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Waterfilling algorithm

% the water-filling process

% x: a vector with each component representing noise power

% P: total power

%

% The returned vector p maximizes the total sum rate given by

% sum(log(1 + p./x)), subject to the power constraint sum(p)== P, p>=0.

%

% The return a vector p also minimizes

% norm(p+x)

% subject to the constraints

% sum(p)==P; p>=0

%

%

% The second output "level" is the water level

%

% Sample usage:

% Three parallel Gaussian channels with noise powers 1, 2 and 3.

% The total power is 2.

%

% >> waterfill([1 2 3],2)

% ans =

% 1.5000 0.5000 0

%

%

% Author: Kenneth Shum, 2010

%

% Reference:

% T. M. Cover and J. A. Thomas, "Elements of Information Theory", John Wiley & Sons, 2006