// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Mark Borgerding mark a borgerding net // // Eigen is free software; you can redistribute it and/or // modify it under the terms of the GNU Lesser General Public // License as published by the Free Software Foundation; either // version 3 of the License, or (at your option) any later version. // // Alternatively, you can redistribute it and/or // modify it under the terms of the GNU General Public License as // published by the Free Software Foundation; either version 2 of // the License, or (at your option) any later version. // // Eigen is distributed in the hope that it will be useful, but WITHOUT ANY // WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS // FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the // GNU General Public License for more details. // // You should have received a copy of the GNU Lesser General Public // License and a copy of the GNU General Public License along with // Eigen. If not, see . #ifndef EIGEN_FFT_H #define EIGEN_FFT_H #include #include #include #include /** \ingroup Unsupported_modules * \defgroup FFT_Module Fast Fourier Transform module * * \code * #include * \endcode * * This module provides Fast Fourier transformation, either using a built-in implementation * or as a frontend to various FFT libraries. * * The build-in implementation is based on kissfft. It is a small, free, and * reasonably efficient default. * * There are currently two frontends: * * - fftw (http://www.fftw.org) : faster, GPL -- incompatible with Eigen in LGPL form, bigger code size. * - MLK (http://en.wikipedia.org/wiki/Math_Kernel_Library) : fastest, commercial -- may be incompatible with Eigen in GPL form. * * \section FFTDesign Design * * The following design decisions were made concerning scaling and * half-spectrum for real FFT. * * The intent is to facilitate generic programming and ease migrating code * from Matlab/octave. * We think the default behavior of Eigen/FFT should favor correctness and * generality over speed. Of course, the caller should be able to "opt-out" from this * behavior and get the speed increase if they want it. * * 1) %Scaling: * Other libraries (FFTW,IMKL,KISSFFT) do not perform scaling, so there * is a constant gain incurred after the forward&inverse transforms , so * IFFT(FFT(x)) = Kx; this is done to avoid a vector-by-value multiply. * The downside is that algorithms that worked correctly in Matlab/octave * don't behave the same way once implemented in C++. * * How Eigen/FFT differs: invertible scaling is performed so IFFT( FFT(x) ) = x. * * 2) Real FFT half-spectrum * Other libraries use only half the frequency spectrum (plus one extra * sample for the Nyquist bin) for a real FFT, the other half is the * conjugate-symmetric of the first half. This saves them a copy and some * memory. The downside is the caller needs to have special logic for the * number of bins in complex vs real. * * How Eigen/FFT differs: The full spectrum is returned from the forward * transform. This facilitates generic template programming by obviating * separate specializations for real vs complex. On the inverse * transform, only half the spectrum is actually used if the output type is real. */ #ifdef EIGEN_FFTW_DEFAULT // FFTW: faster, GPL -- incompatible with Eigen in LGPL form, bigger code size # include namespace Eigen { # include "src/FFT/ei_fftw_impl.h" //template typedef struct ei_fftw_impl default_fft_impl; this does not work template struct default_fft_impl : public ei_fftw_impl {}; } #elif defined EIGEN_MKL_DEFAULT // TODO // intel Math Kernel Library: fastest, commercial -- may be incompatible with Eigen in GPL form namespace Eigen { # include "src/FFT/ei_imklfft_impl.h" template struct default_fft_impl : public ei_imklfft_impl {}; } #else // ei_kissfft_impl: small, free, reasonably efficient default, derived from kissfft // namespace Eigen { # include "src/FFT/ei_kissfft_impl.h" template struct default_fft_impl : public ei_kissfft_impl {}; } #endif namespace Eigen { template > class FFT { public: typedef _Impl impl_type; typedef typename impl_type::Scalar Scalar; typedef typename impl_type::Complex Complex; enum Flag { Default=0, // goof proof Unscaled=1, HalfSpectrum=2, // SomeOtherSpeedOptimization=4 Speedy=32767 }; FFT( const impl_type & impl=impl_type() , Flag flags=Default ) :m_impl(impl),m_flag(flags) { } inline bool HasFlag(Flag f) const { return (m_flag & (int)f) == f;} inline void SetFlag(Flag f) { m_flag |= (int)f;} inline void ClearFlag(Flag f) { m_flag &= (~(int)f);} inline void fwd( Complex * dst, const Scalar * src, int nfft) { m_impl.fwd(dst,src,nfft); if ( HasFlag(HalfSpectrum) == false) ReflectSpectrum(dst,nfft); } inline void fwd( Complex * dst, const Complex * src, int nfft) { m_impl.fwd(dst,src,nfft); } template inline void fwd( std::vector & dst, const std::vector<_Input> & src) { if ( NumTraits<_Input>::IsComplex == 0 && HasFlag(HalfSpectrum) ) dst.resize( (src.size()>>1)+1); else dst.resize(src.size()); fwd(&dst[0],&src[0],src.size()); } template inline void fwd( MatrixBase & dst, const MatrixBase & src) { EIGEN_STATIC_ASSERT_VECTOR_ONLY(InputDerived) EIGEN_STATIC_ASSERT_VECTOR_ONLY(ComplexDerived) EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(ComplexDerived,InputDerived) // size at compile-time EIGEN_STATIC_ASSERT((ei_is_same_type::ret), YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY) EIGEN_STATIC_ASSERT(int(InputDerived::Flags)&int(ComplexDerived::Flags)&DirectAccessBit, THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES) if ( NumTraits< typename InputDerived::Scalar >::IsComplex == 0 && HasFlag(HalfSpectrum) ) dst.derived().resize( (src.size()>>1)+1); else dst.derived().resize(src.size()); fwd( &dst[0],&src[0],src.size() ); } inline void inv( Complex * dst, const Complex * src, int nfft) { m_impl.inv( dst,src,nfft ); if ( HasFlag( Unscaled ) == false) scale(dst,1./nfft,nfft); } inline void inv( Scalar * dst, const Complex * src, int nfft) { m_impl.inv( dst,src,nfft ); if ( HasFlag( Unscaled ) == false) scale(dst,1./nfft,nfft); } template inline void inv( MatrixBase & dst, const MatrixBase & src) { EIGEN_STATIC_ASSERT_VECTOR_ONLY(OutputDerived) EIGEN_STATIC_ASSERT_VECTOR_ONLY(ComplexDerived) EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(ComplexDerived,OutputDerived) // size at compile-time EIGEN_STATIC_ASSERT((ei_is_same_type::ret), YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY) EIGEN_STATIC_ASSERT(int(OutputDerived::Flags)&int(ComplexDerived::Flags)&DirectAccessBit, THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES) int nfft = src.size(); int nout = HasFlag(HalfSpectrum) ? ((nfft>>1)+1) : nfft; dst.derived().resize( nout ); inv( &dst[0],&src[0],src.size() ); } template inline void inv( std::vector<_Output> & dst, const std::vector & src) { if ( NumTraits<_Output>::IsComplex == 0 && HasFlag(HalfSpectrum) ) dst.resize( 2*(src.size()-1) ); else dst.resize( src.size() ); inv( &dst[0],&src[0],dst.size() ); } // TODO: multi-dimensional FFTs // TODO: handle Eigen MatrixBase // ---> i added fwd and inv specializations above + unit test, is this enough? (bjacob) inline impl_type & impl() {return m_impl;} private: template inline void scale(_It x,_Val s,int nx) { for (int k=0;k>1)+1; for (int k=nhbins;k < nfft; ++k ) freq[k] = conj(freq[nfft-k]); } impl_type m_impl; int m_flag; }; } #endif /* vim: set filetype=cpp et sw=2 ts=2 ai: */