NAG Library Routine Document

C06ECF

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Further Comments

+− 9 Example

9.1 Program Text

9.2 Program Data

9.3 Program Results

1 Purpose

C06ECF calculates the discrete Fourier transform of a sequence of

n

complex data values. (No extra workspace required.)

2 Specification

SUBROUTINE C06ECF (

X, Y, N, IFAIL)

INTEGER	N, IFAIL
REAL (KIND=nag_wp)	X(N), Y(N)

3 Description

Given a sequence of

n

complex data values

z_{j}

, for

j = 0, 1, \dots, n - 1

, C06ECF calculates their discrete Fourier transform defined by

{\hat{z}}_{k} = a_{k} + i b_{k} = \frac{1}{\sqrt{n}} \sum_{j = 0}^{n - 1} z_{j} \times \exp (- i \frac{2 π j k}{n}), k = 0, 1, \dots, n - 1 .

(Note the scale factor of

\frac{1}{\sqrt{n}}

in this definition.)

To compute the inverse discrete Fourier transform defined by

{\hat{w}}_{k} = \frac{1}{\sqrt{n}} \sum_{j = 0}^{n - 1} z_{j} \times \exp (+ i \frac{2 π j k}{n}),

this routine should be preceded and followed by calls of C06GCF to form the complex conjugates of the

z_{j}

and the

{\hat{z}}_{k}

C06ECF uses the fast Fourier transform (FFT) algorithm (see Brigham (1974)). There are some restrictions on the value of

n

(see Section 5).

4 References

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

5 Parameters

1: X(N) – REAL (KIND=nag_wp) arrayInput/Output: On entry: if X is declared with bounds $(0 : N - 1)$ in the subroutine from which C06ECF is called, then $X (j)$ must contain $x_{j}$ , the real part of $z_{j}$ , for $j = 0, 1, \dots, n - 1$ .

On exit: the real parts $a_{k}$ of the components of the discrete Fourier transform. If X is declared with bounds $(0 : N - 1)$ in the subroutine from which C06ECF is called, then for $0 \leq k \leq n - 1$ , $a_{k}$ is contained in $X (k)$ .
2: Y(N) – REAL (KIND=nag_wp) arrayInput/Output: On entry: if Y is declared with bounds $(0 : N - 1)$ in the subroutine from which C06ECF is called, then $Y (j)$ must contain $y_{j}$ , the imaginary part of $z_{j}$ , for $j = 0, 1, \dots, n - 1$ .

On exit: the imaginary parts $b_{k}$ of the components of the discrete Fourier transform. If Y is declared with bounds $(0 : N - 1)$ in the subroutine from which C06ECF is called, then for $0 \leq k \leq n - 1$ , $b_{k}$ is contained in $Y (k)$ .
3: N – INTEGERInput: On entry: $n$ , 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: $N > 1$ .
4: IFAIL – INTEGERInput/Output: On entry: IFAIL must be set to $0$ , $- 1 or 1$ . If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value $- 1 or 1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is $0$ . When the value $- 1 or 1$ is used it is essential to test the value of IFAIL on exit.

On exit: $IFAIL = 0$ unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

If on entry

IFAIL = 0

- 1

, explanatory error messages are output on the current error message unit (as defined by X04AAF).

Errors or warnings detected by the routine:

$IFAIL = 1$: 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,

N \leq 1

$IFAIL = 4$: An unexpected error has occurred in an internal call. Check all subroutine calls and array dimensions. Seek expert help.

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 Further Comments

The time taken is approximately proportional to

n \times \log n

, but also depends on the factorization of

n

. C06ECF is faster if the only prime factors of

n

are

2

3

5

; and fastest of all if

n

is a power of

2

On the other hand, C06ECF 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

, C06FCF (which requires an additional

n

real elements of workspace) is considerably faster.

9 Example

This example reads in a sequence of complex data values and prints their discrete Fourier transform. It then performs an inverse transform using C06ECF and C06GCF, and prints the sequence so obtained alongside the original data values.

NAG Library Routine DocumentC06ECF