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/***********************************************/
/**
* @file fourier.cpp
*
* @brief FFT-functions.
*
* @author Torsten Mayer-Guerr
* @author Andreas Kvas
* @date 2004-10-25
*/
/***********************************************/
#include "base/importStd.h"
#include "base/matrix.h"
#include "base/fourier.h"
/***********************************************/
static inline void butterfly2(std::complex<Double> *f, const std::vector<std::complex<Double>> &twiddles, UInt step, UInt m)
{
for(UInt i=0; i<m; i++)
{
const auto t = f[i+m] * twiddles[i*step];
f[i+m] = f[i]-t;
f[i] += t;
}
}
/***********************************************/
static inline void butterfly3(std::complex<Double> *f, const std::vector<std::complex<Double>> &twiddles, UInt step, UInt m)
{
const Double epi3 = twiddles[step*m].imag();
for(UInt i=0; i<m; i++)
{
const auto t1 = f[i+ m] * twiddles[ i*step];
const auto t2 = f[i+2*m] * twiddles[2*i*step];
const auto t3 = t1 + t2;
const auto t0 = std::complex<Double>(-epi3*(t1.imag()-t2.imag()), epi3*(t1.real()-t2.real()));
f[i+m] = f[i] - 0.5*t3;
f[i+2*m] = f[i+m] - t0;
f[i] += t3;
f[i+m] += t0;
}
}
/***********************************************/
static inline void butterfly4(std::complex<Double> *f, const std::vector<std::complex<Double>> &twiddles, UInt step, UInt m, Bool inverse)
{
for(UInt i=0; i<m; i++)
{
const auto t0 = f[i+ m] * twiddles[ i*step];
const auto t1 = f[i+2*m] * twiddles[2*i*step];
const auto t2 = f[i+3*m] * twiddles[3*i*step];
const auto t3 = t0 + t2;
const auto t4 = f[i] - t1;
const auto t5 = std::complex<Double>(+t0.imag()-t2.imag(), -t0.real()+t2.real()) * ((inverse) ? -1. : 1.);
f[i] += t1;
f[i+2*m] = f[i] - t3;
f[i] += t3;
f[i+m] = t4 + t5;
f[i+3*m] = t4 - t5;
}
}
/***********************************************/
static inline void butterfly5(std::complex<Double> *f, const std::vector<std::complex<Double>> &twiddles, UInt step, UInt m)
{
const std::complex<Double> ya = twiddles[step*m];
const std::complex<Double> yb = twiddles[step*2*m];
for(UInt i=0; i<m; i++)
{
const auto t0 = f[i+1*m] * twiddles[ i*step];
const auto t1 = f[i+2*m] * twiddles[2*i*step];
const auto t2 = f[i+3*m] * twiddles[3*i*step];
const auto t3 = f[i+4*m] * twiddles[4*i*step];
const auto t4 = t0 + t3;
const auto t5 = t1 + t2;
const auto t6 = t1 - t2;
const auto t7 = t0 - t3;
const auto t8 = f[i] + t4 * ya.real() + t5 * yb.real();
const auto t9 = f[i] + t4 * yb.real() + t5 * ya.real();
const auto t10 = std::complex<Double>(+t7.imag(), -t7.real()) * ya.imag() + std::complex<Double>(t6.imag(), -t6.real()) * yb.imag();
const auto t11 = std::complex<Double>(-t7.imag(), +t7.real()) * yb.imag() + std::complex<Double>(t6.imag(), -t6.real()) * ya.imag();
f[i] += t4 + t5;
f[i+1*m] = t8 - t10;
f[i+2*m] = t9 + t11;
f[i+3*m] = t9 - t11;
f[i+4*m] = t8 + t10;
}
}
/***********************************************/
// perform the butterfly for one stage of a mixed radix FFT.
