NAG Library Routine Document

C06PUF

in this definition.) The minus sign is taken in the argument of the exponential within the summation when the forward transform is required, and the plus sign is taken when the backward transform is required.

A call of C06PUF with

DIRECT ='F'

followed by a call with

DIRECT ='B'

will restore the original data.

This routine calls C06PRF to perform multiple one-dimensional discrete Fourier transforms by the fast Fourier transform (FFT) algorithm in Brigham (1974).

4 References

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

Temperton C (1983) Self-sorting mixed-radix fast Fourier transforms J. Comput. Phys. 52 1–23

5 Parameters

1: DIRECT – CHARACTER(1)Input: On entry: if the forward transform as defined in Section 3 is to be computed, then DIRECT must be set equal to 'F'.
If the backward transform is to be computed then DIRECT must be set equal to 'B'.

Constraint: $DIRECT ='F'$ or $'B'$ .
2: M – INTEGERInput: On entry: $m$ , the first dimension of the transform.
Constraint: $M \geq 1$ .
3: N – INTEGERInput: On entry: $n$ , the second dimension of the transform.
Constraint: $N \geq 1$ .
4: X( $M \times N$ ) – COMPLEX (KIND=nag_wp) arrayInput/Output: On entry: the complex data values. If X is regarded as a two-dimensional array of dimension $(0 : M - 1, 0 : N - 1)$ , then $X (j_{1}, j_{2})$ must contain $z_{j_{1} j_{2}}$ .

On exit: the corresponding elements of the computed transform.
5: WORK( $*$ ) – COMPLEX (KIND=nag_wp) arrayWorkspace: Note: the dimension of the array WORK must be at least $M \times N + N + M + 30$ .
The workspace requirements as documented for C06PUF may be an overestimate in some implementations.

On exit: the real part of $WORK (1)$ contains the minimum workspace required for the current values of M and N with this implementation.
6: 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:

$IFAIL = 1$

On entry,

M < 1

$IFAIL = 2$

On entry,

N < 1

$IFAIL = 3$

On entry,

DIRECT \neq'F'

'B'

$IFAIL = 4$

On entry,

N has more than

30

prime factors.

$IFAIL = 5$

On entry,

M has more than

30

prime factors.

$IFAIL = 6$: 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

m n \times \log (m n)

, but also depends on the factorization of the individual dimensions

m

and

n

. C06PUF is faster if the only prime factors are

2

3

5

; and fastest of all if they are powers of

2

9 Example

This example reads in a bivariate sequence of complex data values and prints the two-dimensional Fourier transform. It then performs an inverse transform and prints the sequence so obtained, which may be compared to the original data values.

NAG Library Routine DocumentC06PUF

+− 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

NAG Library Routine Document

C06PUF