Implementing a FIR filter using Vectors - algorithm

Question

I have implemented a FIR filter in Haskell. I don't know that much about FIR filters and my code is heavily based on an existing C# implementation. Therefore, I have a feeling that my implementation is has too much of a C# style and is not really Haskell-like. I would like to know if there is a more idiomatic Haskell way of implementing my code. Ideally, I'm lucky for some combination of higher-order functions (map, filter, fold, etc.) that implement the algorithm.
My Haskell code looks like this:
applyFIR :: Vector Double -> Vector Double -> Vector Double
applyFIR b x = generate (U.length x) help
where
help i = if i >= (U.length b - 1) then loop i (U.length b - 1) else 0
loop yi bi = if bi < 0 then 0 else b !! bi * x !! (yi-bi) + loop yi (bi-1)
vec !! i = unsafeIndex vec i -- Shorthand for unsafeIndex
This code is based on the following C# code:
public float[] RunFilter(double[] x)
{
int M = coeff.Length;
int n = x.Length;
//y[n]=b0x[n]+b1x[n-1]+....bmx[n-M]
var y = new float[n];
for (int yi = 0; yi < n; yi++)
{
double t = 0.0f;
for (int bi = M - 1; bi >= 0; bi--)
{
if (yi - bi < 0) continue;
t += coeff[bi] * x[yi - bi];
}
y[yi] = (float) t;
}
return y;
}
As you can see, it's almost a straight copy. How can I turn my implementation into a more Haskell-like one? Do you have any ideas? The only thing I could come up with was using Vector.generate.
I know that the DSP library has an implementation available. But it uses lists and is way too slow for my use case. This Vector implementation is a lot faster than the one in DSP.
I've also tried implementing the algorithm using Repa. It is faster than the Vector implementation. Here is the result:
applyFIR :: V.Vector Float -> Array U DIM1 Float -> Array D DIM1 Float
applyFIR b x = R.traverse x id (\_ (Z :. i) -> if i >= len then loop i (len - 1) else 0)
where
len = V.length b
loop :: Int -> Int -> Float
loop yi bi = if bi < 0 then 0 else (V.unsafeIndex b bi) * x !! (Z :. (yi-bi)) + loop yi (bi-1)
arr !! i = unsafeIndex arr i

Answer 1

First of all, I don't think that your initial vector code is a faithful translation - that is, I think it disagrees with the C# code. For example, suppose that both "x" and "b" ("b" is coeff in C#) have length 3, and have all values of 1.0. Then for y[0] the C# code would produce x[0] * coeff[0], or 1.0. (it would hit continue for all other values of bi)
With your Haskell code, however, help 0 produces 0. Your Repa version seems to suffer from the same problem.
So let's start with a more faithful translation:
applyFIR :: Vector Double -> Vector Double -> Vector Double
applyFIR b x = generate (U.length x) help
where
help i = loop i (min i $ U.length b - 1)
loop yi bi = if bi < 0 then 0 else b !! bi * x !! (yi-bi) + loop yi (bi-1)
vec !! i = unsafeIndex vec i -- Shorthand for unsafeIndex
Now, you're basically doing a calculation like this for computing, say, y[3]:
... b[3] | b[2] | b[1] | b[0]
x[0] | x[1] | x[2] | x[3] | x[4] | x[5] | ....
multiply
b[3]*x[0]|b[2]*x[1] |b[1]*x[2] |b[0]*x[3]
sum
y[3] = b[3]*x[0] + b[2]*x[1] + b[1]*x[2] + b[0]*x[3]
So one way to think of what you're doing is "take the b vector, reverse it, and to compute spot i of the result, line b[0] up with x[i], multiply all the corresponding x and b entries, and compute the sum".
So let's do that:
applyFIR :: Vector Double -> Vector Double -> Vector Double
applyFIR b x = generate (U.length x) help
where
revB = U.reverse b
bLen = U.length b
help i = let sliceLen = min (i+1) bLen
bSlice = U.slice (bLen - sliceLen) sliceLen revB
xSlice = U.slice (i + 1 - sliceLen) sliceLen x
in U.sum $ U.zipWith (*) bSlice xSlice