NAG Library Routine Document
c06rff (fft_cosine)
1
Purpose
c06rff computes the discrete Fourier cosine transforms of sequences of real data values. The elements of each sequence and its transform are stored contiguously.
2
Specification
Fortran Interface
Integer, Intent (In) | :: | m, n | Integer, Intent (Inout) | :: | ifail | Real (Kind=nag_wp), Intent (Inout) | :: | x(0:n,m) |
|
C Header Interface
#include <nagmk26.h>
void |
c06rff_ (const Integer *m, const Integer *n, double x[], Integer *ifail) |
|
3
Description
Given
sequences of
real data values
, for
and
,
c06rff simultaneously calculates the Fourier cosine transforms of all the sequences defined by
(Note the scale factor
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 c06rff will restore the original data.
The transform calculated by this routine 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 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
,
,
and
.
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: – IntegerInput
-
On entry: , the number of sequences to be transformed.
Constraint:
.
- 2: – IntegerInput
-
On entry: one less than the number of real values in each sequence, i.e., the number of values in each sequence is .
Constraint:
.
- 3: – Real (Kind=nag_wp) arrayInput/Output
-
On entry: the data values of the th sequence to be transformed, denoted by
, for and , must be stored in .
On exit: the components of the th Fourier cosine transform, denoted by
, for and , are stored in , overwriting the corresponding original values.
- 4: – IntegerInput/Output
-
On entry:
ifail must be set to
,
. If you are unfamiliar with this argument you should refer to
Section 3.4 in How to Use the NAG Library and its Documentation for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value
is recommended. If the output of error messages is undesirable, then the value
is recommended. Otherwise, if you are not familiar with this argument, the recommended value is
.
When the value is used it is essential to test the value of ifail on exit.
On exit:
unless the routine detects an error or a warning has been flagged (see
Section 6).
6
Error Indicators and Warnings
If on entry
or
, explanatory error messages are output on the current error message unit (as defined by
x04aaf).
Errors or warnings detected by the routine:
-
On entry, .
Constraint: .
-
On entry, .
Constraint: .
-
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 3.9 in How to Use the NAG Library and its Documentation for further information.
Your licence key may have expired or may not have been installed correctly.
See
Section 3.8 in How to Use the NAG Library and its Documentation for further information.
Dynamic memory allocation failed.
See
Section 3.7 in How to Use the NAG Library and its Documentation 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
c06rff 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.
The time taken by c06rff is approximately proportional to , but also depends on the factors of . c06rff is fastest if the only prime factors of are , and , and is particularly slow if is a large prime, or has large prime factors. Workspace of order is internally allocated by this routine.
10
Example
This example reads in sequences of real data values and prints their Fourier cosine transforms (as computed by c06rff). It then calls c06rff again and prints the results which may be compared with the original sequence.
10.1
Program Text
Program Text (c06rffe.f90)
10.2
Program Data
Program Data (c06rffe.d)
10.3
Program Results
Program Results (c06rffe.r)