Closed mgrub closed 4 months ago
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Element-wise multiplication (Hadamar product) is a useful operation to enable applications like "windowing" and "gating" of signals in the time and frequency domain. Two new functions are introduced with this PR.
hadamar_product
performs element-wise multiplication of two complex vectors of same length with full covariance uncertainty propagation according to the GUM.window_application
applies a real-valued window to a complex-valued signal. It relies onhadamar_product
for the calculations.Tests against slower implementations that use the non-optimized matrix multiplications are provided.
Docs can be found here: https://pydynamic.readthedocs.io/en/add_hadamar_product_unc/PyDynamic.uncertainty.html#module-PyDynamic.uncertainty.propagate_multiplication