FFT unexpected frequency shift after window function application - python

I got this python code for FFT calculation of a sound signal:
from math import *
from cmath import exp, pi
def fft(x):
N = len(x)
if N <= 1: return x
even = fft(x[0::2])
odd = fft(x[1::2])
return ([even[k] + exp(-2j * pi * k / N) * odd[k] for k in xrange(N / 2)] +
[even[k] - exp(-2j * pi * k / N) * odd[k] for k in xrange(N / 2)])
N = 64
res = [sin(k) for k in xrange(N)]
# Window function
a = 2*pi/(N-1)
for k in xrange(N):
z = a * res[k]
res[k] = 0.42659 - 0.49656*cos(z) + 0.076849*cos(2*z)
res = fft(res)
for k in xrange(N/2):
# get the amplitude...
sqr = sqrt(res[k].real * res[k].real + res[k].imag * res[k].imag)
if sqr > 0:
print 20 * log10(sqr) # ...in decibels
else:
print "-INF"
I got the following results:
WITHOUT window function (commented-out):
-20.3017238269
-16.9192604108
-12.5089302395
-8.97999530657
-5.96033201086
-3.12975820108
-0.242090896634
2.97021879504
6.95134203457
12.8752188937
29.5096108632 <-- PEAK
17.1668404562
10.6485650284
7.24321329787
4.98448122464
3.3242079033
2.03154022635
0.987966110459
0.124898554197
-0.600705355004
-1.21748302238
-1.74534177237
-2.1985940834
-2.5878009699
-2.92091067118
-3.20399051424
-3.44171254421
-3.63768393032
-3.79467588076
-3.91478386211
-3.99953964778
-4.04998822971
WITH window function:
-6.55943077129
-65.8567720414
-65.7987645827
-65.7012678903
-65.5625673034
-65.380788761
-65.1529344157
-64.8750852394
-64.5420675211
-64.1470597764
-63.6810080181
-63.131731575
-62.4825087571
-61.7097419947
-60.7788888801
-59.6368610687
-58.1964601495
-56.3001921054
-53.6185951634
-49.2554491173
-38.3322646561 <-- PEAK
-43.3318138698
-52.0838904305
-56.7277347745
-60.2038755771
-62.9772322874
-65.442363488
-67.7550361967
-70.0212827894
-72.3056579688
-74.5822818952
-76.5522909937
The peak appears shifted for some reason. It is a 2x frequency shift!
To check the results, I tried this Java applet:
http://www.random-science-tools.com/maths/FFT.htm
And it appears that the results WITHOUT any window function are the correct ones (peak at 1 third of the spectrum). Instead, if I apply the window function in my python script the peak shows at 2/3 of the spectrum.
Is this supposed to happen? How do I fix it?

Ok, In the meanwhile I realized what was wrong. The window function as I wrote it in the question was totally meaningless.
This is the correct one:
a = 2*pi/(N-1)
for k in xrange(N):
z = a * k
res[k] *= 0.42659 - 0.49656*cos(z) + 0.076849*cos(2*z) # Blackman
Results:
-63.8888312044
-62.1859660802
-59.4560808775
-57.5235455007
-57.0010514385
-59.4284419437
-66.6535724743
-46.1441434426
-2.31562840406
16.0873761957
22.4136439765 <-- PEAK
19.5784749467
6.43274013629
-28.3842042716
-55.5273291654
-68.8982705127
-53.3843989911
-49.731974213
-48.3131204305
-47.6953570892
-47.4386151256
-47.361972079
-47.3787962267
-47.4434419084
-47.530228024
-47.6240076874
-47.7155325706
-47.799012933
-47.870764286
-47.9284264139
-47.9705003855
-47.9960714351
The peak is now exactly where it is supposed to be.
Some other windows you may want to try:
res[k] *= 0.355768 - 0.487396*cos(z) + 0.144232*cos(2*z) - 0.012604*cos(3*z)
res[k] *= 1 - 1.93*cos(z) + 1.29*cos(2*z) - 0.388*cos(3*z) + 0.028*cos(4*z)
res[k] *= 1 - 1.985844164102*cos(z) + 1.791176438506*cos(2*z) - 1.282075284005*cos(3*z) + 0.667777530266*cos(4*z) - 0.240160796576*cos(5*z) + 0.056656381764*cos(6*z) - 0.008134974479*cos(7*z) + 0.000624544650*cos(8*z) - 0.000019808998*cos(9*z) + 0.000000132974*cos(10*z)
In order: Nuttall, FTSRS, HFT248D.
https://holometer.fnal.gov/GH_FFT.pdf

