# This file is a part of Julia. License is MIT: http://julialang.org/license module DFT # DFT plan where the inputs are an array of eltype T abstract Plan{T} import Base: show, summary, size, ndims, length, eltype, *, A_mul_B!, inv, \, A_ldiv_B! eltype{T}(::Type{Plan{T}}) = T # size(p) should return the size of the input array for p size(p::Plan, d) = size(p)[d] ndims(p::Plan) = length(size(p)) length(p::Plan) = prod(size(p))::Int ############################################################################## export fft, ifft, bfft, fft!, ifft!, bfft!, plan_fft, plan_ifft, plan_bfft, plan_fft!, plan_ifft!, plan_bfft!, rfft, irfft, brfft, plan_rfft, plan_irfft, plan_brfft complexfloat{T<:AbstractFloat}(x::AbstractArray{Complex{T}}) = x # return an Array, rather than similar(x), to avoid an extra copy for FFTW # (which only works on StridedArray types). complexfloat{T<:Complex}(x::AbstractArray{T}) = copy!(Array(typeof(float(one(T))), size(x)), x) complexfloat{T<:AbstractFloat}(x::AbstractArray{T}) = copy!(Array(typeof(complex(one(T))), size(x)), x) complexfloat{T<:Real}(x::AbstractArray{T}) = copy!(Array(typeof(complex(float(one(T)))), size(x)), x) # implementations only need to provide plan_X(x, region) # for X in (:fft, :bfft, ...): for f in (:fft, :bfft, :ifft, :fft!, :bfft!, :ifft!, :rfft) pf = symbol(string("plan_", f)) @eval begin $f(x::AbstractArray) = $pf(x) * x $f(x::AbstractArray, region) = $pf(x, region) * x $pf(x::AbstractArray; kws...) = $pf(x, 1:ndims(x); kws...) end end doc""" ```rst .. plan_ifft(A [, dims]; flags=FFTW.ESTIMATE; timelimit=Inf) Same as :func:`plan_fft`, but produces a plan that performs inverse transforms :func:`ifft`. ``` """ plan_ifft doc""" ```rst .. plan_ifft!(A [, dims]; flags=FFTW.ESTIMATE; timelimit=Inf) Same as :func:`plan_ifft`, but operates in-place on ``A``. ``` """ plan_ifft! doc""" ```rst .. plan_bfft!(A [, dims]; flags=FFTW.ESTIMATE; timelimit=Inf) Same as :func:`plan_bfft`, but operates in-place on ``A``. ``` """ plan_bfft! doc""" ```rst .. plan_bfft(A [, dims]; flags=FFTW.ESTIMATE; timelimit=Inf) Same as :func:`plan_fft`, but produces a plan that performs an unnormalized backwards transform :func:`bfft`. ``` """ plan_bfft doc""" ```rst .. plan_fft(A [, dims]; flags=FFTW.ESTIMATE; timelimit=Inf) Pre-plan an optimized FFT along given dimensions (``dims``) of arrays matching the shape and type of ``A``. (The first two arguments have the same meaning as for :func:`fft`.) Returns an object ``P`` which represents the linear operator computed by the FFT, and which contains all of the information needed to compute ``fft(A, dims)`` quickly. To apply ``P`` to an array ``A``, use ``P * A``; in general, the syntax for applying plans is much like that of matrices. (A plan can only be applied to arrays of the same size as the ``A`` for which the plan was created.) You can also apply a plan with a preallocated output array ``Â`` by calling ``A_mul_B!(Â, plan, A)``. You can compute the inverse-transform plan by ``inv(P)`` and apply the inverse plan with ``P \ Â`` (the inverse plan is cached and reused for subsequent calls to ``inv`` or ``\``), and apply the inverse plan to a pre-allocated output array ``A`` with ``A_ldiv_B!(A, P, Â)``. The ``flags`` argument is a bitwise-or of FFTW planner flags, defaulting to ``FFTW.ESTIMATE``. e.g. passing ``FFTW.MEASURE`` or ``FFTW.PATIENT`` will instead spend several seconds (or more) benchmarking different possible FFT algorithms and picking the fastest one; see the FFTW manual for more information on planner flags. The optional ``timelimit`` argument specifies a rough upper bound on the allowed planning time, in seconds. Passing ``FFTW.MEASURE`` or ``FFTW.PATIENT`` may cause the input array ``A`` to be overwritten with zeros during plan creation. :func:`plan_fft!` is the same as :func:`plan_fft` but creates a plan that operates in-place on its argument (which must be an array of complex floating-point numbers). :func:`plan_ifft` and so on are similar but produce plans that perform the equivalent of the inverse transforms :func:`ifft` and so on. ``` """ plan_fft doc""" ```rst .. plan_fft!