Endless sine generation in C - c

I am working on a project which incorporates computing a sine wave as input for a control loop.
The sine wave has a frequency of 280 Hz, and the control loop runs every 30 µs and everything is written in C for an Arm Cortex-M7.
At the moment we are simply doing:
double time;
void control_loop() {
time += 30e-6;
double sine = sin(2 * M_PI * 280 * time);
...
}
Two problems/questions arise:
When running for a long time, time becomes bigger. Suddenly there is a point where the computation time for the sine function increases drastically (see image). Why is this? How are these functions usually implemented? Is there a way to circumvent this (without noticeable precision loss) as speed is a huge factor for us? We are using sin from math.h (Arm GCC).
How can I deal with time in general? When running for a long time, the variable time will inevitably reach the limits of double precision. Even using a counter time = counter++ * 30e-6; only improves this, but it does not solve it. As I am certainly not the first person who wants to generate a sine wave for a long time, there must be some ideas/papers/... on how to implement this fast and precise.

Instead of calculating sine as a function of time, maintain a sine/cosine pair and advance it through complex number multiplication. This doesn't require any trigonometric functions or lookup tables; only four multiplies and an occasional re-normalization:
static const double a = 2 * M_PI * 280 * 30e-6;
static const double dx = cos(a);
static const double dy = sin(a);
double x = 1, y = 0; // complex x + iy
int counter = 0;
void control_loop() {
double xx = dx*x - dy*y;
double yy = dx*y + dy*x;
x = xx, y = yy;
// renormalize once in a while, based on
// https://www.gamedev.net/forums/topic.asp?topic_id=278849
if((counter++ & 0xff) == 0) {
double d = 1 - (x*x + y*y - 1)/2;
x *= d, y *= d;
}
double sine = y; // this is your sine
}
The frequency can be adjusted, if needed, by recomputing dx, dy.
Additionally, all the operations here can be done, rather easily, in fixed point.
Rationality
As #user3386109 points out below (+1), the 280 * 30e-6 = 21 / 2500 is a rational number, thus the sine should loop around after 2500 samples exactly. We can combine this method with theirs by resetting our generator (x=1,y=0) every 2500 iterations (or 5000, or 10000, etc...). This would eliminate the need for renormalization, as well as get rid of any long-term phase inaccuracies.
(Technically any floating point number is a diadic rational. However 280 * 30e-6 doesn't have an exact representation in binary. Yet, by resetting the generator as suggested, we'll get an exactly periodic sine as intended.)
Explanation
Some requested an explanation down in the comments of why this works. The simplest explanation is to use the angle sum trigonometric identities:
xx = cos((n+1)*a) = cos(n*a)*cos(a) - sin(n*a)*sin(a) = x*dx - y*dy
yy = sin((n+1)*a) = sin(n*a)*cos(a) + cos(n*a)*sin(a) = y*dx + x*dy
and the correctness follows by induction.
This is essentially the De Moivre's formula if we view those sine/cosine pairs as complex numbers, in accordance to Euler's formula.
A more insightful way might be to look at it geometrically. Complex multiplication by exp(ia) is equivalent to rotation by a radians. Therefore, by repeatedly multiplying by dx + idy = exp(ia), we incrementally rotate our starting point 1 + 0i along the unit circle. The y coordinate, according to Euler's formula again, is the sine of the current phase.
Normalization
While the phase continues to advance with each iteration, the magnitude (aka norm) of x + iy drifts away from 1 due to round-off errors. However we're interested in generating a sine of amplitude 1, thus we need to normalize x + iy to compensate for numeric drift. The straight forward way is, of course, to divide it by its own norm:
double d = 1/sqrt(x*x + y*y);
x *= d, y *= d;
This requires a calculation of a reciprocal square root. Even though we normalize only once every X iterations, it'd still be cool to avoid it. Fortunately |x + iy| is already close to 1, thus we only need a slight correction to keep it at bay. Expanding the expression for d around 1 (first order Taylor approximation), we get the formula that's in the code:
d = 1 - (x*x + y*y - 1)/2
TODO: to fully understand the validity of this approximation one needs to prove that it compensates for round-off errors faster than they accumulate -- and thus get a bound on how often it needs to be applied.

The function can be rewritten as
double n;
void control_loop() {
n += 1;
double sine = sin(2 * M_PI * 280 * 30e-6 * n);
...
}
That does exactly the same thing as the code in the question, with exactly the same problems. But it can now be simplified:
280 * 30e-6 = 280 * 30 / 1000000 = 21 / 2500 = 8.4e-3
Which means that when n reaches 2500, you've output exactly 21 cycles of the sine wave. Which means that you can set n back to 0.
The resulting code is:
int n;
void control_loop() {
n += 1;
if (n == 2500)
n = 0;
double sine = sin(2 * M_PI * 8.4e-3 * n);
...
}
As long as your code can run for 21 cycles without problems, it'll run forever without problems.

