The routine may be called by the names c06fkf or nagf_sum_convcorr_real.
if , the discrete convolution of and , defined by
if , the discrete correlation of and defined by
Here and are real vectors, assumed to be periodic, with period , i.e., ; and are then also periodic with period .
Note: this usage of the terms ‘convolution’ and ‘correlation’ is taken from Brigham (1974). The term ‘convolution’ is sometimes used to denote both these computations.
If , , and are the discrete Fourier transforms of these sequences, i.e.,
then and (the bar denoting complex conjugate).
This routine calls the same auxiliary routines as c06paf to compute discrete Fourier transforms.
Brigham E O (1974) The Fast Fourier Transform Prentice–Hall
1: – IntegerInput
On entry: the computation to be performed.
2: – Real (Kind=nag_wp) arrayInput/Output
On entry: the elements of one period of the vector . If x is declared with bounds in the subroutine from which c06fkf is called,
must contain , for .
On exit: the corresponding elements of the discrete convolution or correlation.
3: – Real (Kind=nag_wp) arrayInput/Output
On entry: the elements of one period of the vector . If y is declared with bounds in the subroutine from which c06fkf is called,
must contain , for .
On exit: the discrete Fourier transform of the convolution or correlation returned in the array x; the transform is stored in Hermitian form; if the components of the transform are written as , then for , is contained in , and for , is contained in . (See also Section 2.1.2 in the C06 Chapter Introduction.)
4: – IntegerInput
On entry: , the number of values in one period of the vectors x and y.
5: – Real (Kind=nag_wp) arrayWorkspace
6: – IntegerInput/Output
On entry: ifail must be set to , or to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of means that an error message is printed while a value of means that it is not.
If halting is not appropriate, the value or is recommended. If message printing is undesirable, then the value is recommended. Otherwise, the value is recommended. When the value or 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).
6Error 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, .
On entry, .
Constraint: or .
An unexpected error has been triggered by this routine. Please
See Section 7 in the Introduction to the NAG Library FL 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 FL Interface for further information.
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.
The results should be accurate to within a small multiple of the machine precision.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
c06fkf is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
c06fkf 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.
The time taken is approximately proportional to , but also depends on the factorization of . c06fkf is faster if the only prime factors of are , or ; and fastest of all if is a power of .
This example reads in the elements of one period of two real vectors and , and prints their discrete convolution and correlation (as computed by c06fkf). In realistic computations the number of data values would be much larger.