/// \ingroup newmat ///@{ /// \file fft.cpp /// \brief Fast Fourier (Carl de Boor) and trig transforms. // Copyright (C) 1991,2,3,4,8: R B Davies #define WANT_MATH // #define WANT_STREAM #include "include.h" #include "newmatap.h" // #include "newmatio.h" #ifdef use_namespace namespace NEWMAT { #endif #ifdef DO_REPORT #define REPORT { static ExeCounter ExeCount(__LINE__,19); ++ExeCount; } #else #define REPORT {} #endif static void cossin(int n, int d, Real& c, Real& s) // calculate cos(twopi*n/d) and sin(twopi*n/d) // minimise roundoff error { REPORT long n4 = n * 4; int sector = (int)floor( (Real)n4 / (Real)d + 0.5 ); n4 -= sector * d; if (sector < 0) { REPORT sector = 3 - (3 - sector) % 4; } else { REPORT sector %= 4; } Real ratio = 1.5707963267948966192 * (Real)n4 / (Real)d; switch (sector) { case 0: REPORT c = cos(ratio); s = sin(ratio); break; case 1: REPORT c = -sin(ratio); s = cos(ratio); break; case 2: REPORT c = -cos(ratio); s = -sin(ratio); break; case 3: REPORT c = sin(ratio); s = -cos(ratio); break; } } static void fftstep(ColumnVector& A, ColumnVector& B, ColumnVector& X, ColumnVector& Y, int after, int now, int before) { REPORT Tracer trace("FFT(step)"); // const Real twopi = 6.2831853071795864769; const int gamma = after * before; const int delta = now * after; // const Real angle = twopi / delta; Real temp; // Real r_omega = cos(angle); Real i_omega = -sin(angle); Real r_arg = 1.0; Real i_arg = 0.0; Real* x = X.Store(); Real* y = Y.Store(); // pointers to array storage const int m = A.Nrows() - gamma; for (int j = 0; j < now; j++) { Real* a = A.Store(); Real* b = B.Store(); // pointers to array storage Real* x1 = x; Real* y1 = y; x += after; y += after; for (int ia = 0; ia < after; ia++) { // generate sins & cosines explicitly rather than iteratively // for more accuracy; but slower cossin(-(j*after+ia), delta, r_arg, i_arg); Real* a1 = a++; Real* b1 = b++; Real* x2 = x1++; Real* y2 = y1++; if (now==2) { REPORT int ib = before; if (ib) for (;;) { REPORT Real* a2 = m + a1; Real* b2 = m + b1; a1 += after; b1 += after; Real r_value = *a2; Real i_value = *b2; *x2 = r_value * r_arg - i_value * i_arg + *(a2-gamma); *y2 = r_value * i_arg + i_value * r_arg + *(b2-gamma); if (!(--ib)) break; x2 += delta; y2 += delta; } } else { REPORT int ib = before; if (ib) for (;;) { REPORT Real* a2 = m + a1; Real* b2 = m + b1; a1 += after; b1 += after; Real r_value = *a2; Real i_value = *b2; int in = now-1; while (in--) { // it should be possible to make this faster // hand code for now = 2,3,4,5,8 // use symmetry to halve number of operations a2 -= gamma; b2 -= gamma; Real temp = r_value; r_value = r_value * r_arg - i_value * i_arg + *a2; i_value = temp * i_arg + i_value * r_arg + *b2; } *x2 = r_value; *y2 = i_value; if (!(--ib)) break; x2 += delta; y2 += delta; } } // temp = r_arg; // r_arg = r_arg * r_omega - i_arg * i_omega; // i_arg = temp * i_omega + i_arg * r_omega; } } } void FFTI(const ColumnVector& U, const ColumnVector& V, ColumnVector& X, ColumnVector& Y) { // Inverse transform Tracer trace("FFTI"); REPORT FFT(U,-V,X,Y); const Real n = X.Nrows(); X /= n; Y /= (-n); } void RealFFT(const ColumnVector& U, ColumnVector& X, ColumnVector& Y) { // Fourier transform of a real series Tracer trace("RealFFT"); REPORT const int n = U.Nrows(); // length of arrays const