refactored ei_kissfft_impl to maintain a cache of cpx fft plans

This commit is contained in:
Mark Borgerding 2009-05-25 23:06:49 -04:00
parent 210092d16c
commit 03ed6f9bfb
2 changed files with 320 additions and 299 deletions

View File

@ -24,21 +24,279 @@
#include <complex>
#include <vector>
#include <map>
namespace Eigen {
template <typename _Scalar>
struct ei_kiss_cpx_fft
{
typedef _Scalar Scalar;
typedef std::complex<Scalar> Complex;
std::vector<Complex> m_twiddles;
std::vector<int> m_stageRadix;
std::vector<int> m_stageRemainder;
bool m_inverse;
ei_kiss_cpx_fft() { }
void make_twiddles(int nfft,bool inverse)
{
m_inverse = inverse;
m_twiddles.resize(nfft);
Scalar phinc = (inverse?2:-2)* acos( (Scalar) -1) / nfft;
for (int i=0;i<nfft;++i)
m_twiddles[i] = exp( Complex(0,i*phinc) );
}
void invert()
{
m_inverse = !m_inverse;
for ( size_t i=0;i<m_twiddles.size() ;++i)
m_twiddles[i] = conj( m_twiddles[i] );
}
void factorize(int nfft)
{
if (m_stageRadix.size()==0 || m_stageRadix[0] * m_stageRemainder[0] != nfft)
{
m_stageRadix.resize(0);
m_stageRemainder.resize(0);
//factorize
//start factoring out 4's, then 2's, then 3,5,7,9,...
int n= nfft;
int p=4;
do {
while (n % p) {
switch (p) {
case 4: p = 2; break;
case 2: p = 3; break;
default: p += 2; break;
}
if (p*p>n)
p=n;// impossible to have a factor > sqrt(n)
}
n /= p;
m_stageRadix.push_back(p);
m_stageRemainder.push_back(n);
}while(n>1);
}
}
template <typename _Src>
void work( int stage,Complex * xout, const _Src * xin, size_t fstride,size_t in_stride)
{
int p = m_stageRadix[stage];
int m = m_stageRemainder[stage];
Complex * Fout_beg = xout;
Complex * Fout_end = xout + p*m;
if (m>1) {
do{
// recursive call:
// DFT of size m*p performed by doing
// p instances of smaller DFTs of size m,
// each one takes a decimated version of the input
work(stage+1, xout , xin, fstride*p,in_stride);
xin += fstride*in_stride;
}while( (xout += m) != Fout_end );
}else{
do{
*xout = *xin;
xin += fstride*in_stride;
}while(++xout != Fout_end );
}
xout=Fout_beg;
// recombine the p smaller DFTs
switch (p) {
case 2: bfly2(xout,fstride,m); break;
case 3: bfly3(xout,fstride,m); break;
case 4: bfly4(xout,fstride,m); break;
case 5: bfly5(xout,fstride,m); break;
default: bfly_generic(xout,fstride,m,p); break;
}
}
void bfly2( Complex * Fout, const size_t fstride, int m)
{
for (int k=0;k<m;++k) {
Complex t = Fout[m+k] * m_twiddles[k*fstride];
Fout[m+k] = Fout[k] - t;
Fout[k] += t;
}
}
void bfly4( Complex * Fout, const size_t fstride, const size_t m)
{
Complex scratch[6];
int negative_if_inverse = m_inverse * -2 +1;
for (size_t k=0;k<m;++k) {
scratch[0] = Fout[k+m] * m_twiddles[k*fstride];
scratch[1] = Fout[k+2*m] * m_twiddles[k*fstride*2];
scratch[2] = Fout[k+3*m] * m_twiddles[k*fstride*3];
scratch[5] = Fout[k] - scratch[1];
Fout[k] += scratch[1];
scratch[3] = scratch[0] + scratch[2];
