After applying a FFT, I get a spectrum with multiple frequency bins. How to get the fundamental frequency from this spectrum using the cepstral method?
I've researched a lot, tryed a lot of codes and asked three times on stackoverflow (wich helped a LOT), and I am pretty sure that the cepstral method is the best to discover the fundamental frequency in my case. I just don't know how to do it.
If you guys know some ready-to-use code for cepstral, please paste it on your answer! Any other resources are welcome too.
Thanks again!
Peaks in the cepstrum identify periodicity in the frequency domain. If your source is clean there should be one peak in the cepstrum. The bin at which this occurs tells you the quefrency. There is a linear relation between this and the fundamental frequency of your input signal. To think about in non-mathematical terms: if the quefrency is 5, then your harmonics are 5 bins apart, which implies a fundamental at bin 5 in the frequency domain. You just translate this to a frequency in the usual way for an FFT. Try plotting the FFT magnitude and the cepstrum for a given input so that you can get a practical understanding of what is going on mathematically.
Related
I am using Modelica for solving a system of equations for heat transfer problems, and one of them is radiation which is written as
Ta^4-Tb^4
Can someone say if it is computationally faster solving a system with the equation written as:
(Ta-Tb)(Ta+Tb)(Ta^2+Tb^2)
?
There cannot be a definitive answer to this question. This is because the Modelica specification is used to formally define the problem statement but it says nothing about how tools solve such equations. Furthermore, since most Modelica tools do symbolic manipulation anyway, it is hard to predict what steps they might take with such an equation. For example, a tool may very well transform this into a Horner polynomial on its own (without your manual intervention).
If you are going to solve for the temperatures in such an equation as a non-linear system, be careful about negative temperature solutions. You should investigate the "start" attribute to specify initial (positive) guesses when these temperatures are iteration variables in non-linear problems.
I would say that there are two reasons why splitting it into (Ta-Tb)(Ta+Tb)(Ta^2+Tb^2) is SLOWER and NOT FASTER.
(Ta^2+Tb^2) requires 2 multiplications and an addition, which means that (Ta-Tb)(Ta+Tb)(Ta^2+Tb^2) requires 4 multiplications and 3 additions. On the other hand, i guess that Ta^4-Tb^4 is done like this: ((Ta^2)^2 - (Tb^2)^2) which means 1 addition and 4 multiplications.
Mathematica, like a more generic compiler probably knows very well how to optimise these very simple expression. Which means that it is generally safer in terms of computation time to use simple patterns which will be easily caugth and translated into super efficient machine code.
I might obviously be wrong, but I cannot see any reason why (Ta-Tb)(Ta+Tb)(Ta^2+Tb^2) could be FASTER. Hope it helps.
Oscar
Project Euler has a paging file problem (though it's disguised in other words).
I tested my code(pastebinned so as not to spoil it for anyone) against the sample data and got the same memory contents+score as the problem. However, there is nowhere near a consistent grouping of scores. It asks for the expected difference in scores after 50 turns. A random sampling of scores:
1.50000000
1.78000000
1.64000000
1.64000000
1.80000000
2.02000000
2.06000000
1.56000000
1.66000000
2.04000000
I've tried a few of those as answers, but none of them have been accepted... I know some people have succeeded, so I'm really confused - what the heck am I missing?
Your problem likely is that you don't seem to know the definition of Expected Value.
You will have to run the simulation multiple times and for each score difference, maintain the frequency of that occurence and then take the weighted mean to get the expected value.
Of course, given that it is Project Euler problem, there is probably a mathematical formula which can be used readily.
Yep, there is a correct answer. To be honest, Monte Carlo can theoretically come close in on the expect value given the law of large numbers. However, you won't want to try it here. Because practically each time you run the simu, you will have a slightly different result rounded to eight decimal places (And I think this setting does exactly deprive anybody of any chance of even thinking to use Monte Carlo). If you are lucky, you will have one simu that delivers the answer after lots of trials, given that you have submitted all the previous and failed. I think, captcha is the second way that euler project let you give up any brute-force approach.
Well, agree with Moron, you have to figure out "expected value" first. The principle of this problem is, you have to find a way to enumerate every possible "essential" outcomes after 50 rounds. Each outcome will have its own |L-R|, so sum them up, you will have the answer. No need to say, brute-force approach fails in most of the case, especially in this case. Fortunately, we have dynamic programming (dp), which is fast!
Basically, dp saves the computation results in each round as states and uses them in the next. Thus it avoids repeating the same computation over and over again. The difficult part of this problem is to find a way to represent a state, that is to say, how you would like to save your temp results. If you have solved problem 290 in dp, you can get some hints there about how to understand the problem and formulate a state.
