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Add FFTW 3.3.8 source, and a Linux build
author Chris Cannam <cannam@all-day-breakfast.com>
date Tue, 19 Nov 2019 14:52:55 +0000
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cannam@167 3 <!-- This manual is for FFTW
cannam@167 4 (version 3.3.8, 24 May 2018).
cannam@167 5
cannam@167 6 Copyright (C) 2003 Matteo Frigo.
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cannam@167 8 Copyright (C) 2003 Massachusetts Institute of Technology.
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cannam@167 24 <head>
cannam@167 25 <title>FFTW 3.3.8: One-Dimensional DFTs of Real Data</title>
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cannam@167 68 </head>
cannam@167 69
cannam@167 70 <body lang="en">
cannam@167 71 <a name="One_002dDimensional-DFTs-of-Real-Data"></a>
cannam@167 72 <div class="header">
cannam@167 73 <p>
cannam@167 74 Next: <a href="Multi_002dDimensional-DFTs-of-Real-Data.html#Multi_002dDimensional-DFTs-of-Real-Data" accesskey="n" rel="next">Multi-Dimensional DFTs of Real Data</a>, Previous: <a href="Complex-Multi_002dDimensional-DFTs.html#Complex-Multi_002dDimensional-DFTs" accesskey="p" rel="prev">Complex Multi-Dimensional DFTs</a>, Up: <a href="Tutorial.html#Tutorial" accesskey="u" rel="up">Tutorial</a> &nbsp; [<a href="index.html#SEC_Contents" title="Table of contents" rel="contents">Contents</a>][<a href="Concept-Index.html#Concept-Index" title="Index" rel="index">Index</a>]</p>
cannam@167 75 </div>
cannam@167 76 <hr>
cannam@167 77 <a name="One_002dDimensional-DFTs-of-Real-Data-1"></a>
cannam@167 78 <h3 class="section">2.3 One-Dimensional DFTs of Real Data</h3>
cannam@167 79
cannam@167 80 <p>In many practical applications, the input data <code>in[i]</code> are purely
cannam@167 81 real numbers, in which case the DFT output satisfies the &ldquo;Hermitian&rdquo;
cannam@167 82 <a name="index-Hermitian"></a>
cannam@167 83 redundancy: <code>out[i]</code> is the conjugate of <code>out[n-i]</code>. It is
cannam@167 84 possible to take advantage of these circumstances in order to achieve
cannam@167 85 roughly a factor of two improvement in both speed and memory usage.
cannam@167 86 </p>
cannam@167 87 <p>In exchange for these speed and space advantages, the user sacrifices
cannam@167 88 some of the simplicity of FFTW&rsquo;s complex transforms. First of all, the
cannam@167 89 input and output arrays are of <em>different sizes and types</em>: the
cannam@167 90 input is <code>n</code> real numbers, while the output is <code>n/2+1</code>
cannam@167 91 complex numbers (the non-redundant outputs); this also requires slight
cannam@167 92 &ldquo;padding&rdquo; of the input array for
cannam@167 93 <a name="index-padding"></a>
cannam@167 94 in-place transforms. Second, the inverse transform (complex to real)
cannam@167 95 has the side-effect of <em>overwriting its input array</em>, by default.
cannam@167 96 Neither of these inconveniences should pose a serious problem for
cannam@167 97 users, but it is important to be aware of them.
cannam@167 98 </p>
cannam@167 99 <p>The routines to perform real-data transforms are almost the same as
cannam@167 100 those for complex transforms: you allocate arrays of <code>double</code>
cannam@167 101 and/or <code>fftw_complex</code> (preferably using <code>fftw_malloc</code> or
cannam@167 102 <code>fftw_alloc_complex</code>), create an <code>fftw_plan</code>, execute it as
cannam@167 103 many times as you want with <code>fftw_execute(plan)</code>, and clean up
cannam@167 104 with <code>fftw_destroy_plan(plan)</code> (and <code>fftw_free</code>). The only
cannam@167 105 differences are that the input (or output) is of type <code>double</code>
cannam@167 106 and there are new routines to create the plan. In one dimension:
cannam@167 107 </p>
cannam@167 108 <div class="example">
cannam@167 109 <pre class="example">fftw_plan fftw_plan_dft_r2c_1d(int n, double *in, fftw_complex *out,
cannam@167 110 unsigned flags);
cannam@167 111 fftw_plan fftw_plan_dft_c2r_1d(int n, fftw_complex *in, double *out,
cannam@167 112 unsigned flags);
cannam@167 113 </pre></div>
cannam@167 114 <a name="index-fftw_005fplan_005fdft_005fr2c_005f1d"></a>
cannam@167 115 <a name="index-fftw_005fplan_005fdft_005fc2r_005f1d"></a>
cannam@167 116
cannam@167 117 <p>for the real input to complex-Hermitian output (<em>r2c</em>) and
cannam@167 118 complex-Hermitian input to real output (<em>c2r</em>) transforms.
cannam@167 119 <a name="index-r2c"></a>
cannam@167 120 <a name="index-c2r"></a>
cannam@167 121 Unlike the complex DFT planner, there is no <code>sign</code> argument.