(A [, dims]; flags=FFTW.ESTIMATE; timelimit=Inf) Same as :func:`plan_fft`, but operates in-place on ``A``. ``` """ plan_fft! doc""" ```rst .. rfft(A [, dims]) Multidimensional FFT of a real array ``A``, exploiting the fact that the transform has conjugate symmetry in order to save roughly half the computational time and storage costs compared with :func:`fft`. If ``A`` has size ``(n_1, ..., n_d)``, the result has size ``(div(n_1,2)+1, ..., n_d)``. The optional ``dims`` argument specifies an iterable subset of one or more dimensions of ``A`` to transform, similar to :func:`fft`. Instead of (roughly) halving the first dimension of ``A`` in the result, the ``dims[1]`` dimension is (roughly) halved in the same way. ``` """ rfft doc""" ```rst .. ifft!(A [, dims]) Same as :func:`ifft`, but operates in-place on ``A``. ``` """ ifft! doc""" ifft(A [, dims]) Multidimensional inverse FFT. A one-dimensional inverse FFT computes $$\operatorname{IDFT}(A)[k] = \frac{1}{\operatorname{length}(A)} \sum_{n=1}^{\operatorname{length}(A)} \exp\left(+i\frac{2\pi (n-1)(k-1)} {\operatorname{length}(A)} \right) A[n].$$ A multidimensional inverse FFT simply performs this operation along each transformed dimension of `A`. """ ifft doc""" ```rst .. fft!(A [, dims]) Same as :func:`fft`, but operates in-place on ``A``, which must be an array of complex floating-point numbers. ``` """ fft! doc""" ```rst .. bfft(A [, dims]) Similar to :func:`ifft`, but computes an unnormalized inverse (backward) transform, which must be divided by the product of the sizes of the transformed dimensions in order to obtain the inverse. (This is slightly more efficient than :func:`ifft` because it omits a scaling step, which in some applications can be combined with other computational steps elsewhere.) .. math:: \operatorname{BDFT}(A)[k] = \operatorname{length}(A) \operatorname{IDFT}(A)[k] ``` """ bfft doc""" ```rst .. bfft!(A [, dims]) Same as :func:`bfft`, but operates in-place on ``A``. ``` """ bfft! # promote to a complex floating-point type (out-of-place only), # so implementations only need Complex{Float} methods for f in (:fft, :bfft, :ifft) pf = symbol(string("plan_", f)) @eval begin $f{T<:Real}(x::AbstractArray{T}, region=1:ndims(x)) = $f(complexfloat(x), region) $pf{T<:Real}(x::AbstractArray{T}, region; kws...) = $pf(complexfloat(x), region; kws...) $f{T<:Union{Integer,Rational}}(x::AbstractArray{Complex{T}}, region=1:ndims(x)) = $f(complexfloat(x), region) $pf{T<:Union{Integer,Rational}}(x::AbstractArray{Complex{T}}, region; kws...) = $pf(complexfloat(x), region; kws...) end end rfft{T<:Union{Integer,Rational}}(x::AbstractArray{T}, region=1:ndims(x)) = rfft(float(x), region) plan_rfft{T<:Union{Integer,Rational}}(x::AbstractArray{T}, region; kws...) = plan_rfft(float(x), region; kws...) # only require implementation to provide *(::Plan{T}, ::Array{T}) *{T}(p::Plan{T}, x::AbstractArray) = p * copy!(Array(T, size(x)), x) # Implementations should also implement A_mul_B!(Y, plan, X) so as to support # pre-allocated output arrays. We don't define * in terms of A_mul_B! # generically here, however, because of subtleties for in-place and rfft plans. ############################################################################## # To support inv, \, and A_ldiv_B!(y, p, x), we require Plan subtypes # to have a pinv::Plan field, which caches the inverse plan, and which # should be initially undefined. They should also implement # plan_inv(p) to construct the inverse of a plan p. # hack from @simonster (in #6193) to compute the return type of plan_inv # without actually calling it or even constructing the empty arrays. _pinv_type(p::Plan) = typeof([plan_inv(x) for x in typeof(p)[]]) pinv_type(p::Plan) = eltype(_pinv_type(p)) inv(p::Plan) = isdefined(p, :pinv) ? p.pinv::pinv_type(p) : (p.pinv = plan_inv(p)) \(p::Plan, x::AbstractArray) = inv(p) * x A_ldiv_B!(y::AbstractArray, p::Plan, x::AbstractArray) = A_mul_B!(y, inv(p), x) ############################################################################## # implementations only need to provide the unnormalized backwards FFT, # similar to FFTW, and we do the scaling generically to get the ifft: type ScaledPlan{T,P,N} <: Plan{T} p::P scale::N # not T, to avoid unnecessary promotion to Complex pinv::Plan ScaledPlan(p, scale) = new(p, scale) end call{T,P,N}(::Type{ScaledPlan{T}}, p::P, scale::N) = ScaledPlan{T,P,N}(p, scale) ScaledPlan{T}(p::Plan{T}, scale::Number) = ScaledPlan{T}(p, scale) ScaledPlan(p::ScaledPlan, α::Number) = ScaledPlan(p.p, p.scale * α) size(p::ScaledPlan) = size(p.p) show(io::IO, p::ScaledPlan) = print(io, p.scale, " * ", p.p) summary(p::ScaledPlan) = string(p.scale, " * ", summary(p.p)) *(p::ScaledPlan, x::AbstractArray) = scale!(p.p * x, p.scale) *(α::Number, p::Plan) = ScaledPlan(p, α) *(p::Plan, α::Number) = ScaledPlan(p, α) *(I::UniformScaling, p::ScaledPlan) = ScaledPlan(p, I.