Actually, that isn't the most difficult part for the mind. The hardest mental piece is whether you realize that some memory statuses of the two players are numerically different but substantially equivalent. For example, L:12345 R:12345 vs L:23456 R:23456 or even vs L:98765 R:98765. That is due to the fact that the call is random. That is also why I wrote possible "essential" outcomes. That is, you can summarize some states into one. And only by doing so, your program can finish in reasonal time.
I would run your simulation a whole bunch of times and then do a weighted average of the | L- R | value over all the runs. That should get you closer to the expected value.
Just submitting one run as an answer is really unlikely to work. Imagine it was dice roll expected value. Roll on dice, score a 6, submit that as expected value.
Already finished my application which multiplies CRS matrix and vector (SpMV) and the only thing to do now is to count FLOPS my application did. In my opinion it's really hard to estimate number of floating point operation in case of sparse matrix - vector multiplication, because the number of multiplies in one row is really "jumpy" or fluent.
I only tried to measure time using "cudaprof" ( available in ./CUDA/bin directory) - it works fine.
Any sugestions and instruction pastes appreciated !
That's not just your opinion; it's simple fact that the number of operations in the case of a sparse matrix is data-dependent, and so you can't get a reasonable answer without knowing something about the data. That makes it impossible to have a one-number-fits-all-data estimate.
This is probably one of the sorts of situations where you could think hard about it for many hours (and do lots of research) to make a maybe-accurate estimate, or you could spend a few minutes writing a variant of your existing implementation that increments a counter each time it does an operation. Sure, that's going to take quite a while to run (especially if you don't do it in a CUDA-enabled form), but probably a lot less time than it would take to do the thinking, and when the answer comes out, you don't have to do a lot of work to convince yourself that it's right.
I wonder if its possible in google maps to plot a the quickest
route from a specific address, Pt A, to a list of destinations
i.e. Pt B, Pt C, Pt D etc. And if that's possible is it available
thru API ? I'll probably need it in the app I'm developing.
Thanks and apologies if this has been asked before !
You may want to check out this project:
Google Maps Fastest Roundtrip Solver
It is available under a GPL license.
The problem you've described is an example of the Traveling Salesman Problem. This is a famous problem because it's an example of the kind of problem that can't be solved efficiently with any known algorithm. That is, you can't come up with the absolutely best answer effiently, because the number of possible solutions increases exponentially. The number of possible solutions is n!, which means 5 x 4 x 3 x 2 x 1, where n=5. Not a big deal in this case, when you are trying to solve for 5 cities, (120 combinations) but even getting up only as far as 10 raises the number of possible combos to 3,628,800. Once you get to 100 nodes, you're counting your CPU time in years. This is why the "Fastest Roundtrip Solver" listed above only guarantees "optimal" solutions up to 15 points.
Having said all that, it can't be solved efficiently, (a "solution" in this case means the one correct answer, as Gebweb says, the "optimal" answer) but you can come up with a pretty good answer, as long as you don't get hung up on it being the absolute provably best one. If you look in the code, you'll notice that Gebweb's Fastest Roundtrip page switches to an "Ant Colony Optimization" (not technically an algorithm, but rather a heuristic) once you get past 15 points. No sense in my repeating what he says better, look at his behind-the-scenes page.
Anyway, Daniel is right, this should do what you want, but I couldn't help but spill a bit about the fact this is a more complex problem than it seems.
I have a series of functions that are all designed to do the same thing. The same inputs produce the same outputs, but the time that it takes to do them varies by function. I want to determine which one is 'fastest', and I want to have some confidence that my measurement is 'statistically significant'.
Perusing Wikipedia and the interwebs tells me that statistical significance means that a measurement or group of measurements is different from a null hypothesis by a p-value threshold. How would that apply here? What is the null hypothesis between function A being faster than function B?
Once I've got that whole setup defined, how do I figure out when to stop measuring? I'll typically see that a benchmark is run three times, and then the average is reported; why three times and not five or seven? According to this page on Statistical Significance (which I freely admit I do not understand fully), Fisher used 8 as the number of samples that he needed to measure something with 98% confidence; why 8?
I would not bother applying statistics principles to benchmarking results. In general, the term "statistical significance" refers to the likelihood that your results were achieved accidentally, and do not represent an accurate assessment of the true values. In statistics, as a result of simple probability, the likelihood of a result being achieved by chance decreases as the number of measurements increases. In the benchmarking of computer code, it is a trivial matter to increase the number of trials (the "n" in statistics) so that the likelihood of an accidental result is below any arbitrary threshold you care to define (the "alpha" or level of statistical significance).
To simplify: benchmark by running your code a huge number of times, and don't worry about statistical measurements.
Note to potential down-voters of this answer: this answer is somewhat of a simplification of the matter, designed to illustrate the concepts in an accessible way. Comments like "you clearly don't understand statistics" will result in a savage beat-down. Remember to be polite.
