nag_sum_fft_cosine (c06rfc) (PDF version)
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c06 Chapter Introduction
NAG Library Manual

NAG Library Function Document

nag_sum_fft_cosine (c06rfc)

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_sum_fft_cosine (c06rfc) computes the discrete Fourier cosine transforms of m sequences of real data values. The elements of each sequence and its transform are stored contiguously.

2  Specification

#include <nag.h>
#include <nagc06.h>
void  nag_sum_fft_cosine (Integer m, Integer n, double x[], NagError *fail)

3  Description

Given m sequences of n+1 real data values xjp , for j=0,1,,n and p=1,2,,m, nag_sum_fft_cosine (c06rfc) simultaneously calculates the Fourier cosine transforms of all the sequences defined by
x^ k p = 2n 12 x0p + j=1 n-1 xjp × cos jk πn + 12 -1k xnp ,   k= 0, 1, , n ​ and ​ p= 1, 2, , m .
(Note the scale factor 2n  in this definition.)
This transform is also known as type-I DCT.
Since the Fourier cosine transform defined above is its own inverse, two consecutive calls of nag_sum_fft_cosine (c06rfc) will restore the original data.
The transform calculated by this function can be used to solve Poisson's equation when the derivative of the solution is specified at both left and right boundaries (see Swarztrauber (1977)).
The function uses a variant of the fast Fourier transform (FFT) algorithm (see Brigham (1974)) known as the Stockham self-sorting algorithm, described in Temperton (1983), together with pre- and post-processing stages described in Swarztrauber (1982). Special coding is provided for the factors 2, 3, 4 and 5.

4  References

Brigham E O (1974) The Fast Fourier Transform Prentice–Hall
Swarztrauber P N (1977) The methods of cyclic reduction, Fourier analysis and the FACR algorithm for the discrete solution of Poisson's equation on a rectangle SIAM Rev. 19(3) 490–501
Swarztrauber P N (1982) Vectorizing the FFT's Parallel Computation (ed G Rodrique) 51–83 Academic Press
Temperton C (1983) Fast mixed-radix real Fourier transforms J. Comput. Phys. 52 340–350

5  Arguments

1:     mIntegerInput
On entry: m, the number of sequences to be transformed.
Constraint: m1.
2:     nIntegerInput
On entry: one less than the number of real values in each sequence, i.e., the number of values in each sequence is n+1.
Constraint: n1.
3:     x[n+1×m]doubleInput/Output
On entry: the m data sequences to be transformed. The n+1 data values of the pth sequence to be transformed, denoted by xjp, for j=0,1,,n and p=1,2,,m, must be stored in x[p-1×n+1+j].
On exit: the m Fourier cosine transforms, overwriting the corresponding original sequences. The n+1 components of the pth Fourier cosine transform, denoted by x^kp, for k=0,1,,n and p=1,2,,m, are stored in x[p-1×n+1+k].
4:     failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

Dynamic memory allocation failed.
On entry, argument value had an illegal value.
On entry, m=value.
Constraint: m1.
On entry, n=value.
Constraint: n1.
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.

7  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).

8  Parallelism and Performance

nag_sum_fft_cosine (c06rfc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
Please consult the Users' Note for your implementation for any additional implementation-specific information.

9  Further Comments

The time taken by nag_sum_fft_cosine (c06rfc) is approximately proportional to nm logn, but also depends on the factors of n. nag_sum_fft_cosine (c06rfc) is fastest if the only prime factors of n are 2, 3 and 5, and is particularly slow if n is a large prime, or has large prime factors. This function internally allocates a workspace of order On double values.

10  Example

This example reads in sequences of real data values and prints their Fourier cosine transforms (as computed by nag_sum_fft_cosine (c06rfc)). It then calls nag_sum_fft_cosine (c06rfc) again and prints the results which may be compared with the original sequence.

10.1  Program Text

Program Text (c06rfce.c)

10.2  Program Data

Program Data (c06rfce.d)

10.3  Program Results

Program Results (c06rfce.r)

nag_sum_fft_cosine (c06rfc) (PDF version)
c06 Chapter Contents
c06 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2014