Related

A root of a "saw-like" function

Say, we have f(t) = v * t + A * sin(w * t). I call such functions "saw-like":
I want to solve saw(t) = C, that is, find a root of saw(t) - C (still "saw-like").
I tried writing down a ternary search for function abs(saw(t) - C) to find its minima. If we are lucky (or crafty), it would be the root. Unfortunately, my code does not always work: sometimes we get stuck in those places:
My code (python3):
def calculate(fun):
eps = 0.000000001
eps_l = 0.1
x = terns(fun, 0, 100000000000000)
t = terns(fun, 0, x)
cnt = 0
while fun(x) > eps:
t = x
x = terns(fun, 0, t)
if abs(t - x) < eps_l:
cnt += 1
# A sorry attempt pass some wrong value as a right one.
# Gets us out of an infinite loop at least.
if cnt == 10:
break
return t
def terns(f, l, r):
eps = 0.00000000001
while r - l > eps:
x_1 = l + (r - l) / 3
x_2 = r - (r - l) / 3
if f(x_1) < f(x_2):
r = x_2
else:
l = x_1
return (l + r) / 2
So, how is it done? Is using ternary search the right way?
My other idea was somehow sending the equation over to the net, passing it to Wolfram Alpha and fetching the answers. Yet, I don't how it's done, as I am not quite fluent at python.
How could this be done?

Draw an arrow pattern using recursion

I have to write a recursive function (we'll call it arrow(n)) which draws an arrow that works like this:
arrow(4)
Printed output :
*
**
***
****
***
**
*
where arrow can only take one parameter like shown above.
Is it possible only by using one parameter with recursion? I'm curious because it was a test question and I can't find any solution.
Thanks
The recursion is in the helper functions, rather than arrow, but it's still single-parameter recursion in each case.
def arrow_top(n):
if n > 0:
arrow_top(n-1)
print('*' * n)
def arrow_bot(n):
if n > 0:
print('*' * n)
arrow_bot(n-1)
def arrow(n):
arrow_top(n)
arrow_bot(n-1)
arrow(4)
Output:
*
**
***
****
***
**
*
No, even when recursing, you'll need two variables (one to keep track of the current count, and another to keep track of the size).
You can get cute and use an inner function.
def arrow(n):
def _arrow(k, n):
print('*' * (n - k + 1))
if k > 1:
_arrow(k - 1, n)
print('*' * (n - k + 1))
_arrow(n, n)
arrow(4)
# *
# **
# ***
# ****
# ***
# **
# *
It's essentially the more unreadable equivalent of loops, but hey, that's the nature of exam questions.
This works by setting a global to remember where to iterate to:
def arrow(n):
# remember max, but only once
global top
try:
top
except NameError:
top = n
n = 1
if n < top:
print(n * '*')
arrow(n + 1)
print(n * '*')
elif n == top:
print(n * '*')
arrow(4)