static inline void butterfly(std::complex<Double> *f, const std::vector<std::complex<Double>> &twiddles, UInt step, UInt m, UInt p)
{
std::vector<std::complex<Double>> t(p);
for(UInt u=0; u<m; u++)
{
for(UInt i=0; i<p; i++)
t[i] = f[i*m+u];
for(UInt i=0; i<p; i++)
{
f[i*m+u] = t[0];
for(UInt k=1; k<p; k++)
f[i*m+u] += t[k] * twiddles[(k*step*(i*m+u))%twiddles.size()];
}
}
}
/***********************************************/
static inline std::vector<UInt> computeRadix(UInt n)
{
std::vector<UInt> factors;
UInt p = 4; // factor out powers of 4, powers of 2, then any remaining primes
do
{
while(n % p)
{
if(p == 4) p = 2;
else if(p == 2) p = 3;
else p += 2;
}
n /= p;
factors.push_back(p);
factors.push_back(n);
}
while(n > 1);
return factors;
}
/***********************************************/
// 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
static inline void recursiveFft(Bool inverse, std::complex<Double> *f, const std::complex<Double> *input, const UInt *factors, const std::vector<std::complex<Double>> &twiddles, UInt step)
{
const UInt p = *(factors++); // the radix
const UInt m = *(factors++); // stage's fft length/p
if(m>1)
{
for(UInt i=0; i<p; i++)
recursiveFft(inverse, f+(i*m), input+(i*step), factors, twiddles, p*step);
}
else
for(UInt i=0; i<p; i++)
f[i] = input[i*step];
// recombine the p smaller DFTs
switch(p)
{
case 2: butterfly2(f, twiddles, step, m); break;
case 3: butterfly3(f, twiddles, step, m); break;
case 4: butterfly4(f, twiddles, step, m, inverse); break;
case 5: butterfly5(f, twiddles, step, m); break;
default: butterfly (f, twiddles, step, m, p); break;
}
}
/***********************************************/
/***********************************************/
std::vector<std::complex<Double>> Fourier::fft(const Vector &data)
{
try
{
const UInt count = data.rows();
std::vector<std::complex<Double>> input(count);
for(UInt i=0; i<count; i++)
input[i] = data(i);
// compute twiddle factors
std::vector<std::complex<Double>> twiddles(count);
for(UInt i=0; i<twiddles.size(); i++)
twiddles[i] = std::exp(std::complex<Double>(0, -2*PI*i/count));
std::vector<std::complex<Double>> F(twiddles.size());
std::vector<UInt> factors = computeRadix(twiddles.size());
recursiveFft(FALSE/*inverse*/, F.data(), input.data(), factors.data(), twiddles, 1);
F.resize((count+2)/2);
return F;
}
catch(std::exception &e)
{
GROOPS_RETHROW(e)
}
}
/***********************************************/
Vector Fourier::synthesis(const std::vector<std::complex<Double>> &F, Bool countEven)
{
try
{
const UInt count = 2*F.size() - (countEven ? 2 : 1);
// extent input symmetric
std::vector<std::complex<Double>> F2(count);
F2[0] = F[0];
for(UInt i=1; i<F.size(); i++)
{
F2[i] = F[i];
F2[count-i] = std::conj(F[i]);
}
// compute twiddle factors
std::vector<std::complex<Double>> twiddles(count);
for(UInt i=0; i<twiddles.size(); i++)
twiddles[i] = std::exp(std::complex<Double>(0, 2*PI*i/count));
std::vector<std::complex<Double>> F3(twiddles.size());
std::vector<UInt> factors = computeRadix(twiddles.size());
recursiveFft(TRUE/*inverse*/, F3.data(), F2.data(), factors.data(), twiddles, 1);
Vector data(count);
for(UInt i=0; i<F3.size(); i++)
data(i) = (1./count)*F3[i].real();
return data;
}
catch(std::exception &e)
{
GROOPS_RETHROW(e)
}
}
/***********************************************/
Vector Fourier::frequencies(UInt count, Double dt)
{
Vector frequencies((count+2)/2);
for(UInt k=0; k<(count+2)/2; k++)
frequencies(k) = static_cast<Double>(k)/(count*dt);
return frequencies;
}
/***********************************************/
void Fourier::complex2AmplitudePhase(const std::vector<std::complex<Double>> &F, Vector &litude, Vector &phase)
{
amplitude = Vector(F.size());
phase = Vector(F.size());
for(UInt k = 0; k<F.size(); k++)
{
phase(k) = std::atan2(F.at(k).imag(), F.at(k).real());
amplitude(k) = std::abs(F.at(k));
}
}
/***********************************************/
/***********************************************/
static void cosTransformation(Vector &x)
{
const UInt n = x.rows();
if(n<2)
return;
Double c = x(0)-x(n-1);
x(0) += x(n-1);
for(UInt i=1; i<n/2; i++)
{
c += 2*std::cos(PI*i/(n-1)) * (x(i)-x(n-1-i));
const Double t1 = (x(i)+x(n-1-i));
const Double t2 = (x(i)-x(n-1-i)) * 2 * std::sin(PI*i/(n-1));
x(i) = t1 - t2;
x(n-1-i) = t1 + t2;
}
if(n%2)
x(n/2) *= 2;
const auto F = Fourier::fft(x.row(0, n-1));
x(0) = F[0].real();
x(1) = c;
for(UInt i=1; i<n/2; i++)
{
x(2*i+0) = F[i].real();
x(2*i+1) = x(2*i-1) - F[i].imag();
}
if(n%2)
x(n-1) = F.back().real();
}
/***********************************************/
Vector Fourier::covariance2psd(const Vector &cov, Double dt)
{
try
{
Vector psd = 2*dt*cov; // one sided PSD
cosTransformation(psd);
return psd;
}
catch(std::exception &e)
{
GROOPS_RETHROW(e)
}
}
/***********************************************/
Vector Fourier::psd2covariance(const Vector &psd, Double dt)
{
try
{
Vector cov = 0.25/(dt*(psd.rows()-1))*psd; // from one sided PSD
cosTransformation(cov);
return cov;
}
catch(std::exception &e)
{
GROOPS_RETHROW(e)
}
}
/***********************************************/
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