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16.7 Mixed-radix FFT routines for real data

This section describes mixed-radix FFT algorithms for real data. The mixed-radix functions work for FFTs of any length. They are a reimplementation of the real-FFT routines in the Fortran FFTPACK library by Paul Swarztrauber. The theory behind the algorithm is explained in the article Fast Mixed-Radix Real Fourier Transforms by Clive Temperton. The routines here use the same indexing scheme and basic algorithms as FFTPACK.

The functions use the FFTPACK storage convention for half-complex sequences. In this convention the half-complex transform of a real sequence is stored with frequencies in increasing order, starting at zero, with the real and imaginary parts of each frequency in neighboring locations. When a value is known to be real the imaginary part is not stored. The imaginary part of the zero-frequency component is never stored. It is known to be zero (since the zero frequency component is simply the sum of the input data (all real)). For a sequence of even length the imaginary part of the frequency n/2 is not stored either, since the symmetry z_k = z_{n-k}^* implies that this is purely real too.

The storage scheme is best shown by some examples. The table below shows the output for an odd-length sequence, n=5. The two columns give the correspondence between the 5 values in the half-complex sequence returned by gsl_fft_real_transform, halfcomplex[] and the values complex[] that would be returned if the same real input sequence were passed to gsl_fft_complex_backward as a complex sequence (with imaginary parts set to 0),

complex[0].real  =  halfcomplex[0] 
complex[0].imag  =  0
complex[1].real  =  halfcomplex[1] 
complex[1].imag  =  halfcomplex[2]
complex[2].real  =  halfcomplex[3]
complex[2].imag  =  halfcomplex[4]
complex[3].real  =  halfcomplex[3]
complex[3].imag  = -halfcomplex[4]
complex[4].real  =  halfcomplex[1]
complex[4].imag  = -halfcomplex[2]

The upper elements of the complex array, complex[3] and complex[4] are filled in using the symmetry condition. The imaginary part of the zero-frequency term complex[0].imag is known to be zero by the symmetry.

The next table shows the output for an even-length sequence, n=6. In the even case there are two values which are purely real,

complex[0].real  =  halfcomplex[0]
complex[0].imag  =  0
complex[1].real  =  halfcomplex[1] 
complex[1].imag  =  halfcomplex[2] 
complex[2].real  =  halfcomplex[3] 
complex[2].imag  =  halfcomplex[4] 
complex[3].real  =  halfcomplex[5] 
complex[3].imag  =  0 
complex[4].real  =  halfcomplex[3] 
complex[4].imag  = -halfcomplex[4]
complex[5].real  =  halfcomplex[1] 
complex[5].imag  = -halfcomplex[2] 

The upper elements of the complex array, complex[4] and complex[5] are filled in using the symmetry condition. Both complex[0].imag and complex[3].imag are known to be zero.

All these functions are declared in the header files gsl_fft_real.h and gsl_fft_halfcomplex.h.

Function: gsl_fft_real_wavetable * gsl_fft_real_wavetable_alloc (size_t n)
Function: gsl_fft_halfcomplex_wavetable * gsl_fft_halfcomplex_wavetable_alloc (size_t n)

These functions prepare trigonometric lookup tables for an FFT of size n real elements. The functions return a pointer to the newly allocated struct if no errors were detected, and a null pointer in the case of error. The length n is factorized into a product of subtransforms, and the factors and their trigonometric coefficients are stored in the wavetable. The trigonometric coefficients are computed using direct calls to sin and cos, for accuracy. Recursion relations could be used to compute the lookup table faster, but if an application performs many FFTs of the same length then computing the wavetable is a one-off overhead which does not affect the final throughput.

The wavetable structure can be used repeatedly for any transform of the same length. The table is not modified by calls to any of the other FFT functions. The appropriate type of wavetable must be used for forward real or inverse half-complex transforms.

Function: void gsl_fft_real_wavetable_free (gsl_fft_real_wavetable * wavetable)
Function: void gsl_fft_halfcomplex_wavetable_free (gsl_fft_halfcomplex_wavetable * wavetable)

These functions free the memory associated with the wavetable wavetable. The wavetable can be freed if no further FFTs of the same length will be needed.

The mixed radix algorithms require additional working space to hold the intermediate steps of the transform,

Function: gsl_fft_real_workspace * gsl_fft_real_workspace_alloc (size_t n)

This function allocates a workspace for a real transform of length n. The same workspace can be used for both forward real and inverse halfcomplex transforms.

Function: void gsl_fft_real_workspace_free (gsl_fft_real_workspace * workspace)

This function frees the memory associated with the workspace workspace. The workspace can be freed if no further FFTs of the same length will be needed.

