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NAG Toolbox: nag_sum_withdraw_fft_hermitian_1d_nowork (c06eb)

 Contents

    1  Purpose
    2  Syntax
    7  Accuracy
    9  Example

Purpose

nag_sum_fft_hermitian_1d_nowork (c06eb) calculates the discrete Fourier transform of a Hermitian sequence of n complex data values. (No extra workspace required.)
Note: this function is scheduled to be withdrawn, please see c06eb in Advice on Replacement Calls for Withdrawn/Superseded Routines..

Syntax

[x, ifail] = c06eb(x, 'n', n)
[x, ifail] = nag_sum_withdraw_fft_hermitian_1d_nowork(x, 'n', n)

Description

Given a Hermitian sequence of n complex data values zj  (i.e., a sequence such that z0  is real and z n-j  is the complex conjugate of zj , for j=1,2,,n-1), nag_sum_fft_hermitian_1d_nowork (c06eb) calculates their discrete Fourier transform defined by
x^k = 1n j=0 n-1 zj × exp -i 2πjk n ,   k= 0, 1, , n-1 .  
(Note the scale factor of 1n  in this definition.) The transformed values x^k  are purely real (see also the C06 Chapter Introduction).
To compute the inverse discrete Fourier transform defined by
y^k = 1n j=0 n-1 zj × exp +i 2πjk n ,  
this function should be preceded by a call of nag_sum_conjugate_hermitian_rfmt (c06gb) to form the complex conjugates of the zj .
nag_sum_fft_hermitian_1d_nowork (c06eb) uses the fast Fourier transform (FFT) algorithm (see Brigham (1974)). There are some restrictions on the value of n (see Arguments).

References

Brigham E O (1974) The Fast Fourier Transform Prentice–Hall

Parameters

Compulsory Input Parameters

1:     xn – double array
The sequence to be transformed stored in Hermitian form. If the data values zj are written as xj + i yj, and if x is declared with bounds 0:n-1 in the function from which nag_sum_fft_hermitian_1d_nowork (c06eb) is called, then for 0 j n/2, xj is contained in xj, and for 1 j n-1 / 2 , yj is contained in xn-j. (See also Real transforms in the C06 Chapter Introduction and Example.)

Optional Input Parameters

1:     n int64int32nag_int scalar
Default: the dimension of the array x.
n, the number of data values. The largest prime factor of n must not exceed 19, and the total number of prime factors of n, counting repetitions, must not exceed 20.
Constraint: n>1.

Output Parameters

1:     xn – double array
The components of the discrete Fourier transform x^k. If x is declared with bounds 0:n-1 in the function from which nag_sum_fft_hermitian_1d_nowork (c06eb) is called, then x^k is stored in xk, for k=0,1,,n-1.
2:     ifail int64int32nag_int scalar
ifail=0 unless the function detects an error (see Error Indicators and Warnings).

Error Indicators and Warnings

Errors or warnings detected by the function:
   ifail=1
At least one of the prime factors of n is greater than 19.
   ifail=2
n has more than 20 prime factors.
   ifail=3
On entry,n1.
   ifail=4
An unexpected error has occurred in an internal call. Check all function calls and array dimensions. Seek expert help.
   ifail=-99
An unexpected error has been triggered by this routine. Please contact NAG.
   ifail=-399
Your licence key may have expired or may not have been installed correctly.
   ifail=-999
Dynamic memory allocation failed.

Accuracy

Some indication of accuracy can be obtained by performing a subsequent inverse transform and comparing the results with the original sequence (in exact arithmetic they would be identical).

Further Comments

The time taken is approximately proportional to n × logn, but also depends on the factorization of n. nag_sum_fft_hermitian_1d_nowork (c06eb) is faster if the only prime factors of n are 2, 3 or 5; and fastest of all if n is a power of 2.
On the other hand, nag_sum_fft_hermitian_1d_nowork (c06eb) is particularly slow if n has several unpaired prime factors, i.e., if the ‘square-free’ part of n has several factors. For such values of n, nag_sum_fft_hermitian_1d_rfmt (c06fb) (which requires an additional n elements of workspace) is considerably faster.

Example

This example reads in a sequence of real data values which is assumed to be a Hermitian sequence of complex data values stored in Hermitian form. The input sequence is expanded into a full complex sequence and printed alongside the original sequence. The discrete Fourier transform (as computed by nag_sum_fft_hermitian_1d_nowork (c06eb)) is printed out. It then performs an inverse transform using nag_sum_fft_real_1d_nowork (c06ea) and nag_sum_conjugate_hermitian_rfmt (c06gb), and prints the sequence so obtained alongside the original data values.
function c06eb_example


fprintf('c06eb example results\n\n');

% Hernitian data in compact form
n = 7;
x = [0.34907  0.54890  0.74776  0.94459  1.13850  1.32850  1.51370];

% convert to full complex.
z = nag_herm2complex(x);
disp('Original sequence in full complex form:');
disp(transpose(z));

% transform back to real data
[xt, ifail] = c06eb(x);

disp('Discrete Fourier Transform of x:');
disp(transpose(xt));

% restore by backtransforming to Hermitian data and conjugating
[xr, ifail] = c06ea(xt);
xr(floor(n/2)+2:n) = -xr(floor(n/2)+2:n);
fprintf('Original sequence as restored by inverse transform\n\n');
fprintf('       Original   Restored\n');
for j = 1:n
  fprintf('%3d   %7.4f    %7.4f\n',j, x(j),xr(j));
end



function [z] = nag_herm2complex(x);
  n = size(x,2);
  z(1) = complex(x(1));
  for j = 2:floor((n-1)/2) + 1
    z(j) = x(j) + i*x(n-j+2);
    z(n-j+2) = x(j) - i*x(n-j+2);
  end
  if (mod(n,2)==0)
    z(n/2+1) = complex(x(n/2+1));
  end
c06eb example results

Original sequence in full complex form:
   0.3491 + 0.0000i
   0.5489 + 1.5137i
   0.7478 + 1.3285i
   0.9446 + 1.1385i
   0.9446 - 1.1385i
   0.7478 - 1.3285i
   0.5489 - 1.5137i

Discrete Fourier Transform of x:
    1.8262
    1.8686
   -0.0175
    0.5020
   -0.5987
   -0.0314
   -2.6256

Original sequence as restored by inverse transform

       Original   Restored
  1    0.3491     0.3491
  2    0.5489     0.5489
  3    0.7478     0.7478
  4    0.9446     0.9446
  5    1.1385     1.1385
  6    1.3285     1.3285
  7    1.5137     1.5137

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