Autocorrelation

Overview

The "autocorrelation" (AC) program is based upon the generic analyzer. It computes the integrated autocorrelation time for time series of data, on a per column basis. It is particularly useful for processing output from Monte Carlo and molecular dynamics simulations. The program is available on all local machines.
The autocorrelation program was originally written in 2002/2003 by Erik Luijten for efficiency comparisons involving the Geometric Cluster Algorithm.

General usage

 autocorrelation [options] filename [starttime] [maxtime]

filename is a plain text file. Lines starting with a '#' will be ignored (use this feature to insert column descriptions and other information into your simulation data). If filename ends with '.gz' the file is assumed to be compressed with gzip and will be decompressed on the fly. Note that this happens in memory; no decompressed version of the file is written to disk. This has the advantage that no additional disk space is required and that no additional time is required to compress the data again after the analysis.

To read from standard input instead of a file, specify STDIN as the filename.

When redirecting the output, note that the autocorrelation function for each column is written to standard output, whereas the autocorelation time (and all other information) is written to standard error. See usage notes below.

starttime is used to discard initial samples. Normally it is simply set to 0. maxtime sets the upper bound for the integral of the autocorrelation function.

Options

• -a
  Compute the autocorrelation time by integrating the absolute autocorrelation function. This is useful to eliminate cancellations due to anticorelations (which would result in an underestimation of the correlation time), but also will enhance noise in the tail of the autocorrelation function (where the function fluctuates around zero; normally such fluctuations cancel out).
• -c
• -e
  Disable truncating the data set when using FFT-based calculation (which in turn is enabled via the -f option). Normally, use of -f truncates the data set to a multiple of 256 (for more than 10240 samples) or a multiple of 16384 (for more than 10⁶ samples). Note that disabling this truncation carries a significant speed penalty. However, it makes the results identical to those obtained without using the FFT.
• -f
  Use a Fast Fourier Transform to compute the autocorrelation function. Note that this requires computing the function over the entire time domain; therefore, for very rapidly decaying functions, where maxtime can be kept small, conventional evaluation might be faster.
• -m
• -o filename
  Write autocorrelation function to filename.
• -u
• -x

Special usage notes

• Note that, per standard GNU style, options can be combined. Thus, for example, '-a -e -f' can be specified as '-aef'.

Download binary versions (Linux and OS X)

The current version is 4.0, dated September 2010. It is strongly recommend that you upgrade from any earlier version. You can download binary versions of this program here, but note that this was created for internal lab use - we cannot provide any support.

(binaries coming soon)