SeismologicalDataAnalysis2025/assignment_03/gibbs_incremental_reconstruction.ipynb
2025-05-09 12:14:45 +02:00

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"%matplotlib inline\n",
"import numpy as np\n",
"import matplotlib.pyplot as plt\n",
"from setupFigure import SetupFigure"
]
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"def dft_coeff(x):\n",
" \"\"\"\n",
" Evaluate c_n = 1/N*sum_{k=0}^{N-1}x_k exp(-i*2*pi*nk/N)\n",
" :param x: samples of function with length N\n",
" \"\"\"\n",
" ns = np.size(x)\n",
" c = np.zeros(ns, dtype=np.complex64) # zero coefficients before summing\n",
" for n in range(ns):\n",
" for k in range(ns):\n",
" arg = -2*np.pi*1j*n*k/ns\n",
" c[n] = c[n]+x[k]*np.exp(arg)\n",
" c[n] = c[n]/ns\n",
" return c"
]
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"In the next function, we use the property of the coefficients $c_{-n+N}=c_{-n}=c_{n}^*$. Thus, we have $c_0$ and the conjugated pairs\n",
"$c_n$, $c_{N-n}$. \n",
"\n",
"If $N$ is even, then $n$ can run from 1 to $N/2-1$. The last conjugated pair is $c_{N/2-1}, c_{N/2+1}$. Finally, we add $c_{N/2}$ which must be real. Thus, we find \n",
"\\begin{align}\n",
"x_k &= c_0+c_{N/2}\\exp(2\\pi ik\\frac{N/2}{N})+\\sum_{n=1}^{N/2-1}[c_n \\exp(2\\pi i k\\frac{n}{N}) + c_{N-n}\\exp(2\\pi i k\\frac{N-n}{N})] \\\\\n",
" &= c_0+c_{N/2}\\exp(\\pi ik)+\\sum_{n=1}^{N/2-1}[c_n \\exp(2\\pi i k\\frac{n}{N}) + c_{n}^*\\exp(-2\\pi i k\\frac{n}{N})] \\\\\n",
" &= c_0+c_{N/2}\\exp(\\pi ik)+2\\sum_{n=1}^{N/2-1}\\mathcal{Re}\\left[c_n \\exp(2\\pi i k\\frac{n}{N})\\right] \\,.\n",
"\\end{align}\n",
"\n",
"For odd $N$, we again have $c_0$ and the conjugated pairs $c_n$, $c_{N-n}$. Now, $n$ can run from 1 to $(N-1)/2$. The last conjugated pair is $c_{(N-1)/2}, c_{N-(N-1)/2}=c_{(N+1)/2}$. There is no coefficient for $n=N/2$ which should be added. Thus we get:\n",
"\\begin{align}\n",
"x_k = c_0+2\\sum_{n=1}^{(N-1)/2}\\mathcal{Re}\\left[c_n \\exp(2\\pi i k\\frac{n}{N})\\right] \\,.\n",
"\\end{align}"
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"def dft_synthesis(c, nc=0):\n",
" \"\"\"\n",
" Evaluate the Fourier series as described above\n",
" :param c: complex DFT coefficients\n",
" :param nc: number of conjugated pairs of coefficients to be used \n",
" (nc <= N/2-1 for even N or nc <= (N-1)/2 for odd N) \n",
" (default: 0 indicating all coefficients)\n",
" \"\"\"\n",
" ns = np.size(c)\n",
" \n",
" # initialize x_k with c_0\n",
" x = np.ones(ns)*np.real(c[0]) \n",
"\n",
" # distinguish even and odd N, we later sum up to nmax\n",
" if ns%2 == 0: \n",
" nmax = ns//2-1\n",
" else:\n",
" nmax = (ns-1)//2\n",
"\n",
" # if N is even and nc == 0, add coefficient c[N/2]*exp(i k pi)\n",
" # the exponential is 1 for even k and -1 for odd k\n",
" if ns%2 == 0 and nc == 0:\n",
" x = x+np.real(c[ns//2])*np.where(np.arange(0, ns)%2 == 0, 1, -1)\n",
" \n",
" # check input nc, reset to nmax if greater\n",
" if nc == 0: nc = nmax\n",
" if nc > nmax: nc = nmax\n",
"\n",
" # do synthesis\n",
" for n in range(1, nc+1):\n",
" for k in range(ns):\n",
" arg = +2*np.pi*1j*n*k/ns\n",
" x[k] = x[k]+2*np.real(c[n]*np.exp(arg))\n",
" return x"
]
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"### The boxcar function\n",
"We now start from a boxcar function which we want to recover from its Fourier coefficients. We do this for an increasing number of coefficients to watch how the series converges."
]
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"tmax = 1000.0\n",
"dt = 1.0\n",
"ns = int(tmax/dt)\n",
"period = ns*dt\n",
"t = dt*np.arange(0, ns)\n",
"boxcar = np.where(t < 0.3*tmax, 0, 1)*np.where(t > 0.5*tmax, 0, 1)"
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"fig1, ax1 = SetupFigure(10, 5, \"Time [s]\", \"boxcar\", \"Boxcar, DT=0.1, TMAX=1000\", 14)\n",
"ax1.plot(t, boxcar, color='blue', ls='-')"
]
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"### The Fourier coefficients of the boxcar function\n",
"We first compute the Fourier coefficients of the boxcar to later carry out an incremental reconstruction."
]
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"c = dft_coeff(boxcar)\n",
"f = np.linspace(0, (ns-1)/period, ns)"
]
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"nmax = 50\n",
"fig2, ax2 = SetupFigure(10, 5, \"Frequency [Hz]\", \"c_n\", \"Fourier coefficients of Boxcar, DT=1.0, TMAX=1000, Nmax={:d}\".format(nmax), 14)\n",
"#ax2.plot(f[0:nmax], np.absolute(c[0:nmax]), color='black', ls='-', label='abs')\n",
"ax2.plot(f[0:nmax], np.real(c[0:nmax]), color='red', ls='-', label='real')\n",
"ax2.plot(f[0:nmax], np.imag(c[0:nmax]), color='blue', ls='-', label='imag')\n",
"ax2.legend()"
]
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"### Incremental reconstruction of the boxcar function from the Fourier coefficients \n",
"Now we do the Fourier synthesis with an increasing number of coefficients. Watch how the reconstruction changes. What happens at the edges for high numbers of coefficients?"
]
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"nc = 20\n",
"xr = dft_synthesis(c, nc)\n",
"fig3, ax3 = SetupFigure(10, 5, \"Time [s]\", \"xr(t)\", \"Recovered Boxcar, DT=1, TMAX=1000, Nc={:d}\".format(nc), 14)\n",
"ax3.plot(t, xr , color='blue', ls='-')\n",
"ax3.plot(t, boxcar, color='red', ls=':')"
]
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