
+C
+C N is the order of the matrix. N is an INTEGER variable.
+C
+C D contains the diagonal elements of the symmetric tridiagonal
+C matrix. D is a one-dimensional REAL array, dimensioned D(N).
+C
+C E2 contains the squares of the subdiagonal elements of the
+C symmetric tridiagonal matrix in its last N-1 positions.
+C E2(1) is arbitrary. E2 is a one-dimensional REAL array,
+C dimensioned E2(N).
+C
+C On Output
+C
+C D contains the eigenvalues in ascending order. If an
+C error exit is made, the eigenvalues are correct and
+C ordered for indices 1, 2, ..., IERR-1, but may not be
+C the smallest eigenvalues.
+C
+C E2 has been destroyed.
+C
+C IERR is an INTEGER flag set to
+C Zero for normal return,
+C J if the J-th eigenvalue has not been
+C determined after 30 iterations.
+C
+C Calls PYTHAG(A,B) for sqrt(A**2 + B**2).
+C
+C Questions and comments should be directed to B. S. Garbow,
+C APPLIED MATHEMATICS DIVISION, ARGONNE NATIONAL LABORATORY
+C ------------------------------------------------------------------
+C
+C***REFERENCES B. T. Smith, J. M. Boyle, J. J. Dongarra, B. S. Garbow,
+C Y. Ikebe, V. C. Klema and C. B. Moler, Matrix Eigen-
+C system Routines - EISPACK Guide, Springer-Verlag,
+C 1976.
+C C. H. Reinsch, Eigenvalues of a real, symmetric, tri-
+C diagonal matrix, Algorithm 464, Communications of the
+C ACM 16, 11 (November 1973), pp. 689.
+C***ROUTINES CALLED PYTHAG, R1MACH
+C***REVISION HISTORY (YYMMDD)
+C 760101 DATE WRITTEN
+C 890831 Modified array declarations. (WRB)
+C 890831 REVISION DATE from Version 3.2
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 920501 Reformatted the REFERENCES section. (WRB)
+C***END PROLOGUE TQLRAT
+C
+ INTEGER I,J,L,M,N,II,L1,MML,IERR
+ REAL D(*),E2(*)
+ REAL B,C,F,G,H,P,R,S,MACHEP
+ REAL PYTHAG
+ LOGICAL FIRST
+C
+ SAVE FIRST, MACHEP
+ DATA FIRST /.TRUE./
+C***FIRST EXECUTABLE STATEMENT TQLRAT
+ IF (FIRST) THEN
+ MACHEP = R1MACH(4)
+ ENDIF
+ FIRST = .FALSE.
+C
+ IERR = 0
+ IF (N .EQ. 1) GO TO 1001
+C
+ DO 100 I = 2, N
+ 100 E2(I-1) = E2(I)
+C
+ F = 0.0E0
+ B = 0.0E0
+ E2(N) = 0.0E0
+C
+ DO 290 L = 1, N
+ J = 0
+ H = MACHEP * (ABS(D(L)) + SQRT(E2(L)))
+ IF (B .GT. H) GO TO 105
+ B = H
+ C = B * B
+C .......... LOOK FOR SMALL SQUARED SUB-DIAGONAL ELEMENT ..........
+ 105 DO 110 M = L, N
+ IF (E2(M) .LE. C) GO TO 120
+C .......... E2(N) IS ALWAYS ZERO, SO THERE IS NO EXIT
+C THROUGH THE BOTTOM OF THE LOOP ..........
+ 110 CONTINUE
+C
+ 120 IF (M .EQ. L) GO TO 210
+ 130 IF (J .EQ. 30) GO TO 1000
+ J = J + 1
+C .......... FORM SHIFT ..........
+ L1 = L + 1
+ S = SQRT(E2(L))
+ G = D(L)
+ P = (D(L1) - G) / (2.0E0 * S)
+ R = PYTHAG(P,1.0E0)
+ D(L) = S / (P + SIGN(R,P))
+ H = G - D(L)
+C
+ DO 140 I = L1, N
+ 140 D(I) = D(I) - H
+C
+ F = F + H
+C .......... RATIONAL QL TRANSFORMATION ..........
+ G = D(M)
+ IF (G .EQ. 0.0E0) G = B
+ H = G
+ S = 0.0E0
+ MML = M - L
+C .......... FOR I=M-1 STEP -1 UNTIL L DO -- ..........
+ DO 200 II = 1, MML
+ I = M - II
+ P = G * H
+ R = P + E2(I)
+ E2(I+1) = S * R
+ S = E2(I) / R
+ D(I+1) = H + S * (H + D(I))
+ G = D(I) - E2(I) / G
+ IF (G .EQ. 0.0E0) G = B
+ H = G * P / R
+ 200 CONTINUE
+C
+ E2(L) = S * G
+ D(L) = H
+C .......... GUARD AGAINST UNDERFLOW IN CONVERGENCE TEST ..........
+ IF (H .EQ. 0.0E0) GO TO 210
+ IF (ABS(E2(L)) .LE. ABS(C/H)) GO TO 210
+ E2(L) = H * E2(L)
+ IF (E2(L) .NE. 0.0E0) GO TO 130
+ 210 P = D(L) + F
+C .......... ORDER EIGENVALUES ..........
+ IF (L .EQ. 1) GO TO 250
+C .......... FOR I=L STEP -1 UNTIL 2 DO -- ..........
+ DO 230 II = 2, L
+ I = L + 2 - II
+ IF (P .GE. D(I-1)) GO TO 270
+ D(I) = D(I-1)
+ 230 CONTINUE
+C
+ 250 I = 1
+ 270 D(I) = P
+ 290 CONTINUE
+C
+ GO TO 1001
+C .......... SET ERROR -- NO CONVERGENCE TO AN
+C EIGENVALUE AFTER 30 ITERATIONS ..........
+ 1000 IERR = L
+ 1001 RETURN
+ END
diff --git a/src/source_f/slatec/tred1.f b/src/source_f/slatec/tred1.f
new file mode 100644
index 0000000..1586bd5
--- /dev/null
+++ b/src/source_f/slatec/tred1.f
@@ -0,0 +1,142 @@
+*DECK TRED1
+ SUBROUTINE TRED1 (NM, N, A, D, E, E2)
+C***BEGIN PROLOGUE TRED1
+C***PURPOSE Reduce a real symmetric matrix to symmetric tridiagonal
+C matrix using orthogonal similarity transformations.
+C***LIBRARY SLATEC (EISPACK)
+C***CATEGORY D4C1B1
+C***TYPE SINGLE PRECISION (TRED1-S)
+C***KEYWORDS EIGENVALUES, EIGENVECTORS, EISPACK
+C***AUTHOR Smith, B. T., et al.
+C***DESCRIPTION
+C
+C This subroutine is a translation of the ALGOL procedure TRED1,
+C NUM. MATH. 11, 181-195(1968) by Martin, Reinsch, and Wilkinson.
+C HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 212-226(1971).
+C
+C This subroutine reduces a REAL SYMMETRIC matrix
+C to a symmetric tridiagonal matrix using
+C orthogonal similarity transformations.
+C
+C On Input
+C
+C NM must be set to the row dimension of the two-dimensional
+C array parameter, A, as declared in the calling program
+C dimension statement. NM is an INTEGER variable.
+C
+C N is the order of the matrix A. N is an INTEGER variable.
+C N must be less than or equal to NM.
+C
+C A contains the real symmetric input matrix. Only the lower
+C triangle of the matrix need be supplied. A is a two-
+C dimensional REAL array, dimensioned A(NM,N).
+C
+C On Output
+C
+C A contains information about the orthogonal transformations
+C used in the reduction in its strict lower triangle. The
+C full upper triangle of A is unaltered.
+C
+C D contains the diagonal elements of the symmetric tridiagonal
+C matrix. D is a one-dimensional REAL array, dimensioned D(N).
+C
+C E contains the subdiagonal elements of the symmetric
+C tridiagonal matrix in its last N-1 positions. E(1) is set
+C to zero. E is a one-dimensional REAL array, dimensioned
+C E(N).
+C
+C E2 contains the squares of the corresponding elements of E.
+C E2 may coincide with E if the squares are not needed.
+C E2 is a one-dimensional REAL array, dimensioned E2(N).
+C
+C Questions and comments should be directed to B. S. Garbow,
+C APPLIED MATHEMATICS DIVISION, ARGONNE NATIONAL LABORATORY
+C ------------------------------------------------------------------
+C
+C***REFERENCES B. T. Smith, J. M. Boyle, J. J. Dongarra, B. S. Garbow,
+C Y. Ikebe, V. C. Klema and C. B. Moler, Matrix Eigen-
+C system Routines - EISPACK Guide, Springer-Verlag,
+C 1976.
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 760101 DATE WRITTEN
+C 890831 Modified array declarations. (WRB)
+C 890831 REVISION DATE from Version 3.2
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 920501 Reformatted the REFERENCES section. (WRB)
+C***END PROLOGUE TRED1
+C
+ INTEGER I,J,K,L,N,II,NM,JP1
+ REAL A(NM,*),D(*),E(*),E2(*)
+ REAL F,G,H,SCALE
+C
+C***FIRST EXECUTABLE STATEMENT TRED1
+ DO 100 I = 1, N
+ 100 D(I) = A(I,I)
+C .......... FOR I=N STEP -1 UNTIL 1 DO -- ..........
+ DO 300 II = 1, N
+ I = N + 1 - II
+ L = I - 1
+ H = 0.0E0
+ SCALE = 0.0E0
+ IF (L .LT. 1) GO TO 130
+C .......... SCALE ROW (ALGOL TOL THEN NOT NEEDED) ..........
+ DO 120 K = 1, L
+ 120 SCALE = SCALE + ABS(A(I,K))
+C
+ IF (SCALE .NE. 0.0E0) GO TO 140
+ 130 E(I) = 0.0E0
+ E2(I) = 0.0E0
+ GO TO 290
+C
+ 140 DO 150 K = 1, L
+ A(I,K) = A(I,K) / SCALE
+ H = H + A(I,K) * A(I,K)
+ 150 CONTINUE
+C
+ E2(I) = SCALE * SCALE * H
+ F = A(I,L)
+ G = -SIGN(SQRT(H),F)
+ E(I) = SCALE * G
+ H = H - F * G
+ A(I,L) = F - G
+ IF (L .EQ. 1) GO TO 270
+ F = 0.0E0
+C
+ DO 240 J = 1, L
+ G = 0.0E0
+C .......... FORM ELEMENT OF A*U ..........
+ DO 180 K = 1, J
+ 180 G = G + A(J,K) * A(I,K)
+C
+ JP1 = J + 1
+ IF (L .LT. JP1) GO TO 220
+C
+ DO 200 K = JP1, L
+ 200 G = G + A(K,J) * A(I,K)
+C .......... FORM ELEMENT OF P ..........
+ 220 E(J) = G / H
+ F = F + E(J) * A(I,J)
+ 240 CONTINUE
+C
+ H = F / (H + H)
+C .......... FORM REDUCED A ..........
+ DO 260 J = 1, L
+ F = A(I,J)
+ G = E(J) - H * F
+ E(J) = G
+C
+ DO 260 K = 1, J
+ A(J,K) = A(J,K) - F * E(K) - G * A(I,K)
+ 260 CONTINUE
+C
+ 270 DO 280 K = 1, L
+ 280 A(I,K) = SCALE * A(I,K)
+C
+ 290 H = D(I)
+ D(I) = A(I,I)
+ A(I,I) = H
+ 300 CONTINUE
+C
+ RETURN
+ END
diff --git a/src/source_f/slatec/tred2.f b/src/source_f/slatec/tred2.f
new file mode 100644
index 0000000..6b52c32
--- /dev/null
+++ b/src/source_f/slatec/tred2.f
@@ -0,0 +1,166 @@
+*DECK TRED2
+ SUBROUTINE TRED2 (NM, N, A, D, E, Z)
+C***BEGIN PROLOGUE TRED2
+C***PURPOSE Reduce a real symmetric matrix to a symmetric tridiagonal
+C matrix using and accumulating orthogonal transformations.
+C***LIBRARY SLATEC (EISPACK)
+C***CATEGORY D4C1B1
+C***TYPE SINGLE PRECISION (TRED2-S)
+C***KEYWORDS EIGENVALUES, EIGENVECTORS, EISPACK
+C***AUTHOR Smith, B. T., et al.
+C***DESCRIPTION
+C
+C This subroutine is a translation of the ALGOL procedure TRED2,
+C NUM. MATH. 11, 181-195(1968) by Martin, Reinsch, and Wilkinson.
+C HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 212-226(1971).
+C
+C This subroutine reduces a REAL SYMMETRIC matrix to a
+C symmetric tridiagonal matrix using and accumulating
+C orthogonal similarity transformations.
+C
+C On Input
+C
+C NM must be set to the row dimension of the two-dimensional
+C array parameters, A and Z, as declared in the calling
+C program dimension statement. NM is an INTEGER variable.
+C
+C N is the order of the matrix A. N is an INTEGER variable.
+C N must be less than or equal to NM.
+C
+C A contains the real symmetric input matrix. Only the lower
+C triangle of the matrix need be supplied. A is a two-
+C dimensional REAL array, dimensioned A(NM,N).
+C
+C On Output
+C
+C D contains the diagonal elements of the symmetric tridiagonal
+C matrix. D is a one-dimensional REAL array, dimensioned D(N).
+C
+C E contains the subdiagonal elements of the symmetric
+C tridiagonal matrix in its last N-1 positions. E(1) is set
+C to zero. E is a one-dimensional REAL array, dimensioned
+C E(N).
+C
+C Z contains the orthogonal transformation matrix produced in
+C the reduction. Z is a two-dimensional REAL array,
+C dimensioned Z(NM,N).
+C
+C A and Z may coincide. If distinct, A is unaltered.
+C
+C Questions and comments should be directed to B. S. Garbow,
+C APPLIED MATHEMATICS DIVISION, ARGONNE NATIONAL LABORATORY
+C ------------------------------------------------------------------
+C
+C***REFERENCES B. T. Smith, J. M. Boyle, J. J. Dongarra, B. S. Garbow,
+C Y. Ikebe, V. C. Klema and C. B. Moler, Matrix Eigen-
+C system Routines - EISPACK Guide, Springer-Verlag,
+C 1976.
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 760101 DATE WRITTEN
+C 890831 Modified array declarations. (WRB)
+C 890831 REVISION DATE from Version 3.2
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 920501 Reformatted the REFERENCES section. (WRB)
+C***END PROLOGUE TRED2
+C
+ INTEGER I,J,K,L,N,II,NM,JP1
+ REAL A(NM,*),D(*),E(*),Z(NM,*)
+ REAL F,G,H,HH,SCALE
+C
+C***FIRST EXECUTABLE STATEMENT TRED2
+ DO 100 I = 1, N
+C
+ DO 100 J = 1, I
+ Z(I,J) = A(I,J)
+ 100 CONTINUE
+C
+ IF (N .EQ. 1) GO TO 320
+C .......... FOR I=N STEP -1 UNTIL 2 DO -- ..........
+ DO 300 II = 2, N
+ I = N + 2 - II
+ L = I - 1
+ H = 0.0E0
+ SCALE = 0.0E0
+ IF (L .LT. 2) GO TO 130
+C .......... SCALE ROW (ALGOL TOL THEN NOT NEEDED) ..........