The following functions compute the transforms of real and half-complex data,

Function: int gsl_fft_real_transform (double data[], size_t stride, size_t n, const gsl_fft_real_wavetable * wavetable, gsl_fft_real_workspace * work)
Function: int gsl_fft_halfcomplex_transform (double data[], size_t stride, size_t n, const gsl_fft_halfcomplex_wavetable * wavetable, gsl_fft_real_workspace * work)

These functions compute the FFT of data, a real or half-complex array of length n, using a mixed radix decimation-in-frequency algorithm. For gsl_fft_real_transform data is an array of time-ordered real data. For gsl_fft_halfcomplex_transform data contains Fourier coefficients in the half-complex ordering described above. There is no restriction on the length n. Efficient modules are provided for subtransforms of length 2, 3, 4 and 5. Any remaining factors are computed with a slow, O(n^2), general-n module. The caller must supply a wavetable containing trigonometric lookup tables and a workspace work.

Function: int gsl_fft_real_unpack (const double real_coefficient[], gsl_complex_packed_array complex_coefficient, size_t stride, size_t n)

This function converts a single real array, real_coefficient into an equivalent complex array, complex_coefficient, (with imaginary part set to zero), suitable for gsl_fft_complex routines. The algorithm for the conversion is simply,

for (i = 0; i < n; i++)
  {
    complex_coefficient[i*stride].real 
      = real_coefficient[i*stride];
    complex_coefficient[i*stride].imag 
      = 0.0;
  }
Function: int gsl_fft_halfcomplex_unpack (const double halfcomplex_coefficient[], gsl_complex_packed_array complex_coefficient, size_t stride, size_t n)

This function converts halfcomplex_coefficient, an array of half-complex coefficients as returned by gsl_fft_real_transform, into an ordinary complex array, complex_coefficient. It fills in the complex array using the symmetry z_k = z_{n-k}^* to reconstruct the redundant elements. The algorithm for the conversion is,

complex_coefficient[0].real 
  = halfcomplex_coefficient[0];
complex_coefficient[0].imag 
  = 0.0;

for (i = 1; i < n - i; i++)
  {
    double hc_real 
      = halfcomplex_coefficient[(2 * i - 1)*stride];
    double hc_imag 
      = halfcomplex_coefficient[(2 * i)*stride];
    complex_coefficient[i*stride].real = hc_real;
    complex_coefficient[i*stride].imag = hc_imag;
    complex_coefficient[(n - i)*stride].real = hc_real;
    complex_coefficient[(n - i)*stride].imag = -hc_imag;
  }

if (i == n - i)
  {
    complex_coefficient[i*stride].real 
      = halfcomplex_coefficient[(n - 1)*stride];
    complex_coefficient[i*stride].imag 
      = 0.0;
  }

Here is an example program using gsl_fft_real_transform and gsl_fft_halfcomplex_inverse. It generates a real signal in the shape of a square pulse. The pulse is Fourier transformed to frequency space, and all but the lowest ten frequency components are removed from the array of Fourier coefficients returned by gsl_fft_real_transform.

The remaining Fourier coefficients are transformed back to the time-domain, to give a filtered version of the square pulse. Since Fourier coefficients are stored using the half-complex symmetry both positive and negative frequencies are removed and the final filtered signal is also real.

#include <stdio.h>
#include <math.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_fft_real.h>
#include <gsl/gsl_fft_halfcomplex.h>

int
main (void)
{
  int i, n = 100;
  double data[n];

  gsl_fft_real_wavetable * real;
  gsl_fft_halfcomplex_wavetable * hc;
  gsl_fft_real_workspace * work;

  for (i = 0; i < n; i++)
    {
      data[i] = 0.0;
    }

  for (i = n / 3; i < 2 * n / 3; i++)
    {
      data[i] = 1.0;
    }

  for (i = 0; i < n; i++)
    {
      printf ("%d: %e\n", i, data[i]);
    }
  printf ("\n");

  work = gsl_fft_real_workspace_alloc (n);
  real = gsl_fft_real_wavetable_alloc (n);

  gsl_fft_real_transform (data, 1, n, 
                          real, work);

  gsl_fft_real_wavetable_free (real);

  for (i = 11; i < n; i++)
    {
      data[i] = 0;
    }

  hc = gsl_fft_halfcomplex_wavetable_alloc (n);

  gsl_fft_halfcomplex_inverse (data, 1, n, 
                               hc, work);
  gsl_fft_halfcomplex_wavetable_free (hc);

  for (i = 0; i < n; i++)
    {
      printf ("%d: %e\n", i, data[i]);
    }

  gsl_fft_real_workspace_free (work);
  return 0;
}

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