scratch[4] = scratch[0] - scratch[2];
scratch[4] = Complex( scratch[4].imag()*negative_if_inverse , -scratch[4].real()* negative_if_inverse );
Fout[k+2*m] = Fout[k] - scratch[3];
Fout[k] += scratch[3];
Fout[k+m] = scratch[5] + scratch[4];
Fout[k+3*m] = scratch[5] - scratch[4];
}
}
void bfly3( Complex * Fout, const size_t fstride, const size_t m)
{
size_t k=m;
const size_t m2 = 2*m;
Complex *tw1,*tw2;
Complex scratch[5];
Complex epi3;
epi3 = m_twiddles[fstride*m];
tw1=tw2=&m_twiddles[0];
do{
scratch[1]=Fout[m] * *tw1;
scratch[2]=Fout[m2] * *tw2;
scratch[3]=scratch[1]+scratch[2];
scratch[0]=scratch[1]-scratch[2];
tw1 += fstride;
tw2 += fstride*2;
Fout[m] = Complex( Fout->real() - .5*scratch[3].real() , Fout->imag() - .5*scratch[3].imag() );
scratch[0] *= epi3.imag();
*Fout += scratch[3];
Fout[m2] = Complex( Fout[m].real() + scratch[0].imag() , Fout[m].imag() - scratch[0].real() );
Fout[m] += Complex( -scratch[0].imag(),scratch[0].real() );
++Fout;
}while(--k);
}
void bfly5( Complex * Fout, const size_t fstride, const size_t m)
{
Complex *Fout0,*Fout1,*Fout2,*Fout3,*Fout4;
size_t u;
Complex scratch[13];
Complex * twiddles = &m_twiddles[0];
Complex *tw;
Complex ya,yb;
ya = twiddles[fstride*m];
yb = twiddles[fstride*2*m];
Fout0=Fout;
Fout1=Fout0+m;
Fout2=Fout0+2*m;
Fout3=Fout0+3*m;
Fout4=Fout0+4*m;
tw=twiddles;
for ( u=0; u<m; ++u ) {
scratch[0] = *Fout0;
scratch[1] = *Fout1 * tw[u*fstride];
scratch[2] = *Fout2 * tw[2*u*fstride];
scratch[3] = *Fout3 * tw[3*u*fstride];
scratch[4] = *Fout4 * tw[4*u*fstride];
scratch[7] = scratch[1] + scratch[4];
scratch[10] = scratch[1] - scratch[4];
scratch[8] = scratch[2] + scratch[3];
scratch[9] = scratch[2] - scratch[3];
*Fout0 += scratch[7];
*Fout0 += scratch[8];
scratch[5] = scratch[0] + Complex(
(scratch[7].real()*ya.real() ) + (scratch[8].real() *yb.real() ),
(scratch[7].imag()*ya.real()) + (scratch[8].imag()*yb.real())
);
scratch[6] = Complex(
(scratch[10].imag()*ya.imag()) + (scratch[9].imag()*yb.imag()),
-(scratch[10].real()*ya.imag()) - (scratch[9].real()*yb.imag())
);
*Fout1 = scratch[5] - scratch[6];
*Fout4 = scratch[5] + scratch[6];
scratch[11] = scratch[0] +
Complex(
(scratch[7].real()*yb.real()) + (scratch[8].real()*ya.real()),
(scratch[7].imag()*yb.real()) + (scratch[8].imag()*ya.real())
);
scratch[12] = Complex(
-(scratch[10].imag()*yb.imag()) + (scratch[9].imag()*ya.imag()),
(scratch[10].real()*yb.imag()) - (scratch[9].real()*ya.imag())
);
*Fout2=scratch[11]+scratch[12];
*Fout3=scratch[11]-scratch[12];
++Fout0;++Fout1;++Fout2;++Fout3;++Fout4;
}
}
/* perform the butterfly for one stage of a mixed radix FFT */
void bfly_generic(
Complex * Fout,
const size_t fstride,
int m,
int p
)
{
int u,k,q1,q;
Complex * twiddles = &m_twiddles[0];
Complex t;
int Norig = m_twiddles.size();
Complex * scratchbuf = (Complex*)alloca(p*sizeof(Complex) );
for ( u=0; u<m; ++u ) {
k=u;
for ( q1=0 ; q1<p ; ++q1 ) {