+ DO 120 K = 1, L
+ 120 SCALE = SCALE + ABS(Z(I,K))
+C
+ IF (SCALE .NE. 0.0E0) GO TO 140
+ 130 E(I) = Z(I,L)
+ GO TO 290
+C
+ 140 DO 150 K = 1, L
+ Z(I,K) = Z(I,K) / SCALE
+ H = H + Z(I,K) * Z(I,K)
+ 150 CONTINUE
+C
+ F = Z(I,L)
+ G = -SIGN(SQRT(H),F)
+ E(I) = SCALE * G
+ H = H - F * G
+ Z(I,L) = F - G
+ F = 0.0E0
+C
+ DO 240 J = 1, L
+ Z(J,I) = Z(I,J) / H
+ G = 0.0E0
+C .......... FORM ELEMENT OF A*U ..........
+ DO 180 K = 1, J
+ 180 G = G + Z(J,K) * Z(I,K)
+C
+ JP1 = J + 1
+ IF (L .LT. JP1) GO TO 220
+C
+ DO 200 K = JP1, L
+ 200 G = G + Z(K,J) * Z(I,K)
+C .......... FORM ELEMENT OF P ..........
+ 220 E(J) = G / H
+ F = F + E(J) * Z(I,J)
+ 240 CONTINUE
+C
+ HH = F / (H + H)
+C .......... FORM REDUCED A ..........
+ DO 260 J = 1, L
+ F = Z(I,J)
+ G = E(J) - HH * F
+ E(J) = G
+C
+ DO 260 K = 1, J
+ Z(J,K) = Z(J,K) - F * E(K) - G * Z(I,K)
+ 260 CONTINUE
+C
+ 290 D(I) = H
+ 300 CONTINUE
+C
+ 320 D(1) = 0.0E0
+ E(1) = 0.0E0
+C .......... ACCUMULATION OF TRANSFORMATION MATRICES ..........
+ DO 500 I = 1, N
+ L = I - 1
+ IF (D(I) .EQ. 0.0E0) GO TO 380
+C
+ DO 360 J = 1, L
+ G = 0.0E0
+C
+ DO 340 K = 1, L
+ 340 G = G + Z(I,K) * Z(K,J)
+C
+ DO 360 K = 1, L
+ Z(K,J) = Z(K,J) - G * Z(K,I)
+ 360 CONTINUE
+C
+ 380 D(I) = Z(I,I)
+ Z(I,I) = 1.0E0
+ IF (L .LT. 1) GO TO 500
+C
+ DO 400 J = 1, L
+ Z(I,J) = 0.0E0
+ Z(J,I) = 0.0E0
+ 400 CONTINUE
+C
+ 500 CONTINUE
+C
+ RETURN
+ END
diff --git a/src/source_f/slatec/xercnt.f b/src/source_f/slatec/xercnt.f
new file mode 100644
index 0000000..2338632
--- /dev/null
+++ b/src/source_f/slatec/xercnt.f
@@ -0,0 +1,62 @@
+*DECK XERCNT
+c changed by setting KONTRL=0
+ SUBROUTINE XERCNT (LIBRAR, SUBROU, MESSG, NERR, LEVEL, KONTRL)
+C***BEGIN PROLOGUE XERCNT
+C***SUBSIDIARY
+C***PURPOSE Allow user control over handling of errors.
+C***LIBRARY SLATEC (XERROR)
+C***CATEGORY R3C
+C***TYPE ALL (XERCNT-A)
+C***KEYWORDS ERROR, XERROR
+C***AUTHOR Jones, R. E., (SNLA)
+C***DESCRIPTION
+C
+C Abstract
+C Allows user control over handling of individual errors.
+C Just after each message is recorded, but before it is
+C processed any further (i.e., before it is printed or
+C a decision to abort is made), a call is made to XERCNT.
+C If the user has provided his own version of XERCNT, he
+C can then override the value of KONTROL used in processing
+C this message by redefining its value.
+C KONTRL may be set to any value from -2 to 2.
+C The meanings for KONTRL are the same as in XSETF, except
+C that the value of KONTRL changes only for this message.
+C If KONTRL is set to a value outside the range from -2 to 2,
+C it will be moved back into that range.
+C
+C Description of Parameters
+C
+C --Input--
+C LIBRAR - the library that the routine is in.
+C SUBROU - the subroutine that XERMSG is being called from
+C MESSG - the first 20 characters of the error message.
+C NERR - same as in the call to XERMSG.
+C LEVEL - same as in the call to XERMSG.
+C KONTRL - the current value of the control flag as set
+C by a call to XSETF.
+C
+C --Output--
+C KONTRL - the new value of KONTRL. If KONTRL is not
+C defined, it will remain at its original value.
+C This changed value of control affects only
+C the current occurrence of the current message.
+C
+C***REFERENCES R. E. Jones and D. K. Kahaner, XERROR, the SLATEC
+C Error-handling Package, SAND82-0800, Sandia
+C Laboratories, 1982.
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 790801 DATE WRITTEN
+C 861211 REVISION DATE from Version 3.2
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900206 Routine changed from user-callable to subsidiary. (WRB)
+C 900510 Changed calling sequence to include LIBRARY and SUBROUTINE
+C names, changed routine name from XERCTL to XERCNT. (RWC)
+C 920501 Reformatted the REFERENCES section. (WRB)
+C***END PROLOGUE XERCNT
+ CHARACTER*(*) LIBRAR, SUBROU, MESSG
+C***FIRST EXECUTABLE STATEMENT XERCNT
+ KONTRL=0
+ RETURN
+ END
diff --git a/src/source_f/slatec/xerhlt.f b/src/source_f/slatec/xerhlt.f
new file mode 100644
index 0000000..89b2a77
--- /dev/null
+++ b/src/source_f/slatec/xerhlt.f
@@ -0,0 +1,39 @@
+*DECK XERHLT
+ SUBROUTINE XERHLT (MESSG)
+C***BEGIN PROLOGUE XERHLT
+C***SUBSIDIARY
+C***PURPOSE Abort program execution and print error message.
+C***LIBRARY SLATEC (XERROR)
+C***CATEGORY R3C
+C***TYPE ALL (XERHLT-A)
+C***KEYWORDS ABORT PROGRAM EXECUTION, ERROR, XERROR
+C***AUTHOR Jones, R. E., (SNLA)
+C***DESCRIPTION
+C
+C Abstract
+C ***Note*** machine dependent routine
+C XERHLT aborts the execution of the program.
+C The error message causing the abort is given in the calling
+C sequence, in case one needs it for printing on a dayfile,
+C for example.
+C
+C Description of Parameters
+C MESSG is as in XERMSG.
+C
+C***REFERENCES R. E. Jones and D. K. Kahaner, XERROR, the SLATEC
+C Error-handling Package, SAND82-0800, Sandia
+C Laboratories, 1982.
+C***ROUTINES CALLED (NONE)
+C***REVISION HISTORY (YYMMDD)
+C 790801 DATE WRITTEN
+C 861211 REVISION DATE from Version 3.2
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900206 Routine changed from user-callable to subsidiary. (WRB)
+C 900510 Changed calling sequence to delete length of character
+C and changed routine name from XERABT to XERHLT. (RWC)
+C 920501 Reformatted the REFERENCES section. (WRB)
+C***END PROLOGUE XERHLT
+ CHARACTER*(*) MESSG
+C***FIRST EXECUTABLE STATEMENT XERHLT
+ STOP
+ END
diff --git a/src/source_f/slatec/xermsg.f b/src/source_f/slatec/xermsg.f
new file mode 100644
index 0000000..a695370
--- /dev/null
+++ b/src/source_f/slatec/xermsg.f
@@ -0,0 +1,364 @@
+*DECK XERMSG
+ SUBROUTINE XERMSG (LIBRAR, SUBROU, MESSG, NERR, LEVEL)
+C***BEGIN PROLOGUE XERMSG
+C***PURPOSE Process error messages for SLATEC and other libraries.
+C***LIBRARY SLATEC (XERROR)
+C***CATEGORY R3C
+C***TYPE ALL (XERMSG-A)
+C***KEYWORDS ERROR MESSAGE, XERROR
+C***AUTHOR Fong, Kirby, (NMFECC at LLNL)
+C***DESCRIPTION
+C
+C XERMSG processes a diagnostic message in a manner determined by the
+C value of LEVEL and the current value of the library error control
+C flag, KONTRL. See subroutine XSETF for details.
+C
+C LIBRAR A character constant (or character variable) with the name
+C of the library. This will be 'SLATEC' for the SLATEC
+C Common Math Library. The error handling package is
+C general enough to be used by many libraries
+C simultaneously, so it is desirable for the routine that
+C detects and reports an error to identify the library name
+C as well as the routine name.
+C
+C SUBROU A character constant (or character variable) with the name
+C of the routine that detected the error. Usually it is the
+C name of the routine that is calling XERMSG. There are
+C some instances where a user callable library routine calls
+C lower level subsidiary routines where the error is
+C detected. In such cases it may be more informative to
+C supply the name of the routine the user called rather than
+C the name of the subsidiary routine that detected the
+C error.
+C
+C MESSG A character constant (or character variable) with the text
+C of the error or warning message. In the example below,
+C the message is a character constant that contains a
+C generic message.
+C
+C CALL XERMSG ('SLATEC', 'MMPY',
+C *'THE ORDER OF THE MATRIX EXCEEDS THE ROW DIMENSION',
+C *3, 1)
+C
+C It is possible (and is sometimes desirable) to generate a
+C specific message--e.g., one that contains actual numeric
+C values. Specific realvalues can be converted into
+C character strings using formatted WRITE statements into
+C character variables. This is called standard Fortran
+C internal file I/O and is exemplified in the first three
+C lines of the following example. You can also catenate
+C substrings of characters to construct the error message.
+C Here is an example showing the use of both writing to
+C an internal file and catenating character strings.
+C
+C CHARACTER*5 CHARN, CHARL
+C WRITE (CHARN,10) N
+C WRITE (CHARL,10) LDA
+C 10 FORMAT(I5)
+C CALL XERMSG ('SLATEC', 'MMPY', 'THE ORDER'//CHARN//
+C * ' OF THE MATRIX EXCEEDS ITS ROW DIMENSION OF'//
+C * CHARL, 3, 1)
+C
+C There are two subtleties worth mentioning. One is that
+C the // for character catenation is used to construct the
+C error message so that no single character constant is
+C continued to the next line. This avoids confusion as to
+C whether there are trailing blanks at the end of the line.
+C The second is that by catenating the parts of the message
+C as an actual argument rather than encoding the entire
+C message into one large character variable, we avoid
+C having to know how long the message will be in order to
+C declare an adequate length for that large character
+C variable. XERMSG calls XERPRN to print the message using
+C multiple lines if necessary. If the message is very long,
+C XERPRN will break it into pieces of 72 characters (as
+C requested by XERMSG) for printing on multiple lines.
+C Also, XERMSG asks XERPRN to prefix each line with ' * '
+C so that the total line length could be 76 characters.
+C Note also that XERPRN scans the error message backwards
+C to ignore trailing blanks. Another feature is that
+C the substring '$$' is treated as a new line sentinel
+C by XERPRN. If you want to construct a multiline
+C message without having to count out multiples of 72
+C characters, just use '$$' as a separator. '$$'
+C obviously must occur within 72 characters of the
+C start of each line to have its intended effect since
+C XERPRN is asked to wrap around at 72 characters in
+C addition to looking for '$$'.
+C
+C NERR An integer value that is chosen by the library routine's
+C author. It must be in the range -99 to 999 (three
+C printable digits). Each distinct error should have its
+C own error number. These error numbers should be described
+C in the machine readable documentation for the routine.
+C The error numbers need be unique only within each routine,
+C so it is reasonable for each routine to start enumerating
+C errors from 1 and proceeding to the next integer.
+C
+C LEVEL An integer value in the range 0 to 2 that indicates the
+C level (severity) of the error. Their meanings are
+C
+C -1 A warning message. This is used if it is not clear
+C that there really is an error, but the user's attention
+C may be needed. An attempt is made to only print this
+C message once.
+C
+C 0 A warning message. This is used if it is not clear
+C that there really is an error, but the user's attention
+C may be needed.
+C
+C 1 A recoverable error. This is used even if the error is
+C so serious that the routine cannot return any useful
+C answer. If the user has told the error package to
+C return after recoverable errors, then XERMSG will
+C return to the Library routine which can then return to
+C the user's routine. The user may also permit the error
+C package to terminate the program upon encountering a
+C recoverable error.
+C
+C 2 A fatal error. XERMSG will not return to its caller
+C after it receives a fatal error. This level should
+C hardly ever be used; it is much better to allow the
+C user a chance to recover. An example of one of the few
+C cases in which it is permissible to declare a level 2
+C error is a reverse communication Library routine that
+C is likely to be called repeatedly until it integrates
+C across some interval. If there is a serious error in
+C the input such that another step cannot be taken and
+C the Library routine is called again without the input
+C error having been corrected by the caller, the Library
+C routine will probably be called forever with improper
+C input. In this case, it is reasonable to declare the
+C error to be fatal.
+C
+C Each of the arguments to XERMSG is input; none will be modified by
+C XERMSG. A routine may make multiple calls to XERMSG with warning
+C level messages; however, after a call to XERMSG with a recoverable
+C error, the routine should return to the user. Do not try to call
+C XERMSG with a second recoverable error after the first recoverable
+C error because the error package saves the error number. The user
+C can retrieve this error number by calling another entry point in
+C the error handling package and then clear the error number when
+C recovering from the error. Calling XERMSG in succession causes the
+C old error number to be overwritten by the latest error number.
+C This is considered harmless for error numbers associated with
+C warning messages but must not be done for error numbers of serious
+C errors. After a call to XERMSG with a recoverable error, the user
+C must be given a chance to call NUMXER or XERCLR to retrieve or
+C clear the error number.
+C***REFERENCES R. E. Jones and D. K. Kahaner, XERROR, the SLATEC
+C Error-handling Package, SAND82-0800, Sandia
+C Laboratories, 1982.
+C***ROUTINES CALLED FDUMP, J4SAVE, XERCNT, XERHLT, XERPRN, XERSVE
+C***REVISION HISTORY (YYMMDD)
+C 880101 DATE WRITTEN
+C 880621 REVISED AS DIRECTED AT SLATEC CML MEETING OF FEBRUARY 1988.
+C THERE ARE TWO BASIC CHANGES.
+C 1. A NEW ROUTINE, XERPRN, IS USED INSTEAD OF XERPRT TO
+C PRINT MESSAGES. THIS ROUTINE WILL BREAK LONG MESSAGES
+C INTO PIECES FOR PRINTING ON MULTIPLE LINES. '$$' IS
+C ACCEPTED AS A NEW LINE SENTINEL. A PREFIX CAN BE
+C ADDED TO EACH LINE TO BE PRINTED. XERMSG USES EITHER
+C ' ***' OR ' * ' AND LONG MESSAGES ARE BROKEN EVERY
+C 72 CHARACTERS (AT MOST) SO THAT THE MAXIMUM LINE
+C LENGTH OUTPUT CAN NOW BE AS GREAT AS 76.
+C 2. THE TEXT OF ALL MESSAGES IS NOW IN UPPER CASE SINCE THE
+C FORTRAN STANDARD DOCUMENT DOES NOT ADMIT THE EXISTENCE
+C OF LOWER CASE.
+C 880708 REVISED AFTER THE SLATEC CML MEETING OF JUNE 29 AND 30.
+C THE PRINCIPAL CHANGES ARE
+C 1. CLARIFY COMMENTS IN THE PROLOGUES
+C 2. RENAME XRPRNT TO XERPRN
+C 3. REWORK HANDLING OF '$$' IN XERPRN TO HANDLE BLANK LINES
+C SIMILAR TO THE WAY FORMAT STATEMENTS HANDLE THE /
+C CHARACTER FOR NEW RECORDS.
+C 890706 REVISED WITH THE HELP OF FRED FRITSCH AND REG CLEMENS TO
+C CLEAN UP THE CODING.
