NAG CL Interface
c06pfc (fft_​complex_​multid_​1d)

1 Purpose

c06pfc computes the discrete Fourier transform of one variable in a multivariate sequence of complex data values.

2 Specification

#include <nag.h>
void  c06pfc (Nag_TransformDirection direct, Integer ndim, Integer l, const Integer nd[], Integer n, Complex x[], NagError *fail)
The function may be called by the names: c06pfc, nag_sum_fft_complex_multid_1d or nag_fft_multid_single.

3 Description

c06pfc computes the discrete Fourier transform of one variable (the lth say) in a multivariate sequence of complex data values z j1 j2 jm , where j1=0,1,,n1-1 ,   j2=0,1,,n2-1 , and so on. Thus the individual dimensions are n1, n2, , nm , and the total number of data values is n = n1 × n2 ×× nm .
The function computes n/nl one-dimensional transforms defined by
z^ j1 kl jm = 1nl jl=0 nl-1 z j1 jl jm × exp ± 2 π i jl kl nl ,  
where kl = 0 , 1 ,, nl-1 . The plus or minus sign in the argument of the exponential terms in the above definition determine the direction of the transform: a minus sign defines the forward direction and a plus sign defines the backward direction.
(Note the scale factor of 1nl in this definition.)
A call of c06pfc with direct=Nag_ForwardTransform followed by a call with direct=Nag_BackwardTransform will restore the original data.
The data values must be supplied in a one-dimensional complex array using column-major storage ordering of multidimensional data (i.e., with the first subscript j1 varying most rapidly).
This function uses a variant of the fast Fourier transform (FFT) algorithm (see Brigham (1974)) known as the Stockham self-sorting algorithm, which is described in Temperton (1983).

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 Arguments

1: direct Nag_TransformDirection Input
On entry: if the forward transform as defined in Section 3 is to be computed, direct must be set equal to Nag_ForwardTransform.
If the backward transform is to be computed, direct must be set equal to Nag_BackwardTransform.
Constraint: direct=Nag_ForwardTransform or Nag_BackwardTransform.
2: ndim Integer Input
On entry: m, the number of dimensions (or variables) in the multivariate data.
Constraint: ndim1.
3: l Integer Input
On entry: l, the index of the variable (or dimension) on which the discrete Fourier transform is to be performed.
Constraint: 1 l ndim.
4: nd[ndim] const Integer Input
On entry: the elements of nd must contain the dimensions of the ndim variables; that is, nd[i-1] must contain the dimension of the ith variable.
Constraint: nd[i-1]1, for i=1,2,,ndim.
5: n Integer Input
On entry: n, the total number of data values.
Constraint: n must equal the product of the first ndim elements of the array nd.
6: x[n] Complex Input/Output
On entry: the complex data values. Data values are stored in x using column-major ordering for storing multidimensional arrays; that is, z j1 j2 jm is stored in x[ j1 + n1 j2 + n1 n2 j3 + ].
On exit: the corresponding elements of the computed transform.
7: fail NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
On entry, argument value had an illegal value.
On entry, l=value.
Constraint: 1lndim.
On entry, ndim=value.
Constraint: ndim1.
On entry, n=value, product of nd elements is value.
Constraint: n must equal the product of the dimensions held in array nd.
On entry, nd[value]=value.
Constraint: nd[i-1]1, for all i.
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface 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

c06pfc is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
c06pfc 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 function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

The time taken is approximately proportional to n×lognl , but also depends on the factorization of nl . c06pfc is faster if the only prime factors of nl are 2, 3 or 5; and fastest of all if nl is a power of 2.

10 Example

This example reads in a bivariate sequence of complex data values and prints the discrete Fourier transform of the second variable. It then performs an inverse transform and prints the sequence so obtained, which may be compared with the original data values.

10.1 Program Text

Program Text (c06pfce.c)

10.2 Program Data

Program Data (c06pfce.d)

10.3 Program Results

Program Results (c06pfce.r)