scratchbuf[q1] = Fout[ k ];
k += m;
}
k=u;
for ( q1=0 ; q1<p ; ++q1 ) {
int twidx=0;
Fout[ k ] = scratchbuf[0];
for (q=1;q<p;++q ) {
twidx += fstride * k;
if (twidx>=Norig) twidx-=Norig;
t=scratchbuf[q] * twiddles[twidx];
Fout[ k ] += t;
}
k += m;
}
}
}
};
template <typename _Scalar>
struct ei_kissfft_impl
{
typedef _Scalar Scalar;
typedef std::complex<Scalar> Complex;
ei_kissfft_impl() : m_nfft(0) {}
ei_kissfft_impl() {}
void clear()
{
m_plans.clear();
m_realTwiddles.clear();
}
template <typename _Src>
void fwd( Complex * dst,const _Src *src,int nfft)
{
prepare(nfft,false);
work(0, dst, src, 1,1);
get_plan(nfft,false).work(0, dst, src, 1,1);
}
// real-to-complex forward FFT
@ -47,16 +305,16 @@ namespace Eigen {
// then fill in the conjugate symmetric half
void fwd( Complex * dst,const Scalar * src,int nfft)
{
if ( nfft&1 ) {
if ( nfft&3 ) {
// use generic mode for odd
prepare(nfft,false);
work(0, dst, src, 1,1);
get_plan(nfft,false).work(0, dst, src, 1,1);
}else{
int ncfft = nfft>>1;
int ncfft2 = nfft>>2;
Complex * rtw = real_twiddles(ncfft2);
// use optimized mode for even real
fwd( dst, reinterpret_cast<const Complex*> (src),ncfft);
make_real_twiddles(nfft);
fwd( dst, reinterpret_cast<const Complex*> (src), ncfft);
Complex dc = dst[0].real() + dst[0].imag();
Complex nyquist = dst[0].real() - dst[0].imag();
int k;
@ -65,8 +323,7 @@ namespace Eigen {
Complex fpnk = conj(dst[ncfft-k]);
Complex f1k = fpk + fpnk;
Complex f2k = fpk - fpnk;
//Complex tw = f2k * exp( Complex(0,-3.14159265358979323846264338327 * ((double) (k) / ncfft + .5) ) );
Complex tw= f2k * m_realTwiddles[k-1];
Complex tw= f2k * rtw[k-1];
dst[k] = (f1k + tw) * Scalar(.5);
dst[ncfft-k] = conj(f1k -tw)*Scalar(.5);
@ -94,304 +351,67 @@ namespace Eigen {
void inv(Complex * dst,const Complex *src,int nfft)
{
prepare(nfft,true);
work(0, dst, src, 1,1);
scale(dst, Scalar(1)/m_nfft );
}
void prepare(int nfft,bool inverse)
{
make_twiddles(nfft,inverse);
factorize(nfft);
}
void make_real_twiddles(int nfft)
{
int ncfft2 = nfft>>2;
if ( m_realTwiddles.size() != ncfft2) {
m_realTwiddles.resize(ncfft2);
int ncfft= nfft>>1;
for (int k=1;k<=ncfft2;++k)
m_realTwiddles[k-1] = exp( Complex(0,-3.14159265358979323846264338327 * ((double) (k) / ncfft + .5) ) );
}
}
void make_twiddles(int nfft,bool inverse)
{
if ( m_twiddles.size() == nfft) {
// reuse the twiddles, conjugate if necessary
if (inverse != m_inverse)
for (int i=0;i<nfft;++i)
m_twiddles[i] = conj( m_twiddles[i] );
}else{
m_twiddles.resize(nfft);
Scalar phinc = (inverse?2:-2)* acos( (Scalar) -1) / nfft;
for (int i=0;i<nfft;++i)
m_twiddles[i] = exp( Complex(0,i*phinc) );
}
m_inverse = inverse;
}
void factorize(int nfft)
{
if (m_stageRadix.size()==0 || m_stageRadix[0] * m_stageRemainder[0] != nfft)
{
m_stageRadix.resize(0);
m_stageRemainder.resize(0);
//factorize
//start factoring out 4's, then 2's, then 3,5,7,9,...