Solving system of nonlinear equations with Python, Euler's formula

I am working on solving and analyzing a system of differential equations in Python. First did I solve it with help of scipy.integrate dopri5 and scopes Odeint. Which worked out fine. Then I tried to solve the equations with use of the Euler's method. The equations and code is as followed,
dj = -mu*(J**3 - (C - C0)*J - F)
dc = J + C*F + a*J**2
df = J*F - C
T = 100
dt = 0.001
t = np.linspace(0, T, int(T/dt)+1)
j = np.zeros(len(t))
c = np.zeros(len(t))
f = np.zeros(len(t))
# Initial condition
j[0] = 0.1
c[0] = -0.5
f[0] = 0.1
a = 0.3025
C0 = 0.5
mu = 50
for i in range(len(t)):
j[i+1] = j[i] + (-mu * (j[i]**3 - (c[i] - C0)*j[i] - f[i]))*dt
c[i+1] = c[i] + (j[i] + c[i] * f[i] + (a * j[i])**2)*dt
f[i+1] = f[i] + (j[i] * f[i] - c[i])*dt
Is there any reason why the Euler's method should not work when both the other two are?
In the first iteration, i is 0, and your first line of the loop essentially is:
j[0] = j[-1] + (-mu * (j[-1]**3 - (c[-1] - C0)*j[-1] - f[-1]))*dt
j[-1] is the last element of j, just like c[-1] is the last element of c, etc. Initially they are all zeros, so j[0] becomes a 0, too, which overwrites the initial conditions. To fix this problem, change range(len(t)) to range(1,len(t)). (The model diverges after the first 9200 steps, anyway.)
As DYZ says, your calculation is incorrect on the first loop iteration because j[-1] is the last element of j, which you've initialised to zero.
However, your code wastes a lot of RAM. I assume you just want arrays containing T results, plus the initial values, rather than the results calculated on every step. The code below achieves that via a double for loop. We aren't really getting any benefit from Numpy in this code, so I don't bother importing it.
Note that Euler integration is not very accurate, and you generally need to use a much smaller step size than what's required by more sophisticated integration algorithms. As DYZ mentions, with your current step size the calculation diverges before the loop finishes.
Here's a modified version of your code using a smaller step size.
T = 100
dt = 0.00001
steps = int(T / dt)
substeps = int(steps / T)
# Recalculate `dt` to compensate for possible truncation
# in the `steps` and `substeps` calculations
dt = 1.0 / substeps
print('steps, substeps, dt:', steps, substeps, dt)
a = 0.3025
C0 = 0.5
mu = 50
#dj = -mu*(J**3 - (C - C0)*J - F)
#dc = J + C*F + a*J**2
#df = J*F - C
# Initial condition
j = 0.1
c = -0.5
f = 0.1
jlst, clst, flst = [j], [c], [f]
for i in range(T):
for _ in range(substeps):
j1 = j + (-mu * (j**3 - (c - C0)*j - f))*dt
c1 = c + (j + c * f + (a * j)**2)*dt
f1 = f + (j * f - c)*dt
j, c, f = j1, c1, f1
jlst.append(j)
clst.append(c)
flst.append(f)
def round_seq(seq, places=6):
return [round(u, places) for u in seq]
print('j:', round_seq(jlst), end='\n\n')
print('c:', round_seq(clst), end='\n\n')
print('f:', round_seq(flst), end='\n\n')
output
steps, substeps, dt: 10000000 100000 1e-05