int n2 = n / 2; if (n != 2 * n2) Throw(ProgramException("Vector length not multiple of 2", U)); ColumnVector A(n2), B(n2); Real* a = A.Store(); Real* b = B.Store(); Real* u = U.Store(); int i = n2; while (i--) { *a++ = *u++; *b++ = *u++; } FFT(A,B,A,B); int n21 = n2 + 1; X.resize(n21); Y.resize(n21); i = n2 - 1; a = A.Store(); b = B.Store(); // first els of A and B Real* an = a + i; Real* bn = b + i; // last els of A and B Real* x = X.Store(); Real* y = Y.Store(); // first els of X and Y Real* xn = x + n2; Real* yn = y + n2; // last els of X and Y *x++ = *a + *b; *y++ = 0.0; // first complex element *xn-- = *a++ - *b++; *yn-- = 0.0; // last complex element int j = -1; i = n2/2; while (i--) { Real c,s; cossin(j--,n,c,s); Real am = *a - *an; Real ap = *a++ + *an--; Real bm = *b - *bn; Real bp = *b++ + *bn--; Real samcbp = s * am + c * bp; Real sbpcam = s * bp - c * am; *x++ = 0.5 * ( ap + samcbp); *y++ = 0.5 * ( bm + sbpcam); *xn-- = 0.5 * ( ap - samcbp); *yn-- = 0.5 * (-bm + sbpcam); } } void RealFFTI(const ColumnVector& A, const ColumnVector& B, ColumnVector& U) { // inverse of a Fourier transform of a real series Tracer trace("RealFFTI"); REPORT const int n21 = A.Nrows(); // length of arrays if (n21 != B.Nrows() || n21 == 0) Throw(ProgramException("Vector lengths unequal or zero", A, B)); const int n2 = n21 - 1; const int n = 2 * n2; int i = n2 - 1; ColumnVector X(n2), Y(n2); Real* a = A.Store(); Real* b = B.Store(); // first els of A and B Real* an = a + n2; Real* bn = b + n2; // last els of A and B Real* x = X.Store(); Real* y = Y.Store(); // first els of X and Y Real* xn = x + i; Real* yn = y + i; // last els of X and Y Real hn = 0.5 / n2; *x++ = hn * (*a + *an); *y++ = - hn * (*a - *an); a++; an--; b++; bn--; int j = -1; i = n2/2; while (i--) { Real c,s; cossin(j--,n,c,s); Real am = *a - *an; Real ap = *a++ + *an--; Real bm = *b - *bn; Real bp = *b++ + *bn--; Real samcbp = s * am - c * bp; Real sbpcam = s * bp + c * am; *x++ = hn * ( ap + samcbp); *y++ = - hn * ( bm + sbpcam); *xn-- = hn * ( ap - samcbp); *yn-- = - hn * (-bm + sbpcam); } FFT(X,Y,X,Y); // have done inverting elsewhere U.resize(n); i = n2; x = X.Store(); y = Y.Store(); Real* u = U.Store(); while (i--) { *u++ = *x++; *u++ = - *y++; } } void FFT(const ColumnVector& U, const ColumnVector& V, ColumnVector& X, ColumnVector& Y) { // from Carl de Boor (1980), Siam J Sci Stat Comput, 1 173-8 // but first try Sande and Gentleman Tracer trace("FFT"); REPORT const int n = U.Nrows(); // length of arrays if (n != V.Nrows() || n == 0) Throw(ProgramException("Vector lengths unequal or zero", U, V)); if (n == 1) { REPORT X = U; Y = V; return; } // see if we can use the newfft routine if (!FFT_Controller::OnlyOldFFT && FFT_Controller::CanFactor(n)) { REPORT X = U; Y = V; if ( FFT_Controller::ar_1d_ft(n,X.Store(),Y.Store()) ) return; } ColumnVector B = V; ColumnVector A = U; X.resize(n); Y.resize(n); const int nextmx = 8; int prime[8] = { 2,3,5,7,11,13,17,19 }; int after = 1; int before = n; int next = 0; bool inzee = true; int now = 0; int b1; // initialised to keep gnu happy do { for (;;) { if (next < nextmx) { REPORT now = prime[next]; } b1 = before / now; if (b1 * now == before) { REPORT break; } next++; now += 2; } before = b1; if (inzee) { REPORT fftstep(A, B, X, Y, after, now, before); } else { REPORT