int n= nfft;
int p=4;
do {
while (n % p) {
switch (p) {
case 4: p = 2; break;
case 2: p = 3; break;
default: p += 2; break;
}
if (p*p>n)
p=n;// impossible to have a factor > sqrt(n)
}
n /= p;
m_stageRadix.push_back(p);
m_stageRemainder.push_back(n);
}while(n>1);
}
m_nfft = nfft;
}
void scale(Complex *dst,Scalar s)
{
for (int k=0;k<m_nfft;++k)
dst[k] *= s;
get_plan(nfft,true).work(0, dst, src, 1,1);
scale(dst, nfft, Scalar(1)/nfft );
}
private:
template <typename _Src>
void work( int stage,Complex * xout, const _Src * xin, size_t fstride,size_t in_stride)
typedef ei_kiss_cpx_fft<Scalar> PlanData;
typedef std::map<int,PlanData> PlanMap;
PlanMap m_plans;
std::map<int, std::vector<Complex> > m_realTwiddles;
int PlanKey(int nfft,bool isinverse) const { return (nfft<<1) | isinverse; }
PlanData & get_plan(int nfft,bool inverse)
{
int p = m_stageRadix[stage];
int m = m_stageRemainder[stage];
Complex * Fout_beg = xout;
Complex * Fout_end = xout + p*m;
if (m>1) {
do{
// recursive call:
// DFT of size m*p performed by doing
// p instances of smaller DFTs of size m,
// each one takes a decimated version of the input
work(stage+1, xout , xin, fstride*p,in_stride);
xin += fstride*in_stride;
}while( (xout += m) != Fout_end );
}else{
do{
*xout = *xin;
xin += fstride*in_stride;
}while(++xout != Fout_end );
}
xout=Fout_beg;
// recombine the p smaller DFTs
switch (p) {
case 2: bfly2(xout,fstride,m); break;
case 3: bfly3(xout,fstride,m); break;
case 4: bfly4(xout,fstride,m); break;
case 5: bfly5(xout,fstride,m); break;
default: bfly_generic(xout,fstride,m,p); break;
}
}
void bfly2( Complex * Fout, const size_t fstride, int m)
{
for (int k=0;k<m;++k) {
Complex t = Fout[m+k] * m_twiddles[k*fstride];
Fout[m+k] = Fout[k] - t;
Fout[k] += t;
}
}
void bfly4( Complex * Fout, const size_t fstride, const size_t m)
{
Complex scratch[6];
int negative_if_inverse = m_inverse * -2 +1;
for (size_t k=0;k<m;++k) {
scratch[0] = Fout[k+m] * m_twiddles[k*fstride];
scratch[1] = Fout[k+2*m] * m_twiddles[k*fstride*2];
scratch[2] = Fout[k+3*m] * m_twiddles[k*fstride*3];
scratch[5] = Fout[k] - scratch[1];
Fout[k] += scratch[1];
scratch[3] = scratch[0] + scratch[2];
scratch[4] = scratch[0] - scratch[2];
scratch[4] = Complex( scratch[4].imag()*negative_if_inverse , -scratch[4].real()* negative_if_inverse );
Fout[k+2*m] = Fout[k] - scratch[3];
Fout[k] += scratch[3];
Fout[k+m] = scratch[5] + scratch[4];
Fout[k+3*m] = scratch[5] - scratch[4];
}
}
void bfly3( Complex * Fout, const size_t fstride, const size_t m)
{
size_t k=m;
const size_t m2 = 2*m;
Complex *tw1,*tw2;
Complex scratch[5];
Complex epi3;
epi3 = m_twiddles[fstride*m];
tw1=tw2=&m_twiddles[0];
do{
scratch[1]=Fout[m] * *tw1;
scratch[2]=Fout[m2] * *tw2;
scratch[3]=scratch[1]+scratch[2];
scratch[0]=scratch[1]-scratch[2];
tw1 += fstride;
tw2 += fstride*2;
