SPautoc

Routine

void SPautoc (const float x[], int Nx, float cor[], int Nt)

Purpose

Calculate the autocorrelation for a data sequence

Description

           Nx-1-i
  cor[i] =  SUM  x[k] * x[k+i] , for 0 <= i < Nt.
            k=0

This routine requires

  (Nt+1)*(Nx+Nt/2) multiplies and
  (Nt+1)*(Nx+Nt/2) adds.

Parameters

-> const float x[]

Input data vector with Nx elements

-> int Nx

Number of data points

<- float cor[]

Autocorrelation vector with Nt elements. The element cor[i] is the autocorrelation with lag i.

-> int Nt

Number of autocorrelation terms

Author / revision

See Also