I'm rather shocked at the existing answers. The first problem you detect is easily solved, and the next problem magically disappears when you solve the first problem.
You need a basic understanding of math to see how it works. Recall, sin(x+2pi) is just sin(x), mathematically. The large increase in time you see happens when your sin(float) implementation switches to another algorithm, and you really want to avoid that.
Remember that float has only 6 significant digits. 100000.0f*M_PI+x uses those 6 digits for 100000.0f*M_PI, so there's nothing left for x.
So, the easiest solution is to keep track of x yourself. At t=0 you initialize x to 0.0f. Every 30 us, you increment x+= M_PI * 280 * 30e-06;. The time does not appear in this formula! Finally, if x>2*M_PI, you decrement x-=2*M_PI; (Since sin(x)==sin(x-2*pi)
You now have an x that stays nicely in the range 0 to 6.2834, where sin is fast and the 6 digits of precision are all useful.

How to generate a lovely sine.
DAC is 12bits so you have only 4096 levels. It makes no sense to send more than 4096 samples per period. In real life you will need much less samples to generate a good quality waveform.
Create C file with the lookup table (using your PC). Redirect the output to the file (https://helpdeskgeek.com/how-to/redirect-output-from-command-line-to-text-file/).
#define STEP ((2*M_PI) / 4096.0)
int main(void)
{
double alpha = 0;
printf("#include <stdint.h>\nconst uint16_t sine[4096] = {\n");
for(int x = 0; x < 4096 / 16; x++)
{
for(int y = 0; y < 16; y++)
{
printf("%d, ", (int)(4095 * (sin(alpha) + 1.0) / 2.0));
alpha += STEP;
}
printf("\n");
}
printf("};\n");
}
https://godbolt.org/z/e899d98oW
Configure the timer to trigger the overflow 4096*280=1146880 times per second. Set the timer to generate the DAC trigger event. For 180MHz timer clock it will not be precise and the frequency will be 279.906449045Hz. If you need better precision change the number of samples to match your timer frequency or/and change the timer clock frequency (H7 timers can run up to 480MHz)
Configure DAC to use DMA and transfer the value from the lookup table created in the step 1 to the DAC on the trigger event.
Enjoy beautiful sine wave using your oscilloscope. Note that your microcontroller core will not be loaded at all. You will have it for other tasks. If you want to change the period simple reconfigure the timer. You can do it as many times per second as you wish. To reconfigure the timer use timer DMA burst mode - which will reload PSC & ARR registers on the upddate event automatically not disturbing the generated waveform.
I know it is advanced STM32 programming and it will require register level programming. I use it to generate complex waveforms in our devices.
It is the correct way of doing it. No control loops, no calculations, no core load.

I'd like to address the embedded programming issues in your code directly - #0___________'s answer is the correct way to do this on a microcontroller and I won't retread the same ground.
Variables representing time should never be floating point. If your increment is not a power of two, errors will always accumulate. Even if it is, eventually your increment will be smaller than the smallest increment and the timer will stop. Always use integers for time. You can pick an integer size big enough to ignore roll over - an unsigned 32 bit integer representing milliseconds will take 50 days to roll over, while an unsigned 64 bit integer will take over 500 million years.
Generating any periodic signal where you do not care about the signal's phase does not require a time variable. Instead, you can keep an internal counter which resets to 0 at the end of a period. (When you use DMA with a look-up table, that's exactly what you're doing - the counter is the DMA controller's next-read pointer.)
Whenever you use a transcendental function such as sine in a microcontroller, your first thought should be "can I use a look-up table for this?" You don't have access to the luxury of a modern operating system optimally shuffling your load around on a 4 GHz+ multi-core processor. You're often dealing with a single thread that will stall waiting for your 200 MHz microcontroller to bring the FPU out of standby and perform the approximation algorithm. There is a significant cost to transcendental functions. There's a cost to LUTs too, but if you're hitting the function constantly, there's a good chance you'll like the tradeoffs of the LUT a lot better.

As noted in some of the comments, the time value is continually growing with time. This poses two problems:
The sin function likely has to perform a modulus internally to get the internal value into a supported range.
The resolution of time will become worse and worse as the value increases, due to adding on higher digits.
Making the following changes should improve the performance:
double time;
void control_loop() {
time += 30.0e-6;
if((1.0/280.0) < time)
{
time -= 1.0/280.0;
}
double sine = sin(2 * M_PI * 280 * time);
...
}
Note that once this change is made, you will no longer have a time variable.

Use a look-up table. Your comment in the discussion with Eugene Sh.:
A small deviation from the sine frequency (like 280.1Hz) would be ok.
In that case, with a control interval of 30 µs, if you have a table of 119 samples that you repeat over and over, you will get a sine wave of 280.112 Hz. Since you have a 12-bit DAC, you only need 119 * 2 = 238 bytes to store this if you would output it directly to the DAC. If you use it as input for further calculations like you mention in the comments, you can store it as float or double as desired. On an MCU with embedded static RAM, it only takes a few cycles at most to load from memory.