+C 890721 REVISED TO USE NEW FEATURE IN XERPRN TO COUNT CHARACTERS IN
+C PREFIX.
+C 891013 REVISED TO CORRECT COMMENTS.
+C 891214 Prologue converted to Version 4.0 format. (WRB)
+C 900510 Changed test on NERR to be -9999999 < NERR < 99999999, but
+C NERR .ne. 0, and on LEVEL to be -2 < LEVEL < 3. Added
+C LEVEL=-1 logic, changed calls to XERSAV to XERSVE, and
+C XERCTL to XERCNT. (RWC)
+C 920501 Reformatted the REFERENCES section. (WRB)
+C***END PROLOGUE XERMSG
+ CHARACTER*(*) LIBRAR, SUBROU, MESSG
+ CHARACTER*8 XLIBR, XSUBR
+ CHARACTER*72 TEMP
+ CHARACTER*20 LFIRST
+C***FIRST EXECUTABLE STATEMENT XERMSG
+ LKNTRL = J4SAVE (2, 0, .FALSE.)
+ MAXMES = J4SAVE (4, 0, .FALSE.)
+C
+C LKNTRL IS A LOCAL COPY OF THE CONTROL FLAG KONTRL.
+C MAXMES IS THE MAXIMUM NUMBER OF TIMES ANY PARTICULAR MESSAGE
+C SHOULD BE PRINTED.
+C
+C WE PRINT A FATAL ERROR MESSAGE AND TERMINATE FOR AN ERROR IN
+C CALLING XERMSG. THE ERROR NUMBER SHOULD BE POSITIVE,
+C AND THE LEVEL SHOULD BE BETWEEN 0 AND 2.
+C
+ IF (NERR.LT.-9999999 .OR. NERR.GT.99999999 .OR. NERR.EQ.0 .OR.
+ * LEVEL.LT.-1 .OR. LEVEL.GT.2) THEN
+ CALL XERPRN (' ***', -1, 'FATAL ERROR IN...$$ ' //
+ * 'XERMSG -- INVALID ERROR NUMBER OR LEVEL$$ '//
+ * 'JOB ABORT DUE TO FATAL ERROR.', 72)
+ CALL XERSVE (' ', ' ', ' ', 0, 0, 0, KDUMMY)
+ CALL XERHLT (' ***XERMSG -- INVALID INPUT')
+ RETURN
+ ENDIF
+C
+C RECORD THE MESSAGE.
+C
+ I = J4SAVE (1, NERR, .TRUE.)
+ CALL XERSVE (LIBRAR, SUBROU, MESSG, 1, NERR, LEVEL, KOUNT)
+C
+C HANDLE PRINT-ONCE WARNING MESSAGES.
+C
+ IF (LEVEL.EQ.-1 .AND. KOUNT.GT.1) RETURN
+C
+C ALLOW TEMPORARY USER OVERRIDE OF THE CONTROL FLAG.
+C
+ XLIBR = LIBRAR
+ XSUBR = SUBROU
+ LFIRST = MESSG
+ LERR = NERR
+ LLEVEL = LEVEL
+ CALL XERCNT (XLIBR, XSUBR, LFIRST, LERR, LLEVEL, LKNTRL)
+C
+ LKNTRL = MAX(-2, MIN(2,LKNTRL))
+ MKNTRL = ABS(LKNTRL)
+C
+C SKIP PRINTING IF THE CONTROL FLAG VALUE AS RESET IN XERCNT IS
+C ZERO AND THE ERROR IS NOT FATAL.
+C
+ IF (LEVEL.LT.2 .AND. LKNTRL.EQ.0) GO TO 30
+ IF (LEVEL.EQ.0 .AND. KOUNT.GT.MAXMES) GO TO 30
+ IF (LEVEL.EQ.1 .AND. KOUNT.GT.MAXMES .AND. MKNTRL.EQ.1) GO TO 30
+ IF (LEVEL.EQ.2 .AND. KOUNT.GT.MAX(1,MAXMES)) GO TO 30
+C
+C ANNOUNCE THE NAMES OF THE LIBRARY AND SUBROUTINE BY BUILDING A
+C MESSAGE IN CHARACTER VARIABLE TEMP (NOT EXCEEDING 66 CHARACTERS)
+C AND SENDING IT OUT VIA XERPRN. PRINT ONLY IF CONTROL FLAG
+C IS NOT ZERO.
+C
+ IF (LKNTRL .NE. 0) THEN
+ TEMP(1:21) = 'MESSAGE FROM ROUTINE '
+ I = MIN(LEN(SUBROU), 16)
+ TEMP(22:21+I) = SUBROU(1:I)
+ TEMP(22+I:33+I) = ' IN LIBRARY '
+ LTEMP = 33 + I
+ I = MIN(LEN(LIBRAR), 16)
+ TEMP(LTEMP+1:LTEMP+I) = LIBRAR (1:I)
+ TEMP(LTEMP+I+1:LTEMP+I+1) = '.'
+ LTEMP = LTEMP + I + 1
+ CALL XERPRN (' ***', -1, TEMP(1:LTEMP), 72)
+ ENDIF
+C
+C IF LKNTRL IS POSITIVE, PRINT AN INTRODUCTORY LINE BEFORE
+C PRINTING THE MESSAGE. THE INTRODUCTORY LINE TELLS THE CHOICE
+C FROM EACH OF THE FOLLOWING THREE OPTIONS.
+C 1. LEVEL OF THE MESSAGE
+C 'INFORMATIVE MESSAGE'
+C 'POTENTIALLY RECOVERABLE ERROR'
+C 'FATAL ERROR'
+C 2. WHETHER CONTROL FLAG WILL ALLOW PROGRAM TO CONTINUE
+C 'PROG CONTINUES'
+C 'PROG ABORTED'
+C 3. WHETHER OR NOT A TRACEBACK WAS REQUESTED. (THE TRACEBACK
+C MAY NOT BE IMPLEMENTED AT SOME SITES, SO THIS ONLY TELLS
+C WHAT WAS REQUESTED, NOT WHAT WAS DELIVERED.)
+C 'TRACEBACK REQUESTED'
+C 'TRACEBACK NOT REQUESTED'
+C NOTICE THAT THE LINE INCLUDING FOUR PREFIX CHARACTERS WILL NOT
+C EXCEED 74 CHARACTERS.
+C WE SKIP THE NEXT BLOCK IF THE INTRODUCTORY LINE IS NOT NEEDED.
+C
+ IF (LKNTRL .GT. 0) THEN
+C
+C THE FIRST PART OF THE MESSAGE TELLS ABOUT THE LEVEL.
+C
+ IF (LEVEL .LE. 0) THEN
+ TEMP(1:20) = 'INFORMATIVE MESSAGE,'
+ LTEMP = 20
+ ELSEIF (LEVEL .EQ. 1) THEN
+ TEMP(1:30) = 'POTENTIALLY RECOVERABLE ERROR,'
+ LTEMP = 30
+ ELSE
+ TEMP(1:12) = 'FATAL ERROR,'
+ LTEMP = 12
+ ENDIF
+C
+C THEN WHETHER THE PROGRAM WILL CONTINUE.
+C
+ IF ((MKNTRL.EQ.2 .AND. LEVEL.GE.1) .OR.
+ * (MKNTRL.EQ.1 .AND. LEVEL.EQ.2)) THEN
+ TEMP(LTEMP+1:LTEMP+14) = ' PROG ABORTED,'
+ LTEMP = LTEMP + 14
+ ELSE
+ TEMP(LTEMP+1:LTEMP+16) = ' PROG CONTINUES,'
+ LTEMP = LTEMP + 16
+ ENDIF
+C
+C FINALLY TELL WHETHER THERE SHOULD BE A TRACEBACK.
+C
+ IF (LKNTRL .GT. 0) THEN
+ TEMP(LTEMP+1:LTEMP+20) = ' TRACEBACK REQUESTED'
+ LTEMP = LTEMP + 20
+ ELSE
+ TEMP(LTEMP+1:LTEMP+24) = ' TRACEBACK NOT REQUESTED'
+ LTEMP = LTEMP + 24
+ ENDIF
+ CALL XERPRN (' ***', -1, TEMP(1:LTEMP), 72)
+ ENDIF
+C
+C NOW SEND OUT THE MESSAGE.
+C
+ CALL XERPRN (' * ', -1, MESSG, 72)
+C
+C IF LKNTRL IS POSITIVE, WRITE THE ERROR NUMBER AND REQUEST A
+C TRACEBACK.
+C
+ IF (LKNTRL .GT. 0) THEN
+ WRITE (TEMP, '(''ERROR NUMBER = '', I8)') NERR
+ DO 10 I=16,22
+ IF (TEMP(I:I) .NE. ' ') GO TO 20
+ 10 CONTINUE
+C
+ 20 CALL XERPRN (' * ', -1, TEMP(1:15) // TEMP(I:23), 72)
+ CALL FDUMP
+ ENDIF
+C
+C IF LKNTRL IS NOT ZERO, PRINT A BLANK LINE AND AN END OF MESSAGE.
+C
+ IF (LKNTRL .NE. 0) THEN
+ CALL XERPRN (' * ', -1, ' ', 72)
+ CALL XERPRN (' ***', -1, 'END OF MESSAGE', 72)
+ CALL XERPRN (' ', 0, ' ', 72)
+ ENDIF
+C
+C IF THE ERROR IS NOT FATAL OR THE ERROR IS RECOVERABLE AND THE
+C CONTROL FLAG IS SET FOR RECOVERY, THEN RETURN.
+C
+ 30 IF (LEVEL.LE.0 .OR. (LEVEL.EQ.1 .AND. MKNTRL.LE.1)) RETURN
+C
+C THE PROGRAM WILL BE STOPPED DUE TO AN UNRECOVERED ERROR OR A
+C FATAL ERROR. PRINT THE REASON FOR THE ABORT AND THE ERROR
+C SUMMARY IF THE CONTROL FLAG AND THE MAXIMUM ERROR COUNT PERMIT.
+C
+ IF (LKNTRL.GT.0 .AND. KOUNT.LT.MAX(1,MAXMES)) THEN
+ IF (LEVEL .EQ. 1) THEN
+ CALL XERPRN
+ * (' ***', -1, 'JOB ABORT DUE TO UNRECOVERED ERROR.', 72)
+ ELSE
+ CALL XERPRN(' ***', -1, 'JOB ABORT DUE TO FATAL ERROR.', 72)
+ ENDIF
+ CALL XERSVE (' ', ' ', ' ', -1, 0, 0, KDUMMY)
+ CALL XERHLT (' ')
+ ELSE
+ CALL XERHLT (MESSG)
+ ENDIF
+ RETURN
+ END
diff --git a/src/source_f/slatec/xerprn.f b/src/source_f/slatec/xerprn.f
new file mode 100644
index 0000000..97eedf4
--- /dev/null
+++ b/src/source_f/slatec/xerprn.f
@@ -0,0 +1,228 @@
+*DECK XERPRN
+ SUBROUTINE XERPRN (PREFIX, NPREF, MESSG, NWRAP)
+C***BEGIN PROLOGUE XERPRN
+C***SUBSIDIARY
+C***PURPOSE Print error messages processed by XERMSG.
+C***LIBRARY SLATEC (XERROR)
+C***CATEGORY R3C
+C***TYPE ALL (XERPRN-A)
+C***KEYWORDS ERROR MESSAGES, PRINTING, XERROR
+C***AUTHOR Fong, Kirby, (NMFECC at LLNL)
+C***DESCRIPTION
+C
+C This routine sends one or more lines to each of the (up to five)
+C logical units to which error messages are to be sent. This routine
+C is called several times by XERMSG, sometimes with a single line to
+C print and sometimes with a (potentially very long) message that may
+C wrap around into multiple lines.
+C
+C PREFIX Input argument of type CHARACTER. This argument contains
+C characters to be put at the beginning of each line before
+C the body of the message. No more than 16 characters of
+C PREFIX will be used.
+C
+C NPREF Input argument of type INTEGER. This argument is the number
+C of characters to use from PREFIX. If it is negative, the
+C intrinsic function LEN is used to determine its length. If
+C it is zero, PREFIX is not used. If it exceeds 16 or if
+C LEN(PREFIX) exceeds 16, only the first 16 characters will be
+C used. If NPREF is positive and the length of PREFIX is less
+C than NPREF, a copy of PREFIX extended with blanks to length
+C NPREF will be used.
+C
+C MESSG Input argument of type CHARACTER. This is the text of a
+C message to be printed. If it is a long message, it will be
+C broken into pieces for printing on multiple lines. Each line
+C will start with the appropriate prefix and be followed by a
+C piece of the message. NWRAP is the number of characters per
+C piece; that is, after each NWRAP characters, we break and
+C start a new line. In addition the characters '$$' embedded
+C in MESSG are a sentinel for a new line. The counting of
+C characters up to NWRAP starts over for each new line. The
+C value of NWRAP typically used by XERMSG is 72 since many
+C older error messages in the SLATEC Library are laid out to
+C rely on wrap-around every 72 characters.
+C
+C NWRAP Input argument of type INTEGER. This gives the maximum size
+C piece into which to break MESSG for printing on multiple
+C lines. An embedded '$$' ends a line, and the count restarts
+C at the following character. If a line break does not occur
+C on a blank (it would split a word) that word is moved to the
+C next line. Values of NWRAP less than 16 will be treated as
+C 16. Values of NWRAP greater than 132 will be treated as 132.
+C The actual line length will be NPREF + NWRAP after NPREF has
+C been adjusted to fall between 0 and 16 and NWRAP has been
+C adjusted to fall between 16 and 132.
+C
+C***REFERENCES R. E. Jones and D. K. Kahaner, XERROR, the SLATEC
+C Error-handling Package, SAND82-0800, Sandia
+C Laboratories, 1982.
+C***ROUTINES CALLED I1MACH, XGETUA
+C***REVISION HISTORY (YYMMDD)
+C 880621 DATE WRITTEN
+C 880708 REVISED AFTER THE SLATEC CML SUBCOMMITTEE MEETING OF
+C JUNE 29 AND 30 TO CHANGE THE NAME TO XERPRN AND TO REWORK
+C THE HANDLING OF THE NEW LINE SENTINEL TO BEHAVE LIKE THE
+C SLASH CHARACTER IN FORMAT STATEMENTS.
+C 890706 REVISED WITH THE HELP OF FRED FRITSCH AND REG CLEMENS TO
+C STREAMLINE THE CODING AND FIX A BUG THAT CAUSED EXTRA BLANK
+C LINES TO BE PRINTED.
+C 890721 REVISED TO ADD A NEW FEATURE. A NEGATIVE VALUE OF NPREF
+C CAUSES LEN(PREFIX) TO BE USED AS THE LENGTH.
+C 891013 REVISED TO CORRECT ERROR IN CALCULATING PREFIX LENGTH.
+C 891214 Prologue converted to Version 4.0 format. (WRB)
+C 900510 Added code to break messages between words. (RWC)
+C 920501 Reformatted the REFERENCES section. (WRB)
+C***END PROLOGUE XERPRN
+ CHARACTER*(*) PREFIX, MESSG
+ INTEGER NPREF, NWRAP
+ CHARACTER*148 CBUFF
+ INTEGER IU(5), NUNIT
+ CHARACTER*2 NEWLIN
+ PARAMETER (NEWLIN = '$$')
+C***FIRST EXECUTABLE STATEMENT XERPRN
+ CALL XGETUA(IU,NUNIT)
+C
+C A ZERO VALUE FOR A LOGICAL UNIT NUMBER MEANS TO USE THE STANDARD
+C ERROR MESSAGE UNIT INSTEAD. I1MACH(4) RETRIEVES THE STANDARD
+C ERROR MESSAGE UNIT.
