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fft.cxx
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1993-08-08
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//$$ fft.cxx Fast fourier transform
// Copyright (C) 1991: R B Davies and DSIR
#define WANT_MATH
#include "include.hxx"
#include "newmatap.hxx"
static void cossin(int n, int d, real& c, real& s)
// calculate cos(twopi*n/d) and sin(twopi*n/d)
// minimise roundoff error
{
long n4 = n * 4; int sector = (int)floor( (real)n4 / (real)d + 0.5 );
n4 -= sector * d;
if (sector < 0) sector = 3 - (3 - sector) % 4; else sector %= 4;
real ratio = 1.5707963267948966192 * (real)n4 / (real)d;
switch (sector)
{
case 0: c = cos(ratio); s = sin(ratio); break;
case 1: c = -sin(ratio); s = cos(ratio); break;
case 2: c = -cos(ratio); s = -sin(ratio); break;
case 3: c = sin(ratio); s = -cos(ratio); break;
}
}
static void fftstep(ColumnVector& A, ColumnVector& B, ColumnVector& X,
ColumnVector& Y, int after, int now, int before)
{
// 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)
{
int ib = before; while (ib--)
{
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);
x2 += delta; y2 += delta;
}
}
else
{
int ib = before; while (ib--)
{
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; 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 FFT(const ColumnVector& U, const ColumnVector& V,
ColumnVector& X, ColumnVector& Y)
{
// from Carl de Boor (1980), Siam J Sci Stat Comput, 1 173-8
const int n = U.Nrows(); // length of arrays
if (n != V.Nrows()) MatrixError("FFT - vector lengths unequal");
if (n == 0) MatrixError("FFT - vector length zero");
#ifdef __ZTC__
ColumnVector A = U.c(); ColumnVector B = V.c();
#else
ColumnVector A = U; ColumnVector B = V;
#endif
X.ReDimension(n); Y.ReDimension(n);
const int nextmx = 8;
#ifndef ATandT
int prime[8] = { 2,3,5,7,11,13,17,19 };
#else
int prime[8];
prime[0]=2; prime[1]=3; prime[2]=5; prime[3]=7;
prime[4]=11; prime[5]=13; prime[6]=17; prime[7]=19;
#endif
int after = 1; int before = n; int next = 0; BOOL inzee = TRUE;
do
{
int now, b1;
for (;;)
{
if (next < nextmx) now = prime[next];
b1 = before / now; if (b1 * now == before) break;
next++; now += 2;
}
before = b1;
if (inzee) fftstep(A, B, X, Y, after, now, before);
else fftstep(X, Y, A, B, after, now, before);
inzee = !inzee; after *= now;
}
while (before != 1);
if (inzee) { A.Release(); X = A; B.Release(); Y = B; }
}