If you have a few kilobytes of memory available, you can eliminate this problem completely with a lookup table.
With a sampling period of 30 µs, 2500 samples will have a total duration of 75 ms. This is exactly equal to the duration of 21 cycles at 280 Hz.
I haven't tested or compiled the following code, but it should at least demonstrate the approach:
double sin2500() {
static double *table = NULL;
static int n = 2499;
if (!table) {
table = malloc(2500 * sizeof(double));
for (int i=0; i<2500; i++) table[i] = sin(2 * M_PI * 280 * i * 30e-06);
}
n = (n+1) % 2500;
return table[n];
}

How about a variant of others' modulo-based concept:
int t = 0;
int divisor = 1000000;
void control_loop() {
t += 30 * 280;
if (t > divisor) t -= divisor;
double sine = sin(2 * M_PI * t / (double)divisor));
...
}
It calculates the modulo in integer then causes no roundoff errors.

There is an alternative approach to calculating a series of values of sine (and cosine) for angles that increase by some very small amount. It essentially devolves down to calculating the X and Y coordinates of a circle, and then dividing the Y value by some constant to produce the sine, and dividing the X value by the same constant to produce the cosine.
If you are content to generate a "very round ellipse", you can use a following hack, which is attributed to Marvin Minsky in the 1960s. It's much faster than calculating sines and cosines, although it introduces a very small error into the series. Here is an extract from the Hakmem Document, Item 149. The Minsky circle algorithm is outlined.
ITEM 149 (Minsky): CIRCLE ALGORITHM
Here is an elegant way to draw almost circles on a point-plotting display:
NEW X = OLD X - epsilon * OLD Y
NEW Y = OLD Y + epsilon * NEW(!) X
This makes a very round ellipse centered at the origin with its size determined by the initial point. epsilon determines the angular velocity of the circulating point, and slightly affects the eccentricity. If epsilon is a power of 2, then we don't even need multiplication, let alone square roots, sines, and cosines! The "circle" will be perfectly stable because the points soon become periodic.
The circle algorithm was invented by mistake when I tried to save one register in a display hack! Ben Gurley had an amazing display hack using only about six or seven instructions, and it was a great wonder. But it was basically line-oriented. It occurred to me that it would be exciting to have curves, and I was trying to get a curve display hack with minimal instructions.
Here is a link to the hakmem: http://inwap.com/pdp10/hbaker/hakmem/hacks.html

I think it would be possible to use a modulo because sin() is periodic.
Then you don’t have to worry about the problems.
double time = 0;
long unsigned int timesteps = 0;
double sine;
void controll_loop()
{
timesteps++;
time += 30e-6;
if( time > 1 )
{
time -= 1;
}
sine = sin( 2 * M_PI * 280 * time );
...
}

Fascinating thread. Minsky's algorithm mentioned in Walter Mitty's answer reminded me of a method for drawing circles that was published in Electronics & Wireless World and that I kept. (Credit: https://www.electronicsworld.co.uk/magazines/). I'm attaching it here for interest.
However, for my own similar projects (for audio synthesis) I use a lookup table, with enough points that linear interpolation is accurate enough (do the math(s)!)

