Re: Calculating cross-correlation

If you can't find a module that does cross-correlation, you can always use one of the many FFT implementations - in pseudo-code:

# input arrays are @f and @g, this calculates @cc which is the cross-c
+orrelation of these.
@Ff = fft(@f);
@Fg = fft(@g);
@Fcc = complex_conjugate(@Ff) * @Fg;
@cc = inverse_fft(@Fcc);
[download]

This makes use of the fourth of the properties listed here. If your input arrays are purely real, I think it may be possible to optimise this further by performing their FFTs in a single FFT calculation, with a bit of clever maths.

I did calculation of a cross-correlation using this method some years ago, but it wasn't in Perl, unfortunately.

"Any sufficiently analyzed magic is indistinguishable from science" - Agatha Heterodyne

Comment on Re: Calculating cross-correlation Download Code

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Re^2: Calculating cross-correlation by mykl (Monk) on Nov 25, 2010 at 14:46 UTC
Found one! In Math::FFT the author has provided an easy way to use FFTs to calculate cross-correlation: `$fft1 = new Math::FFT($data1); $fft2 = new Math::FFT($data2); $corr = $fft1->correl($fft2);` [download] Look under Applications - Correlation in the documention of Math::FFT. -- "Any sufficiently analyzed magic is indistinguishable from science" - Agatha Heterodyne	[reply] [d/l]