You are asking two questions:
How do you perform a test of statistical significance that the mean time of function A is greater than the mean time of function B?
If you want a certain confidence in your answer, how many samples should you take?
The most common answer to the first question is that you either want to compute a confidence interval or perform a t-test. It's not different than any other scientific experiment with random variation. To compute the 95% confidence interval of the mean response time for function A simply take the mean and add 1.96 times the standard error to either side. The standard error is the square root of the variance divided by N. That is,
95% CI = mean +/- 1.96 * sqrt(sigma2/N))
where sigma2 is the variance of speed for function A and N is the number of runs you used to calculate mean and variance.
Your second question relates to statistical power analysis and the design of experiments. You describe a sequential setup where you are asking whether to continue sampling. The design of sequential experiments is actually a very tricky problem in statistics, since in general you are not allowed to calculate confidence intervals or p-values and then draw additional samples conditional on not reaching your desired significance. If you wish to do this, it would be wiser to set up a Bayesian model and calculate your posterior probability that speed A is greater than speed B. This, however, is massive overkill.
In a computing environment it is generally pretty trivial to achieve a very small confidence interval both because drawing large N is easy and because the variance is generally small -- one function obviously wins.
Given that Wikipedia and most online sources are still horrible when it comes to statistics, I recommend buying Introductory Statistics with R. You will learn both the statistics and the tools to apply what you learn.
The research you site sounds more like a highly controlled environment. This is purely a practical answer that has proven itself time and again to be effective for performance testing.
If you are benchmarking code in a modern, multi-tasking, multi-core, computing environment, the number of iterations required to achieve a useful benchmark goes up as the length of time of the operation to be measured goes down.
So, if you have an operation that takes ~5 seconds, you'll want, typically, 10 to 20 iterations. As long as the deviation across the iterations remains fairly constant, then your data is sound enough to draw conclusions. You'll often want to throw out the first iteration or two because the system is typically warming up caches, etc...
If you are testing something in the millisecond range, you'll want 10s of thousands of iterations. This will eliminate noise caused by other processes, etc, firing up.
Once you hit the sub-millisecond range -- 10s of nanoseconds -- you'll want millions of iterations.
Not exactly scientific, but neither is testing "in the real world" on a modern computing system.
When comparing the results, consider the difference in execution speed as percentage, not absolute. Anything less than about 5% difference is pretty close to noise.
Do you really care about statistical significance or plain old significance? Ultimately you're likely to have to form a judgement about readability vs performance - and statistical significance isn't really going to help you there.
A couple of rules of thumb I use:
Where possible, test for enough time to make you confident that little blips (like something else interrupting your test for a short time) won't make much difference. Usually I reckon 30 seconds is enough for this, although it depends on your app. The longer you test for, the more reliable the test will be - but obviously your results will be delayed :)
Running a test multiple times can be useful, but if you're timing for long enough then it's not as important IMO. It would alleviate other forms of error which made a whole test take longer than it should. If a test result looks suspicious, certainly run it again. If you see significantly different results for different runs, run it several more times and try to spot a pattern.
The fundamental question you're trying to answer is how likley is it that what you observe could have happened by chance? Is this coin fair? Throw it once: HEADS. No it's not fair it always comes down heads. Bad conclusion! Throw it 10 times and get 7 Heads, now what do you conclude? 1000 times and 700 heads?
For simple cases we can imagine how to figure out when to stop testing. But you have a slightly different situation - are you really doing a statistical analysis?
How much control do you have of your tests? Does repeating them add any value? Your computer is deterministic (maybe). Eistein's definition of insanity is to repeat something and expect a different outcome. So when you run your tests do you get repeatable answers? I'm not sure that statistical analyses help if you are doing good enough tests.
For what you're doing I would say that the first key thing is to make sure that you really are measuring what you think. Run every test for long enough that any startup or shutdown effects are hidden. Useful performance tests tend to run for quite extended periods for that reason. Make sure that you are not actually measuing the time in your test harness rather than the time in your code.
You have two primary variables: how many iterations of your method to run in one test? How many tests to run?
Wikipedia says this
In addition to expressing the
variability of a population, standard
deviation is commonly used to measure
confidence in statistical conclusions.
For example, the margin of error in
polling data is determined by
calculating the expected standard
deviation in the results if the same
poll were to be conducted multiple
times. The reported margin of error is
typically about twice the standard
deviation.
Hence if your objective is to be sure that one function is faster than another you could run a number of tests of each, compute the means and standard deviations. My expectation is that if your number of iterations within any one test is high then the standard deviation is going to be low.
If we accept that defintion of margin of error, you can see whether the two means are further apart than their total margin's of error.