j: [0.1, 0.585459, 1.26718, 3.557956, -1.311867, -0.647698, -0.133683, 0.395812, 0.964856, 3.009683, -2.025674, -1.047722, -0.48872, 0.044296, 0.581284, 1.245423, 14.725407, -1.715456, -0.907364, -0.372118, 0.167733, 0.705257, 1.511711, -3.588555, -1.476817, -0.778593, -0.253874, 0.289294, 0.837128, 1.985792, -2.652462, -1.28088, -0.657113, -0.132971, 0.409071, 0.983504, 3.229393, -2.1809, -1.113977, -0.539586, -0.009829, 0.528546, 1.156086, 8.23469, -1.838582, -0.967078, -0.423261, 0.113883, 0.650319, 1.381138, 12.045565, -1.575015, -0.833861, -0.305952, 0.23632, 0.778052, 1.734888, -2.925769, -1.362437, -0.709641, -0.186249, 0.356775, 0.917051, 2.507782, -2.367126, -1.184147, -0.590753, -0.063942, 0.476121, 1.07614, 5.085211, -1.976542, -1.029395, -0.474206, 0.059772, 0.596505, 1.273214, 17.083466, -1.682855, -0.890842, -0.357555, 0.182944, 0.721096, 1.554496, -3.331861, -1.450497, -0.763182, -0.239007, 0.30425, 0.85435, 2.076595, -2.584081, -1.258788, -0.642362, -0.117774, 0.423883, 1.003181, 3.521072, -2.132709, -1.094792, -0.525123]
c: [-0.5, -0.302644, 0.847742, 12.886781, 0.177404, -0.423405, -0.569541, -0.521669, -0.130084, 7.97828, -0.109606, -0.363033, -0.538874, -0.61005, -0.506872, 0.05076, 216.678959, -0.198445, -0.408569, -0.566869, -0.603713, -0.451729, 0.58959, 2.252504, -0.246645, -0.451, -0.588697, -0.587898, -0.375758, 2.152898, -0.087229, -0.295185, -0.49006, -0.603411, -0.562389, -0.263696, 8.901196, -0.132332, -0.342969, -0.525087, -0.609991, -0.526417, -0.077251, 67.082608, -0.177771, -0.389092, -0.555341, -0.607658, -0.47794, 0.293664, 147.817033, -0.225425, -0.432796, -0.579951, -0.595996, -0.412269, 1.235928, -0.037058, -0.273963, -0.473412, -0.597912, -0.574782, -0.318837, 4.581828, -0.113301, -0.3222, -0.51029, -0.608168, -0.543547, -0.172371, 24.718184, -0.157526, -0.369151, -0.542732, -0.609811, -0.500922, 0.09504, 291.915024, -0.204371, -0.414, -0.56993, -0.602265, -0.443622, 0.700005, 0.740665, -0.25268, -0.456048, -0.590933, -0.585265, -0.36427, 2.528225, -0.093699, -0.301181, -0.494644, -0.60469, -0.558516, -0.245806, 10.941068, -0.137816, -0.348805, -0.52912]
f: [0.1, 0.68085, 1.615135, 1.01107, -2.660947, -0.859348, -0.134789, 0.476782, 1.520241, 4.892319, -9.514924, -2.041217, -0.61413, 0.060247, 0.792463, 2.510586, 11.393914, -6.222736, -1.559576, -0.438133, 0.200729, 1.033274, 3.348756, -39.664752, -4.304545, -1.201378, -0.282146, 0.349631, 1.331995, 4.609547, -20.169056, -3.104072, -0.923759, -0.138225, 0.513633, 1.716341, 6.739864, -11.717002, -2.307614, -0.699883, 7.4e-05, 0.700823, 2.22957, 11.017447, -7.434886, -1.751919, -0.512171, 0.138566, 0.922012, 2.9434, -30.549886, -5.028825, -1.346261, -0.348547, 0.282981, 1.19254, 3.987366, -26.554232, -3.566328, -1.0374, -0.200198, 0.439487, 1.535198, 5.645421, -14.674838, -2.619369, -0.792589, -0.060175, 0.615387, 1.985246, 8.779969, -8.991742, -1.972575, -0.590788, 0.077534, 0.820118, 2.599728, 8.879606, -5.928246, -1.509453, -0.417854, 0.218635, 1.066761, 3.477148, -36.053938, -4.124934, -1.163178, -0.263755, 0.369033, 1.37438, 4.811848, -18.741635, -2.987496, -0.893457, -0.120864, 0.535433, 1.771958, 7.117055, -11.027021, -2.227847, -0.674889]
That takes about 75 seconds on my old 2GHz machine.
Using dt = 0.000005 (which takes almost 2 minutes on this machine) the final values of j, c, and f are -0.524774, -0.529217, -0.674293, respectively, so it looks like we're beginning to get convergence.
Thanks to LutzL for pointing out that dt may need adjusting because of the rounding in the steps and substeps calculations.