Related

optimization of a code in C

I am trying to optimize a code in C, specificly a critical loop which takes almost 99.99% of total execution time. Here is that loop:
#pragma omp parallel shared(NTOT,i) num_threads(4)
{
# pragma omp for private(dx,dy,d,j,V,E,F,G) reduction(+:dU) nowait
for(j = 1; j <= NTOT; j++){
if(j == i) continue;
dx = (X[j][0]-X[i][0])*a;
dy = (X[j][1]-X[i][1])*a;
d = sqrt(dx*dx+dy*dy);
V = (D/(d*d*d))*(dS[0]*spin[2*j-2]+dS[1]*spin[2*j-1]);
E = dS[0]*dx+dS[1]*dy;
F = spin[2*j-2]*dx+spin[2*j-1]*dy;
G = -3*(D/(d*d*d*d*d))*E*F;
dU += (V+G);
}
}
All variables are local. The loop takes 0.7 second for NTOT=3600 which is a large amount of time, especially when I have to do this 500,000 times in the whole program, resulting in 97 hours spent in this loop. My question is if there are other things to be optimized in this loop?
My computer's processor is an Intel core i5 with 4 CPU(4X1600Mhz) and 3072K L3 cache.
Optimize for hardware or software?
Soft:
Getting rid of time consuming exceptions such as divide by zeros:
d = sqrt(dx*dx+dy*dy + 0.001f );
V = (D/(d*d*d))*(dS[0]*spin[2*j-2]+dS[1]*spin[2*j-1]);
You could also try John Carmack , Terje Mathisen and Gary Tarolli 's "Fast inverse square root" for the
D/(d*d*d)
part. You get rid of division too.
float qrsqrt=q_rsqrt(dx*dx+dy*dy + easing);
qrsqrt=qrsqrt*qrsqrt*qrsqrt * D;
with sacrificing some precision.
There is another division also to be gotten rid of:
(D/(d*d*d*d*d))
such as
qrsqrt_to_the_power2 * qrsqrt_to_the_power3 * D
Here is the fast inverse sqrt:
float Q_rsqrt( float number )
{
long i;
float x2, y;
const float threehalfs = 1.5F;
x2 = number * 0.5F;
y = number;
i = * ( long * ) &y; // evil floating point bit level hacking
i = 0x5f3759df - ( i >> 1 ); // what ?
y = * ( float * ) &i;
y = y * ( threehalfs - ( x2 * y * y ) ); // 1st iteration
// y = y * ( threehalfs - ( x2 * y * y ) ); // 2nd iteration, this can be removed
return y;
}
To overcome big arrays' non-caching behaviour, you can do the computation in smaller patches/groups especially when is is many to many O(N*N) algorithm. Such as:
get 256 particles.
compute 256 x 256 relations.
save 256 results on variables.
select another 256 particles as target(saving the first 256 group in place)
do same calculations but this time 1st group vs 2nd group.
save first 256 results again.
move to 3rd group
repeat.
do same until all particles are versused against first 256 particles.
Now get second group of 256.
iterate until all 256's are complete.
Your CPU has big cache so you can try 32k particles versus 32k particles directly. But L1 may not be big so I would stick with 512 vs 512(or 500 vs 500 to avoid cache line ---> this is going to be dependent on architecture) if I were you.
Hard:
SSE, AVX, GPGPU, FPGA .....
As #harold commented, SSE should be start point to compare and you should vectorize or at least parallelize through 4-packed vector instructions which have advantage of optimum memory fetching ability and pipelining. When you need 3x-10x more performance(on top of SSE version using all cores), you will need an opencl/cuda compliant gpu(equally priced as i5) and opencl(or cuda) api or you can learn opengl too but it seems harder(maybe directx easier).
Trying SSE is easiest, should give 3x faster than the fast inverse I mentionad above. An equally priced gpu should give another 3x of SSE at least for thousands of particles. Going or over 100k particles, whole gpu can achieve 80x performance of a single core of cpu for this type of algorithm when you optimize it enough(making it less dependent to main memory). Opencl gives ability to address cache to save your arrays. So you can use terabytes/s of bandwidth in it.
I would always do random pausing
to pin down exactly which lines were most costly.
Then, after fixing something I would do it again, to find another fix, and so on.
That said, some things look suspicious.
People will say the compiler's optimizer should fix these, but I never rely on that if I can help it.
X[i], X[j], spin[2*j-1(and 2)] look like candidates for pointers. There is no need to do this index calculation and then hope the optimizer can remove it.
You could define a variable d2 = dx*dx+dy*dy and then say d = sqrt(d2). Then wherever you have d*d you can instead write d2.
I suspect a lot of samples will land in the sqrt function, so I would try to figure a way around using that.
I do wonder if some of these quantities like (dS[0]*spin[2*j-2]+dS[1]*spin[2*j-1]) could be calculated in a separate unrolled loop outside this loop. In some cases two loops can be faster than one if the compiler can save some registers.
I cannot believe that 3600 iterations of an O(1) loop can take 0.7 seconds. Perhaps you meant the double loop with 3600 * 3600 iterations? Otherwise I can suggest checking if optimization is enabled, and how long threads spawning takes.
General
Your inner loop is very simple and it contains only a few operations. Note that divisions and square roots are roughly 15-30 times slower than additions, subtractions and multiplications. You are doing three of them, so most of the time is eaten by them.
First of all, you can compute reciprocal square root in one operation instead of computing square root, then getting reciprocal of it. Second, you should save the result and reuse it when necessary (right now you divide by d twice). This would result in one problematic operation per iteration instead of three.
invD = rsqrt(dx*dx+dy*dy);
V = (D * (invD*invD*invD))*(...);
...
G = -3*(D * (invD*invD*invD*invD*invD))*E*F;
dU += (V+G);
In order to further reduce time taken by rsqrt, I advise vectorizing it. I mean: compute rsqrt for two or four input values at once with SSE. Depending on size of your arguments and desired precision of result, you can take one of the routines from this question. Note that it contains a link to a small GitHub project with all the implementations.
Indeed you can go further and vectorize the whole loop with SSE (or even AVX), that is not hard.
OpenCL
If you are ready to use some big framework, then I suggest using OpenCL. Your loop is very simple, so you won't have any problems porting it to OpenCL (except for some initial adaptation to OpenCL).
Then you can use CPU implementations of OpenCL, e.g. from Intel or AMD. Both of them would automatically use multithreading. Also, they are likely to automatically vectorize your loop (e.g. see this article). Finally, there is a chance that they would find a good implementation of rsqrt automatically, if you use native_rsqrt function or something like that.
Also, you would be able to run your code on GPU. If you use single precision, it may result in significant speedup. If you use double precision, then it is not so clear: modern consumer GPUs are often slow with double precision, because they lack the necessary hardware.
Minor optimisations:
(d * d * d) is calculated twice. Store d*d and use it for d^3 and d^5
Modify 2 * x by x<<1;

WAV-file analysis C (libsndfile, fftw3)

