NAG Library Routine Document

C06PZF

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

1 Purpose

C06PZF computes the three-dimensional inverse discrete Fourier transform of a trivariate Hermitian sequence of complex data values.

2 Specification

SUBROUTINE C06PZF (

N1, N2, N3, Y, X, IFAIL)

INTEGER	N1, N2, N3, IFAIL
REAL (KIND=nag_wp)	X(N1N2N3)
COMPLEX (KIND=nag_wp)	Y((N1/2+1)N2N3)

3 Description

C06PZF computes the three-dimensional inverse discrete Fourier transform of a trivariate Hermitian sequence of complex data values

z_{j_{1} j_{2} j_{3}}

, for

j_{1} = 0, 1, \dots, n_{1} - 1

j_{2} = 0, 1, \dots, n_{2} - 1

and

j_{3} = 0, 1, \dots, n_{3} - 1

The discrete Fourier transform is here defined by

{\hat{x}}_{k_{1} k_{2} k_{3}} = \frac{1}{\sqrt{n_{1} n_{2} n_{3}}} \sum_{j_{1} = 0}^{n_{1} - 1} \sum_{j_{2} = 0}^{n_{2} - 1} \sum_{j_{3} = 0}^{n_{3} - 1} z_{j_{1} j_{2} j_{3}} \times \exp (2 π i (\frac{j_{1} k_{1}}{n_{1}} + \frac{j_{2} k_{2}}{n_{2}} + \frac{j_{3} k_{3}}{n_{3}})),

where

k_{1} = 0, 1, \dots, n_{1} - 1

k_{2} = 0, 1, \dots, n_{2} - 1

and

k_{3} = 0, 1, \dots, n_{3} - 1

. (Note the scale factor of

\frac{1}{\sqrt{n_{1} n_{2} n_{3}}}

in this definition.)

Because the input data satisfies conjugate symmetry (i.e.,

z_{k_{1} k_{2} k_{3}}

is the complex conjugate of

z_{(n_{1} - k_{1}) k_{2} k_{3}}

), the transformed values

{\hat{x}}_{k_{1} k_{2} k_{3}}

are real.

A call of C06PYF followed by a call of C06PZF will restore the original data.

This routine calls C06PQF and C06PRF to perform multiple one-dimensional discrete Fourier transforms by the fast Fourier transform (FFT) algorithm in Brigham (1974) and Temperton (1983).

4 References

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

Temperton C (1983) Fast mixed-radix real Fourier transforms J. Comput. Phys. 52 340–350

5 Parameters

1: $N1$ – INTEGERInput: On entry: $n_{1}$ , the first dimension of the transform.

Constraint: $N1 \geq 1$ .
2: $N2$ – INTEGERInput: On entry: $n_{2}$ , the second dimension of the transform.

Constraint: $N2 \geq 1$ .
3: $N3$ – INTEGERInput: On entry: $n_{3}$ , the third dimension of the transform.

Constraint: $N3 \geq 1$ .
4: $Y ((N1 / 2 + 1) \times N2 \times N3)$ – COMPLEX (KIND=nag_wp) arrayInput: On entry: the Hermitian sequence of complex input dataset $z$ , where $z_{j_{1} j_{2} j_{3}}$ is stored in $Y (j_{3} \times (n_{1} / 2 + 1) n_{2} + j_{2} \times (n_{1} / 2 + 1) + j_{1} + 1)$ , for $j_{1} = 0, 1, \dots, n_{1} / 2$ , $j_{2} = 0, 1, \dots, n_{2} - 1$ and $j_{3} = 0, 1, \dots, n_{3} - 1$ . That is, if Y is regarded as a three-dimensional array of dimension $(0 : N1 / 2, 0 : N2 - 1, 0 : N3 - 1)$ , then $Y (j_{1}, j_{2}, j_{3})$ must contain $z_{j_{1} j_{2} j_{3}}$ .
5: $X (N1 \times N2 \times N3)$ – REAL (KIND=nag_wp) arrayOutput: On exit: the real output dataset $\hat{x}$ , where ${\hat{x}}_{k_{1} k_{2} k_{3}}$ is stored in $X (k_{3} \times n_{1} n_{2} + k_{2} \times n_{1} + k_{1} + 1)$ , for $k_{1} = 0, 1, \dots, n_{1} - 1$ , $k_{2} = 0, 1, \dots, n_{2} - 1$ and $k_{3} = 0, 1, \dots, n_{3} - 1$ . That is, if X is regarded as a three-dimensional array of dimension $(0 : N1 - 1, 0 : N2 - 1, 0 : N3 - 1)$ , then $X (k_{1}, k_{2}, k_{3})$ contains ${\hat{x}}_{k_{1} k_{2} k_{3}}$ .
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, $N1 = 〈value〉$ .
Constraint: $N1 \geq 1$ .

$IFAIL = 2$: On entry, $N2 = 〈value〉$ .
Constraint: $N2 \geq 1$ .

$IFAIL = 3$: On entry, $N3 = 〈value〉$ .
Constraint: $N3 \geq 1$ .

$IFAIL = 4$: An internal error has occurred in this routine. Check the routine call and any array sizes. If the call is correct then please contact NAG for assistance.

$IFAIL = - 99$: An unexpected error has been triggered by this routine. Please contact NAG.
See Section 3.8 in the Essential Introduction for further information.

$IFAIL = - 399$: Your licence key may have expired or may not have been installed correctly.
See Section 3.7 in the Essential Introduction for further information.

$IFAIL = - 999$: Dynamic memory allocation failed.
See Section 3.6 in the Essential Introduction for further information.

7 Accuracy

Some indication of accuracy can be obtained by performing a forward transform using C06PYF and a backward transform using C06PZF, and comparing the results with the original sequence (in exact arithmetic they would be identical).

8 Parallelism and Performance

C06PZF is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.

C06PZF makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.

Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

The time taken by C06PZF is approximately proportional to

n_{1} n_{2} n_{3} \log (n_{1} n_{2} n_{3})

, but also depends on the factors of

n_{1}

n_{2}

and

n_{3}

. C06PZF is fastest if the only prime factors of

n_{1}

n_{2}

and

n_{3}

are

2

3

and

5

, and is particularly slow if one of the dimensions is a large prime, or has large prime factors.

Workspace is internally allocated by C06PZF. The total size of these arrays is approximately proportional to

n_{1} n_{2} n_{3}

10 Example

See Section 10 in C06PYF.

C06PZF (PDF version)

C06 Chapter Contents

C06 Chapter Introduction

NAG Library Manual

NAG Library Routine DocumentC06PZF