eigen/unsupported/test/FFT.cpp
2009-12-02 22:58:34 -05:00

237 lines
8.0 KiB
C++

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra. Eigen itself is part of the KDE project.
//
// 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 <http://www.gnu.org/licenses/>.
#include "main.h"
#include <unsupported/Eigen/FFT>
using namespace std;
float norm(float x) {return x*x;}
double norm(double x) {return x*x;}
long double norm(long double x) {return x*x;}
template < typename T>
complex<long double> promote(complex<T> x) { return complex<long double>(x.real(),x.imag()); }
complex<long double> promote(float x) { return complex<long double>( x); }
complex<long double> promote(double x) { return complex<long double>( x); }
complex<long double> promote(long double x) { return complex<long double>( x); }
template <typename VectorType1,typename VectorType2>
long double fft_rmse( const VectorType1 & fftbuf,const VectorType2 & timebuf)
{
long double totalpower=0;
long double difpower=0;
cerr <<"idx\ttruth\t\tvalue\t|dif|=\n";
long double pi = acos((long double)-1);
for (size_t k0=0;k0<size_t(fftbuf.size());++k0) {
complex<long double> acc = 0;
long double phinc = -2.*k0* pi / timebuf.size();
for (size_t k1=0;k1<size_t(timebuf.size());++k1) {
acc += promote( timebuf[k1] ) * exp( complex<long double>(0,k1*phinc) );
}
totalpower += norm(acc);
complex<long double> x = promote(fftbuf[k0]);
complex<long double> dif = acc - x;
difpower += norm(dif);
cerr << k0 << "\t" << acc << "\t" << x << "\t" << sqrt(norm(dif)) << endl;
}
cerr << "rmse:" << sqrt(difpower/totalpower) << endl;
return sqrt(difpower/totalpower);
}
template <typename VectorType1,typename VectorType2>
long double dif_rmse( const VectorType1& buf1,const VectorType2& buf2)
{
long double totalpower=0;
long double difpower=0;
size_t n = min( buf1.size(),buf2.size() );
for (size_t k=0;k<n;++k) {
totalpower += (norm( buf1[k] ) + norm(buf2[k]) )/2.;
difpower += norm(buf1[k] - buf2[k]);
}
return sqrt(difpower/totalpower);
}
enum { StdVectorContainer, EigenVectorContainer };
template<int Container, typename Scalar> struct VectorType;
template<typename Scalar> struct VectorType<StdVectorContainer,Scalar>
{
typedef vector<Scalar> type;
};
template<typename Scalar> struct VectorType<EigenVectorContainer,Scalar>
{
typedef Matrix<Scalar,Dynamic,1> type;
};
template <int Container, typename T>
void test_scalar_generic(int nfft)
{
typedef typename FFT<T>::Complex Complex;
typedef typename FFT<T>::Scalar Scalar;
typedef typename VectorType<Container,Scalar>::type ScalarVector;
typedef typename VectorType<Container,Complex>::type ComplexVector;
FFT<T> fft;
ScalarVector inbuf(nfft);
ComplexVector outbuf;
for (int k=0;k<nfft;++k)
inbuf[k]= (T)(rand()/(double)RAND_MAX - .5);
// make sure it DOESN'T give the right full spectrum answer
// if we've asked for half-spectrum
fft.SetFlag(fft.HalfSpectrum );
fft.fwd( outbuf,inbuf);
VERIFY(outbuf.size() == (size_t)( (nfft>>1)+1) );
VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>() );// gross check
fft.ClearFlag(fft.HalfSpectrum );
fft.fwd( outbuf,inbuf);
VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>() );// gross check
ScalarVector buf3;
fft.inv( buf3 , outbuf);
VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check
// verify that the Unscaled flag takes effect
ComplexVector buf4;
fft.SetFlag(fft.Unscaled);
fft.inv( buf4 , outbuf);
for (int k=0;k<nfft;++k)
buf4[k] *= T(1./nfft);
VERIFY( dif_rmse(inbuf,buf4) < test_precision<T>() );// gross check
// verify that ClearFlag works
fft.ClearFlag(fft.Unscaled);
fft.inv( buf3 , outbuf);
VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check
}
template <typename T>
void test_scalar(int nfft)
{
test_scalar_generic<StdVectorContainer,T>(nfft);
test_scalar_generic<EigenVectorContainer,T>(nfft);
}
template <int Container, typename T>
void test_complex_generic(int nfft)
{
typedef typename FFT<T>::Complex Complex;
typedef typename VectorType<Container,Complex>::type ComplexVector;
FFT<T> fft;
ComplexVector inbuf(nfft);
ComplexVector outbuf;
ComplexVector buf3;
for (int k=0;k<nfft;++k)
inbuf[k]= Complex( (T)(rand()/(double)RAND_MAX - .5), (T)(rand()/(double)RAND_MAX - .5) );
fft.fwd( outbuf , inbuf);
VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>() );// gross check
fft.inv( buf3 , outbuf);
VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check
// verify that the Unscaled flag takes effect
ComplexVector buf4;
fft.SetFlag(fft.Unscaled);
fft.inv( buf4 , outbuf);
for (int k=0;k<nfft;++k)
buf4[k] *= T(1./nfft);
VERIFY( dif_rmse(inbuf,buf4) < test_precision<T>() );// gross check
// verify that ClearFlag works
fft.ClearFlag(fft.Unscaled);
fft.inv( buf3 , outbuf);
VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check
}
template <typename T>
void test_complex(int nfft)
{
test_complex_generic<StdVectorContainer,T>(nfft);
test_complex_generic<EigenVectorContainer,T>(nfft);
}
void test_FFT()
{
CALL_SUBTEST( test_complex<float>(32) );
CALL_SUBTEST( test_complex<double>(32) );
CALL_SUBTEST( test_complex<long double>(32) );
CALL_SUBTEST( test_complex<float>(256) );
CALL_SUBTEST( test_complex<double>(256) );
CALL_SUBTEST( test_complex<long double>(256) );
CALL_SUBTEST( test_complex<float>(3*8) );
CALL_SUBTEST( test_complex<double>(3*8) );
CALL_SUBTEST( test_complex<long double>(3*8) );
CALL_SUBTEST( test_complex<float>(5*32) );
CALL_SUBTEST( test_complex<double>(5*32) );
CALL_SUBTEST( test_complex<long double>(5*32) );
CALL_SUBTEST( test_complex<float>(2*3*4) );
CALL_SUBTEST( test_complex<double>(2*3*4) );
CALL_SUBTEST( test_complex<long double>(2*3*4) );
CALL_SUBTEST( test_complex<float>(2*3*4*5) );
CALL_SUBTEST( test_complex<double>(2*3*4*5) );
CALL_SUBTEST( test_complex<long double>(2*3*4*5) );
CALL_SUBTEST( test_complex<float>(2*3*4*5*7) );
CALL_SUBTEST( test_complex<double>(2*3*4*5*7) );
CALL_SUBTEST( test_complex<long double>(2*3*4*5*7) );
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) );
}