Add sample entropy code

230124-sampen/Makefile

+cxx = g++
+src = $(wildcard *.cpp)
+obj = $(patsubst %.cpp, %.o, $(src))
+target = test
+
+all: $(target)
+
+$(target): $(obj)
+	$(cxx) -o $@ $^
+
+%.o: %.cpp
+	$(cxx) -c -O2 $<
+
+# Windows
+clean:
+	@ del $(obj) $(target).exe
+
+# Linux
+# clean:
+# 	rm -rf $(obj) $(target)

230124-sampen/Readme.md

+# 样本熵
+
+## 程序说明
+
+test.cpp是用来测试的，要用c++编译器编译
+
+具体代码在sampen.cpp，和sampen.h对应，可以用c编译器编译，所以支持C和C++
+
+## 编译说明
+
+mingw64的g++版本为8.5.0，理论兼容更新的版本  
+下载地址<https://github.com/niXman/mingw-builds-binaries/releases/tag/8.5.0-rt_v10-rev0>
+
+vs用的2022版(17.4)，不确定是不是兼容老版本  
+下载地址<https://visualstudio.microsoft.com/zh-hans/free-developer-offers/>
+
+对于mingw64，可以使用mingw32-make命令编译，也可以用g++ test.cpp -o test -D ALL_IN_ONE -O3编译
+
+对于vs，打开工程，选择架构等，然后点击运行就可以了
+
+如果你用Linux，那就要改一下Makefile里的clean，然后运行make就行了，其余和mingw64相同，不过具体我没测试过

230124-sampen/sampen.cpp

+#include "sampen.h"
+#include <math.h>
+
+static double step(double *X, int N, int m, double r)
+{
+    int Bi = 0;
+    for (int i = 0; i <= N - m; i++) {
+        for (int j = 0; j <= N - m; j++) {
+            if (i != j) {
+                double D = fabs(X[i] - X[j]);
+                for (int k = 1; k < m; k++) {
+                    double t = fabs(X[i + k] - X[j + k]);
+                    if (D < t)
+                        D = t;
+                }
+                if (D <= r)
+                    Bi++;
+            }
+        }
+    }
+    return 1.0 * Bi / (N - m) / (N - m + 1);
+}
+
+double SampEn(double *X, int N, int m, double r)
+{
+    double B = step(X, N, m, r);
+    if (B == 0)
+        return 0;
+    double A = step(X, N, m + 1, r);
+    if (A == 0)
+        return 0;
+    return -log(A / B);
+}
+
+double FastSampEn(double *X, int N, int m, double r)
+{
+    int Ai = 0, Bi = 0;
+    int LoopsSub1 = N - m;
+    for (int i = 0; i <= LoopsSub1; i++) {
+        for (int j = 0; j <= LoopsSub1; j++) {
+            if (i != j) {
+                double D = fabs(X[i] - X[j]);
+                for (int k = 1; k < m; k++) {
+                    double t = fabs(X[i + k] - X[j + k]);
+                    if (D < t)
+                        D = t;
+                }
+                if (D <= r)
+                    Bi++;
+                if (i != LoopsSub1 && j != LoopsSub1) {
+                    double t = fabs(X[i + m] - X[j + m]);
+                    if (D < t)
+                        D = t;
+                    if (D <= r)
+                        Ai++;
+                }
+            }
+        }
+    }
+    double B = 1.0 * Bi / (N - m) / (N - m + 1);
+    double A = 1.0 * Ai / (N - m - 1) / (N - m);
+    if (B == 0 || A == 0)
+        return 0;
+    return -log(A / B);
+}
+
+double FastSampEn_m2(double *X, int N, double r)
+{
+    int Ai = 0, Bi = 0;
+    int LoopsSub1 = N - 2;
+    for (int i = 0; i <= LoopsSub1; i++) {
+        for (int j = 0; j <= LoopsSub1; j++) {
+            if (i != j) {
+                double D = fabs(X[i] - X[j]);
+                double t = fabs(X[i + 1] - X[j + 1]);
+                if (D < t)
+                    D = t;
+                if (D <= r)
+                    Bi++;
+                if (i != LoopsSub1 && j != LoopsSub1) {
+                    double t = fabs(X[i + 2] - X[j + 2]);
+                    if (D < t)
+                        D = t;
+                    if (D <= r)
+                        Ai++;
+                }
+            }
+        }
+    }
+    double B = 1.0 * Bi / (N - 2) / (N - 1);
+    double A = 1.0 * Ai / (N - 3) / (N - 2);
+    if (B == 0 || A == 0)
+        return 0;
+    return -log(A / B);
+}

230124-sampen/sampen.h

+#pragma once
+
+// 正常简单优化的样本熵
+double SampEn(double *X, int N, int m, double r);
+// 经过优化的样本熵
+double FastSampEn(double *X, int N, int m, double r);
+// 经过优化的且m取2的样本熵
+double FastSampEn_m2(double *X, int N, double r);