I'm trying to develop a simple C application that can give a value from 0-100 at a certain frequency range at a given timestamp in a WAV-file.
Example: I have frequency range of 44.1kHz (typical MP3 file) and I want to split that range into n amount of ranges (starting from 0). I then need to get the amplitude of each range, being from 0 to 100.
What I've managed so far:
Using libsndfile I'm now able to read the data of a WAV-file.
infile = sf_open(argv [1], SFM_READ, &sfinfo);
float samples[sfinfo.frames];
sf_read_float(infile, samples, 1);
However, my understanding of FFT is rather limited. But I know it's required inorder to get the amplitudes at the ranges I need. But how do I move on from here? I found the library FFTW-3, which seems to be suited for the purpose.
I found some help here: https://stackoverflow.com/a/4371627/1141483
and looked at the FFTW tutorial here: http://www.fftw.org/fftw2_doc/fftw_2.html
But as I'm unsure about the behaviour of the FFTW, I don't know to progress from here.
And another question, assuming you use libsndfile: If you force the reading to be single channeled (with a stereo file) and then read the samples. Will you then actually only be reading half of the samples of the total file? As half of them being from channel 1, or does automaticly filter those out?
Thanks a ton for your help.
EDIT: My code can be seen here:
double blackman_harris(int n, int N){
double a0, a1, a2, a3, seg1, seg2, seg3, w_n;
a0 = 0.35875;
a1 = 0.48829;
a2 = 0.14128;
a3 = 0.01168;
seg1 = a1 * (double) cos( ((double) 2 * (double) M_PI * (double) n) / ((double) N - (double) 1) );
seg2 = a2 * (double) cos( ((double) 4 * (double) M_PI * (double) n) / ((double) N - (double) 1) );
seg3 = a3 * (double) cos( ((double) 6 * (double) M_PI * (double) n) / ((double) N - (double) 1) );
w_n = a0 - seg1 + seg2 - seg3;
return w_n;
}
int main (int argc, char * argv [])
{ char *infilename ;
SNDFILE *infile = NULL ;
FILE *outfile = NULL ;
SF_INFO sfinfo ;
infile = sf_open(argv [1], SFM_READ, &sfinfo);
int N = pow(2, 10);
fftw_complex results[N/2 +1];
double samples[N];
sf_read_double(infile, samples, 1);
double normalizer;
int k;
for(k = 0; k < N;k++){
if(k == 0){
normalizer = blackman_harris(k, N);
} else {
normalizer = blackman_harris(k, N);
}
}
normalizer = normalizer * (double) N/2;
fftw_plan p = fftw_plan_dft_r2c_1d(N, samples, results, FFTW_ESTIMATE);
fftw_execute(p);
int i;
for(i = 0; i < N/2 +1; i++){
double value = ((double) sqrtf(creal(results[i])*creal(results[i])+cimag(results[i])*cimag(results[i]))/normalizer);
printf("%f\n", value);
}
sf_close (infile) ;
return 0 ;
} /* main */
Well it all depends on the frequency range you're after. An FFT works by taking 2^n samples and providing you with 2^(n-1) real and imaginary numbers. I have to admit I'm quite hazy on what exactly these values represent (I've got a friend who has promised to go through it all with me in lieu of a loan I made him when he had financial issues ;)) other than an angle around a circle. Effectively they provide you with an arccos of the angle parameter for a sine and cosine for each frequency bin from which the original 2^n samples can be, perfectly, reconstructed.
Anyway this has the huge advantage that you can calculate magnitude by taking the euclidean distance of the real and imaginary parts (sqrtf( (real * real) + (imag * imag) )). This provides you with an unnormalised distance value. This value can then be used to build a magnitude for each frequency band.
So lets take an order 10 FFT (2^10). You input 1024 samples. You FFT those samples and you get 512 imaginary and real values back (the particular ordering of those values depends on the FFT algorithm you use). So this means that for a 44.1Khz audio file each bin represents 44100/512 Hz or ~86Hz per bin.
One thing that should stand out from this is that if you use more samples (from whats called the time or spatial domain when dealing with multi dimensional signals such as images) you get better frequency representation (in whats called the frequency domain). However you sacrifice one for the other. This is just the way things go and you will have to live with it.
Basically you will need to tune the frequency bins and time/spatial resolution to get the data you require.
First a bit of nomenclature. The 1024 time domain samples I referred to earlier is called your window. Generally when performing this sort of process you will want to slide the window on by some amount to get the next 1024 samples you FFT. The obvious thing to do would be to take samples 0->1023, then 1024->2047, and so forth. This unfortunately doesn't give the best results. Ideally you want to overlap the windows to some degree so that you get a smoother frequency change over time. Most commonly people slide the window on by half a window size. ie your first window will be 0->1023 the second 512->1535 and so on and so forth.
Now this then brings up one further problem. While this information provides for perfect inverse FFT signal reconstruction it leaves you with a problem that frequencies leak into surround bins to some extent. To solve this issue some mathematicians (far more intelligent than me) came up with the concept of a window function. The window function provides for far better frequency isolation in the frequency domain though leads to a loss of information in the time domain (ie its impossible to perfectly re-construct the signal after you have used a window function, AFAIK).
Now there are various types of window function ranging from the rectangular window (effectively doing nothing to the signal) to various functions that provide far better frequency isolation (though some may also kill surrounding frequencies that may be of interest to you!!). There is, alas, no one size fits all but I'm a big fan (for spectrograms) of the blackmann-harris window function. I think it gives the best looking results!
However as I mentioned earlier the FFT provides you with an unnormalised spectrum. To normalise the spectrum (after the euclidean distance calculation) you need to divide all the values by a normalisation factor (I go into more detail here).
this normalisation will provide you with a value between 0 and 1. So you could easily multiple this value by 100 to get your 0 to 100 scale.
This, however, is not where it ends. The spectrum you get from this is rather unsatisfying. This is because you are looking at the magnitude using a linear scale. Unfortunately the human ear hears using a logarithmic scale. This rather causes issues with how a spectrogram/spectrum looks.
To get round this you need to convert these 0 to 1 values (I'll call it 'x') to the decibel scale. The standard transformation is 20.0f * log10f( x ). This will then provide you a value whereby 1 has converted to 0 and 0 has converted to -infinity. your magnitudes are now in the appropriate logarithmic scale. However its not always that helpful.
At this point you need to look into the original sample bit depth. At 16-bit sampling you get a value that is between 32767 and -32768. This means your dynamic range is fabsf( 20.0f * log10f( 1.0f / 65536.0f ) ) or ~96.33dB. So now we have this value.
Take the values we've got from the dB calculation above. Add this -96.33 value to it. Obviously the maximum amplitude (0) is now 96.33. Now didivde by that same value and you nowhave a value ranging from -infinity to 1.0f. Clamp the lower end to 0 and you now have a range from 0 to 1 and multiply that by 100 and you have your final 0 to 100 range.
And that is much more of a monster post than I had originally intended but should give you a good grounding in how to generate a good spectrum/spectrogram for an input signal.
and breathe
Further reading (for people other than the original poster who has already found it):
Converting an FFT to a spectogram
Edit: As an aside I found kiss FFT far easier to use, my code to perform a forward fft is as follows:
CFFT::CFFT( unsigned int fftOrder ) :
BaseFFT( fftOrder )
{
mFFTSetupFwd = kiss_fftr_alloc( 1 << fftOrder, 0, NULL, NULL );
}
bool CFFT::ForwardFFT( std::complex< float >* pOut, const float* pIn, unsigned int num )
{
kiss_fftr( mFFTSetupFwd, pIn, (kiss_fft_cpx*)pOut );
return true;
}