+C
+ N = I1MACH(4)
+ DO 10 I=1,NUNIT
+ IF (IU(I) .EQ. 0) IU(I) = N
+ 10 CONTINUE
+C
+C LPREF IS THE LENGTH OF THE PREFIX. THE PREFIX IS PLACED AT THE
+C BEGINNING OF CBUFF, THE CHARACTER BUFFER, AND KEPT THERE DURING
+C THE REST OF THIS ROUTINE.
+C
+ IF ( NPREF .LT. 0 ) THEN
+ LPREF = LEN(PREFIX)
+ ELSE
+ LPREF = NPREF
+ ENDIF
+ LPREF = MIN(16, LPREF)
+ IF (LPREF .NE. 0) CBUFF(1:LPREF) = PREFIX
+C
+C LWRAP IS THE MAXIMUM NUMBER OF CHARACTERS WE WANT TO TAKE AT ONE
+C TIME FROM MESSG TO PRINT ON ONE LINE.
+C
+ LWRAP = MAX(16, MIN(132, NWRAP))
+C
+C SET LENMSG TO THE LENGTH OF MESSG, IGNORE ANY TRAILING BLANKS.
+C
+ LENMSG = LEN(MESSG)
+ N = LENMSG
+ DO 20 I=1,N
+ IF (MESSG(LENMSG:LENMSG) .NE. ' ') GO TO 30
+ LENMSG = LENMSG - 1
+ 20 CONTINUE
+ 30 CONTINUE
+C
+C IF THE MESSAGE IS ALL BLANKS, THEN PRINT ONE BLANK LINE.
+C
+ IF (LENMSG .EQ. 0) THEN
+ CBUFF(LPREF+1:LPREF+1) = ' '
+ DO 40 I=1,NUNIT
+ WRITE(IU(I), '(A)') CBUFF(1:LPREF+1)
+ 40 CONTINUE
+ RETURN
+ ENDIF
+C
+C SET NEXTC TO THE POSITION IN MESSG WHERE THE NEXT SUBSTRING
+C STARTS. FROM THIS POSITION WE SCAN FOR THE NEW LINE SENTINEL.
+C WHEN NEXTC EXCEEDS LENMSG, THERE IS NO MORE TO PRINT.
+C WE LOOP BACK TO LABEL 50 UNTIL ALL PIECES HAVE BEEN PRINTED.
+C
+C WE LOOK FOR THE NEXT OCCURRENCE OF THE NEW LINE SENTINEL. THE
+C INDEX INTRINSIC FUNCTION RETURNS ZERO IF THERE IS NO OCCURRENCE
+C OR IF THE LENGTH OF THE FIRST ARGUMENT IS LESS THAN THE LENGTH
+C OF THE SECOND ARGUMENT.
+C
+C THERE ARE SEVERAL CASES WHICH SHOULD BE CHECKED FOR IN THE
+C FOLLOWING ORDER. WE ARE ATTEMPTING TO SET LPIECE TO THE NUMBER
+C OF CHARACTERS THAT SHOULD BE TAKEN FROM MESSG STARTING AT
+C POSITION NEXTC.
+C
+C LPIECE .EQ. 0 THE NEW LINE SENTINEL DOES NOT OCCUR IN THE
+C REMAINDER OF THE CHARACTER STRING. LPIECE
+C SHOULD BE SET TO LWRAP OR LENMSG+1-NEXTC,
+C WHICHEVER IS LESS.
+C
+C LPIECE .EQ. 1 THE NEW LINE SENTINEL STARTS AT MESSG(NEXTC:
+C NEXTC). LPIECE IS EFFECTIVELY ZERO, AND WE
+C PRINT NOTHING TO AVOID PRODUCING UNNECESSARY
+C BLANK LINES. THIS TAKES CARE OF THE SITUATION
+C WHERE THE LIBRARY ROUTINE HAS A MESSAGE OF
+C EXACTLY 72 CHARACTERS FOLLOWED BY A NEW LINE
+C SENTINEL FOLLOWED BY MORE CHARACTERS. NEXTC
+C SHOULD BE INCREMENTED BY 2.
+C
+C LPIECE .GT. LWRAP+1 REDUCE LPIECE TO LWRAP.
+C
+C ELSE THIS LAST CASE MEANS 2 .LE. LPIECE .LE. LWRAP+1
+C RESET LPIECE = LPIECE-1. NOTE THAT THIS
+C PROPERLY HANDLES THE END CASE WHERE LPIECE .EQ.
+C LWRAP+1. THAT IS, THE SENTINEL FALLS EXACTLY
+C AT THE END OF A LINE.
+C
+ NEXTC = 1
+ 50 LPIECE = INDEX(MESSG(NEXTC:LENMSG), NEWLIN)
+ IF (LPIECE .EQ. 0) THEN
+C
+C THERE WAS NO NEW LINE SENTINEL FOUND.
+C
+ IDELTA = 0
+ LPIECE = MIN(LWRAP, LENMSG+1-NEXTC)
+ IF (LPIECE .LT. LENMSG+1-NEXTC) THEN
+ DO 52 I=LPIECE+1,2,-1
+ IF (MESSG(NEXTC+I-1:NEXTC+I-1) .EQ. ' ') THEN
+ LPIECE = I-1
+ IDELTA = 1
+ GOTO 54
+ ENDIF
+ 52 CONTINUE
+ ENDIF
+ 54 CBUFF(LPREF+1:LPREF+LPIECE) = MESSG(NEXTC:NEXTC+LPIECE-1)
+ NEXTC = NEXTC + LPIECE + IDELTA
+ ELSEIF (LPIECE .EQ. 1) THEN
+C
+C WE HAVE A NEW LINE SENTINEL AT MESSG(NEXTC:NEXTC+1).
+C DON'T PRINT A BLANK LINE.
+C
+ NEXTC = NEXTC + 2
+ GO TO 50
+ ELSEIF (LPIECE .GT. LWRAP+1) THEN
+C
+C LPIECE SHOULD BE SET DOWN TO LWRAP.
+C
+ IDELTA = 0
+ LPIECE = LWRAP
+ DO 56 I=LPIECE+1,2,-1
+ IF (MESSG(NEXTC+I-1:NEXTC+I-1) .EQ. ' ') THEN
+ LPIECE = I-1
+ IDELTA = 1
+ GOTO 58
+ ENDIF
+ 56 CONTINUE
+ 58 CBUFF(LPREF+1:LPREF+LPIECE) = MESSG(NEXTC:NEXTC+LPIECE-1)
+ NEXTC = NEXTC + LPIECE + IDELTA
+ ELSE
+C
+C IF WE ARRIVE HERE, IT MEANS 2 .LE. LPIECE .LE. LWRAP+1.
+C WE SHOULD DECREMENT LPIECE BY ONE.
+C
+ LPIECE = LPIECE - 1
+ CBUFF(LPREF+1:LPREF+LPIECE) = MESSG(NEXTC:NEXTC+LPIECE-1)
+ NEXTC = NEXTC + LPIECE + 2
+ ENDIF
+C
+C PRINT
+C
+ DO 60 I=1,NUNIT
+ WRITE(IU(I), '(A)') CBUFF(1:LPREF+LPIECE)
+ 60 CONTINUE
+C
+ IF (NEXTC .LE. LENMSG) GO TO 50
+ RETURN
+ END
diff --git a/src/source_f/slatec/xersve.f b/src/source_f/slatec/xersve.f
new file mode 100644
index 0000000..6bd2a4f
--- /dev/null
+++ b/src/source_f/slatec/xersve.f
@@ -0,0 +1,155 @@
+*DECK XERSVE
+ SUBROUTINE XERSVE (LIBRAR, SUBROU, MESSG, KFLAG, NERR, LEVEL,
+ + ICOUNT)
+C***BEGIN PROLOGUE XERSVE
+C***SUBSIDIARY
+C***PURPOSE Record that an error has occurred.
+C***LIBRARY SLATEC (XERROR)
+C***CATEGORY R3
+C***TYPE ALL (XERSVE-A)
+C***KEYWORDS ERROR, XERROR
+C***AUTHOR Jones, R. E., (SNLA)
+C***DESCRIPTION
+C
+C *Usage:
+C
+C INTEGER KFLAG, NERR, LEVEL, ICOUNT
+C CHARACTER * (len) LIBRAR, SUBROU, MESSG
+C
+C CALL XERSVE (LIBRAR, SUBROU, MESSG, KFLAG, NERR, LEVEL, ICOUNT)
+C
+C *Arguments:
+C
+C LIBRAR :IN is the library that the message is from.
+C SUBROU :IN is the subroutine that the message is from.
+C MESSG :IN is the message to be saved.
+C KFLAG :IN indicates the action to be performed.
+C when KFLAG > 0, the message in MESSG is saved.
+C when KFLAG=0 the tables will be dumped and
+C cleared.
+C when KFLAG < 0, the tables will be dumped and
+C not cleared.
+C NERR :IN is the error number.
+C LEVEL :IN is the error severity.
+C ICOUNT :OUT the number of times this message has been seen,
+C or zero if the table has overflowed and does not
+C contain this message specifically. When KFLAG=0,
+C ICOUNT will not be altered.
+C
+C *Description:
+C
+C Record that this error occurred and possibly dump and clear the
+C tables.
+C
+C***REFERENCES R. E. Jones and D. K. Kahaner, XERROR, the SLATEC
+C Error-handling Package, SAND82-0800, Sandia
+C Laboratories, 1982.
+C***ROUTINES CALLED I1MACH, XGETUA
+C***REVISION HISTORY (YYMMDD)
+C 800319 DATE WRITTEN
+C 861211 REVISION DATE from Version 3.2
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 900413 Routine modified to remove reference to KFLAG. (WRB)
+C 900510 Changed to add LIBRARY NAME and SUBROUTINE to calling
+C sequence, use IF-THEN-ELSE, make number of saved entries
+C easily changeable, changed routine name from XERSAV to
+C XERSVE. (RWC)
+C 910626 Added LIBTAB and SUBTAB to SAVE statement. (BKS)
+C 920501 Reformatted the REFERENCES section. (WRB)
+C***END PROLOGUE XERSVE
+ PARAMETER (LENTAB=10)
+ INTEGER LUN(5)
+ CHARACTER*(*) LIBRAR, SUBROU, MESSG
+ CHARACTER*8 LIBTAB(LENTAB), SUBTAB(LENTAB), LIB, SUB
+ CHARACTER*20 MESTAB(LENTAB), MES
+ DIMENSION NERTAB(LENTAB), LEVTAB(LENTAB), KOUNT(LENTAB)
+ SAVE LIBTAB, SUBTAB, MESTAB, NERTAB, LEVTAB, KOUNT, KOUNTX, NMSG
+ DATA KOUNTX/0/, NMSG/0/
+C***FIRST EXECUTABLE STATEMENT XERSVE
+C
+ IF (KFLAG.LE.0) THEN
+C
+C Dump the table.
+C
+ IF (NMSG.EQ.0) RETURN
+C
+C Print to each unit.
+C
+ CALL XGETUA (LUN, NUNIT)
+ DO 20 KUNIT = 1,NUNIT
+ IUNIT = LUN(KUNIT)
+ IF (IUNIT.EQ.0) IUNIT = I1MACH(4)
+C
+C Print the table header.
+C
+ WRITE (IUNIT,9000)
+C
+C Print body of table.
+C
+ DO 10 I = 1,NMSG
+ WRITE (IUNIT,9010) LIBTAB(I), SUBTAB(I), MESTAB(I),
+ * NERTAB(I),LEVTAB(I),KOUNT(I)
+ 10 CONTINUE
+C
+C Print number of other errors.
+C
+ IF (KOUNTX.NE.0) WRITE (IUNIT,9020) KOUNTX
+ WRITE (IUNIT,9030)
+ 20 CONTINUE
+C
+C Clear the error tables.
+C
+ IF (KFLAG.EQ.0) THEN
+ NMSG = 0
+ KOUNTX = 0
+ ENDIF
+ ELSE
+C
+C PROCESS A MESSAGE...
+C SEARCH FOR THIS MESSG, OR ELSE AN EMPTY SLOT FOR THIS MESSG,
+C OR ELSE DETERMINE THAT THE ERROR TABLE IS FULL.
+C
+ LIB = LIBRAR
+ SUB = SUBROU
+ MES = MESSG
+ DO 30 I = 1,NMSG
+ IF (LIB.EQ.LIBTAB(I) .AND. SUB.EQ.SUBTAB(I) .AND.
+ * MES.EQ.MESTAB(I) .AND. NERR.EQ.NERTAB(I) .AND.
+ * LEVEL.EQ.LEVTAB(I)) THEN
+ KOUNT(I) = KOUNT(I) + 1
+ ICOUNT = KOUNT(I)
+ RETURN
+ ENDIF
+ 30 CONTINUE
+C
+ IF (NMSG.LT.LENTAB) THEN
+C
+C Empty slot found for new message.
+C
+ NMSG = NMSG + 1
+ LIBTAB(I) = LIB
+ SUBTAB(I) = SUB
+ MESTAB(I) = MES
+ NERTAB(I) = NERR
+ LEVTAB(I) = LEVEL
+ KOUNT (I) = 1
+ ICOUNT = 1
+ ELSE
+C
+C Table is full.
+C
+ KOUNTX = KOUNTX+1
+ ICOUNT = 0
+ ENDIF
+ ENDIF
+ RETURN
+C
+C Formats.
+C
+ 9000 FORMAT ('0 ERROR MESSAGE SUMMARY' /
+ + ' LIBRARY SUBROUTINE MESSAGE START NERR',
+ + ' LEVEL COUNT')
+ 9010 FORMAT (1X,A,3X,A,3X,A,3I10)
+ 9020 FORMAT ('0OTHER ERRORS NOT INDIVIDUALLY TABULATED = ', I10)
+ 9030 FORMAT (1X)
+ END
diff --git a/src/source_f/slatec/xgetua.f b/src/source_f/slatec/xgetua.f
new file mode 100644
index 0000000..2e7db02
--- /dev/null
+++ b/src/source_f/slatec/xgetua.f
@@ -0,0 +1,51 @@
+*DECK XGETUA
+ SUBROUTINE XGETUA (IUNITA, N)
+C***BEGIN PROLOGUE XGETUA
+C***PURPOSE Return unit number(s) to which error messages are being
+C sent.
+C***LIBRARY SLATEC (XERROR)
+C***CATEGORY R3C
+C***TYPE ALL (XGETUA-A)
+C***KEYWORDS ERROR, XERROR
+C***AUTHOR Jones, R. E., (SNLA)
+C***DESCRIPTION
+C
+C Abstract
+C XGETUA may be called to determine the unit number or numbers
+C to which error messages are being sent.
+C These unit numbers may have been set by a call to XSETUN,
+C or a call to XSETUA, or may be a default value.
+C
+C Description of Parameters
+C --Output--
+C IUNIT - an array of one to five unit numbers, depending
+C on the value of N. A value of zero refers to the
+C default unit, as defined by the I1MACH machine
+C constant routine. Only IUNIT(1),...,IUNIT(N) are
+C defined by XGETUA. The values of IUNIT(N+1),...,
+C IUNIT(5) are not defined (for N .LT. 5) or altered
+C in any way by XGETUA.
+C N - the number of units to which copies of the
+C error messages are being sent. N will be in the
+C range from 1 to 5.
+C
+C***REFERENCES R. E. Jones and D. K. Kahaner, XERROR, the SLATEC
+C Error-handling Package, SAND82-0800, Sandia
+C Laboratories, 1982.