Fout[m] = Complex( Fout->real() - .5*scratch[3].real() , Fout->imag() - .5*scratch[3].imag() );
scratch[0] *= epi3.imag();
*Fout += scratch[3];
Fout[m2] = Complex( Fout[m].real() + scratch[0].imag() , Fout[m].imag() - scratch[0].real() );
Fout[m] += Complex( -scratch[0].imag(),scratch[0].real() );
++Fout;
}while(--k);
}
void bfly5( Complex * Fout, const size_t fstride, const size_t m)
{
Complex *Fout0,*Fout1,*Fout2,*Fout3,*Fout4;
size_t u;
Complex scratch[13];
Complex * twiddles = &m_twiddles[0];
Complex *tw;
Complex ya,yb;
ya = twiddles[fstride*m];
yb = twiddles[fstride*2*m];
Fout0=Fout;
Fout1=Fout0+m;
Fout2=Fout0+2*m;
Fout3=Fout0+3*m;
Fout4=Fout0+4*m;
tw=twiddles;
for ( u=0; u<m; ++u ) {
scratch[0] = *Fout0;
scratch[1] = *Fout1 * tw[u*fstride];
scratch[2] = *Fout2 * tw[2*u*fstride];
scratch[3] = *Fout3 * tw[3*u*fstride];
scratch[4] = *Fout4 * tw[4*u*fstride];
scratch[7] = scratch[1] + scratch[4];
scratch[10] = scratch[1] - scratch[4];
scratch[8] = scratch[2] + scratch[3];
scratch[9] = scratch[2] - scratch[3];
*Fout0 += scratch[7];
*Fout0 += scratch[8];
scratch[5] = scratch[0] + Complex(
(scratch[7].real()*ya.real() ) + (scratch[8].real() *yb.real() ),
(scratch[7].imag()*ya.real()) + (scratch[8].imag()*yb.real())
);
scratch[6] = Complex(
(scratch[10].imag()*ya.imag()) + (scratch[9].imag()*yb.imag()),
-(scratch[10].real()*ya.imag()) - (scratch[9].real()*yb.imag())
);
*Fout1 = scratch[5] - scratch[6];
*Fout4 = scratch[5] + scratch[6];
scratch[11] = scratch[0] +
Complex(
(scratch[7].real()*yb.real()) + (scratch[8].real()*ya.real()),
(scratch[7].imag()*yb.real()) + (scratch[8].imag()*ya.real())
);
scratch[12] = Complex(
-(scratch[10].imag()*yb.imag()) + (scratch[9].imag()*ya.imag()),
(scratch[10].real()*yb.imag()) - (scratch[9].real()*ya.imag())
);
*Fout2=scratch[11]+scratch[12];
*Fout3=scratch[11]-scratch[12];
++Fout0;++Fout1;++Fout2;++Fout3;++Fout4;
}
}
/* perform the butterfly for one stage of a mixed radix FFT */
void bfly_generic(
Complex * Fout,
const size_t fstride,
int m,
int p
)
{
int u,k,q1,q;
Complex * twiddles = &m_twiddles[0];
Complex t;
int Norig = m_nfft;
Complex * scratchbuf = (Complex*)alloca(p*sizeof(Complex) );
for ( u=0; u<m; ++u ) {
k=u;
for ( q1=0 ; q1<p ; ++q1 ) {
scratchbuf[q1] = Fout[ k ];
k += m;
/*
* for some reason this does not work
*
typedef typename std::map<int,PlanData>::iterator MapIt;
MapIt it;
it = m_plans.find( PlanKey(nfft,inverse) );
if (it == m_plans.end() ) {
// create new entry
it = m_plans.insert( make_pair( PlanKey(nfft,inverse) , PlanData() ) );
MapIt it2 = m_plans.find( PlanKey(nfft,!inverse) );
if (it2 != m_plans.end() ) {
it->second = it2.second;
it->second.invert();
}else{
it->second.make_twiddles(nfft,inverse);
it->second.factorize(nfft);
}
}
k=u;
for ( q1=0 ; q1<p ; ++q1 ) {
int twidx=0;
Fout[ k ] = scratchbuf[0];
for (q=1;q<p;++q ) {