Finding the sample at the beginning of a period of a compound periodic signal

I have a signal made up of the sum of a number of sine waves. These are spaced at 100Hz, with the lowest component frequency at 200Hz (200Hz, 300Hz...etc.) All component sine waves begin at the same point with phase = 0. In my DSP software, where I am going to multiply this signal by several other signals, I need to find a point at which all of the original signal's component signals are all again at phase = 0.
If I were only using one sine wave, I could simply look for a change in sign from negative to positive. However, if the signal has, say, components at 200Hz and 300Hz, there are three zero-crossing where the sign changes from negative to positive, but only one that represents the beginning of the period, and this increases with more component waves. I do have control over the amplitudes of each component frequency during an initial startup sequence. If these waves were strictly harmonic (200Hz, 400Hz, 800Hz, etc.), I could simply remove all but the lowest frequency, find the beginning of its period, and use this as my zero-sample. However, I don't have this bandwidth. Can anyone provide an alternative approach?
Edit:
(I have clarified and integrated this edit into body of question.)
Edit 2:
This graphic should demonstrate the issue. The frequencies two components here are n and 3n/2. Without filtering out all but the lowest frequency, or taking an FFT as proposed by #hotpaw, an algorithm that only looks for zero-crossings where the sign changes from negative positive will land on one of three, and I must find the first of those three (this is the one point at which each component signal is at phase = 0). I realise that taking an FFT will work, but I'm dealing with very limited processing power and wondering if there's a simpler approach.
Look at the derivative of the signal!
Your signal is a sum of sines (sorry, I'm not sure how to format formulas properly)
S = sum(a_n * sin(k_n * t)) ... over all n
a_n is the positive amplitude and k_n the positive frequency. The derivative (that you can compute easily numerically) of the signal is
dS/dt = sum(a_n * k_n * cos(k_n * t)) ... over all n
At t=0 (what you're looking for), the derivative has its maximum since all cosine terms are one at the same time.
Some addition:
For the practical implementation you need to consider that the derivative may be noisy, so some kind of simple first-order filtering could be necessary.
I assume that all the sine waves are exact harmonics of some fundamental frequency, all have a phase of zero with respect to the same reference point at some point in time, and that this is the point in time you wish to find.
You can use an FFT with an aperture length that is an exact multiple of the period of your fundamental frequency (100 Hz). If there is zero noise, you can use 1 period. Estimate the phase with respect to some reference point (FFT aperture start or center) of all the sinusoids using the FFT. Then use the phase of the lowest frequency sinusoid that shows up as significant in the FFT to calculate all its zero crossings in your target time range. Compare with the nearest zero crossing of all the other sinusoids (using the FFT phase to estimate their phases), and find the low frequency zero crossing with the total least squared error of offsets from all the nearest zero crossings of all the other frequencies.
You can go back to the time domain to confirm the least squares estimated crossing as an actual zero crossing and/or to remove some of the numerical noise.
I would go for a first or second order lowpass filter to remove the component frequencies. The difference between 100 Hz and the "noise" makes quite a wide gap. Start with a low frequency that cancels all noise and increase until you are satisfied with the signal.
After that you have your signal and can watch for the sign change.
Second order implementation:
static float a1 = 0;
static float a2 = 0;
static float b1 = 0;
static float b2 = 0;
static float y = 0;
static float y_old = 0;
static float u_old = 0;
void
init_lp_filter(float cutoff_freq, float sample_time)
{
float wc = cutoff_freq;
float h = sample_time;
float epsilon = 1.0f/sqrt(2.0f);
float omega = wc * sqrt(0.5f);
float alpha = exp(-epsilon*wc*h);
float beta = cos(omega*h);
float gamma = sin(omega*h);
b1 = 1.0f - alpha * (beta + epsilon * wc * gamma / omega);
b2 = alpha * alpha + alpha * (epsilon * wc * gamma / omega - beta);
a1 = -2.0f * alpha * beta;
a2 = alpha * alpha;
}
float
getOutput() {
return y;
}
void
update_filter(float input)
{
float tmp = y;
y = b1 * input + b2 * u_old - a1 * y - a2 * y_old;
y_old = tmp;
u_old = input;
}
As the filtered output depends only on old values, this means that the filtered output can be used direct at the beginning of a cycle. The filter can then be updated at the end of the periodic cycle with a sample of measurement. Do note that if you have any output that may affect the signal (i.e. actuators on a physical process), you must sample the signal before any output.)
Good luck!

