NAG FL Interface
c06fff (fft_​complex_​multid_​1d_​sep)

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1 Purpose

c06fff computes the discrete Fourier transform of one variable in a multivariate sequence of complex data values.

2 Specification

Fortran Interface
Subroutine c06fff ( ndim, l, nd, n, x, y, work, lwork, ifail)
Integer, Intent (In) :: ndim, l, nd(ndim), n, lwork
Integer, Intent (Inout) :: ifail
Real (Kind=nag_wp), Intent (Inout) :: x(n), y(n)
Real (Kind=nag_wp), Intent (Out) :: work(lwork)
C Header Interface
#include <nag.h>
void  c06fff_ (const Integer *ndim, const Integer *l, const Integer nd[], const Integer *n, double x[], double y[], double work[], const Integer *lwork, Integer *ifail)
The routine may be called by the names c06fff or nagf_sum_fft_complex_multid_1d_sep.

3 Description

c06fff computes the discrete Fourier transform of one variable (the lth say) in a multivariate sequence of complex data values z j1 j2 jm , for j1=0,1,,n1-1 and 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 routine 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 .
(Note the scale factor of 1nl in this definition.)
To compute the inverse discrete Fourier transforms, defined with exp(+ 2 π i jl kl nl ) in the above formula instead of exp(- 2 π i jl kl nl ) , this routine should be preceded and followed by the complex conjugation of the data values and the transform (by negating the imaginary parts stored in y).
The data values must be supplied in a pair of one-dimensional arrays (real and imaginary parts separately), in accordance with the Fortran convention for storing multidimensional data (i.e., with the first subscript j1 varying most rapidly).
This routine calls c06fcf to perform one-dimensional discrete Fourier transforms by the fast Fourier transform (FFT) algorithm in Brigham (1974).

4 References

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

5 Arguments

1: ndim Integer Input
On entry: m, the number of dimensions (or variables) in the multivariate data.
Constraint: ndim1.
2: 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.
3: nd(ndim) Integer array Input
On entry: nd(i) must contain ni (the dimension of the ith variable), for i=1,2,,m.
Constraint: nd(i)1, for i=1,2,,ndim.
4: n Integer Input
On entry: n, the total number of data values.
Constraint: n = nd(1) × nd(2) ×× nd(ndim).
5: x(n) Real (Kind=nag_wp) array Input/Output
On entry: x( 1 + j1 + n1 j2 + n1 n2 j3 + ) must contain the real part of the complex data value z j1 j2 jm , for 0 j1 n1 −1 , 0 j2 n2-1 , ; i.e., the values are stored in consecutive elements of the array according to the Fortran convention for storing multidimensional arrays.
On exit: the real parts of the corresponding elements of the computed transform.
6: y(n) Real (Kind=nag_wp) array Input/Output
On entry: the imaginary parts of the complex data values, stored in the same way as the real parts in the array x.
On exit: the imaginary parts of the corresponding elements of the computed transform.
7: work(lwork) Real (Kind=nag_wp) array Workspace
8: lwork Integer Input
On entry: the dimension of the array work as declared in the (sub)program from which c06fff is called.
Constraint: lwork 3 × nd(l) .
9: ifail Integer Input/Output
On entry: ifail must be set to 0, −1 or 1 to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of 0 causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of −1 means that an error message is printed while a value of 1 means that it is not.
If halting is not appropriate, the value −1 or 1 is recommended. If message printing is undesirable, then the value 1 is recommended. Otherwise, the value 0 is recommended. 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, ndim=value.
Constraint: ndim1.
On entry, n=value.
Constraint: n=nd(1)×nd(2)××nd(ndim).
On entry, l=value and ndim=value.
Constraint: 1lndim.
On entry, l=value.
Constraint: nd(l)1.
On entry, lwork=value and nd(value)=value.
Constraint: lwork3×nd(l).
An unexpected error has been triggered by this routine. Please contact NAG.
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.

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

Background information to multithreading can be found in the Multithreading documentation.
c06fff is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
c06fff 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 is approximately proportional to n×lognl , but also depends on the factorization of nl . c06fff 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 (c06fffe.f90)

10.2 Program Data

Program Data (c06fffe.d)

10.3 Program Results

Program Results (c06fffe.r)