twidx += fstride * k;
if (twidx>=Norig) twidx-=Norig;
t=scratchbuf[q] * twiddles[twidx];
Fout[ k ] += t;
}
k += m;
return it->second;
*/
PlanData & pd = m_plans[ PlanKey(nfft,inverse) ];
if ( pd.m_twiddles.size() == 0 ) {
pd.make_twiddles(nfft,inverse);
pd.factorize(nfft);
}
}
return pd;
}
int m_nfft;
bool m_inverse;
std::vector<Complex> m_twiddles;
std::vector<Complex> m_realTwiddles;
std::vector<int> m_stageRadix;
std::vector<int> m_stageRemainder;
/*
enum {FORWARD,INVERSE,REAL,COMPLEX};
struct PlanKey
Complex * real_twiddles(int ncfft2)
{
PlanKey(int nfft,bool isinverse,bool iscomplex)
{
_key = (nfft<<2) | (isinverse<<1) | iscomplex;
std::vector<Complex> & twidref = m_realTwiddles[ncfft2];// creates new if not there
if ( (int)twidref.size() != ncfft2 ) {
twidref.resize(ncfft2);
int ncfft= ncfft2<<1;
Scalar pi = acos( Scalar(-1) );
for (int k=1;k<=ncfft2;++k)
twidref[k-1] = exp( Complex(0,-pi * ((double) (k) / ncfft + .5) ) );
}
return &twidref[0];
}
bool operator<(const PlanKey & other) const
{
return this->_key < other._key;
}
int _key;
};
struct PlanData
void scale(Complex *dst,int n,Scalar s)
{
std::vector<Complex> m_twiddles;
};
std::map<PlanKey,
*/
for (int k=0;k<n;++k)
dst[k] *= s;
}
};
}

View File

@ -44,7 +44,7 @@ complex<long double> promote(long double x) { return complex<long double>( x);
{
long double totalpower=0;
long double difpower=0;
cerr <<"idx\ttruth\t\tvalue\n";
cerr <<"idx\ttruth\t\tvalue\t|dif|=\n";
for (size_t k0=0;k0<fftbuf.size();++k0) {
complex<long double> acc = 0;
long double phinc = -2.*k0* M_PIl / timebuf.size();
@ -55,7 +55,7 @@ complex<long double> promote(long double x) { return complex<long double>( x);
complex<long double> x = promote(fftbuf[k0]);
complex<long double> dif = acc - x;
difpower += norm(dif);
cerr << k0 << "\t" << acc << "\t" << x << endl;
cerr << k0 << "\t" << acc << "\t" << x << "\t" << sqrt(norm(dif)) << endl;
}
cerr << "rmse:" << sqrt(difpower/totalpower) << endl;
return sqrt(difpower/totalpower);
@ -127,8 +127,9 @@ void test_FFT()
#endif
#if 1
CALL_SUBTEST( test_scalar<float>(45) ); CALL_SUBTEST( test_scalar<double>(45) ); CALL_SUBTEST( test_scalar<long double>(45) );
CALL_SUBTEST( test_scalar<float>(32) ); CALL_SUBTEST( test_scalar<double>(32) ); CALL_SUBTEST( test_scalar<long double>(32) );
CALL_SUBTEST( test_scalar<float>(45) ); CALL_SUBTEST( test_scalar<double>(45) ); CALL_SUBTEST( test_scalar<long double>(45) );
CALL_SUBTEST( test_scalar<float>(50) ); CALL_SUBTEST( test_scalar<double>(50) ); CALL_SUBTEST( test_scalar<long double>(50) );
CALL_SUBTEST( test_scalar<float>(256) ); CALL_SUBTEST( test_scalar<double>(256) ); CALL_SUBTEST( test_scalar<long double>(256) );
CALL_SUBTEST( test_scalar<float>(2*3*4*5*7) ); CALL_SUBTEST( test_scalar<double>(2*3*4*5*7) ); CALL_SUBTEST( test_scalar<long double>(2*3*4*5*7) );
#endif