230124-sampen/sampen.sln

+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio Version 17
+VisualStudioVersion = 17.4.33213.308
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "sampen", "sampen.vcxproj", "{D1999EF9-B18C-41EA-BF88-CB7AD1F4F5C5}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|x64 = Debug|x64
+		Debug|x86 = Debug|x86
+		Release|x64 = Release|x64
+		Release|x86 = Release|x86
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{D1999EF9-B18C-41EA-BF88-CB7AD1F4F5C5}.Debug|x64.ActiveCfg = Debug|x64
+		{D1999EF9-B18C-41EA-BF88-CB7AD1F4F5C5}.Debug|x64.Build.0 = Debug|x64
+		{D1999EF9-B18C-41EA-BF88-CB7AD1F4F5C5}.Debug|x86.ActiveCfg = Debug|Win32
+		{D1999EF9-B18C-41EA-BF88-CB7AD1F4F5C5}.Debug|x86.Build.0 = Debug|Win32
+		{D1999EF9-B18C-41EA-BF88-CB7AD1F4F5C5}.Release|x64.ActiveCfg = Release|x64
+		{D1999EF9-B18C-41EA-BF88-CB7AD1F4F5C5}.Release|x64.Build.0 = Release|x64
+		{D1999EF9-B18C-41EA-BF88-CB7AD1F4F5C5}.Release|x86.ActiveCfg = Release|Win32
+		{D1999EF9-B18C-41EA-BF88-CB7AD1F4F5C5}.Release|x86.Build.0 = Release|Win32
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+	GlobalSection(ExtensibilityGlobals) = postSolution
+		SolutionGuid = {FD2BB481-ABF1-4C26-A8BF-9129B48D0CD4}
+	EndGlobalSection
+EndGlobal

230124-sampen/sampen.vcxproj

+<?xml version="1.0" encoding="utf-8"?>
+<Project DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+  <ItemGroup Label="ProjectConfigurations">
+    <ProjectConfiguration Include="Debug|Win32">
+      <Configuration>Debug</Configuration>
+      <Platform>Win32</Platform>
+    </ProjectConfiguration>
+    <ProjectConfiguration Include="Release|Win32">
+      <Configuration>Release</Configuration>
+      <Platform>Win32</Platform>
+    </ProjectConfiguration>
+    <ProjectConfiguration Include="Debug|x64">
+      <Configuration>Debug</Configuration>
+      <Platform>x64</Platform>
+    </ProjectConfiguration>
+    <ProjectConfiguration Include="Release|x64">
+      <Configuration>Release</Configuration>
+      <Platform>x64</Platform>
+    </ProjectConfiguration>
+  </ItemGroup>
+  <PropertyGroup Label="Globals">
+    <VCProjectVersion>17.0</VCProjectVersion>
+    <ProjectGuid>{D1999EF9-B18C-41EA-BF88-CB7AD1F4F5C5}</ProjectGuid>
+    <Keyword>Win32Proj</Keyword>
+    <WindowsTargetPlatformVersion>10.0</WindowsTargetPlatformVersion>
+  </PropertyGroup>
+  <Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'" Label="Configuration">
+    <ConfigurationType>Application</ConfigurationType>
+    <UseDebugLibraries>true</UseDebugLibraries>
+    <PlatformToolset>v143</PlatformToolset>
+  </PropertyGroup>
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'" Label="Configuration">
+    <ConfigurationType>Application</ConfigurationType>
+    <UseDebugLibraries>false</UseDebugLibraries>
+    <PlatformToolset>v143</PlatformToolset>
+  </PropertyGroup>
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'" Label="Configuration">
+    <ConfigurationType>Application</ConfigurationType>
+    <UseDebugLibraries>true</UseDebugLibraries>
+    <PlatformToolset>v143</PlatformToolset>
+  </PropertyGroup>
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'" Label="Configuration">
+    <ConfigurationType>Application</ConfigurationType>
+    <UseDebugLibraries>false</UseDebugLibraries>
+    <PlatformToolset>v143</PlatformToolset>
+  </PropertyGroup>
+  <Import Project="$(VCTargetsPath)\Microsoft.Cpp.props" />
+  <ImportGroup Label="ExtensionSettings">
+  </ImportGroup>
+  <ImportGroup Label="Shared">
+  </ImportGroup>
+  <ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
+    <Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
+  </ImportGroup>
+  <ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
+    <Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
+  </ImportGroup>
+  <ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
+    <Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
+  </ImportGroup>
+  <ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
+    <Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
+  </ImportGroup>
+  <PropertyGroup Label="UserMacros" />
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
+    <LinkIncremental>true</LinkIncremental>
+    <TargetName>$(ProjectName)test</TargetName>
+  </PropertyGroup>
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
+    <LinkIncremental>true</LinkIncremental>
+    <TargetName>$(ProjectName)test</TargetName>
+  </PropertyGroup>
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
+    <TargetName>$(ProjectName)test</TargetName>
+  </PropertyGroup>
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
+    <TargetName>$(ProjectName)test</TargetName>
+  </PropertyGroup>
+  <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
+    <ClCompile>
+      <PreprocessorDefinitions>WIN32;_DEBUG;_CONSOLE;%(PreprocessorDefinitions)</PreprocessorDefinitions>
+      <RuntimeLibrary>MultiThreadedDebugDLL</RuntimeLibrary>
+      <WarningLevel>Level3</WarningLevel>
+      <DebugInformationFormat>ProgramDatabase</DebugInformationFormat>
+      <Optimization>Disabled</Optimization>
+    </ClCompile>
+    <Link>
+      <TargetMachine>MachineX86</TargetMachine>
+      <GenerateDebugInformation>true</GenerateDebugInformation>
+      <SubSystem>Console</SubSystem>
+    </Link>
+  </ItemDefinitionGroup>
+  <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
+    <ClCompile>
+      <PreprocessorDefinitions>WIN32;NDEBUG;_CONSOLE;%(PreprocessorDefinitions)</PreprocessorDefinitions>
+      <RuntimeLibrary>MultiThreadedDLL</RuntimeLibrary>
+      <WarningLevel>Level3</WarningLevel>
+      <DebugInformationFormat>ProgramDatabase</DebugInformationFormat>
+    </ClCompile>
+    <Link>
+      <TargetMachine>MachineX86</TargetMachine>
+      <GenerateDebugInformation>true</GenerateDebugInformation>
+      <SubSystem>Console</SubSystem>
+      <EnableCOMDATFolding>true</EnableCOMDATFolding>
+      <OptimizeReferences>true</OptimizeReferences>
+    </Link>
+  </ItemDefinitionGroup>
+  <ItemGroup>
+    <ClCompile Include="sampen.cpp" />
+    <ClCompile Include="test.cpp" />
+  </ItemGroup>
+  <ItemGroup>
+    <ClInclude Include="sampen.h" />
+  </ItemGroup>
+  <Import Project="$(VCTargetsPath)\Microsoft.Cpp.targets" />
+  <ImportGroup Label="ExtensionTargets">
+  </ImportGroup>
+</Project>
\ No newline at end of file

