/// <summary>
/// This sets up a Savitzky-Golay filter.
/// </summary>
/// <param name="numberOfPoints">Number of points. Must be an odd number, otherwise it is rounded up.</param>
/// <param name="derivativeOrder">Order of derivative you want to obtain. Set 0 for smothing.</param>
/// <param name="polynomialOrder">Order of the fitting polynomial. Usual values are 2 or 4.</param>
public SavitzkyGolay(int numberOfPoints, int derivativeOrder, int polynomialOrder)
{
numberOfPoints = 1 + 2 * (numberOfPoints / 2);
int numberOfSide = (numberOfPoints - 1) / 2;
_left = JaggedArrayMath.GetMatrixArray(numberOfSide, numberOfPoints);
_right = JaggedArrayMath.GetMatrixArray(numberOfSide, numberOfPoints);
_middle = new double[numberOfPoints];
GetCoefficients(numberOfSide, numberOfSide, derivativeOrder, polynomialOrder, VectorMath.ToVector(_middle));
for (int i = 0; i < numberOfSide; i++)
{
GetCoefficients(i, 2 * numberOfSide - i, derivativeOrder, polynomialOrder, VectorMath.ToVector(_left[i]));
GetCoefficients(2 * numberOfSide - i, i, derivativeOrder, polynomialOrder, VectorMath.ToVector(_right[i]));
}
}
public static void ExecuteAnalysis(
IROMatrix <double> X, // matrix of spectra (a spectra is a row of this matrix)
IROMatrix <double> Y, // matrix of concentrations (a mixture is a row of this matrix)
ref int numFactors,
out IROMatrix <double> xLoads, // out: the loads of the X matrix
out IROMatrix <double> xScores, // matrix of weighting values
out IROVector <double> V // vector of cross products
)
{
var matrixX = new MatrixMath.LeftSpineJaggedArrayMatrix <double>(X.RowCount, X.ColumnCount);
MatrixMath.Copy(X, matrixX);
var decompose = new MatrixMath.SingularValueDecomposition(matrixX);
numFactors = Math.Min(numFactors, matrixX.ColumnCount);
numFactors = Math.Min(numFactors, matrixX.RowCount);
xLoads = JaggedArrayMath.ToTransposedROMatrix(decompose.V, Y.RowCount, X.ColumnCount);
xScores = JaggedArrayMath.ToMatrix(decompose.U, Y.RowCount, Y.RowCount);
V = VectorMath.ToROVector(decompose.Diagonal, numFactors);
}
