[Numpy-discussion] Problem with correlate

[David Cournapeau]

Charles R Harris wrote:
>
>
> On Sun, May 31, 2009 at 7:18 PM, David Cournapeau
> <david at ar.media.kyoto-u.ac.jp <mailto:david at ar.media.kyoto-u.ac.jp>>
> wrote:
>
>     Charles R Harris wrote:
>     >
>     >
>     > On Sun, May 31, 2009 at 11:54 AM, rob steed <rjsteed at talk21.com
>     <mailto:rjsteed at talk21.com>
>     > <mailto:rjsteed at talk21.com <mailto:rjsteed at talk21.com>>> wrote:
>     >
>     >
>     >     Hi,
>     >     After my previous email, I have opened a ticket #1117 (correlate
>     >     not order dependent)
>     >
>     >     I have found that the correlate function is defined in
>     >     multiarraymodule.c and
>     >     that inputs are being swapped using the following code
>     >
>     >        n1 = ap1->dimensions[0];
>     >        n2 = ap2->dimensions[0];
>     >        if (n1 < n2) {
>     >            ret = ap1;
>     >            ap1 = ap2;
>     >            ap2 = ret;
>     >            ret = NULL;
>     >            i = n1;
>     >            n1 = n2;
>     >            n2 = i;
>     >        }
>     >
>     >     I do not know the code well enough to see whether this could
>     just
>     >     be removed (I don't know c either).
>     >     Maybe the algorithmn requires the inputs to be length ordered? I
>     >     will try to work it out.
>     >
>     >
>     > If the correlation algorithm doesn't use an fft and is done
>     > explicitly, then the maximum overlap for any shift is the length of
>     > the shortest input.  Swapping the arrays makes that logic easier to
>     > implement, but it isn't necessary.
>
>     But this logic is also wrong if the swapping is not taken into
>     account -
>     as the OP mentioned, correlate(a, b) is not equal to correlate(b,
>     a) in
>     the general case. The output is reversed in the second case
>     compared to
>     the first case.
>
>
> I didn't say it was *correctly* implemented ;)

:) So I gave it a shot

http://github.com/cournape/numpy/commits/fix_correlate

(It took me a while to realize that PyArray_ISFLEXIBLE returns false for
array object. Is this expected ? The documentation concerning copyswap
says that it is necessary for flexible arrays, but I think it is
necessary  for object arrays as well).

It still bothers me that correlate does not conjugate the second
argument for complex arrays...

cheers,

David