cannam@167 122 Instead, r2c DFTs are always <code>FFTW_FORWARD</code> and c2r DFTs are
cannam@167 123 always <code>FFTW_BACKWARD</code>.
cannam@167 124 <a name="index-FFTW_005fFORWARD-1"></a>
cannam@167 125 <a name="index-FFTW_005fBACKWARD-1"></a>
cannam@167 126 (For single/long-double precision
cannam@167 127 <code>fftwf</code> and <code>fftwl</code>, <code>double</code> should be replaced by
cannam@167 128 <code>float</code> and <code>long double</code>, respectively.)
cannam@167 129 <a name="index-precision-1"></a>
cannam@167 130 </p>
cannam@167 131
cannam@167 132 <p>Here, <code>n</code> is the &ldquo;logical&rdquo; size of the DFT, not necessarily the
cannam@167 133 physical size of the array. In particular, the real (<code>double</code>)
cannam@167 134 array has <code>n</code> elements, while the complex (<code>fftw_complex</code>)
cannam@167 135 array has <code>n/2+1</code> elements (where the division is rounded down).
cannam@167 136 For an in-place transform,
cannam@167 137 <a name="index-in_002dplace-1"></a>
cannam@167 138 <code>in</code> and <code>out</code> are aliased to the same array, which must be
cannam@167 139 big enough to hold both; so, the real array would actually have
cannam@167 140 <code>2*(n/2+1)</code> elements, where the elements beyond the first
cannam@167 141 <code>n</code> are unused padding. (Note that this is very different from
cannam@167 142 the concept of &ldquo;zero-padding&rdquo; a transform to a larger length, which
cannam@167 143 changes the logical size of the DFT by actually adding new input
cannam@167 144 data.) The <em>k</em>th element of the complex array is exactly the
cannam@167 145 same as the <em>k</em>th element of the corresponding complex DFT. All
cannam@167 146 positive <code>n</code> are supported; products of small factors are most
cannam@167 147 efficient, but an <i>O</i>(<i>n</i>&nbsp;log&nbsp;<i>n</i>)
cannam@167 148 algorithm is used even for prime sizes.
cannam@167 149 </p>
cannam@167 150 <p>As noted above, the c2r transform destroys its input array even for
cannam@167 151 out-of-place transforms. This can be prevented, if necessary, by
cannam@167 152 including <code>FFTW_PRESERVE_INPUT</code> in the <code>flags</code>, with
cannam@167 153 unfortunately some sacrifice in performance.
cannam@167 154 <a name="index-flags-1"></a>
cannam@167 155 <a name="index-FFTW_005fPRESERVE_005fINPUT"></a>
cannam@167 156 This flag is also not currently supported for multi-dimensional real
cannam@167 157 DFTs (next section).
cannam@167 158 </p>
cannam@167 159 <p>Readers familiar with DFTs of real data will recall that the 0th (the
cannam@167 160 &ldquo;DC&rdquo;) and <code>n/2</code>-th (the &ldquo;Nyquist&rdquo; frequency, when <code>n</code> is
cannam@167 161 even) elements of the complex output are purely real. Some
cannam@167 162 implementations therefore store the Nyquist element where the DC
cannam@167 163 imaginary part would go, in order to make the input and output arrays
cannam@167 164 the same size. Such packing, however, does not generalize well to
cannam@167 165 multi-dimensional transforms, and the space savings are miniscule in
cannam@167 166 any case; FFTW does not support it.
cannam@167 167 </p>
cannam@167 168 <p>An alternative interface for one-dimensional r2c and c2r DFTs can be
cannam@167 169 found in the &lsquo;<samp>r2r</samp>&rsquo; interface (see <a href="The-Halfcomplex_002dformat-DFT.html#The-Halfcomplex_002dformat-DFT">The Halfcomplex-format DFT</a>), with &ldquo;halfcomplex&rdquo;-format output that <em>is</em> the same size
cannam@167 170 (and type) as the input array.
cannam@167 171 <a name="index-halfcomplex-format"></a>
cannam@167 172 That interface, although it is not very useful for multi-dimensional
cannam@167 173 transforms, may sometimes yield better performance.
cannam@167 174 </p>
cannam@167 175 <hr>
cannam@167 176 <div class="header">
cannam@167 177 <p>
cannam@167 178 Next: <a href="Multi_002dDimensional-DFTs-of-Real-Data.html#Multi_002dDimensional-DFTs-of-Real-Data" accesskey="n" rel="next">Multi-Dimensional DFTs of Real Data</a>, Previous: <a href="Complex-Multi_002dDimensional-DFTs.html#Complex-Multi_002dDimensional-DFTs" accesskey="p" rel="prev">Complex Multi-Dimensional DFTs</a>, Up: <a href="Tutorial.html#Tutorial" accesskey="u" rel="up">Tutorial</a> &nbsp; [<a href="index.html#SEC_Contents" title="Table of contents" rel="contents">Contents</a>][<a href="Concept-Index.html#Concept-Index" title="Index" rel="index">Index</a>]</p>
cannam@167 179 </div>
cannam@167 180
cannam@167 181
cannam@167 182
cannam@167 183 </body>
cannam@167 184 </html>