Theoretica
A C++ numerical and automatic mathematical library
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fft.h
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1
5
6#ifndef THEORETICA_FFT_H
7#define THEORETICA_FFT_H
8
9#include "../core/bit_op.h"
10#include "../algebra/algebra_types.h"
11#include "../algebra/algebra.h"
12#include "../complex/complex.h"
13
14
15namespace theoretica {
16
17
19 namespace signal {
20
21
28 template<typename ReturnVector = cvec, typename InputVector = cvec>
29 inline ReturnVector fft(const InputVector& x, bool inverse = false) {
30
31 // Resulting vector in the frequency domain
32 ReturnVector k = x;
33 const unsigned int N = x.size();
34 const real sign = (inverse ? 1.0 : -1.0);
35
36 // Compute the logarithm of the size
37 const unsigned int log2N = ilog2(N);
38
39 // Enforce power of 2 vector size
40 if (N != (unsigned int) (1 << log2N)) {
41 return algebra::vec_error(k);
42 }
43
44 // Bit reverse
46
47
48 for (unsigned int p = 1; p <= log2N; p++) {
49
50 const unsigned int m = 1 << p;
51 const unsigned int offset = m / 2;
52
53 complex<real> w (1.0, 0.0);
54
55 // Phase shift between iterations
56 const complex<real> phase = complex<real>(
57 cos(sign * 2 * PI / m),
58 sin(sign * 2 * PI / m)
59 );
60
61 for (unsigned int j = 0; j < offset; j++) {
62
63 for (unsigned int i = j; i < N; i += m) {
64
65 const complex<real> t = w * k[i + offset];
66 k[i + offset] = k[i] - t;
67 k[i] += t;
68 }
69
70 w *= phase;
71 }
72 }
73
74 // The normalization constant is 1/N
75 if (inverse)
76 k /= N;
77
78 return k;
79 }
80
81
87 template<typename ReturnVector = cvec, typename InputVector = cvec>
88 inline ReturnVector ifft(const InputVector& k) {
89 return fft(k, true);
90 }
91 }
92}
93
94
95#endif
Vector & vec_error(Vector &v)
Overwrite the given vector with the error vector with NaN values.
Definition algebra.h:62
ReturnVector fft(const InputVector &x, bool inverse=false)
Compute the Fast Fourier Transform of a set of data points.
Definition fft.h:29
ReturnVector ifft(const InputVector &k)
Compute the Inverse Fast Fourier Transform of a set of data points.
Definition fft.h:88
Main namespace of the library which contains all functions and objects.
Definition algebra.h:27
double real
A real number, defined as a floating point type.
Definition constants.h:198
std::remove_reference_t< decltype(std::declval< Structure >()[0])> vector_element_t
Extract the type of a vector (or any indexable container) from its operator[].
Definition core_traits.h:134
complex< T > inverse(complex< T > z)
Compute the conjugate of a complex number.
Definition complex_analysis.h:35
UnsignedIntType ilog2(UnsignedIntType x)
Find the integer logarithm of x.
Definition real_analysis.h:550
dual2 cos(dual2 x)
Compute the cosine of a second order dual number.
Definition dual2_functions.h:86
dual2 sin(dual2 x)
Compute the sine of a second order dual number.
Definition dual2_functions.h:72
constexpr real PI
The Pi mathematical constant.
Definition constants.h:216
void swap_bit_reverse(Vector &x, unsigned int m)
Swap the elements of a vector pair-wise, by exchanging elements with indices related by bit reversion...
Definition bit_op.h:90