MATLAB Program for Calculating Correlation Dimension

This is a MATLAB program designed for calculating correlation dimension. The program includes the following files: 1. CorrelationDimension_main.m - The main program file that integrates all other components and controls the execution flow of the correlation dimension calculation pipeline. 2. LorenzData.dll - A MEX function that generates discrete Lorenz system data, implementing the classical Lorenz equations for chaotic time series generation. 3. normalize_1.m - A data normalization script that scales input data to a uniform range, typically using min-max scaling or z-score normalization to ensure consistent data proportions. 4. PhaSpaRecon.m - A phase space reconstruction implementation that employs time-delay embedding methods (such as Takens' theorem) to reconstruct the dynamics from time series data. 5. CorrelationDimension.dll - The core MEX function that computes the correlation integral using efficient C/C++ implementation, which calculates the probability that two points are within a certain distance in phase space. 6. CorrDim_buffer.dll - A cache management file that handles temporary data storage during program execution, enabling rapid data read/write operations for improved performance. This program utilizes MEX functions for critical computations, resulting in exceptionally fast execution speeds. It provides accurate correlation dimension calculations, which are essential for characterizing fractal dimensions and understanding the complexity of dynamical systems. The correlation dimension algorithm implemented here follows the Grassberger-Procaccia method, measuring the scaling behavior of the correlation integral with respect to distance thresholds. Feel free to use this program and we welcome your feedback on its performance and results!