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NAG Toolbox: nag_sum_fft_real_1d_rfmt (c06fa)
Purpose
nag_sum_fft_real_1d_rfmt (c06fa) calculates the discrete Fourier transform of a sequence of real data values (using a work array for extra speed).
Syntax
[
x,
ifail] = nag_sum_fft_real_1d_rfmt(
x, 'n',
n)
Description
Given a sequence of
real data values
, for
,
nag_sum_fft_real_1d_rfmt (c06fa) calculates their discrete Fourier transform defined by
(Note the scale factor of
in this definition.) The transformed values
are complex, but they form a Hermitian sequence (i.e.,
is the complex conjugate of
), so they are completely determined by
real numbers (see also the
C06 Chapter Introduction).
To compute the inverse discrete Fourier transform defined by
this function should be followed by forming the complex conjugates of the
; that is,
, for
.
nag_sum_fft_real_1d_rfmt (c06fa) uses the fast Fourier transform (FFT) algorithm (see
Brigham (1974)). There are some restrictions on the value of
(see
Arguments).
References
Brigham E O (1974) The Fast Fourier Transform Prentice–Hall
Parameters
Compulsory Input Parameters
- 1:
– double array
-
must contain , for .
Optional Input Parameters
- 1:
– int64int32nag_int scalar
-
Default:
the dimension of the array
x.
, the number of data values. The largest prime factor of
n must not exceed
, and the total number of prime factors of
n, counting repetitions, must not exceed
.
Constraint:
.
Output Parameters
- 1:
– double array
-
The discrete Fourier transform stored in Hermitian form. If the components of the transform
are written as
, and if
x is declared with bounds
in the function from which
nag_sum_fft_real_1d_rfmt (c06fa) is called, then for
,
is contained in
, and for
,
is contained in
. (See also
Real transforms in the C06 Chapter Introduction and
Example.)
- 2:
– int64int32nag_int scalar
unless the function detects an error (see
Error Indicators and Warnings).
Error Indicators and Warnings
Errors or warnings detected by the function:
-
-
At least one of the prime factors of
n is greater than
.
-
-
n has more than
prime factors.
-
-
-
-
An unexpected error has occurred in an internal call. Check all function calls and array dimensions. Seek expert help.
-
An unexpected error has been triggered by this routine. Please
contact
NAG.
-
Your licence key may have expired or may not have been installed correctly.
-
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 , but also depends on the factorization of . nag_sum_fft_real_1d_rfmt (c06fa) is faster if the only prime factors of are , or ; and fastest of all if is a power of .
Example
This example reads in a sequence of real data values and prints their discrete Fourier transform (as computed by
nag_sum_fft_real_1d_rfmt (c06fa)), after expanding it from Hermitian form into a full complex sequence. It then performs an inverse transform using
nag_sum_fft_hermitian_1d_rfmt (c06fb) and conjugation, and prints the sequence so obtained alongside the original data values.
Open in the MATLAB editor:
c06fa_example
function c06fa_example
fprintf('c06fa example results\n\n');
n = 7;
x = [0.34907; 0.5489; 0.74776; 0.94459;
1.1385; 1.3285; 1.5137];
[xtrans, ifail] = c06fa(x);
z = nag_herm2complex(xtrans);
disp('Discrete Fourier Transform of x:');
disp(transpose(z));
[xres] = nag_hermconj(xtrans);
[xres, ifail] = c06fb(xres);
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),xres(j));
end
function [z] = nag_herm2complex(x);
n = int64(size(x,1));
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
function [xconj] = nag_hermconj(x);
n = size(x,1);
n2 = floor((n+4)/2);
xconj = x;
for j = n2:n
xconj(j) = -x(j);
end
c06fa example results
Discrete Fourier Transform of x:
2.4836 + 0.0000i
-0.2660 + 0.5309i
-0.2577 + 0.2030i
-0.2564 + 0.0581i
-0.2564 - 0.0581i
-0.2577 - 0.2030i
-0.2660 - 0.5309i
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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