Local extrema finder

A fast and simple local extrema finder.

This is an extremely fast and simple local extrema finder. It computes both local maxima and minima at the same time, and returns indices to the the corresponding values in the input vector (handling constant regions by returning the index of the first point). This is not a replacement of Matlab's findpeaks function, which is much more powerful and has many more options. But it can be used for performance in routines that rely a lot on local extrema (eg the Hilbert-Huang transform).