colored_noise_test 20-Dec-2018 15:36:10 COLORED_NOISE_TEST MATLAB version Test the COLORED_NOISE library. R8VEC_SFTF_TEST: MATLAB version R8VEC_SFTF computes the "slow" Fourier transform (forward) of a vector of real data. The original data can be recovered using R8VEC_SFTB. Fourier coefficients: 0.437149 0.286934 0.004681 -0.006233 0.082836 -0.100562 -0.024744 -0.147878 0.020271 -0.022556 0.012898 -0.221165 -0.011888 -0.007270 0.073317 Compare data R and recovered data R2: 0.218418 0.218418 0.956318 0.956318 0.829509 0.829509 0.561695 0.561695 0.415307 0.415307 0.066119 0.066119 0.257578 0.257578 0.109957 0.109957 0.043829 0.043829 0.633966 0.633966 0.061727 0.061727 0.449539 0.449539 0.401306 0.401306 0.754673 0.754673 0.797287 0.797287 R8VEC_SFTF_TEST: Normal end of execution. COLORED_NOISE_TEST01: Generating 128 sample points. 1/F^ALPHA noise has ALPHA = 0.000000 Variance is 1.000000 Initial random number seed = 123456789 Noise sample: 1 1.679040 2 -0.472769 3 -0.566060 4 -0.231124 5 1.212934 6 0.535037 7 1.269381 8 1.049543 ...... .............. 128 -0.066060 Data written to file "alpha_0.00.txt". COLORED_NOISE_TEST01: Generating 128 sample points. 1/F^ALPHA noise has ALPHA = 0.250000 Variance is 1.000000 Initial random number seed = 123456789 Noise sample: 1 1.679040 2 -0.262889 3 -0.507098 4 -0.251499 5 1.186028 6 0.677714 7 1.418870 8 1.306401 ...... .............. 128 -0.067986 Data written to file "alpha_0.25.txt". COLORED_NOISE_TEST01: Generating 128 sample points. 1/F^ALPHA noise has ALPHA = 0.500000 Variance is 1.000000 Initial random number seed = 123456789 Noise sample: 1 1.679040 2 -0.053009 3 -0.421902 4 -0.249747 5 1.171173 6 0.826697 7 1.592319 8 1.597493 ...... .............. 128 -0.023972 Data written to file "alpha_0.50.txt". COLORED_NOISE_TEST01: Generating 128 sample points. 1/F^ALPHA noise has ALPHA = 0.750000 Variance is 1.000000 Initial random number seed = 123456789 Noise sample: 1 1.679040 2 0.156871 3 -0.310471 4 -0.222588 5 1.172981 6 0.986356 7 1.793486 8 1.928559 ...... .............. 128 0.100291 Data written to file "alpha_0.75.txt". COLORED_NOISE_TEST01: Generating 128 sample points. 1/F^ALPHA noise has ALPHA = 1.000000 Variance is 1.000000 Initial random number seed = 123456789 Noise sample: 1 1.679040 2 0.366751 3 -0.172804 4 -0.166742 5 1.196472 6 1.161868 7 2.027164 8 2.306475 ...... .............. 128 0.358878 Data written to file "alpha_1.00.txt". COLORED_NOISE_TEST01: Generating 128 sample points. 1/F^ALPHA noise has ALPHA = 1.250000 Variance is 1.000000 Initial random number seed = 123456789 Noise sample: 1 1.679040 2 0.576631 3 -0.008903 4 -0.078931 5 1.247076 6 1.359265 7 2.299307 8 2.739459 ...... .............. 128 0.837794 Data written to file "alpha_1.25.txt". COLORED_NOISE_TEST01: Generating 128 sample points. 1/F^ALPHA noise has ALPHA = 1.500000 Variance is 1.000000 Initial random number seed = 123456789 Noise sample: 1 1.679040 2 0.786511 3 0.181234 4 0.044124 5 1.330634 6 1.585491 7 2.617171 8 3.237293 ...... .............. 128 1.674413 Data written to file "alpha_1.50.txt". COLORED_NOISE_TEST01: Generating 128 sample points. 1/F^ALPHA noise has ALPHA = 1.750000 Variance is 1.000000 Initial random number seed = 123456789 Noise sample: 1 1.679040 2 0.996391 3 0.397605 4 0.205704 5 1.453396 6 1.848450 7 2.989452 8 3.811574 ...... .............. 128 3.088373 Data written to file "alpha_1.75.txt". COLORED_NOISE_TEST01: Generating 128 sample points. 1/F^ALPHA noise has ALPHA = 2.000000 Variance is 1.000000 Initial random number seed = 123456789 Noise sample: 1 1.679040 2 1.206271 3 0.640212 4 0.409088 5 1.622022 6 2.157059 7 3.426439 8 4.475982 ...... .............. 128 5.430474 Data written to file "alpha_2.00.txt". COLORED_NOISE_TEST02: Generating 200 realizations Generating 128 sample points. 1/F^ALPHA noise has ALPHA = 0.000000 Variance is 1.000000 Initial random number seed = 123456789 Plot saved as "alpha_0.00_paths.png" COLORED_NOISE_TEST02: Generating 200 realizations Generating 128 sample points. 1/F^ALPHA noise has ALPHA = 0.500000 Variance is 1.000000 Initial random number seed = 123456789 Plot saved as "alpha_0.50_paths.png" COLORED_NOISE_TEST02: Generating 200 realizations Generating 128 sample points. 1/F^ALPHA noise has ALPHA = 1.000000 Variance is 1.000000 Initial random number seed = 123456789 Plot saved as "alpha_1.00_paths.png" COLORED_NOISE_TEST02: Generating 200 realizations Generating 128 sample points. 1/F^ALPHA noise has ALPHA = 1.500000 Variance is 1.000000 Initial random number seed = 123456789 Plot saved as "alpha_1.50_paths.png" COLORED_NOISE_TEST02: Generating 200 realizations Generating 128 sample points. 1/F^ALPHA noise has ALPHA = 2.000000 Variance is 1.000000 Initial random number seed = 123456789 Plot saved as "alpha_2.00_paths.png" MAKE_PLOTS We assume COLORED_NOISE_PRB has just been run, creating files alpha_0.00.txt through alpha_2.00.txt. This program computes a common axis size for these files and plots each data set as a separate PNG file. Number of entries in sequence is 128 Y-range of plots is -7.943450 to 7.233796 MAKE_PLOTS Normal end of execution. COLORED_NOISE_TEST: Normal end of execution. 20-Dec-2018 15:36:40 diary off