Variance

Collaboration diagram for Variance:

Functions
void	tpt_var_f32 (f32_t *aResult, const f32_t *aInData, uint32_t aCount)
	Variance of the elements of a floating-point vector. More...
void	tpt_var_q15 (q15_t *aResult, const q15_t *aInData, uint32_t aCount)
	Variance of the elements of a Q15 vector. More...
void	tpt_var_q31 (q31_t *aResult, const q31_t *aInData, uint32_t aCount)
	Variance of the elements of a Q31 vector. More...

Detailed Description

Calculates the variance of the elements in the input vector. The underlying algorithm used is the direct method sometimes referred to as the two-pass method:

   Result = ((aInData[0] - meanOfElements)2 + (aInData[1] -
             meanOfElements)2 + ... + (aInData[aCount - 1] -
             meanOfElements)2) / (aCount - 1)

   meanOfElements = (aInData[0] + aInData[1] + ... + aInData[aCount-1] ) /
                     aCount
 

There are separate functions for floating point, Q31, and Q15 data types.

Function Documentation

tpt_var_f32()

void tpt_var_f32	(	f32_t *	aResult,
		const f32_t *	aInData,
		uint32_t	aCount
	)

Variance of the elements of a floating-point vector.

Parameters

[out]	aResult	variance value returned here
[in]	aInData	points to the input vector
[in]	aCount	number of samples in input vector

Returns

none

tpt_var_q15()

void tpt_var_q15	(	q15_t *	aResult,
		const q15_t *	aInData,
		uint32_t	aCount
	)

Variance of the elements of a Q15 vector.

Parameters

[out]	aResult	variance value returned here
[in]	aInData	points to the input vector
[in]	aCount	number of samples in input vector

Returns

none

Scaling and Overflow Behavior

The function is implemented using a 64-bit internal accumulator. The input is represented in 1.15 format. Intermediate multiplication yields a 2.30 format, and this result is added without saturation to a 64-bit accumulator in 34.30 format. With 33 guard bits in the accumulator, there is no risk of overflow, and the full precision of the intermediate multiplication is preserved. Finally, the 34.30 result is truncated to 34.15 format by discarding the lower 15 bits, and then saturated to yield a result in 1.15 format.

tpt_var_q31()

void tpt_var_q31	(	q31_t *	aResult,
		const q31_t *	aInData,
		uint32_t	aCount
	)

Variance of the elements of a Q31 vector.

Parameters

[out]	aResult	variance value returned here
[in]	aInData	points to the input vector
[in]	aCount	number of samples in input vector

Returns

none

Scaling and Overflow Behavior

The function is implemented using an internal 64-bit accumulator. The input is represented in 1.31 format, which is then downshifted by 8 bits which yields 1.23, and intermediate multiplication yields a 2.46 format. The accumulator maintains full precision of the intermediate multiplication results, but provides only a 16 guard bits. There is no saturation on intermediate additions. If the accumulator overflows it wraps around and distorts the result. In order to avoid overflows completely the input signal must be scaled down by log2(aCount)-8 bits, as a total of aCount additions are performed internally. After division, internal variables should be Q18.46 Finally, the 18.46 accumulator is right shifted by 15 bits to yield a 1.31 format value.