musicdsp.org source code archive - WSInf

-----What follows is the .c version of toepsolve--------
#include
#include "mex.h"
/* function hinv = toepsolve(r,q);
* TOEPSOLVE Solve Toeplitz system of equations.
* Solves R*hinv = q, where R is the symmetric Toeplitz matrix
* whos first column is r
* Assumes all inputs are real
* Inputs:
* r - first column of Toeplitz matrix, length n
* q - rhs vector, length n
* Outputs:
* hinv - length n solution
*
* Algorithm from Roberts & Mullis, p.233
*
* Author: T. Krauss, Sept 10, 1997
*
* Modified: R. Cain, Dec 16, 2004 to replace unnecessasary
* n by n matrix allocation for a with an n by 2 rotating
* buffer and to more closely match the .m function.
*/
void mexFunction(
int nlhs,
mxArray *plhs[],
int nrhs,
const mxArray *prhs[]
)
{
double (*a)[2],*hinv,alpha,beta;
int c,d,temp,j,k;
}
double eps = mxGetEps();
int n = (mxGetN(prhs[0])>=mxGetM(prhs[0])) ? mxGetN(prhs[0]) : mxGetM(prhs[0]) ;
double *r = mxGetPr(prhs[0]);
double *q = mxGetPr(prhs[1]);
a = (double (*)[2])mxCalloc((n+1)*2,sizeof(double));
if (a == NULL) {
mexErrMsgTxt("Sorry, failed to allocate buffer.");
}
a[0][0]=1.0;
plhs[0] = mxCreateDoubleMatrix(n,1,0);
hinv = mxGetPr(plhs[0]);
hinv[0] = q[0]/r[0];
alpha=r[0];
c=0;
d=1;
for (k = 1; k < n; k++) {
a[k][c] = 0;
a[0][d] = 1.0;
beta = 0.0;
for (j = 1; j