+C***ROUTINES CALLED J4SAVE
+C***REVISION HISTORY (YYMMDD)
+C 790801 DATE WRITTEN
+C 861211 REVISION DATE from Version 3.2
+C 891214 Prologue converted to Version 4.0 format. (BAB)
+C 920501 Reformatted the REFERENCES section. (WRB)
+C***END PROLOGUE XGETUA
+ DIMENSION IUNITA(5)
+C***FIRST EXECUTABLE STATEMENT XGETUA
+ N = J4SAVE(5,0,.FALSE.)
+ DO 30 I=1,N
+ INDEX = I+4
+ IF (I.EQ.1) INDEX = 3
+ IUNITA(I) = J4SAVE(INDEX,0,.FALSE.)
+ 30 CONTINUE
+ RETURN
+ END
diff --git a/src/source_f/store_spec.f b/src/source_f/store_spec.f
new file mode 100755
index 0000000..8dc10ce
--- /dev/null
+++ b/src/source_f/store_spec.f
@@ -0,0 +1,51 @@
+c===========================================================================
+c
+c This file is part of TISEAN
+c
+c Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+c
+c TISEAN is free software; you can redistribute it and/or modify
+c it under the terms of the GNU General Public License as published by
+c the Free Software Foundation; either version 2 of the License, or
+c (at your option) any later version.
+c
+c TISEAN is distributed in the hope that it will be useful,
+c but WITHOUT ANY WARRANTY; without even the implied warranty of
+c MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+c GNU General Public License for more details.
+c
+c You should have received a copy of the GNU General Public License
+c along with TISEAN; if not, write to the Free Software
+c Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+c
+c===========================================================================
+c store data periodogram of x
+c if iback.ne.0 transform back to get autocorrelation instead
+C author Thomas Schreiber (1998)
+c===========================================================================
+ subroutine store_spec(nmax,x,iback)
+ parameter(nx=1000000)
+ dimension x(nmax), w1(nx), w2(nx), iw(15)
+ save w2, iw
+
+ if(nmax.gt.nx) then
+ call xstopx ("store_spec: make nx larger.")
+ endif
+ call rffti1(nmax,w2,iw)
+ call rfftf1(nmax,x,w1,w2,iw)
+ do 10 n=1,nmax
+ 10 x(n)=x(n)/real(nmax)
+ x(1)=x(1)**2
+ do 20 n=2,(nmax+1)/2
+ amp=x(2*n-2)**2+x(2*n-1)**2
+ pha=atan2(x(2*n-1),x(2*n-2))
+ x(2*n-2)=amp
+ 20 x(2*n-1)=pha
+ if(mod(nmax,2).eq.0) x(nmax)=x(nmax)**2
+ if(iback.eq.0) return
+ do 30 n=1,nmax
+ 30 x(n)=x(n)*nmax
+ do 40 n=2,(nmax+1)/2
+ 40 x(2*n-1)=0
+ call rfftb1(nmax,x,w1,w2,iw)
+ end
diff --git a/src/source_f/ts_lazy.f b/src/source_f/ts_lazy.f
new file mode 100644
index 0000000..6d90329
--- /dev/null
+++ b/src/source_f/ts_lazy.f
@@ -0,0 +1,124 @@
+c===========================================================================
+c
+c This file is part of TISEAN
+c
+c Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+c Piotr Held
+c TISEAN is free software; you can redistribute it and/or modify
+c it under the terms of the GNU General Public License as published by
+c the Free Software Foundation; either version 2 of the License, or
+c (at your option) any later version.
+c
+c TISEAN is distributed in the hope that it will be useful,
+c but WITHOUT ANY WARRANTY; without even the implied warranty of
+c MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+c GNU General Public License for more details.
+c
+c You should have received a copy of the GNU General Public License
+c along with TISEAN; if not, write to the Free Software
+c Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+c
+c===========================================================================
+c ts_lazy.f
+c simple nonlinear noise reduction
+c see H. Kantz, T. Schreiber, Nonlinear Time Series Analysis, Cambridge
+c University Press (1997,2004)
+c author T. Schreiber (1998)
+c===========================================================================
+c Modified: Piotr Held <pjheld at gmail.com> (2015).
+c This function is based on lazy.f of TISEAN 3.0.1 https://github.com/heggus/Tisean"
+c===========================================================================
+
+ subroutine ts_lazy(m, rv, imax, lines_read,
+ $ in_out1, in_out2)
+c implicit none
+
+c -- input variables --
+ integer*4 m
+ real*8 rv
+ integer*4 imax, lines_read
+
+c -- input arrays --
+ real*8 in_out1(lines_read), in_out2(lines_read)
+
+c -- Assigning type for old TISEAN variables --
+ real*8 eps, frac, sc, sd
+ integer*4 n, it, nmax
+ integer*4 iverb
+ parameter (iverb=1)
+ real*8 x0(lines_read), xc(lines_read)
+
+ external rms
+ external istderr
+
+c -- Assigning input variables to old TISEAN variables --
+ if (rv.gt.0.) then
+ eps = rv
+ frac = 0.
+ else
+ eps = 0.
+ frac = -rv
+ endif
+ nmax = lines_read
+
+ call rms(nmax,in_out1,sc,sd)
+ if(frac.gt.0) eps=sd*frac
+ do 10 n=1,nmax
+ x0(n)=in_out1(n)
+ 10 continue
+ do 20 it=1,imax
+ call nrlazy(nmax,in_out1,xc,m,eps)
+c -- when done with iterations write output --
+ if(it.eq.imax) then
+ goto 999
+ endif
+
+ eps=0.
+ do 40 n=1,nmax
+ eps=eps+(xc(n)-in_out1(n))**2
+ 40 in_out1(n)=xc(n)
+ eps=sqrt(eps/nmax)
+ if(abs(eps).le.1e-312) then
+ call xstopx ('ts_lazy: Zero correction, finished')
+ endif
+
+c -- display information about diameter --
+ 20 if(iverb.eq.1) write(istderr(),*)
+ . 'ts_lazy: New diameter of neighbourhoods is ', eps
+
+c -- write the output --
+ 999 do 50 n=1,nmax
+c -- old code: write(iunit,*) xc(n), x0(n)-xc(n)--
+ in_out1(n) = xc(n)
+ in_out2(n) = x0(n) - xc(n)
+ 50 continue
+ end
+
+
+ subroutine nrlazy(nmax,y,yc,m,eps)
+ implicit none
+c -- parameters --
+ integer*4 im, nx
+ parameter(im=100,nx=1000000)
+c -- input variables --
+ integer*4 nmax, m
+ real*8 eps
+c -- input arrays--
+ real*8 y(nmax),yc(nmax)
+c -- local variables --
+ integer*4 n, nn, nfound
+ real*8 av
+c -- local arrays --
+ integer*4 jh(0:im*im),jpntr(nx),nlist(nx)
+
+ if(nmax.gt.nx) call xstopx ("nrlazy: make nx larger")
+ call base(nmax,y,1,m,jh,jpntr,eps)
+ do 10 n=1,nmax
+ 10 yc(n)=y(n)
+ do 20 n=m,nmax
+ call neigh(nmax,y,y,n,nmax,1,m,jh,jpntr,eps,nlist,nfound)
+ av=0.
+ do 30 nn=1,nfound
+ 30 av=av+y(nlist(nn)-(m-1)/2) ! average middle coordinate
+ 20 yc(n-(m-1)/2)=av/nfound
+ end
diff --git a/src/source_f/ts_surrogates.f b/src/source_f/ts_surrogates.f
new file mode 100755
index 0000000..30bbf60
--- /dev/null
+++ b/src/source_f/ts_surrogates.f
@@ -0,0 +1,146 @@
+c===========================================================================
+c
+c This file is part of TISEAN
+c
+c Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+c
+c TISEAN is free software; you can redistribute it and/or modify
+c it under the terms of the GNU General Public License as published by
+c the Free Software Foundation; either version 2 of the License, or
+c (at your option) any later version.
+c
+c TISEAN is distributed in the hope that it will be useful,
+c but WITHOUT ANY WARRANTY; without even the implied warranty of
+c MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+c GNU General Public License for more details.
+c
+c You should have received a copy of the GNU General Public License
+c along with TISEAN; if not, write to the Free Software
+c Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+c
+c===========================================================================
+c Create multivariate surrogate data
+c author T. Schreiber (1999)
+c===========================================================================
+c modified Piotr Held (2015)
+c===========================================================================
+c===== NOTE MUST BE COMPILED WITH flag -freal-4-real-8 =====
+ subroutine ts_surrogates (xx, nx, mx, imax, ispec, seed,
+ $ output, iterations, rel_discrepency);
+
+ dimension xx(nx,mx), x(nx,mx), y(nx,mx), xamp(nx,mx)
+ dimension xsort(nx,mx), list(nx), rwork(nx), output(nx,mx)
+ external rand
+
+ r=rand(sqrt(abs(seed)))
+c -- mcmax - component number --
+ mcmax = mx
+c -- nmaxp - max number of elements in each component --
+ nmaxp = nx
+ do 20 m=1,mcmax
+ do 30 n=1,nmaxp
+ x(n,m)=xx(n,m)
+ y(n,m)=x(n,m)
+ xamp(n,m)=x(n,m)
+ 30 xsort(n,m)=x(n,m)
+ call store_spec(nmaxp,xamp(1,m),0)
+ call sort(nmaxp,xsort(1,m),list)
+ do 40 n=1,nmaxp
+ 40 rwork(n)=rand(0.0)
+ call rank(nmaxp,rwork,list)
+ 20 call index2sort(nmaxp,x(1,m),list)
+ it=-1
+ dspec=r1mach(2)
+ 1 it=it+1
+ do 50 m=1,mcmax
+ do 50 n=1,nmaxp
+ 50 y(n,m)=x(n,m)
+ ds0=dspec
+ dspec=toxspec(nmaxp,mcmax,nx,xamp,y)
+ if(imax.ge.0.and.it.ge.imax) goto 2
+ do 60 m=1,mcmax
+ 60 call todist(nmaxp,xsort(1,m),y(1,m),x(1,m))
+ if(dspec.lt.ds0) goto 1
+ 2 continue
+ if(ispec.gt.0) then
+c assign output for when exact is set (ispec > 0)
+ output = y
+ else
+c assign output for when exact is not set (ispec == 0)
+ output = x
+ endif
+ iterations = it
+ rel_discrepency = dspec
+ end
+
+ function toxspec(nmax,mmax,nxx,a,x)
+ parameter(nx=100000,mx=20,tol=1e-5)
+ dimension x(nxx,mmax), a(nxx,mmax), w(nx,mx), w1(nx),
+ . w2(nx), iw(15), goal(mx)
+
+ if(nmax.gt.nx.or.mmax.gt.mx) then
+ call xstopx ("toxspec: make nx/mx larger.")
+ endif
+ call rffti1(nmax,w2,iw)
+ do 10 m=1,mmax
+ do 20 n=1,nmax
+ 20 w(n,m)=x(n,m)
+ call rfftf1(nmax,x(1,m),w1,w2,iw)
+ do 30 n=1,nmax
+ 30 x(n,m)=x(n,m)/real(nmax)
+ x(1,m)=sqrt(a(1,m))
+ do 40 n=2,(nmax+1)/2
+ pha=atan2(x(2*n-1,m),x(2*n-2,m))
+ x(2*n-2,m)=sqrt(a(2*n-2,m))
+ 40 x(2*n-1,m)=pha
+ 10 if(mod(nmax,2).eq.0) x(nmax,m)=sqrt(a(nmax,m))
+ if(mmax.gt.1) then
+ do 50 n=2,(nmax+1)/2
+ do 60 m=1,mmax
+ 60 goal(m)=x(2*n-1,m)-a(2*n-1,m)
+ alpha=alp(mmax,goal)
+ do 50 m=1,mmax
+ 50 x(2*n-1,m)=alpha+a(2*n-1,m)
+ endif
+ do 70 m=1,mmax
+ do 80 n=2,(nmax+1)/2
+ c=x(2*n-2,m)*cos(x(2*n-1,m))
+ s=x(2*n-2,m)*sin(x(2*n-1,m))
+ x(2*n-1,m)=s
+ 80 x(2*n-2,m)=c
+ 70 call rfftb1(nmax,x(1,m),w1,w2,iw)
+ toxspec=0
+ do 90 m=1,mmax
+ do 90 n=1,nmax
+ 90 toxspec=toxspec+(x(n,m)-w(n,m))**2
+ toxspec=sqrt((toxspec/nmax)/mmax)
+ end
+
+ function alp(mmax,goal)
+ dimension goal(mmax)
+ data pi/3.1415926/
+
+ f1=0
+ f2=0
+ do 10 m=1,mmax
+ f1=f1+cos(goal(m))
+ 10 f2=f2+sin(goal(m))
+ alp=atan2(f2,f1)
+ scos=0
+ do 20 m=1,mmax
+ 20 scos=scos+cos(alp-goal(m))
+ if(scos.lt.0) alp=alp+pi
+ end
+
+ subroutine todist(nmax,dist,x,y)
+ parameter(nx=100000)
+ dimension x(nmax), dist(nmax), y(nmax), list(nx)
+
+ if(nmax.gt.nx) then
+ call xstopx ("todist: make nx larger.")
+ endif
+ call rank(nmax,x,list)
+ do 10 n=1,nmax
+ 10 y(n)=dist(list(n))
+ end
+
diff --git a/src/source_f/ts_upo.f b/src/source_f/ts_upo.f
new file mode 100644
index 0000000..102673b
--- /dev/null
+++ b/src/source_f/ts_upo.f
@@ -0,0 +1,273 @@
+c===========================================================================
+c
+c This file is part of TISEAN
+c
+c Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+c
+c TISEAN is free software; you can redistribute it and/or modify
+c it under the terms of the GNU General Public License as published by
+c the Free Software Foundation; either version 2 of the License, or
+c (at your option) any later version.
+c
+c TISEAN is distributed in the hope that it will be useful,
+c but WITHOUT ANY WARRANTY; without even the implied warranty of
+c MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+c GNU General Public License for more details.
+c
+c You should have received a copy of the GNU General Public License
+c along with TISEAN; if not, write to the Free Software
+c Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+c
+c===========================================================================
+c locate unstable periodic points
+c author T. Schreiber (1998)
+c===========================================================================
+c modified Piotr Held (2015)
+c===========================================================================
+c==== NOTE MUST BE COMPILED WITH flag -freal-4-real-8 ======
+ subroutine ts_upo(m_in, eps_in, frac,teq,tdis,h,
+ $ tacc,iper,icen,
+ $ lines_read, in_out1, olens, orbit_data, sizedat,
+ $ acc, stability);
+ implicit none
+c -- input declarations --
+ integer*4 m_in, iper, icen, lines_read, sizedat
+ real*8 eps_in, frac, teq, tdis, h, tacc
+c the *_in is used because they need to be converted from double to float
+
+ real*8 in_out1(lines_read), orbit_data(sizedat)
+ real*8 acc(icen), stability(icen), olens(icen)
+
+c -- parameters --
+ integer*4 nx, mper
+ parameter(nx=1000000,mper=20)
+
+c -- variable declarations --
+
+c from main body
+ integer*4 n
+ integer istderr
+ real*8 sc,sd
+ external istderr, rms
+c -- functions --
+ integer known, isold
+ integer*4 iperiod
+ real stab
+
+c from old findupo() -- might cause problems
+ integer*4 info, nfev, ndum, itry, ior
+ integer*4 i, ipor
+ integer*4 iw(mper)
+ real tol
+ real enorm, r1mach
+ real xp(mper),fvec(mper),xor(mper,nx)
+ real w0(mper,mper),w1(mper),w2(mper),w3(mper)
+ real w4(mper),w5(mper),w6(mper)
+ real*8 err, sor
+ external peri, enorm, r1mach, snls1
+
+c new for creating an output
+ integer*4 orbit_no, data_pos
+
+
+c -- global variables --
+ integer*4 nmax, m
+ real*8 eps
+ real*8 x(nx)
+ common /period/ x, nmax, m, eps
+
+c -- Assign input variables to program variables --
+ nmax=lines_read
+ m=m_in
+ eps=eps_in
+
+ do 1 i=1,lines_read
+ x(i)=in_out1(i)
+ 1 continue
+
+c -- Prepare the data --
+ call rms(nmax,x,sc,sd)
+ if(frac.gt.0) eps=sd*frac
+ if(teq.lt.0.) teq=eps
+ if(tdis.lt.0.) tdis=eps
+ if(tacc.lt.0.) tacc=eps
+ if(h.lt.0.) h=eps
+
+c -- Prepare iterators for output --
+ orbit_no = 0;
+ data_pos = 0;
+
+c -- Exectute main program --
+c old call findupo(iper,icen,teq,tdis,tacc,h,iunit,iverb)
+ if(iper.gt.mper) then
+ call xstopx ("findupo: make mper larger.")
