1-D and ensemble signal subspace analysis with methods such as Esprit and RootMusic in Fortran, C, and Python
based in part upon the Spectral Analysis Lib public domain code
The core subspace code is written in Fortran 2008 and is called from other languages (Python, C).
Since the programs are Fortran/Python based, they should compile and run in virtually any environment/OS from embedded to supercomputer.
In particular, this program (Fortran, called by C or C++ optionally) works from at least
- Gfortran (GCC) 5, 6, 7, 8
- Intel Fortran (ifort, icc, icpc)
- Flang (flang, clang, clang++)
apt install libatlas-base-dev libatlas-dev liblapack-dev libblas-dev g++ gcc gfortran make cmake
brew install lapack openblas gcc make cmake
- Windows: recommend using Windows Subsystem for Linux.
cd bin cmake .. cmake --build .
By default, ATLAS is searched for, then any other LAPACK library. The no-cost Intel MKL can be 2-3 times faster than LAPACK.sh, and is requested by:
cmake -DUSE_MKL=on ..
Test the compiled libraries:
Then you can test Python calling the Fortran libraries by:
pip install -e . pytest -v
In the examples below, you will observe the frequency estimates printed along with their corresponding eigenvalues, where a larger eigenvalue may be taken as increased confidence in that particular frequency estimate.
ESPRIT example with noisy sinusoid
There are two versions of this program, one a full accuracy using
double complex numbers, and the other using
single real numbers as input.
The single real (4 bytes/number) runs about 4 times faster than the double complex (16 bytes/number) program.:
C ESPRIT example with noisy sinusoid
Here is an example of calling Fortran Esprit from C, which uses real single precision float:
C++ ESPRIT example with noisy sinusoid
Here is an example of calling Fortran Esprit from C++, which uses real single precision float:
Compile Fortran ESPRIT to use from Python via f2py
pip install -e .
Selftest Fortran/C/C++/Python Esprit from Python:
/liblapack.so: undefined reference to `ATL_zgeru'
Try removing Atlas:
apt remove libatlas-base-dev
Flang / Clang / Clang++
You may need
apt install libc++abi-dev
Plots comparing Fortran to Python