Writing a while loop for error function erf(x)?

I understand there is a erf (Wikipedia) function in python. But in this assignment we are specifically asked to write the error function as if it was not already implemented in python while using a while loop.
erf (x) is simplified already as : (2/ (sqrt(pi)) (x - x^3/3 + x^5/10 - x^7/42...)
Terms in the series must be added until the absolute total is less than 10^-20.
First of all - SO is not the place when people code for you, here people help you to solve particular problem not the whole task
Any way:
It's not too hard to implement wikipedia algorithm:
import math
def erf(x):
n = 1
res = 0
res1 = (2 / math.sqrt(math.pi)) * x
diff = 1
s = x
while diff > math.pow(10, -20):
dividend = math.pow((-1), n) * math.pow(x, 2 * n + 1)
divider = math.factorial(n) * (2 * n + 1)
s += dividend / divider
res = ((2 / math.sqrt(math.pi)) * s)
diff = abs(res1 - res)
res1 = res
n += 1
return res
print(erf(1))
Please read the source code carefully and post all questions that you don't understand.
Also you may check python sources and see how erf is implemented

Solving a mathematical equation recursively in Python

I want to solve an equation which I am supposed to solve it recursively, I uploaded the picture of formula (Sorry! I did not know how to write mathematical formulas here!)
I wrote the code in Python as below:
import math
alambda = 1.0
rho = 0.8
c = 1.0
b = rho * c / alambda
P0 = (1 - (alambda*b))
P1 = (1-(alambda*b))*(math.exp(alambda*b) - 1)
def a(n):
a_n = math.exp(-alambda*b) * ((alambda*b)**n) / math.factorial(n)
return a_n
def P(n):
P(n) = (P0+P1)*a(n) + sigma(n)
def sigma(n):
j = 2
result = 0
while j <= n+1:
result = result + P(j)*a(n+1-j)
j += 1
return result
It is obvious that I could not finish P function. So please help me with this.
when n=1 I should extract P2, when n=2 I should extract P3.
By the way, P0 and P1 are as written in line 6 and 7.
When I call P(5) I want to see P(0), P(1), P(2), P(3), P(4), P(5), P(6) at the output.
You need to reorganize the formula so that you don't have to calculate P(3) to calculate P(2). This is pretty easy to do, by bringing the last term of the summation, P(n+1)a(0), to the left side of the equation and dividing through by a(0). Then you have a formula for P(n+1) in terms of P(m) where m <= n, which is solvable by recursion.
As Bruce mentions, it's best to cache your intermediate results for P(n) by keeping them in a dict so that a) you don't have to recalculate P(2) etc everytime you need it, and b) after you get the value of P(n), you can just print the dict to see all the values of P(m) where m <= n.
import math
a_lambda = 1.0
rho = 0.8
c = 1.0
b = rho * c / a_lambda
p0 = (1 - (a_lambda*b))
p1 = (1-(a_lambda*b))*(math.exp(a_lambda*b) - 1)
p_dict = {0: p0, 1: p1}
def a(n):
return math.exp(-a_lambda*b) * ((a_lambda*b)**n) / math.factorial(n)
def get_nth_p(n, p_dict):
# return pre-calculated value if p(n) is already known
if n in p_dict:
return p_dict[n]
# Calculate p(n) using modified formula
p_n = ((get_nth_p(n-1, p_dict)
- (get_nth_p(0, p_dict) + get_nth_p(1, p_dict)) * a(n - 1)
- sum(get_nth_p(j, p_dict) * a(n + 1 - j) for j in xrange(2, n)))
/ a(0))
# Save computed value into the dict
p_dict[n] = p_n
return p_n
get_nth_p(6, p_dict)
print p_dict
Edit 2
Some cosmetic updates to the code - shortening the name and making p_dict a mutable default argument (something I try to use only sparingly) really makes the code much more readable:
import math
# Customary to distinguish variables that are unchanging by making them ALLCAP
A_LAMBDA = 1.0
RHO = 0.8
C = 1.0
B = RHO * C / A_LAMBDA
P0 = (1 - (A_LAMBDA*B))
P1 = (1-(A_LAMBDA*B))*(math.exp(A_LAMBDA*B) - 1)
p_value_cache = {0: P0, 1: P1}
def a(n):
return math.exp(-A_LAMBDA*B) * ((A_LAMBDA*B)**n) / math.factorial(n)
def p(n, p_dict=p_value_cache):
# return pre-calculated value if p(n) is already known
if n in p_dict:
return p_dict[n]
# Calculate p(n) using modified formula
p_n = ((p(n-1)
- (p(0) + p(1)) * a(n - 1)
- sum(p(j) * a(n + 1 - j) for j in xrange(2, n)))
/ a(0))
# Save computed value into the dict
p_dict[n] = p_n
return p_n
p(6)
print p_value_cache
You could fix if that way:
import math
alambda = 1.0
rho = 0.8
c = 1.0
b = rho * c / alambda
def a(n):
# you might want to cache a as well
a_n = math.exp(-alambda*b) * ((alambda*b)**n) / math.factorial(n)
return a_n
PCache={0:(1 - (alambda*b)),1:(1-(alambda*b))*(math.exp(alambda*b) - 1)}
def P(n):
if n in PCache:
return PCache[n]
ret= (P(0)+P(1))*a(n) + sigma(n)
PCache[n]=ret
return ret
def sigma(n):
# caching this seems smart as well
j = 2
result = 0
while j <= n+1:
result = result + P(j)*a(n+1-j)
j += 1
return result
void displayP(n):
P(n) # fill cache :-)
for x in range(n):
print ("%u -> %d\n" % (x,PCache[x]))
Instead of managing the cache manually, you might want to use a memoize decorator (see http://www.python-course.eu/python3_memoization.php )
Notes:
not tested, but you should get the idea behind it
your recurrence won't work P(n) depends on P(n+1) on your equation... This will never end
It looks like I misunderstood P0 and P1 as being Both constants (big numbers) and results (small numbers, indices)... Notation is not the best choice I guess...

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