+ endif
+ tol=sqrt(r1mach(4))
+ itry=0
+ ior=0
+ do 10 n=iper,nmax
+c if(iv_10(iverb).eq.1) then
+c if(mod(n,10).eq.0) write(istderr(),'(i7)') n
+c else if(iv_100(iverb).eq.1) then
+c if(mod(n,100).eq.0) write(istderr(),'(i7)') n
+c else if(iv_1000(iverb).eq.1) then
+c if(mod(n,1000).eq.0) write(istderr(),'(i7)') n
+c endif
+ if(known(n,iper,teq).eq.1) goto 10
+ itry=itry+1
+ if(itry.gt.icen) goto 999
+ do 20 i=1,iper
+ 20 xp(i)=x(n-iper+i)
+ call snls1(peri,1,iper,iper,xp,fvec,w0,mper,tol,tol,0.,
+ . 20*(iper+1),0.,w1,1,100.,0,info,nfev,ndum,iw,w2,w3,w4,w5,w6)
+ err=enorm(iper,fvec)
+ if(info.eq.-1.or.info.eq.5.or.err.gt.tacc) goto 10 ! unsuccessfull
+ if(isold(iper,xp,ior,xor,tdis).eq.1) goto 10 ! already found
+ ior=ior+1 ! a new orbit
+ do 30 i=1,iper
+ 30 xor(i,ior)=xp(i)
+ ipor=iperiod(iper,xp,tdis)
+ sor=real(ipor)*stab(iper,xp,h)/real(iper)
+
+c old call print(iper,xp,ipor,sor,err,iunit,iverb)
+ orbit_no = orbit_no+1
+ olens(orbit_no+1) = ipor
+ acc(orbit_no+1) = err
+ stability(orbit_no+1) = exp(sor)
+ do 40 i=1,ipor
+ data_pos = data_pos + 1
+ orbit_data(data_pos+1) = xp(i)
+ 40 continue
+ 10 continue
+
+c -- write lengths input arrays --
+ 999 olens(1) = orbit_no
+ orbit_data(1) = data_pos
+ acc(1) = orbit_no
+ stability(1) = orbit_no
+
+
+ end
+
+ integer function known(n,iper,tol)
+c return 1 if equivalent starting point has been tried
+ parameter(nx=1000000)
+ real*8 x(nx)
+ common /period/ x, nmax, m, eps
+
+ known=1
+ do 10 nn=iper,n-1
+ dis=0
+ do 20 i=1,iper
+ 20 dis=dis+(x(n-iper+i)-x(nn-iper+i))**2
+ 10 if(sqrt(dis).lt.tol) return
+ known=0
+ end
+
+ integer function isold(iper,xp,ior,xor,toler)
+c determine if orbit is in data base
+ parameter(mper=20)
+ dimension xp(iper), xor(mper,*)
+
+ isold=1
+ do 10 ip=1,iper
+ do 20 io=1,ior
+ dor=0
+ do 30 i=1,iper
+ 30 dor=dor+(xp(i)-xor(i,io))**2
+ 20 if(sqrt(dor).le.toler) return
+ 10 call oshift(iper,xp)
+ isold=0
+ end
+
+ subroutine oshift(iper,xp)
+c leftshift orbit circularly by one position
+ dimension xp(*)
+
+ h=xp(1)
+ do 10 i=1,iper-1
+ 10 xp(i)=xp(i+1)
+ xp(iper)=h
+ end
+
+ integer*4 function iperiod(iper,xp,tol)
+c determine shortest subperiod
+ dimension xp(*)
+
+ do 10 iperiod=1,iper
+ dis=0
+ do 20 i=1,iper
+ il=i-iperiod
+ if(il.le.0) il=il+iper
+ 20 dis=dis+(xp(i)-xp(il))**2
+ 10 if(sqrt(dis).le.tol) return
+ end
+
+ subroutine peri(iflag,mf,iper,xp,fvec)
+c built discrepancy vector (as called by snls1)
+ dimension xp(iper),fvec(mf)
+
+ do 10 ip=1,iper
+ fvec(ip)=xp(1)-fc(iper,xp,iflag)
+ 10 call oshift(iper,xp)
+ end
+
+ function fc(iper,xp,iflag)
+c predict (cyclic) point 1, using iper,iper-1...
+ parameter(nx=1000000)
+ dimension xp(*)
+ real*8 x(nx)
+ common /period/ x, nmax, m, eps
+ data cut/20/
+
+ eps2=1./(2*eps*eps)
+ ft=0
+ sw=0
+ fc=0
+ do 10 n=m+1,nmax
+ dis=0
+ do 20 i=1,m
+ 20 dis=dis+(x(n-i)-xp(mod(m*iper-i,iper)+1))**2
+ ddis=dis*eps2
+ w=0
+ if(ddis.lt.cut) then
+ w=exp(-ddis)
+ endif
+ ft=ft+w*x(n)
+ 10 sw=sw+w
+ iflag=-1
+ if(abs(sw).le.1e-312) return ! fc undefined, stop minimising
+ fc=ft/sw
+ iflag=1
+ end
+
+ real function stab(ilen,xp,h)
+c compute cycle stability by iteration of a tiny perturbation
+ parameter(nx=1000000,mper=20,maxit=1000)
+ dimension xp(*), xcop(mper)
+ real*8 x(nx)
+ common /period/ x, nmax, m, eps
+
+ if(mper.lt.ilen) then
+ call xstopx ("stability: make mper larger.")
+ endif
+ iflag=1
+ stab=0
+ do 10 i=2,m
+ 10 xcop(i)=xp(mod(i-1,ilen)+1)
+ xcop(1)=xp(1)+h
+ do 20 it=1,maxit
+ do 30 itt=1,ilen
+ xx=fc(m,xcop,iflag)
+ if(iflag.eq.-1) goto 1
+ call oshift(m,xcop)
+ 30 xcop(m)=xx
+ dis=0
+ do 40 i=1,m
+ 40 dis=dis+(xcop(i)-xp(mod(i-1,ilen)+1))**2
+ dis=sqrt(dis)
+ stab=stab+log(dis/h)
+ do 20 i=1,m
+ 20 xcop(i)=xp(mod(i-1,ilen)+1)*(1-h/dis) + xcop(i)*h/dis
+ 1 stab=stab/max(it-1,1)
+ end
diff --git a/tests/addnoise/procedure.txt b/tests/addnoise/procedure.txt
new file mode 100644
index 0000000..548c6b5
--- /dev/null
+++ b/tests/addnoise/procedure.txt
@@ -0,0 +1,15 @@
+As 'addnoise' simply adds noise to the input vector, it can be easily replaced with GNU Octave functions.
+
+So to replace the following command in Octave:
+ $ addnoise data.dat -v0.02 -u -o "data_noise.dat"
+
+ r = std (data) * 0.02;
+ data = data + r * rand (size (data))
+
+
+To replace the following command in Octave:
+ $ addnoise data.dat -r0.5 -o "data_noise.dat"
+
+ g = (-6 + sum (rand ([size(data), 12]), 3));
+ data = data + 0.5 * g
+
diff --git a/tests/corr/amp_ar.dat b/tests/corr/amp_ar.dat
new file mode 100644
index 0000000..fe504e3
--- /dev/null
+++ b/tests/corr/amp_ar.dat
@@ -0,0 +1,5012 @@
+#average forcast error= 3.433869e-01
+#individual forecast errors: 3.433869e-01
+# 2.303067e+00
+# -2.016940e+00
+# 8.045408e-01
+# -3.259203e-02
+# -1.497622e-01
+# 8.566623e-02
+# -3.649850e-02
+# -2.471789e-02
+# 8.821165e-02
+# -8.512512e-02
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diff --git a/tests/corr/amp_ar_corr.dat b/tests/corr/amp_ar_corr.dat
new file mode 100644
index 0000000..56b6073
--- /dev/null
+++ b/tests/corr/amp_ar_corr.dat
@@ -0,0 +1,5002 @@
+# average=8.856261e-02
+# standard deviation=7.958705e+00
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diff --git a/tests/corr/amplitude.dat b/tests/corr/amplitude.dat
new file mode 100644
index 0000000..617fd1b
--- /dev/null
+++ b/tests/corr/amplitude.dat
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diff --git a/tests/corr/amplitude_tisean.dat b/tests/corr/amplitude_tisean.dat
new file mode 100644
index 0000000..541aff8
--- /dev/null
+++ b/tests/corr/amplitude_tisean.dat
@@ -0,0 +1,5002 @@
+# average=1.463300e-01
+# standard deviation=7.994755e+00
+0 6.393752e+01
+1 6.261597e+01
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diff --git a/tests/corr/amplitude_tisean_norm.dat b/tests/corr/amplitude_tisean_norm.dat
new file mode 100644
index 0000000..a186810
--- /dev/null
+++ b/tests/corr/amplitude_tisean_norm.dat
@@ -0,0 +1,5002 @@
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diff --git a/tests/corr/ar.dat b/tests/corr/ar.dat
new file mode 100644
index 0000000..fe504e3
--- /dev/null
+++ b/tests/corr/ar.dat
@@ -0,0 +1,5012 @@
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diff --git a/tests/corr/ar_tisean.dat b/tests/corr/ar_tisean.dat
new file mode 100644
index 0000000..4af42c8
--- /dev/null
+++ b/tests/corr/ar_tisean.dat
@@ -0,0 +1,5002 @@
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diff --git a/tests/corr/ar_tisean_norm.dat b/tests/corr/ar_tisean_norm.dat
new file mode 100644
index 0000000..56b6073
--- /dev/null
+++ b/tests/corr/ar_tisean_norm.dat
@@ -0,0 +1,5002 @@
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diff --git a/tests/corr/procedure.txt b/tests/corr/procedure.txt
new file mode 100644
index 0000000..d90ff2f
--- /dev/null
+++ b/tests/corr/procedure.txt
@@ -0,0 +1,32 @@
+1. Comparison
+=====
+
+Procedure taken to receive results:
+ 1. Generate amp_corr.dat using the TISEAN package 'corr' with the call:
+ 'corr amplitude.dat -D5000 -o "amp_corr.dat"'
+ 2. Generate similar autocorelation data using
+ 'load amplitude.dat; [a,b] = xcorr(amplitude,5000, 'coeff');'
+
+ Then to save the data you can use:
+ 'idx = [rows(amplitude):2*rows(amplitude)-1]; xcorr_res = a(idx); save "xcorr_res.dat" xcorr_res'
+
+There is a strong difference in the data. This might be because of the different methods used in both cases (as explained further in the methods used Section 2. Methods). Because of those differences the amplitudes of the data generated using 'xcorr' from 'signal' decreases linearly. Thus to compare the data the oscillation amplitude of the data generated by 'xcorr' must be amplified. This linear decrease was not proven but observed on the 'amplitude.dat' data.
+
+When a linear correction is applied:
+
+ 'mult = rows (amplitude) ./ (rows (amplitude) - [0:rows(amplitude)-1]); xcorr_tisean_res = mult .* xcorr_res'
+
+The resultant xcorr_tisean_res is close to the TISEAN 'corr' function.
+
+The data is very close at the beginning but towards the end it beginns to vary until it reaches about 3% for 'amplitude.dat'. This is most likely because towards the end the data ends, so there is less data to generate a proper autocorrelation.
+
+Similar results were achieved when using 'amp_ar.dat' although the difference at its peak was smaller than 1.5%.
+
+
+2. Methods
+=====
+* The way 'corr' determines the autocorrelation of the data is using an estimation procedure described here:
+http://en.wikipedia.org/wiki/Autocorrelation#Estimation
+
+* The function 'xcorr' from package 'signal' works usingthe FFT (Fast Fourier Transform) method. It is described here:
+http://en.wikipedia.org/wiki/Autocorrelation#Efficient_computation
diff --git a/tests/corr/square.dat b/tests/corr/square.dat
new file mode 100644
index 0000000..f6a2665
--- /dev/null
+++ b/tests/corr/square.dat
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diff --git a/tests/corr/square_tisean.dat b/tests/corr/square_tisean.dat
new file mode 100644
index 0000000..23522c2
--- /dev/null
+++ b/tests/corr/square_tisean.dat
@@ -0,0 +1,6002 @@
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diff --git a/tests/corr/square_tisean_norm.dat b/tests/corr/square_tisean_norm.dat
new file mode 100644
index 0000000..c486228
--- /dev/null
+++ b/tests/corr/square_tisean_norm.dat
@@ -0,0 +1,6002 @@
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diff --git a/tests/corr/test_corr.m b/tests/corr/test_corr.m
new file mode 100644
index 0000000..783623d
--- /dev/null
+++ b/tests/corr/test_corr.m
@@ -0,0 +1,58 @@
+# This test compares the results of TISEAN corr function
+# $ corr square.dat -D6000 -n -o "square_tisean.dat"
+# $ corr square.dat -D6000 -o "square_tisean_norm.dat"
+# $ corr amplitude.dat -D5000 -n -o "amplitude_tisean.dat"
+# $ corr amplitude.dat -D5000 -o "amplitude_tisean_norm.dat"
+# $ corr ar.dat -D5000 -n -o "ar_tisean.dat"
+# $ corr ar.dat -D5000 -o "ar_tisean_norm.dat"
+
+pkg load signal
+close all
+
+dataset = {"square","amplitude", "ar"};
+ndata = numel (dataset);
+
+tisean_output = @(x) sprintf("%s_tisean.dat",x);
+tisean_norm_output = @(x) sprintf("%s_tisean_norm.dat",x);
+
+for i=1:ndata
+
+ # Load tisean results
+ data_tisean = load (tisean_output (dataset{i}));
+ data_tisean_norm = load (tisean_norm_output (dataset{i}));
+
+ data = load ([dataset{i} ".dat"]);
+ n = length (data);
+
+ # Calculate with Octave
+ [data_octave, lags] = xcorr (data, n,'unbiased');
+ idx = find (lags >0);
+ data_octave = data_octave(idx);
+ lags = lags(idx);
+
+ #Calculate with Octave when normalised
+ data_octave_norm = xcorr (center (data), n, 'coeff');
+ data_octave_norm = data_octave_norm(idx);
+ data_octave_norm = data_octave_norm .* (n ./ (n - (transpose ([0:n-1]))));
+
+ # Compare
+ figure (2*i - 1)
+ plot (lags, data_octave,'r.', ...
+ data_tisean(:,1), data_tisean(:,2),'bo')
+ legend ("Octave","Tisean");
+ axis tight
+
+ figure (2*i)
+ plot (lags, data_octave_norm,'r.', ...