fftstep(X, Y, A, B, after, now, before); } inzee = !inzee; after *= now; } while (before != 1); if (inzee) { REPORT A.release(); X = A; B.release(); Y = B; } } // Trigonometric transforms // see Charles Van Loan (1992) "Computational frameworks for the fast // Fourier transform" published by SIAM; section 4.4. void DCT_II(const ColumnVector& U, ColumnVector& V) { // Discrete cosine transform, type II, of a real series Tracer trace("DCT_II"); REPORT const int n = U.Nrows(); // length of arrays const int n2 = n / 2; const int n4 = n * 4; if (n != 2 * n2) Throw(ProgramException("Vector length not multiple of 2", U)); ColumnVector A(n); Real* a = A.Store(); Real* b = a + n; Real* u = U.Store(); int i = n2; while (i--) { *a++ = *u++; *(--b) = *u++; } ColumnVector X, Y; RealFFT(A, X, Y); A.cleanup(); V.resize(n); Real* x = X.Store(); Real* y = Y.Store(); Real* v = V.Store(); Real* w = v + n; *v = *x; int k = 0; i = n2; while (i--) { Real c, s; cossin(++k, n4, c, s); Real xi = *(++x); Real yi = *(++y); *(++v) = xi * c + yi * s; *(--w) = xi * s - yi * c; } } void DCT_II_inverse(const ColumnVector& V, ColumnVector& U) { // Inverse of discrete cosine transform, type II Tracer trace("DCT_II_inverse"); REPORT const int n = V.Nrows(); // length of array const int n2 = n / 2; const int n4 = n * 4; const int n21 = n2 + 1; if (n != 2 * n2) Throw(ProgramException("Vector length not multiple of 2", V)); ColumnVector X(n21), Y(n21); Real* x = X.Store(); Real* y = Y.Store(); Real* v = V.Store(); Real* w = v + n; *x = *v; *y = 0.0; int i = n2; int k = 0; while (i--) { Real c, s; cossin(++k, n4, c, s); Real vi = *(++v); Real wi = *(--w); *(++x) = vi * c + wi * s; *(++y) = vi * s - wi * c; } ColumnVector A; RealFFTI(X, Y, A); X.cleanup(); Y.cleanup(); U.resize(n); Real* a = A.Store(); Real* b = a + n; Real* u = U.Store(); i = n2; while (i--) { *u++ = *a++; *u++ = *(--b); } } void DST_II(const ColumnVector& U, ColumnVector& V) { // Discrete sine transform, type II, of a real series Tracer trace("DST_II"); REPORT const int n = U.Nrows(); // length of arrays const int n2 = n / 2; const int n4 = n * 4; if (n != 2 * n2) Throw(ProgramException("Vector length not multiple of 2", U)); ColumnVector A(n); Real* a = A.Store(); Real* b = a + n; Real* u = U.Store(); int i = n2; while (i--) { *a++ = *u++; *(--b) = -(*u++); } ColumnVector X, Y; RealFFT(A, X, Y); A.cleanup(); V.resize(n); Real* x = X.Store(); Real* y = Y.Store(); Real* v = V.Store(); Real* w = v + n; *(--w) = *x; int k = 0; i = n2; while (i--) { Real c, s; cossin(++k, n4, c, s); Real xi = *(++x); Real yi = *(++y); *v++ = xi * s - yi * c; *(--w) = xi * c + yi * s; } } void DST_II_inverse(const ColumnVector& V, ColumnVector& U) { // Inverse of discrete sine transform, type II Tracer trace("DST_II_inverse"); REPORT const int n = V.Nrows(); // length of array const int n2 = n / 2; const int n4 = n * 4; const int n21 = n2 + 1; if (n != 2 * n2) Throw(ProgramException("Vector length not multiple of 2", V)); ColumnVector X(n21), Y(n21); Real* x = X.Store(); Real* y = Y.Store(); Real* v = V.Store(); Real* w = v + n; *x = *(--w); *y = 0.0; int i = n2; int k = 0; while (i--) { Real c, s; cossin(++k, n4, c, s); Real vi = *v++; Real wi = *(--w); *(++x) = vi * s + wi * c; *(++y) = - vi * c + wi * s; } ColumnVector