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Really tricky algorithm question

Posted on 2004-04-05
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Last Modified: 2008-02-20
My job unfortunatly just got rid of some really talented programmers, and i am left to do this. We are working with a new system we are developing which takes an input (stock quotes) from a database (could even be excel file) and returns a specific answers based on the following function:
The function to be evaluated is this:  P.S. the 'E' means Summation (Sigma).

         N-1                    L-1         M-1
y(n) = E a(k) x(n-k) +     E     +     E  b(l,m) x(n-1)  x(n-m)
        K=0                     I=0        m=0


Now, i have no idea why the algorithm has to be based on the above function, (remember, i am taking over a half completed job and im not even a real programmer) but this is what was in the old programmers notes. I need some sort of java or c++ code to evaluate the above function. I know that we are going to be working with 200 stock quotes at a time, so let x(n) be 200 values, choosing some variable (a and b) to be real constant coefficiants.
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Question by:enray
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Accepted Solution

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venkateshwarr earned 125 total points
Comment Utility
Assuming there are values in arrays

public float y(n)
{
t1=0;
for(int k=0;k<=N-1;k++)
{
   t1=t1+a[k]*x[n-k];
}

for(int l=0;l<=L-1;l++)
for(int m=0;l<=M-1;m++)
{
   t1=t1+ b[l][m]*x[n-1]*x[n-m];
}
}

System.out.println("y100="+y(100));

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Expert Comment

by:venkateshwarr
Comment Utility
I assumed there are already values loaded in arrays a,x,b
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Expert Comment

by:Tommy Braas
Comment Utility
What's the name of the formula?
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Author Comment

by:enray
Comment Utility
Im not sure what the name is, remember i am reading a programmers notes, but i looked online and it seems like part of an Finitie Impulse Response Filter.
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Expert Comment

by:Tommy Braas
Comment Utility
In that case, you would want to have a look at the following file:
http://www.dspguru.com/sw/lib/fir_algs_1-0.c

It is an implementation in C and the fir_basic() function is pretty straight forward to re-implement in Java, like so:

public class FIR {

/**   These functions use most or all of the following input parameters:
*
*       input    - the input sample data
*       ntaps    - the number of taps in the filter  
*       h[]      - the FIR coefficient array
*       z[]      - the FIR delay line array
*/

/****************************************************************************
* fir_basic: Does the basic FIR algorithm: store input sample, calculate      
* output sample, move delay line                                          
*****************************************************************************/
public static double firBasic(double input, int ntaps, doubleh[], double z[])      
{
    int ii;
    double accum;
   
    /* store input at the beginning of the delay line */
    z[0] = input;

    /* calc FIR */
    accum = 0;
    for (ii = 0; ii < ntaps; ii++) {
        accum += h[ii] * z[ii];
    }

    /* shift delay line */
    for (ii = ntaps - 2; ii >= 0; ii--) {
        z[ii + 1] = z[ii];
    }

    return accum;
}
}

You then call the method by: FIR.firBasic(startValue, numTaps, doubleArray1, doubleArray2);

Replace "startValue", "numTaps", "doubleArray1", "doubleArray2" with the appropriate variables.
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Expert Comment

by:deuel47
Comment Utility
Well here's an idea, treat each function as a function, in other words convert each function in a java function.

Random example not based on anything:
a(k)
 public float a(k)
{
   \\does some work
    returns n;
}

do that for each function, then make a function to handle the entire summation.

You probably want to research the function to understand what it does in order to code it
 
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Expert Comment

by:Tommy Braas
Comment Utility
Deuel47, please keep in mind that enray is a self-proclaimed non-programmer.
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Expert Comment

by:deuel47
Comment Utility
yeah your right orangehead....sorry about that
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Expert Comment

by:Tommy Braas
Comment Utility
no worries! :-)
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Author Comment

by:enray
Comment Utility
Thanks guys... let me try out these code examples, then i will reward points. Thank you all so much!
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Author Comment

by:enray
Comment Utility
yenkateshwarr, what does t1 refer to? Also, which is the array which will hold the initial values loaded from the external file??
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Expert Comment

by:Tommy Braas
Comment Utility
I doubt that yenkateshwarr's example implements the actual algorithm. The source file link that I provided contains implementations of the algorithm with a bunch of variations.
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Expert Comment

by:venkateshwarr
Comment Utility
t1 is just a temporary double/float value...
this value is returned after the final calcuation is done
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Author Comment

by:enray
Comment Utility
Orangeheaed911, what are the nTaps???  
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Expert Comment

by:Tommy Braas
Comment Utility
It's the number of applications of the filter. I.e. the size of the arrays.
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Author Comment

by:enray
Comment Utility
Allright guys, this is what i have: I think it will be good for testing purposes of a specific FIR, but i am now getting indexoutofbounds errors.  Please advise:

class fir2 {
static public float y(int n)
{
int a[] = new int[200];
int x[] = new int[3];
int b[][]=  new int[4][3];

for(int i=0; i<199; i++) { // load array
      a[i] = i+1;
}

for(int i = 0;i<2;i++){ // load array
      x[i]=i+1;
}

for (int i = 0; i < 4; i++){ // load 2d array
       for (int j = 0; j < 3; j++){
              b[i][j] = i*j;
    }
}      

int t1=0;

for(int k=0;k<=n-1;k++)

{
   t1=t1+a[k]*x[n-k];
}

for(int l=0; l <= l-1; l++)
for(int m=0;l<=m-1;m++)
{
   t1=t1+ b[l][m]*x[n-1]*x[n-m];
}
return n;
}
public static void main(String[] args) {
      y(2);
      System.out.println("y100="+y(100));
}
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Author Comment

by:enray
Comment Utility
Thank you all... points to venkateshwarr
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Expert Comment

by:Tommy Braas
Comment Utility
enray, there is such a thing as a point split.

Btw, the reason why you're getting an ArrayIndexOutOfBoundsException is the fact that the array's are defined with a fixed size whereas the input value of n is not bound. This makes the line;
   t1=t1+a[k]*x[n-k];
break when n is larger than the size of a. Also, x is only 3 in size and the index in the earlier referenced line will go from n to n-k, which in your code is from 100 to 0, which is way outside the bounds of that array.
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