+ data_tisean_norm(:,1), data_tisean_norm(:,2),'bo')
+ legend ("Octave","Tisean");
+ axis tight
+
+ printf ("Difference on %s: %.3g\n", dataset{i}, ...
+ sqrt (mean ((data_octave-data_tisean(:,2)).^2)));
+ printf ("Difference on %s when normalized: %.3g\n", dataset{i}, ...
+ sqrt (mean ((data_octave_norm-data_tisean_norm(:,2)).^2)));
+
+ fflush (stdout);
+
+endfor
diff --git a/tests/extrema/amplitude.dat b/tests/extrema/amplitude.dat
new file mode 100644
index 0000000..617fd1b
--- /dev/null
+++ b/tests/extrema/amplitude.dat
@@ -0,0 +1,5000 @@
+ 3.61
+ 4.31
+ 4.83
+ 5.18
+ 5.36
+ 5.31
+ 5.15
+ 4.92
+ 4.23
+ 3.53
+ 2.84
+ 1.86
+ 0.89
+ -0.31
+ -1.38
+ -2.50
+ -3.47
+ -4.46
+ -5.40
+ -5.98
+ -6.52
+ -6.70
+ -6.68
+ -6.66
+ -6.23
+ -5.58
+ -4.72
+ -3.61
+ -2.56
+ -1.18
+ 0.12
+ 1.66
+ 3.02
+ 4.23
+ 5.57
+ 6.61
+ 7.50
+ 8.06
+ 8.50
+ 8.60
+ 8.36
+ 7.84
+ 7.17
+ 6.15
+ 4.73
+ 3.39
+ 1.84
+ 0.05
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+ -5.04
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+ -4.47
+ -2.58
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+ 13.05
+ 12.03
+ 10.39
+ 8.47
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+ 1.69
+ -0.65
+ -2.95
+ -5.36
+ -7.51
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diff --git a/tests/extrema/amplitude_tisean_max.dat b/tests/extrema/amplitude_tisean_max.dat
new file mode 100644
index 0000000..f246180
--- /dev/null
+++ b/tests/extrema/amplitude_tisean_max.dat
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diff --git a/tests/extrema/amplitude_tisean_min.dat b/tests/extrema/amplitude_tisean_min.dat
new file mode 100644
index 0000000..7bb1155
--- /dev/null
+++ b/tests/extrema/amplitude_tisean_min.dat
@@ -0,0 +1,152 @@
+-6.716000e+00 2.140000e+01
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diff --git a/tests/extrema/procedure.txt b/tests/extrema/procedure.txt
new file mode 100644
index 0000000..0800d48
--- /dev/null
+++ b/tests/extrema/procedure.txt
@@ -0,0 +1,3 @@
+When analyzing 'test_extrema.m' it is obvious that 'extrema' from TISEAN and 'findpeaks' from 'signal' are * NOT * the same (apart from the fact that the data they give is presented in a different form). This is because 'findpeaks' searches for all 'peaks' (that is highs and lows) where as extrema searches for highes (default) or for lows (with option '-z').
+
+This function *needs* to be ported.
diff --git a/tests/extrema/test_extrema.m b/tests/extrema/test_extrema.m
new file mode 100644
index 0000000..32ac0ea
--- /dev/null
+++ b/tests/extrema/test_extrema.m
@@ -0,0 +1,59 @@
+# This test compares the results of TISEAN extrema function
+# $ extrema amplitude.dat -o "amplitude_tisean_max.dat"
+# $ extrema amplitude.dat -z -o "amplitude_tisean_min.dat"
+
+
+pkg load signal
+close all
+
+dataset = {"amplitude"};
+ndata = numel (dataset);
+
+tisean_max_output = @(x) sprintf("%s_tisean_max.dat",x);
+tisean_min_output = @(x) sprintf("%s_tisean_min.dat",x);
+
+for i=1:ndata
+
+ # Load tisean results
+ data_tisean_max = load (tisean_max_output (dataset{i}));
+ data_tisean_min = load (tisean_min_output (dataset{i}));
+
+ data = load ([dataset{i} ".dat"]);
+ n = length (data);
+
+ # Change to absolute time reference
+ max_rows = rows (data_tisean_max);
+ for j=1:max_rows
+ data_tisean_max(max_rows+1-j,2) = sum (data_tisean_max([1:max_rows+1-j],2));
+ endfor
+
+ min_rows = rows (data_tisean_min);
+ for j=1:min_rows
+ data_tisean_min(min_rows+1-j,2) = sum (data_tisean_min([1:min_rows+1-j],2));
+ endfor
+
+ # Calculate with Octave
+ [pks_octave, loc, extra] = findpeaks (data, "DoubleSided", "MinPeakDistance", 2);
+
+ # Compare
+ figure (2*i - 1)
+ plot ([1:5000],data,'b', ...
+ loc, pks_octave,'ro', ...
+ data_tisean_max(:,2), data_tisean_max(:,1), 'g.');
+ legend ("Data", "Octave","Tisean");
+ axis tight
+
+ figure (2*i)
+ plot ([1:5000],data,'b', ...
+ loc, pks_octave,'ro', ...
+ data_tisean_min(:,2), data_tisean_min(:,1), 'g.');
+ legend ("Data", "Octave","Tisean");
+ axis tight
+
+
+# printf ("Difference on %s: %.3g\n", dataset{i}, ...
+# sqrt (mean ((data_octave-data_tisean(:,2)).^2)));
+
+ fflush (stdout);
+
+endfor
diff --git a/tests/histogram/amplitude.dat b/tests/histogram/amplitude.dat
new file mode 100644
index 0000000..617fd1b
--- /dev/null
+++ b/tests/histogram/amplitude.dat
@@ -0,0 +1,5000 @@
+ 3.61
+ 4.31
+ 4.83
+ 5.18
+ 5.36
+ 5.31
+ 5.15
+ 4.92
+ 4.23
+ 3.53
+ 2.84
+ 1.86
+ 0.89
+ -0.31
+ -1.38
+ -2.50
+ -3.47
+ -4.46
+ -5.40
+ -5.98
+ -6.52
+ -6.70
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+ -6.23
+ -5.58
+ -4.72
+ -3.61
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+ 0.12
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+ 7.50
+ 8.06
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diff --git a/tests/histogram/amplitude_histogram.dat b/tests/histogram/amplitude_histogram.dat
new file mode 100644
index 0000000..bb890c8
--- /dev/null
+++ b/tests/histogram/amplitude_histogram.dat
@@ -0,0 +1,53 @@
+#interval of data: [-1.463000e+01:1.727000e+01]
+#average= 1.463300e-01
+#standard deviation= 7.994755e+00
+-1.431100e+01 9.400000e-03
+-1.367300e+01 1.380000e-02
+-1.303500e+01 1.380000e-02
+-1.239700e+01 1.440000e-02
+-1.175900e+01 1.740000e-02
+-1.112100e+01 1.840000e-02
+-1.048300e+01 2.100000e-02
+-9.845000e+00 1.680000e-02
+-9.207000e+00 2.200000e-02
+-8.569000e+00 2.120000e-02
+-7.931000e+00 2.200000e-02
+-7.293000e+00 2.520000e-02
+-6.655000e+00 3.100000e-02
+-6.017000e+00 2.600000e-02
+-5.379000e+00 3.180000e-02
+-4.741000e+00 3.240000e-02
+-4.103000e+00 3.260000e-02
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+-2.827000e+00 3.040000e-02
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diff --git a/tests/histogram/procedure.txt b/tests/histogram/procedure.txt
new file mode 100644
index 0000000..36c9e17
--- /dev/null
+++ b/tests/histogram/procedure.txt
@@ -0,0 +1,30 @@
+This file is made to explain what steps I have taken in order to compare the 'histogram' program from the TISEAN package and the 'hist' function from GNU Octave.
+
+First it is important to note that the results given from GNU Octave and from the 'histogram' in the TISEAN package vary in the form they are presented.
+
+Steps undertaken:
+
+ 1. Using 'histogram' I generated the results of 'histogram' into file 'amplitude_histogram.dat' using the command:
+ '$histogram amplitude.dat -o "amplitude_histogram.dat" '
+ 2. I loaded 'amplitude.dat' into GNU Octave and ran function
+ 'load amplitude.dat; [nn, xx] = hist (amplitude, 50, 1)'.
+ Number '50' is used as this is the default value of bins in the TISEAN program. And '1' as the last argument is neccessary so that 'hist' would normalize the histogram (sum of the bars is equal to '1')
+ 3. I loaded 'amplitude_histogram.dat' into GNU Octave and compared the first column with 'xx' obtained previously and the second with 'nn' (both 'nn' and 'xx' needed to be transposed) and save the result in 'result.dat'
+ 'load amplitude_histogram.dat; nn = transpose (nn); xx = transpose (xx); \
+ diffa = [xx,nn] - amplitude_histogram.dat; save "difference.dat" diffa;'
+
+Note: The difference of the left column was smaller than 1.0e-14 and the right column the largest difference was rather large at 4.0e-04 but it was in two places: one positive and one negative in the other. This means that both programs classified some values into two different bars -- should not be a problem. The rest of the result difference was smaller than 1.0e-17.
+
+Apart from the comments I made above the two tested functions produce the same results on the same data set.
+
+It is important to remember to call both functions differently:
+
+TISEAN:
+ 'histogram data.dat -b#n -o data_hist.dat'
+
+GNU Octave:
+ 'load data.dat; [nn, xx] = hist (data, #n, 1)'
+
+ Then to save it in a file (like in TISEAN):
+ 'nn = transpose (nn); xx = transpose (xx); data_hist = [xx, nn]; save "data_hist.dat" data_hist'
+
diff --git a/tests/histogram/test_histogram.m b/tests/histogram/test_histogram.m
new file mode 100644
index 0000000..a238a57
--- /dev/null
+++ b/tests/histogram/test_histogram.m
@@ -0,0 +1,41 @@
+# This test compares the results of TISEAN histogram function
+# $ histogram amplitude.dat -o "amplitude_tisean.dat"
+
+pkg load signal
+close all
+
+dataset = {"amplitude"};
+ndata = numel (dataset);
+
+tisean_output = @(x) sprintf("%s_histogram.dat",x);
+
+
+for i=1:ndata
+
+ # Load tisean results
+ data_tisean = load (tisean_output (dataset{i}));
+
+ data = load ([dataset{i} ".dat"]);
+ n = length (data);
+
+ # Calculate with Octave
+ [no_octave, centers_octave] = hist (data, 50, 1);
+ no_octave = transpose (no_octave);
+ centers_octave = transpose (centers_octave);
+
+ # Compare
+ figure (i)
+ h = bar (centers_octave, [no_octave,data_tisean(:,2)]);
+ set (h(1), "facecolor", "b");
+ set (h(2), "facecolor", "g");
+ legend ("Octave","Tisean");
+
+ axis tight
+
+
+ printf ("Difference on %s: %.3g\n", dataset{i}, ...
+ sqrt (mean ((no_octave-data_tisean(:,2)).^2)));
+
+ fflush (stdout);
+
+endfor
diff --git a/tests/lfo_run/hen1000.dat b/tests/lfo_run/hen1000.dat
new file mode 100644
index 0000000..23bc1f9
--- /dev/null
+++ b/tests/lfo_run/hen1000.dat
@@ -0,0 +1,1007 @@
+# Created by Octave 4.0.0-rc3, Wed Jun 03 11:09:43 2015 MDT <josiah at josiah-sim>
+# name: hen
+# type: matrix
+# rows: 1000
+# columns: 2
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diff --git a/tests/lfo_run/lfo_run_hen.dat b/tests/lfo_run/lfo_run_hen.dat
new file mode 100644
index 0000000..2ae9f96
--- /dev/null
+++ b/tests/lfo_run/lfo_run_hen.dat
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diff --git a/tests/lfo_run/test_lfo_run.m b/tests/lfo_run/test_lfo_run.m
new file mode 100644
index 0000000..d5fc017
--- /dev/null
+++ b/tests/lfo_run/test_lfo_run.m
@@ -0,0 +1,13 @@
+# This compares the results from TISEAN and TISEAN package (tisean)
+# octave:#> hen = henon (1000);
+# octave:#+1> save hen1000.dat hen;
+# $ lfo-run hen1000.dat -m2,4 -d6 -o lfo_run_hen.dat
+
+load lfo_run_hen.dat
+
+res = lfo_run (henon(1000), 'm',4,'d',6);
+
+plot (1:1000, henon(2000)(1001:2000,1),'bo',1:1000,lfo_run_hen(:,1),'ro', 1:1000, res(:,1), 'g.');
+h = legend ("Actual Henon", "Predicted with TISEAN", "Predicted with Matrix::Solve()");
+
+set (h, 'fontsize', 15);
diff --git a/tests/polynom/amplitude.dat b/tests/polynom/amplitude.dat
new file mode 100644
index 0000000..617fd1b
--- /dev/null
+++ b/tests/polynom/amplitude.dat
@@ -0,0 +1,5000 @@
+ 3.61
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+ 4.83
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diff --git a/tests/polynom/amplitude_tisean.dat b/tests/polynom/amplitude_tisean.dat
new file mode 100644
index 0000000..80e0a80
--- /dev/null
+++ b/tests/polynom/amplitude_tisean.dat
@@ -0,0 +1,1075 @@
+#number of free parameters= 70
+
+#used norm for the fit= 7.994755e+00
+#0 0 0 0 -2.279148e-02
+#0 0 0 1 4.044280e-02
+#0 0 0 2 2.014402e-03
+#0 0 0 3 -7.106256e-04
+#0 0 0 4 2.850723e-05
+#0 0 1 0 -6.344298e-01
+#0 0 1 1 9.746447e-02
+#0 0 1 2 -9.019735e-04
+#0 0 1 3 -3.785062e-04
+#0 0 2 0 7.978757e-03
+#0 0 2 1 3.899138e-03
+#0 0 2 2 3.215547e-04
+#0 0 3 0 3.036968e-03
+#0 0 3 1 -4.479299e-04
+#0 0 4 0 -8.863830e-05
+#0 1 0 0 -5.601126e-02
+#0 1 0 1 -7.889838e-03
+#0 1 0 2 -7.399671e-04
+#0 1 0 3 8.412508e-05
+#0 1 1 0 1.246534e-01
+#0 1 1 1 -9.020231e-03
+#0 1 1 2 -3.223901e-04
+#0 1 2 0 3.997464e-03
+#0 1 2 1 5.853918e-04
+#0 1 3 0 -7.973546e-04
+#0 2 0 0 -1.652042e-02
+#0 2 0 1 4.489749e-04
+#0 2 0 2 7.090098e-05
+#0 2 1 0 -7.411160e-03
+#0 2 1 1 3.473573e-04
+#0 2 2 0 9.424313e-05
+#0 3 0 0 5.984661e-04
+#0 3 0 1 -1.027329e-04
+#0 3 1 0 2.770726e-04
+#0 4 0 0 -8.250397e-05
+#1 0 0 0 5.157979e-01
+#1 0 0 1 7.498938e-02
+#1 0 0 2 -6.131137e-04
+#1 0 0 3 -3.532528e-04
+#1 0 1 0 -5.451648e-02
+#1 0 1 1 7.089347e-03
+#1 0 1 2 2.986191e-04
+#1 0 2 0 4.351690e-03
+#1 0 2 1 -2.733393e-04
