| sinon, si c'est pour des time series...vous avez l'algoritme suivant de l' ami Yuri Logunov:
function maximal_lyap_exp(x);
% Usage: maximal_lyap_exp(x);
% x - data structure with required fields:
% .data - time series array (attractor). columns - observables, rows -
% observations
% .time - vector of observation times
% Computed maximal Lyapunov exponent printed in GUI
%
% References:
% Eckmann J.-P., Kamphorst S.O., Ruelle D., Gilberto D. Lyapunov
% exponents from a time series - Phys. Rev. 1986. V. A34. P. 4971-4979.
%
% Wolf A., Swift J. B., Swinney H.L., Vastano J.A. Determining Lyapunov
% exponents from a time series - Physica. 1985. V. D16. P. 285-317.
% last modified 9.02.05
global mleContinue
if isa(x,'struct')
MAX=max(x.data);
MIN=min(x.data);
R=max(MAX-MIN);
T0=(x.time(end)-x.time(1))/30;
if var(diff(x.time))>;1e-7
warning('Time samples should be equidistant');
end
max_lyap_exp.x=x.data;
max_lyap_exp.t=x.time;
max_lyap_exp.fig=figure('numbertitle','off�39;,'name','Maximal Lyapunov exponent');
uicontrol('parent',gcf,'units','normalized','position',[0.045 0.91 0.60 0.04],...
'style','text',';String',sprintf('Maximal distance along dimensions: %f',R),...
'horizontalal','left';,'fontsize9;,9);
uicontrol('parent',gcf,'units','normalized','position',[0.045 0.86 0.30 0.04],...
'style','text',';String','E_min: ',...
'horizontalal','left';,'fontsize9;,9);
uicontrol('parent',gcf,'units','normalized','position',[0.045 0.81 0.30 0.04],...
'style','text',';String','E_max: ',...
'horizontalal','left';,'fontsize9;,9);
uicontrol('parent',gcf,'units','normalized','position',[0.045 0.76 0.250 0.04],...
'style','text',';String','T_min: ',...
'horizontalal','left';,'fontsize9;,9);
max_lyap_exp.t0=uicontrol('parent',gcf,'units','normalized','position',[0.2 0.76 0.12 0.04],...
'style','edit',';String',sprintf('%f',T0),'horizontalal','left9;,'fontsize�39;,9,'backgr',[1 1 1]);
max_lyap_exp.E_max=uicontrol('parent',gcf,'units','normalized','position',[0.2 0.81 0.12 0.04],...
'style','edit',';String',sprintf('%f',R/10),'horizontalal','left','fontsize',9,'backgr',[1 1 1]);
max_lyap_exp.E_0=uicontrol('parent',gcf,'units','normalized','position',[0.2 0.86 0.12 0.04],...
'style','edit',';String',sprintf('%f',R/200),'horizontalal','left','fontsize',9,'backgr',[1 1 1]);
max_lyap_exp.compute_button=uicontrol('parent',gcf,'units','normalized';,'position9;,[0.1 0.67 0.20 0.06],...
'style','push',';String','Compute','horizontalal','center','fontsize',10,'callback9;,'maximal_lyap_exp(''compute'')');
max_lyap_exp.stop_button=uicontrol(';parent',gcf,'units',9;normalized','position',[0.1 0.6 0.20 0.06],'visible','off';,...
'style','push',';String','Stop','horizontalal',9;center',';fontsize',10,'callback','global mleContinue; mleContinue=0;');
max_lyap_exp.axes=axes('parent';,gcf,'units�39;,'normalized','position',[0.4 0.15 0.53 0.53],...
'fontsize',8,'visible9;,'off');
max_lyap_exp.text_exp=uicontrol('parent',gcf,';units','normalized',9;position',[0.5 0.86 0.45 0.05],...
'style','text',';String','','horizontalal','left','fontsize',10,'visible','off');
set(max_lyap_exp.fig,'userdata';,max_lyap_exp);
else
max_lyap_exp=get(gcf,'userdata';);
X=max_lyap_exp.x;
L=length(X(1,:));
T=max_lyap_exp.t;
N=length(T);
MAX=max(X);
MIN=min(X);
R=max(MAX-MIN);
e_max=str2num(get(max_lyap_exp.E_max,�39;string'));
e_0=str2num(get(max_lyap_exp.E_0,'string'));
T0=str2num(get(max_lyap_exp.t0,'string'));
set(max_lyap_exp.stop_button,'visible','on�39;,'enable9;,'on');
set(max_lyap_exp.axes,'visible';,'on',�39;nextplot','add');
xlabel('samples'); ylabel('L_{+}');
set(max_lyap_exp.compute_button |
