C06RHF (PDF version)
C06 Chapter Contents
C06 Chapter Introduction
NAG Library Manual

NAG Library Routine Document


Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.


    1  Purpose
    7  Accuracy

1  Purpose

C06RHF computes the discrete quarter-wave Fourier cosine transforms of m sequences of real data values. The elements of each sequence and its transform are stored contiguously.

2  Specification

REAL (KIND=nag_wp)  X(0:N-1,M)

3  Description

Given m sequences of n real data values xjp , for j=0,1,,n-1 and p=1,2,,m, C06RHF simultaneously calculates the quarter-wave Fourier cosine transforms of all the sequences defined by
x^ k p = 1n 12 x0p + j=1 n-1 xjp × cos j 2k+1 π2n ,   if ​ IDIR=1 ,  
or its inverse
xkp = 2n j=0 n-1 x^ j p × cos 2j+1 k π2n ,   if ​ IDIR=-1 ,  
where k=0,1,,n-1 and p=1,2,,m.
(Note the scale factor 1n  in this definition.)
A call of C06RHF with IDIR=1 followed by a call with IDIR=-1 will restore the original data.
The two transforms are also known as type-III DCT and type-II DCT, respectively.
The transform calculated by this routine can be used to solve Poisson's equation when the derivative of the solution is specified at the left boundary, and the solution is specified at the right boundary (see Swarztrauber (1977)).
The routine 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  Parameters

1:     IDIR – INTEGERInput
On entry: indicates the transform, as defined in Section 3, to be computed.
Forward transform.
Inverse transform.
Constraint: IDIR=1 or -1.
2:     M – INTEGERInput
On entry: m, the number of sequences to be transformed.
Constraint: M1.
3:     N – INTEGERInput
On entry: n, the number of real values in each sequence.
Constraint: N1.
4:     X0:N-1M – REAL (KIND=nag_wp) arrayInput/Output
On entry: the data values of the pth sequence to be transformed, denoted by xjp, for j=0,1,,n-1 and p=1,2,,m, must be stored in Xjp.
On exit: the n components of the pth quarter-wave cosine transform, denoted by x^kp, for k=0,1,,n-1 and p=1,2,,m, are stored in Xkp, overwriting the corresponding original values.
5:     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 or -1, explanatory error messages are output on the current error message unit (as defined by X04AAF).
Errors or warnings detected by the routine:
On entry, M=value.
Constraint: M1.
On entry, N=value.
Constraint: N1.
On entry, IDIR=value.
Constraint: IDIR=-1 or 1.
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.
An unexpected error has been triggered by this routine. Please contact NAG.
See Section 3.8 in the Essential Introduction for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 3.7 in the Essential Introduction for further information.
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 subsequent inverse transform and comparing the results with the original sequence (in exact arithmetic they would be identical).

8  Parallelism and Performance

C06RHF is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
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 C06RHF is approximately proportional to nm logn, but also depends on the factors of n. C06RHF 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. Workspace is internally allocated by this routine. The total amount of memory allocated is On.

10  Example

This example reads in sequences of real data values and prints their quarter-wave cosine transforms as computed by C06RHF with IDIR=1. It then calls the routine again with IDIR=-1 and prints the results which may be compared with the original data.

10.1  Program Text

Program Text (c06rhfe.f90)

10.2  Program Data

Program Data (c06rhfe.d)

10.3  Program Results

Program Results (c06rhfe.r)

C06RHF (PDF version)
C06 Chapter Contents
C06 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2015