Re: [Numpy-discussion] Wiener filter / decorrelation

2011-01-29 Thread Sturla Molden
Didn't I recommend the C++ and Fortran versions of 2nd edition? I particularly like the Fortran 90 edition as NumPy behaves like a vector machine as well. (The algorithms are explained in the Fortran 77 text, so they must be read together.) I'd like to warn against NR in C (all algorithms cont

Re: [Numpy-discussion] Wiener filter / decorrelation

2011-01-27 Thread Sturla Molden
Den 27.01.2011 23:47, skrev Sturla Molden: > The F90 version is meant to be read in conjunction with the F77 version, > not alone. It is very useful for NumPy programmers, as it is one of few > text books that deals with vectorisation of algorithms. (F90 is an > array-oriented language like Matlab

Re: [Numpy-discussion] Wiener filter / decorrelation

2011-01-27 Thread Sturla Molden
Den 25.01.2011 23:21, skrev Jonathan Rocher: > Actually I believe the version does matter: I have seen a C version of > num rec that doesn't contain all the algorithmic part but only the > codes. I cannot remember exactly which ones are the light versions. If > I had to guess, the F90 is also a

Re: [Numpy-discussion] Wiener filter / decorrelation

2011-01-25 Thread Jonathan Rocher
Actually I believe the version does matter: I have seen a C version of num rec that doesn't contain all the algorithmic part but only the codes. I cannot remember exactly which ones are the light versions. If I had to guess, the F90 is also a light version and that's why I bought the F77 book. Jon

Re: [Numpy-discussion] Wiener filter / decorrelation

2011-01-25 Thread Charles R Harris
On Tue, Jan 25, 2011 at 2:26 PM, Daniele Nicolodi wrote: > On 25/01/11 22:12, Jonathan Rocher wrote: > > I would recommend the Numerical recipes in Fortran 77, obviously not for > > the language but for its mathematical sections and its discussions of > > coding algorithms efficiently. Section 13.

Re: [Numpy-discussion] Wiener filter / decorrelation

2011-01-25 Thread Daniele Nicolodi
On 25/01/11 22:20, Pauli Virtanen wrote: >> However I'm encountering some problems that are beyond my knowledge of >> the matter. Can someone suggest me a reference text book, or other >> resource? > > Scipy-user list would be more appropriate for queries not directly > involving Numpy. Sorry. I

Re: [Numpy-discussion] Wiener filter / decorrelation

2011-01-25 Thread Daniele Nicolodi
On 25/01/11 22:12, Jonathan Rocher wrote: > I would recommend the Numerical recipes in Fortran 77, obviously not for > the language but for its mathematical sections and its discussions of > coding algorithms efficiently. Section 13.3 is about wiener filtering > with FFT. Thank you, Jonathan. I t

Re: [Numpy-discussion] Wiener filter / decorrelation

2011-01-25 Thread Pauli Virtanen
Hi, On Tue, 25 Jan 2011 22:04:42 +0100, Daniele Nicolodi wrote: [clip] > However I'm encountering some problems that are beyond my knowledge of > the matter. Can someone suggest me a reference text book, or other > resource? Scipy-user list would be more appropriate for queries not directly invo

Re: [Numpy-discussion] Wiener filter / decorrelation

2011-01-25 Thread Jonathan Rocher
Hi Daniele, I would recommend the Numerical recipes in Fortran 77, obviously not for the language but for its mathematical sections and its discussions of coding algorithms efficiently. Section 13.3 is about wiener filtering with FFT. Hope this helps, Jonathan On Tue, Jan 25, 2011 at 3:04 PM, Da

[Numpy-discussion] Wiener filter / decorrelation

2011-01-25 Thread Daniele Nicolodi
Hello, I'm trying to write a numerical implementation of Wiener filtering / decorrelation (extraction of a signal from noisy time series). What I'm trying to do is the construction of the time domain filter from a measurement of the power spectrum of the noise and the shape of the signal. However