A; RealFFTI(X, Y, A); X.cleanup(); Y.cleanup(); U.resize(n); Real* a = A.Store(); Real* b = a + n; Real* u = U.Store(); i = n2; while (i--) { *u++ = *a++; *u++ = -(*(--b)); } } void DCT_inverse(const ColumnVector& V, ColumnVector& U) { // Inverse of discrete cosine transform, type I Tracer trace("DCT_inverse"); REPORT const int n = V.Nrows()-1; // length of transform const int n2 = n / 2; const int n21 = n2 + 1; if (n != 2 * n2) Throw(ProgramException("Vector length not multiple of 2", V)); ColumnVector X(n21), Y(n21); Real* x = X.Store(); Real* y = Y.Store(); Real* v = V.Store(); Real vi = *v++; *x++ = vi; *y++ = 0.0; Real sum1 = vi / 2.0; Real sum2 = sum1; vi = *v++; int i = n2-1; while (i--) { Real vi2 = *v++; sum1 += vi2 + vi; sum2 += vi2 - vi; *x++ = vi2; vi2 = *v++; *y++ = vi - vi2; vi = vi2; } sum1 += vi; sum2 -= vi; vi = *v; *x = vi; *y = 0.0; vi /= 2.0; sum1 += vi; sum2 += vi; ColumnVector A; RealFFTI(X, Y, A); X.cleanup(); Y.cleanup(); U.resize(n+1); Real* a = A.Store(); Real* b = a + n; Real* u = U.Store(); v = u + n; i = n2; int k = 0; *u++ = sum1 / n2; *v-- = sum2 / n2; while (i--) { Real s = sin(1.5707963267948966192 * (++k) / n2); Real ai = *(++a); Real bi = *(--b); Real bz = (ai - bi) / 4 / s; Real az = (ai + bi) / 2; *u++ = az - bz; *v-- = az + bz; } } void DCT(const ColumnVector& U, ColumnVector& V) { // Discrete cosine transform, type I Tracer trace("DCT"); REPORT DCT_inverse(U, V); V *= (V.Nrows()-1)/2; } void DST_inverse(const ColumnVector& V, ColumnVector& U) { // Inverse of discrete sine transform, type I Tracer trace("DST_inverse"); REPORT const int n = V.Nrows()-1; // length of transform const int n2 = n / 2; const int n21 = n2 + 1; if (n != 2 * n2) Throw(ProgramException("Vector length not multiple of 2", V)); ColumnVector X(n21), Y(n21); Real* x = X.Store(); Real* y = Y.Store(); Real* v = V.Store(); Real vi = *(++v); *x++ = 2 * vi; *y++ = 0.0; int i = n2-1; while (i--) { *y++ = *(++v); Real vi2 = *(++v); *x++ = vi2 - vi; vi = vi2; } *x = -2 * vi; *y = 0.0; ColumnVector A; RealFFTI(X, Y, A); X.cleanup(); Y.cleanup(); U.resize(n+1); Real* a = A.Store(); Real* b = a + n; Real* u = U.Store(); v = u + n; i = n2; int k = 0; *u++ = 0.0; *v-- = 0.0; while (i--) { Real s = sin(1.5707963267948966192 * (++k) / n2); Real ai = *(++a); Real bi = *(--b); Real az = (ai + bi) / 4 / s; Real bz = (ai - bi) / 2; *u++ = az - bz; *v-- = az + bz; } } void DST(const ColumnVector& U, ColumnVector& V) { // Discrete sine transform, type I Tracer trace("DST"); REPORT DST_inverse(U, V); V *= (V.Nrows()-1)/2; } // Two dimensional FFT void FFT2(const Matrix& U, const Matrix& V, Matrix& X, Matrix& Y) { Tracer trace("FFT2"); REPORT int m = U.Nrows(); int n = U.Ncols(); if (m != V.Nrows() || n != V.Ncols() || m == 0 || n == 0) Throw(ProgramException("Matrix dimensions unequal or zero", U, V)); X = U; Y = V; int i; ColumnVector CVR; ColumnVector CVI; for (i = 1; i <= m; ++i) { FFT(X.Row(i).t(), Y.Row(i).t(), CVR, CVI); X.Row(i) = CVR.t(); Y.Row(i) = CVI.t(); } for (i = 1; i <= n; ++i) { FFT(X.Column(i), Y.Column(i), CVR, CVI); X.Column(i) = CVR; Y.Column(i) = CVI; } } void FFT2I(const Matrix& U, const Matrix& V, Matrix& X, Matrix& Y) { // Inverse transform Tracer trace("FFT2I"); REPORT FFT2(U,-V,X,Y); const Real n = X.Nrows() * X.Ncols(); X /= n; Y /= (-n); } #ifdef use_namespace } #endif ///@}