+#1 0 3 0 2.862461e-05
+#1 1 0 0 1.118996e-01
+#1 1 0 1 -5.673819e-03
+#1 1 0 2 -4.804659e-04
+#1 1 1 0 9.445740e-03
+#1 1 1 1 -4.452493e-04
+#1 1 2 0 -1.203872e-03
+#1 2 0 0 -5.352752e-03
+#1 2 0 1 3.065135e-04
+#1 2 1 0 -5.607316e-04
+#1 3 0 0 2.869690e-04
+#2 0 0 0 -4.888964e-02
+#2 0 0 1 3.460390e-03
+#2 0 0 2 2.148609e-04
+#2 0 1 0 6.783476e-03
+#2 0 1 1 2.610719e-04
+#2 0 2 0 -4.154161e-05
+#2 1 0 0 4.321968e-03
+#2 1 0 1 -4.522355e-04
+#2 1 1 0 -6.752014e-04
+#2 2 0 0 -3.451982e-04
+#3 0 0 0 4.221480e-03
+#3 0 0 1 2.834981e-04
+#3 0 1 0 2.054294e-04
+#3 1 0 0 -1.821343e-04
+#4 0 0 0 2.538453e-04
+
+#average insample error= 9.146327e-02
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diff --git a/tests/polynom/polynom_res_am.dat b/tests/polynom/polynom_res_am.dat
new file mode 100644
index 0000000..0770cff
--- /dev/null
+++ b/tests/polynom/polynom_res_am.dat
@@ -0,0 +1,1076 @@
+#number of free parameters= 70
+
+#used norm for the fit= 7.994755e+00
+#0 0 0 0 -2.256822e-02
+#0 0 0 1 5.291361e-02
+#0 0 0 2 -1.278989e-03
+#0 0 0 3 -4.073650e-04
+#0 0 0 4 2.013505e-05
+#0 0 1 0 -6.381027e-01
+#0 0 1 1 9.103767e-02
+#0 0 1 2 1.445769e-04
+#0 0 1 3 -4.279427e-04
+#0 0 2 0 1.126559e-02
+#0 0 2 1 4.776221e-03
+#0 0 2 2 2.228169e-04
+#0 0 3 0 2.845817e-03
+#0 0 3 1 -4.998166e-04
+#0 0 4 0 -8.926410e-05
+#0 1 0 0 -4.598775e-02
+#0 1 0 1 -1.445729e-02
+#0 1 0 2 1.140368e-04
+#0 1 0 3 6.338082e-05
+#0 1 1 0 1.184206e-01
+#0 1 1 1 -7.245396e-03
+#0 1 1 2 -4.486110e-04
+#0 1 2 0 4.697932e-03
+#0 1 2 1 3.776692e-04
+#0 1 3 0 -8.317036e-04
+#0 2 0 0 -1.946374e-02
+#0 2 0 1 1.169536e-03
+#0 2 0 2 7.139569e-05
+#0 2 1 0 -6.593335e-03
+#0 2 1 1 3.172010e-04
+#0 2 2 0 -3.142531e-05
+#0 3 0 0 7.743932e-04
+#0 3 0 1 -7.826783e-05
+#0 3 1 0 3.111487e-04
+#0 4 0 0 -7.088996e-05
+#1 0 0 0 5.151631e-01
+#1 0 0 1 6.719867e-02
+#1 0 0 2 3.769676e-04
+#1 0 0 3 -3.883091e-04
+#1 0 1 0 -4.582807e-02
+#1 0 1 1 9.358223e-03
+#1 0 1 2 1.596722e-04
+#1 0 2 0 3.862664e-03
+#1 0 2 1 -4.337887e-04
+#1 0 3 0 1.442270e-05
+#1 1 0 0 1.038568e-01
+#1 1 0 1 -4.034255e-03
+#1 1 0 2 -5.941065e-04
+#1 1 1 0 1.131417e-02
+#1 1 1 1 -6.728810e-04
+#1 1 2 0 -1.357116e-03
+#1 2 0 0 -4.634524e-03
+#1 2 0 1 2.492156e-04
+#1 2 1 0 -6.926650e-04
+#1 3 0 0 3.016430e-04
+#2 0 0 0 -4.440550e-02
+#2 0 0 1 4.715903e-03
+#2 0 0 2 1.378030e-04
+#2 0 1 0 6.458845e-03
+#2 0 1 1 1.500402e-04
+#2 0 2 0 -5.439608e-05
+#2 1 0 0 5.373274e-03
+#2 1 0 1 -5.525041e-04
+#2 1 1 0 -8.245028e-04
+#2 2 0 0 -3.912438e-04
+#3 0 0 0 4.169522e-03
+#3 0 0 1 2.793939e-04
+#3 0 1 0 2.068236e-04
+#3 1 0 0 -2.133612e-04
+#4 0 0 0 2.585926e-04
+
+#average insample error= 9.260975e-02
+#average out of sample error= 8.714996e-02
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diff --git a/tests/polynom/procedure.txt b/tests/polynom/procedure.txt
new file mode 100644
index 0000000..5f1645d
--- /dev/null
+++ b/tests/polynom/procedure.txt
@@ -0,0 +1,21 @@
+The problems with polynom.
+
+'polynom' has little in common with 'detrend', 'polyfit' and 'wpolyfit'. This is because all of those GNU Octave functions attemt to fit a polynomial onto the data, whereas 'polynom' does something different. It estimates what the data will be further on. Please refer to TISEAN documentation:
+http://www.mpipks-dresden.mpg.de/~tisean/Tisean_3.0.1/docs/chaospaper/node21.html
+
+1. When certain commands are invoked you get a core dump.
+ $ polynom amplitude.dat -m4 -d8 -p4 -L1000 -o poly_am.dat
+
+ polynom: Fits a polynomial to the data
+
+ Using amplitude.dat as datafile, reading column 1
+ Use 5000 lines.
+ Opened poly_am.dat for writing
+ *** Error in `polynom': double free or corruption (!prev): 0x0000000001d37500 ***
+ Aborted (core dumped)
+
+Without the '-L1000' option it works fine (any other '-L#' had the same result). The problem is that '-L1000' sets the CLENGHT=1000 (which is the default) and CAST=1, so it would seem CAST=1 causes the core dump. Seems like there is a bug in 'polynom.c:make_cast();'
+
+Update: Bug resolved. Pushed upstream.
+
+This function * needs * to be ported.
diff --git a/tests/polynom/test_polynom.m b/tests/polynom/test_polynom.m
new file mode 100644
index 0000000..b939491
--- /dev/null
+++ b/tests/polynom/test_polynom.m
@@ -0,0 +1,47 @@
+# This test compares the results of TISEAN polynom function
+# $ polynom amplitude.dat -m4 -d8 -p4 -L1000 -o amplitude_tisean.dat
+
+
+close all
+
+dataset = { "amplitude"};
+ndata = numel (dataset);
+
+tisean_output = @(x) sprintf("%s_tisean.dat",x);
+
+for i=1:ndata
+
+ # Load tisean results
+ data_tisean = load (tisean_output (dataset{i}));
+
+ data = load ([dataset{i} ".dat"]);
+
+ # Calculate with Octave
+ n = length (data);
+
+ idx = transpose ([1:n]);
+ [P,S,MU] = polyfit (idx, data, 10);
+
+ data_octave = S.yf;
+
+ # Compare
+ figure (2*i-1);
+ plot (idx, data, 'g',...
+ idx, data_octave,'r', ...
+ # The Tisean data is put after the input data, because 'polynom' produces a prediction.
+ [n+1:n+length(data_tisean(:,1))],data_tisean(:,1),'b')
+
+ legend ("Original", "Octave","Tisean");
+
+ idx = [n-1000:n];
+
+ figure (2*i)
+ plot (idx, data(idx), 'g',...
+ [n+1:n+length(data_tisean(:,1))],data_tisean(:,1),'b')
+ legend ("Original", "Tisean");
+ printf ("Difference on %s: %.3g\n", dataset{i}, ...
+ sqrt (mean (data_octave-data).^2));
+
+ fflush (stdout);
+
+endfor
diff --git a/tests/rms/procedure.txt b/tests/rms/procedure.txt
new file mode 100644
index 0000000..00c2a52
--- /dev/null
+++ b/tests/rms/procedure.txt
@@ -0,0 +1,11 @@
+The program 'rms' in TISEAN is a pepculiar one. I really doesn't 'do' anything. It is in the 'Utilities' category on the TISEAN documentation page. Those functions are there only to help the user better utylise the package and are of not much use.
+
+This program computes: mean, standard deviation, smallest, largest and then allows to subtract the average or subtract mean - normalise to unit variance. Let us discuss what functions do this job in Octave:
+ 1. The mean can be obtained in GNU Octave using 'mean'.
+ 2. The standard deviation can be obtained in Octave using 'std'
+ 3. The smallest can item can be obtained by using 'min'
+ 4. The largest item can be obtained by using 'max'
+ 5. Subtracting the mean 'vec - mean(vec)'
+ 6. Subtracting the average 'vec - sum (vec) / rows (vec)'
+
+Thus there is no need to port 'rms' from TISEAN.
diff --git a/tests/spectrum/amplitude.dat b/tests/spectrum/amplitude.dat
new file mode 100644
index 0000000..617fd1b
--- /dev/null
+++ b/tests/spectrum/amplitude.dat
@@ -0,0 +1,5000 @@
+ 3.61
+ 4.31
+ 4.83
+ 5.18
+ 5.36
+ 5.31
+ 5.15
+ 4.92
+ 4.23
+ 3.53
+ 2.84
+ 1.86
+ 0.89
+ -0.31
+ -1.38
+ -2.50
+ -3.47
+ -4.46
+ -5.40
+ -5.98
+ -6.52
+ -6.70
+ -6.68
+ -6.66
+ -6.23
+ -5.58
+ -4.72
+ -3.61
+ -2.56
+ -1.18
+ 0.12
+ 1.66
+ 3.02
+ 4.23
+ 5.57
+ 6.61
+ 7.50
+ 8.06
+ 8.50
+ 8.60
+ 8.36
+ 7.84
+ 7.17
+ 6.15
+ 4.73
+ 3.39
+ 1.84
+ 0.05
+ -1.75
+ -3.47
+ -5.04
+ -6.66
+ -8.15
+ -9.17
+ -10.09
+ -10.55
+ -10.69
+ -10.48
+ -10.08
+ -9.04
+ -7.92
+ -6.37
+ -4.47
+ -2.58
+ -0.32
+ 1.93
+ 4.10
+ 6.22
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+ 11.36
+ 12.45
+ 13.25
+ 13.35
+ 13.05
+ 12.03
+ 10.39
+ 8.47
+ 6.31
+ 4.05
+ 1.69
+ -0.65
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+ 6.25
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+ 15.64
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+ 17.01
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+ 4.01
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diff --git a/tests/spectrum/amplitude_tisean.dat b/tests/spectrum/amplitude_tisean.dat
new file mode 100644
index 0000000..c26df82
--- /dev/null
+++ b/tests/spectrum/amplitude_tisean.dat
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diff --git a/tests/spectrum/ar.dat b/tests/spectrum/ar.dat
new file mode 100644
index 0000000..fe504e3
--- /dev/null
+++ b/tests/spectrum/ar.dat
@@ -0,0 +1,5012 @@
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diff --git a/tests/spectrum/ar_tisean.dat b/tests/spectrum/ar_tisean.dat
new file mode 100644
index 0000000..c479341
--- /dev/null
+++ b/tests/spectrum/ar_tisean.dat
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diff --git a/tests/spectrum/procedure.txt b/tests/spectrum/procedure.txt
new file mode 100644
index 0000000..5f59f74
--- /dev/null
+++ b/tests/spectrum/procedure.txt
@@ -0,0 +1,19 @@
+This file is created to depict the differences between 'spectrum' from TISEAN and 'fft' from GNU Octave. They are essentially the same, but the data output from 'fft' needs to formated to fit onto 'spectrum'. This can be viewed by looking at 'test_spectrum.m'.
+
+1. Actual differences
+Apart from the data presented in a different form the biggest issue that seems to arrise in the step response. It seems like the 'spectrum' behaves differently than the data obtained from 'fft'. It seems as though the data from 'fft' is more likely to be accurate.
+
+
+2. Different usage
+
+ $ spectrum data.dat -o "data_spec.dat"
+
+ n = length (data);
+ half_n = floor (n/2) + 1;
+ spec = fft (data);
+ spec = data_spec(1:half_n);
+ spec = abs (spec(1:half_n) / n).^2;
+ freqs = [0:half_n-1] / n ;
+ data_spec = [freqs,spec];
+
+When the flags '-f' and '-w' become different that the default it becomes a little more complex to make the data align. Taking '-f' and '-w' under consideration was implemented in 'test_spectrum.m'.
diff --git a/tests/spectrum/square.dat b/tests/spectrum/square.dat
new file mode 100644
index 0000000..f6a2665
--- /dev/null
+++ b/tests/spectrum/square.dat
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diff --git a/tests/spectrum/square_tisean.dat b/tests/spectrum/square_tisean.dat
new file mode 100644
index 0000000..a5ebaff
--- /dev/null
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diff --git a/tests/spectrum/test_spectrum.m b/tests/spectrum/test_spectrum.m
new file mode 100644
index 0000000..1dbb81b
--- /dev/null
+++ b/tests/spectrum/test_spectrum.m
@@ -0,0 +1,75 @@
+# This test compares the results of TISEAN spectrum function
+# $ spectrum amplitude.dat -f1 -o "amplitude_tisean.dat"
+# $ spectrum square.dat -f1 -o "square_tisean.dat"
+# $ spectrum ar.dat -f2 -w0.001 -o "ar_tisean.dat"
+
+
+close all
+
+dataset = {"amplitude", "square", "ar"};
+ndata = numel (dataset);
+
+tisean_output = @(x) sprintf("%s_tisean.dat",x);
+
+for i=1:ndata
+
+ # Load tisean results
+ data_tisean = load (tisean_output (dataset{i}));
+
+ data = load ([dataset{i} ".dat"]);
+
+ # Calculate with Octave
+
+ n = length (data);
+ if (strcmp (dataset{i}, "ar"))
+ f = 2;
+ w = 0.001;
+ else
+ f = 1;
+ w = 1/n;
+ endif
+
+ spec_tmp = fft (data);
+
+ half_n = floor (n/2) + 1;
+ step = 2*floor(n*w/(2*f)) + 1;
+ idx = 1:step:half_n;
+
+ # Create spectrum unadjusted (the simple way)
+ spec_unadj = abs (spec_tmp(idx));
+
+ # Create spectrum adjusted to fit the TISEAN data
+ npoints = columns (idx);
+ spec_adj = zeros (npoints,1);
+ spec_tmp = abs (spec_tmp / n).^2;
+ spec_adj(1) = spec_tmp(1);
+
+ for j=2:npoints
+ id = idx(j-1)+1:idx(j);
+ spec_adj(j) = sum (spec_tmp(id));
+ endfor
+
+ # Create the frequencies for the output
+ freqs = (idx-1) / n * f;
+
+ # Compare
+ figure (2*i-1);
+ plot (freqs, log10(spec_adj),'r.', ...
+ data_tisean(:,1), log10(data_tisean(:,2)),'bo')
+ legend ("Octave","Tisean");
+ title ("Adjusted GNU Octave 'fft'");
+ axis tight
+
+ figure (2*i);
+ plot (freqs, log10(spec_unadj),'r.', ...
+ data_tisean(:,1), log10(data_tisean(:,2)),'bo')
+ legend ("Octave","Tisean");
+ title ("Unadjusted GNU Octave 'fft'");
+ axis tight
+
+ printf ("Difference on adjusted %s: %.3g\n", dataset{i}, ...
+ sqrt (mean (log10(spec_adj)-log10(data_tisean(:,2))).^2));
+
+ fflush (stdout);
+
+endfor
--
Alioth's /home/groups/pkg-octave/bin/git-commit-notice on /srv/git.debian.org/git/pkg-octave/octave-tisean.git
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