λ) *(p::ScaledPlan, I::UniformScaling) = ScaledPlan(p, I.λ) *(I::UniformScaling, p::Plan) = ScaledPlan(p, I.λ) *(p::Plan, I::UniformScaling) = ScaledPlan(p, I.λ) # Normalization for ifft, given unscaled bfft, is 1/prod(dimensions) normalization(T, sz, region) = (one(T) / prod([sz...][[region...]]))::T normalization(X, region) = normalization(real(eltype(X)), size(X), region) plan_ifft(x::AbstractArray, region; kws...) = ScaledPlan(plan_bfft(x, region; kws...), normalization(x, region)) plan_ifft!(x::AbstractArray, region; kws...) = ScaledPlan(plan_bfft!(x, region; kws...), normalization(x, region)) plan_inv(p::ScaledPlan) = ScaledPlan(plan_inv(p.p), inv(p.scale)) A_mul_B!(y::AbstractArray, p::ScaledPlan, x::AbstractArray) = scale!(p.scale, A_mul_B!(y, p.p, x)) ############################################################################## # Real-input DFTs are annoying because the output has a different size # than the input if we want to gain the full factor-of-two(ish) savings # For backward real-data transforms, we must specify the original length # of the first dimension, since there is no reliable way to detect this # from the data (we can't detect whether the dimension was originally even # or odd). for f in (:brfft, :irfft) pf = symbol(string("plan_", f)) @eval begin $f(x::AbstractArray, d::Integer) = $pf(x, d) * x $f(x::AbstractArray, d::Integer, region) = $pf(x, d, region) * x $pf(x::AbstractArray, d::Integer;kws...) = $pf(x, d, 1:ndims(x);kws...) end end for f in (:brfft, :irfft) @eval begin $f{T<:Real}(x::AbstractArray{T}, d::Integer, region=1:ndims(x)) = $f(complexfloat(x), d, region) $f{T<:Union{Integer,Rational}}(x::AbstractArray{Complex{T}}, d::Integer, region=1:ndims(x)) = $f(complexfloat(x), d, region) end end doc""" ```rst .. irfft(A, d [, dims]) Inverse of :func:`rfft`: for a complex array ``A``, gives the corresponding real array whose FFT yields ``A`` in the first half. As for :func:`rfft`, ``dims`` is an optional subset of dimensions to transform, defaulting to ``1:ndims(A)``. ``d`` is the length of the transformed real array along the ``dims[1]`` dimension, which must satisfy ``div(d,2)+1 == size(A,dims[1])``. (This parameter cannot be inferred from ``size(A)`` since both ``2*size(A,dims[1])-2`` as well as ``2*size(A,dims[1])-1`` are valid sizes for the transformed real array.) ``` """ irfft doc""" ```rst .. brfft(A, d [, dims]) Similar to :func:`irfft` but computes an unnormalized inverse transform (similar to :func:`bfft`), which must be divided by the product of the sizes of the transformed dimensions (of the real output array) in order to obtain the inverse transform. ``` """ brfft function rfft_output_size(x::AbstractArray, region) d1 = first(region) osize = [size(x)...] osize[d1] = osize[d1]>>1 + 1 return osize end function brfft_output_size(x::AbstractArray, d::Integer, region) d1 = first(region) osize = [size(x)...] @assert osize[d1] == d>>1 + 1 osize[d1] = d return osize end plan_irfft{T}(x::AbstractArray{Complex{T}}, d::Integer, region; kws...) = ScaledPlan(plan_brfft(x, d, region; kws...), normalization(T, brfft_output_size(x, d, region), region)) doc""" ```rst .. plan_irfft(A, d [, dims]; flags=FFTW.ESTIMATE; timelimit=Inf) Pre-plan an optimized inverse real-input FFT, similar to :func:`plan_rfft` except for :func:`irfft` and :func:`brfft`, respectively. The first three arguments have the same meaning as for :func:`irfft`. ``` """ plan_irfft ############################################################################## export fftshift, ifftshift fftshift(x) = circshift(x, div([size(x)...],2)) doc""" fftshift(x) Swap the first and second halves of each dimension of `x`. """ fftshift(x) function fftshift(x,dim) s = zeros(Int,ndims(x)) s[dim] = div(size(x,dim),2) circshift(x, s) end doc""" fftshift(x,dim) Swap the first and second halves of the given dimension of array `x`. """ fftshift(x,dim) ifftshift(x) = circshift(x, div([size(x)...],-2)) doc""" ifftshift(x, [dim]) Undoes the effect of `fftshift`. """ ifftshift function ifftshift(x,dim) s = zeros(Int,ndims(x)) s[dim] = -div(size(x,dim),2) circshift(x, s) end ############################################################################## # FFTW module (may move to an external package at some point): if Base.USE_GPL_LIBS include("fft/FFTW.jl") importall .FFTW export FFTW, dct, idct, dct!, idct!, plan_dct, plan_idct, plan_dct!, plan_idct! end ############################################################################## end