ITE / code / IPA / data_generation / datasets / sample_subspaces_lorenz.m

function  [e,de] = sample_subspaces_lorenz(num_of_comps,num_of_samples)
%Sampling from the 'lorenz' dataset; number of subspaces: num_of_comps; number of samples: num_of_samples.
%   e: e(:,t) is the t^th sample. size(e,2) = num_of_samples.
%   de: subspace dimensions.
%   e = sample_subspaces_lorenz(3,1000);
%   Zoltán Szabó, Barnabás Póczos, and András Lőrincz. Auto-Regressive Independent Process Analysis without Combinatorial Efforts. Pattern Analysis and Applications, 13:1-13, 2010. 
%Copyright (C) 2012 Zoltan Szabo ("", "szzoli (at) cs (dot) elte (dot) hu")
%This file is part of the ITE (Information Theoretical Estimators) Matlab toolbox.
%ITE is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by
%the Free Software Foundation, either version 3 of the License, or (at your option) any later version.
%This software is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of
%MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License for more details.
%You should have received a copy of the GNU General Public License along with ITE. If not, see <>.

t = linspace(0,50,num_of_samples);
max_num_of_comps = 3;

if num_of_comps > max_num_of_comps 
    disp(strcat('Error: number of components must be <=',num2str(max_num_of_comps),'.'));
    %query for the current working environment:
        environment_Matlab = working_environment_Matlab;
    e = zeros(3*num_of_comps,num_of_samples);%preallocation
    for k = 1 : num_of_comps
        %set the parameters of the Lorenz's differential equation:
            switch k
                case 1
                    e0 = [-1;3;4];%initial point
                    a = 10; b = 27; c = 8/3;
                case 2
                    e0 = [5;2;-4];
                    a = 5; b = 30; c = 5/3;
                case 3
                    e0 = [0.1;-0.3;2];
                    a = 8; b = 35; c = 18/3;
            if environment_Matlab%Matlab
                [t,e_temp] = ode45(@lorenz,t,e0,[],a,b,c);
                [t,e_temp] = ode45(@lorenz,t,e0,a,b,c);%odepkg
            e_temp = e_temp.';
        e(3*k-2:3*k,:) = e_temp;
    de = ones(num_of_comps,1) * 3;

function edot = lorenz(t,e,a,b,c)
edot = [a * (e(2)-e(1));...
        e(1) * (b-e(3)) - e(2);...
        e(1) * e(2) - c * e(3)]; 
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