Taylor Series in C

I'm trying to make a program to calculate the cos(x) function using taylor series so far I've got this:
int factorial(int a){
if(a < 0)
return 0;
else if(a==0 || a==1)
return 1;
else
return a*(factorial(a-1));
}
double Tserie(float angle, int repetitions){
double series = 0.0;
float i;
for(i = 0.0; i < repeticiones; i++){
series += (pow(-1, i) * pow(angle, 2*i))/factorial(2*i);
printf("%f\n", (pow(-1, i) * pow(angle, 2*i))/factorial(2*i));
}
return series;
}
For my example I'm using angle = 90, and repetitions = 20, to calculate cos(90) but it's useless I just keep getting values close to the infinite, any help will be greatly appreciated.
For one thing, the angle is in radians, so for a 90 degree angle, you'd need to pass M_PI/2.
Also, you should avoid recursive functions for something as trivial as factorials, it would take 1/4 the effort to write it iteratively and it would perform a lot better. You don't actually even need it, you can keep the factorial in a temporary variable and just multiply it by 2*i*(2*i-1) at each step. Keep in mind that you'll hit a representability/precision wall really quickly at this step.
You also don't need to actually call pow for -1 to the power of i, a simple i%2?1:-1 would suffice. This way it's faster and it won't lose precision as you increase i.
Oh and don't make i float, it's an integer, make it an integer. You're leaking precision a lot as it is, why make it worse..
And to top it all off, you're approximating cos around 0, but are calling it for pi/2. You'll get really high errors doing that.
The Taylor series is for the mathematical cosine function, whose arguments is in radians. So 90 probably doesn't mean what you thought it meant here.
Furthermore, the series requires more terms the longer the argument is from 0. Generally, the number of terms need to be comparable to the size of the argument before you even begin to see the successive terms becoming smaller, and many more than that in order to get convergence. 20 is pitifully few terms to use for x=90.
Another problem is then that you compute the factorial as an int. The factorial function grows very fast -- already for 13! an ordinary C int (on a 32-bit machine) will overflow, so your terms beyond the sixth will be completely wrong anyway.
In fact the factorials and the powers of 90 quickly become too large to be represented even as doubles. If you want any chance of seeing the series converge, you must not compute each term from scratch but derive it from the previous one using a formula such as
nextTerm = - prevTerm * x * x / (2*i-1) / (2*i);

