src/strats.c


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#include <stdlib.h>

static inline void
product (size_t n,
	 size_t omega,
	 const double *restrict temporal_dependency,
	 const double *restrict vector,
	 double *restrict out)
{
  size_t i;
  #pragma omp parallel for
  for (i = 0; i < n; i++)
    {
      size_t j;
      out[i] = 0;
      /* Backward: */
      for (j = 0; j < omega; j++)
	{
	  if (i > j)
	    {
	      const double x = vector[i - j - 1];
	      const double coefficient = temporal_dependency[j];
	      out[i] += coefficient * (vector[i] - x);
	    }
	}
      /* Forward: */
      for (j = 0; j < omega; j++)
	{
	  if (i + j + 1 < n)
	    {
	      const double x = vector[i + j + 1];
	      const double coefficient = temporal_dependency[j];
	      out[i] += coefficient * (vector[i] - x);
	    }
	}
    }
}

void
strats_compute_laplacian_matrix_product (int *n,
					 int *d,
					 int *omega,
					 double *temporal_dependency,
					 double *x,
					 double *out)
{
  int j;
  for (j = 0; j < *d; j++)
    {
      product (*n, *omega, temporal_dependency, x + j * (*n), out + j * (*n));
    }
}