230124-sampen/sampen.vcxproj.filters

+<?xml version="1.0" encoding="utf-8"?>
+<Project ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+  <ItemGroup>
+    <Filter Include="Source Files">
+      <UniqueIdentifier>{4FC737F1-C7A5-4376-A066-2A32D752A2FF}</UniqueIdentifier>
+      <Extensions>cpp;c;cc;cxx;def;odl;idl;hpj;bat;asm;asmx</Extensions>
+    </Filter>
+    <Filter Include="Header Files">
+      <UniqueIdentifier>{93995380-89BD-4b04-88EB-625FBE52EBFB}</UniqueIdentifier>
+      <Extensions>h;hh;hpp;hxx;hm;inl;inc;xsd</Extensions>
+    </Filter>
+    <Filter Include="Resource Files">
+      <UniqueIdentifier>{67DA6AB6-F800-4c08-8B7A-83BB121AAD01}</UniqueIdentifier>
+      <Extensions>rc;ico;cur;bmp;dlg;rc2;rct;bin;rgs;gif;jpg;jpeg;jpe;resx;tiff;tif;png;wav</Extensions>
+    </Filter>
+  </ItemGroup>
+  <ItemGroup>
+    <ClCompile Include="sampen.cpp">
+      <Filter>Source Files</Filter>
+    </ClCompile>
+    <ClCompile Include="test.cpp">
+      <Filter>Source Files</Filter>
+    </ClCompile>
+  </ItemGroup>
+  <ItemGroup>
+    <ClInclude Include="sampen.h">
+      <Filter>Header Files</Filter>
+    </ClInclude>
+  </ItemGroup>
+</Project>
\ No newline at end of file

230124-sampen/test.cpp

+#include <iostream>
+#include <vector>
+#include <ctime>
+#ifdef ALL_IN_ONE // 编译时加上-D ALL_IN_ONE可以不用Makefile，便于测试
+#include "sampen.cpp"
+#else
+#include "sampen.h"
+#endif
+
+int main()
+{
+    std::vector<double> x;
+    for (int i = 0; i < 17; i++) {
+        x.push_back(85);
+        x.push_back(80);
+        x.push_back(89);
+    }
+
+    /* 必须是0.0008507018803128114舍入后的结果 */
+    std::cout << SampEn(x.data(), x.size(), 2, 3) << '\n';
+    std::cout << FastSampEn(x.data(), x.size(), 2, 3) << '\n';
+    std::cout << FastSampEn_m2(x.data(), x.size(), 3) << '\n';
+
+    // 继续添加30000个数据
+    for (int i = 0; i < 10000; i++) {
+        x.push_back(85);
+        x.push_back(80);
+        x.push_back(89);
+    }
+
+    double se;
+    clock_t t;
+    /* 进行速度比较 */
+    t = clock();
+    se = SampEn(x.data(), x.size(), 2, 3);
+    t = clock() - t;
+    std::cout << se << ", time = " << t << " ms\n";
+
+    t = clock();
+    se = FastSampEn(x.data(), x.size(), 2, 3);
+    t = clock() - t;
+    std::cout << se << ", time = " << t << " ms\n";
+
+    t = clock();
+    se = FastSampEn_m2(x.data(), x.size(), 3);
+    t = clock() - t;
+    std::cout << se << ", time = " << t << " ms\n";
+}