Problem with Precision floating point operation in C

For one of my course project I started implementing "Naive Bayesian classifier" in C. My project is to implement a document classifier application (especially Spam) using huge training data.
Now I have problem implementing the algorithm because of the limitations in the C's datatype.
( Algorithm I am using is given here, http://en.wikipedia.org/wiki/Bayesian_spam_filtering )
PROBLEM STATEMENT:
The algorithm involves taking each word in a document and calculating probability of it being spam word. If p1, p2 p3 .... pn are probabilities of word-1, 2, 3 ... n. The probability of doc being spam or not is calculated using
Here, probability value can be very easily around 0.01. So even if I use datatype "double" my calculation will go for a toss. To confirm this I wrote a sample code given below.
#define PROBABILITY_OF_UNLIKELY_SPAM_WORD (0.01)
#define PROBABILITY_OF_MOSTLY_SPAM_WORD (0.99)
int main()
{
int index;
long double numerator = 1.0;
long double denom1 = 1.0, denom2 = 1.0;
long double doc_spam_prob;
/* Simulating FEW unlikely spam words */
for(index = 0; index < 162; index++)
{
numerator = numerator*(long double)PROBABILITY_OF_UNLIKELY_SPAM_WORD;
denom2 = denom2*(long double)PROBABILITY_OF_UNLIKELY_SPAM_WORD;
denom1 = denom1*(long double)(1 - PROBABILITY_OF_UNLIKELY_SPAM_WORD);
}
/* Simulating lot of mostly definite spam words */
for (index = 0; index < 1000; index++)
{
numerator = numerator*(long double)PROBABILITY_OF_MOSTLY_SPAM_WORD;
denom2 = denom2*(long double)PROBABILITY_OF_MOSTLY_SPAM_WORD;
denom1 = denom1*(long double)(1- PROBABILITY_OF_MOSTLY_SPAM_WORD);
}
doc_spam_prob= (numerator/(denom1+denom2));
return 0;
}
I tried Float, double and even long double datatypes but still same problem.
Hence, say in a 100K words document I am analyzing, if just 162 words are having 1% spam probability and remaining 99838 are conspicuously spam words, then still my app will say it as Not Spam doc because of Precision error (as numerator easily goes to ZERO)!!!.
This is the first time I am hitting such issue. So how exactly should this problem be tackled?
This happens often in machine learning. AFAIK, there's nothing you can do about the loss in precision. So to bypass this, we use the log function and convert divisions and multiplications to subtractions and additions, resp.
SO I decided to do the math,
The original equation is:
I slightly modify it:
Taking logs on both sides:
Let,
Substituting,
Hence the alternate formula for computing the combined probability:
If you need me to expand on this, please leave a comment.
Here's a trick:
for the sake of readability, let S := p_1 * ... * p_n and H := (1-p_1) * ... * (1-p_n),
then we have:
p = S / (S + H)
p = 1 / ((S + H) / S)
p = 1 / (1 + H / S)
let`s expand again:
p = 1 / (1 + ((1-p_1) * ... * (1-p_n)) / (p_1 * ... * p_n))
p = 1 / (1 + (1-p_1)/p_1 * ... * (1-p_n)/p_n)
So basically, you will obtain a product of quite large numbers (between 0 and, for p_i = 0.01, 99). The idea is, not to multiply tons of small numbers with one another, to obtain, well, 0, but to make a quotient of two small numbers. For example, if n = 1000000 and p_i = 0.5 for all i, the above method will give you 0/(0+0) which is NaN, whereas the proposed method will give you 1/(1+1*...1), which is 0.5.
You can get even better results, when all p_i are sorted and you pair them up in opposed order (let's assume p_1 < ... < p_n), then the following formula will get even better precision:
p = 1 / (1 + (1-p_1)/p_n * ... * (1-p_n)/p_1)
that way you devide big numerators (small p_i) with big denominators (big p_(n+1-i)), and small numerators with small denominators.
edit: MSalter proposed a useful further optimization in his answer. Using it, the formula reads as follows:
p = 1 / (1 + (1-p_1)/p_n * (1-p_2)/p_(n-1) * ... * (1-p_(n-1))/p_2 * (1-p_n)/p_1)
Your problem is caused because you are collecting too many terms without regard for their size. One solution is to take logarithms. Another is to sort your individual terms. First, let's rewrite the equation as 1/p = 1 + ∏((1-p_i)/p_i). Now your problem is that some of the terms are small, while others are big. If you have too many small terms in a row, you'll underflow, and with too many big terms you'll overflow the intermediate result.
So, don't put too many of the same order in a row. Sort the terms (1-p_i)/p_i. As a result, the first will be the smallest term, the last the biggest. Now, if you'd multiply them straight away you would still have an underflow. But the order of calculation doesn't matter. Use two iterators into your temporary collection. One starts at the beginning (i.e. (1-p_0)/p_0), the other at the end (i.e (1-p_n)/p_n), and your intermediate result starts at 1.0. Now, when your intermediate result is >=1.0, you take a term from the front, and when your intemediate result is < 1.0 you take a result from the back.
The result is that as you take terms, the intermediate result will oscillate around 1.0. It will only go up or down as you run out of small or big terms. But that's OK. At that point, you've consumed the extremes on both ends, so it the intermediate result will slowly approach the final result.
There's of course a real possibility of overflow. If the input is completely unlikely to be spam (p=1E-1000) then 1/p will overflow, because ∏((1-p_i)/p_i) overflows. But since the terms are sorted, we know that the intermediate result will overflow only if ∏((1-p_i)/p_i) overflows. So, if the intermediate result overflows, there's no subsequent loss of precision.
Try computing the inverse 1/p. That gives you an equation of the form 1 + 1/(1-p1)*(1-p2)...
If you then count the occurrence of each probability--it looks like you have a small number of values that recur--you can use the pow() function--pow(1-p, occurences_of_p)*pow(1-q, occurrences_of_q)--and avoid individual roundoff with each multiplication.
You can use probability in percents or promiles:
doc_spam_prob= (numerator*100/(denom1+denom2));
or
doc_spam_prob= (numerator*1000/(denom1+denom2));
or use some other coefficient
I am not strong in math so I cannot comment on possible simplifications to the formula that might eliminate or reduce your problem. However, I am familiar with the precision limitations of long double types and am aware of several arbitrary and extended precision math libraries for C. Check out:
http://www.nongnu.org/hpalib/
and
http://www.tc.umn.edu/~ringx004/mapm-main.html

Resources