// // Math.NET Numerics, part of the Math.NET Project // http://mathnet.opensourcedotnet.info // // Copyright (c) 2009 Math.NET // // Permission is hereby granted, free of charge, to any person // obtaining a copy of this software and associated documentation // files (the "Software"), to deal in the Software without // restriction, including without limitation the rights to use, // copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following // conditions: // // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT // HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, // WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR // OTHER DEALINGS IN THE SOFTWARE. // namespace MathNet.Numerics.IntegralTransforms.Algorithms { using System; using NumberTheory; using Threading; /// /// Complex Fast (FFT) Implementation of the Discrete Fourier Transform (DFT). /// public partial class DiscreteFourierTransform { /// /// Generate the bluestein sequence for the provided problem size. /// /// Number of samples. /// Bluestein sequence exp(I*Pi*k^2/N) private static Complex[] BluesteinSequence(int n) { double s = Constants.Pi / n; var sequence = new Complex[n]; for (int k = 0; k < sequence.Length; k++) { double t = s * (k * k); sequence[k] = Complex.WithRealImaginary(Math.Cos(t), Math.Sin(t)); } return sequence; } /// /// Convolution with the bluestein sequence. /// /// Sample Vector. private static void BluesteinConvolution(Complex[] samples) { int n = samples.Length; Complex[] sequence = BluesteinSequence(n); // Padding to power of two >= 2N–1 so we can apply Radix-2 FFT. int m = ((n << 1) - 1).CeilingToPowerOfTwo(); Complex[] b = new Complex[m]; Complex[] a = new Complex[m]; Parallel.Invoke( () => { // Build and transform padded sequence b_k = exp(I*Pi*k^2/N) for (int i = 0; i < n; i++) { b[i] = sequence[i]; } for (int i = m - n + 1; i < b.Length; i++) { b[i] = sequence[m - i]; } Radix2(b, -1); }, () => { // Build and transform padded sequence a_k = x_k * exp(-I*Pi*k^2/N) for (int i = 0; i < samples.Length; i++) { a[i] = sequence[i].Conjugate * samples[i]; } Radix2(a, -1); }); for (int i = 0; i < a.Length; i++) { a[i] *= b[i]; } Radix2(a, 1); var nbinv = 1.0 / m; for (int i = 0; i < samples.Length; i++) { samples[i] = nbinv * sequence[i].Conjugate * a[i]; } } /// /// Swap the real and imaginary parts of each sample. /// /// Sample Vector. private static void SwapRealImaginary(Complex[] samples) { for (int i = 0; i < samples.Length; i++) { samples[i] = Complex.WithRealImaginary(samples[i].Imaginary, samples[i].Real); } } /// /// Bluestein generic DFT, useful e.g. to verify faster algorithms. /// /// Time-space sample vector. /// Fourier series exponent sign. internal static void Bluestein(Complex[] samples, int exponentSign) { int n = samples.Length; if (n.IsPowerOfTwo()) { Radix2(samples, exponentSign); return; } if (exponentSign == 1) { SwapRealImaginary(samples); } BluesteinConvolution(samples); if (exponentSign == 1) { SwapRealImaginary(samples); } } /// /// Bluestein forward FFT for arbitrary sample vectors. /// /// Sample vector, where the FFT is evaluated in place. /// Fourier Transform Convention Options. public void BluesteinForward(Complex[] samples, FourierOptions options) { Bluestein(samples, SignByOptions(options)); ForwardScaleByOptions(options, samples); } /// /// Bluestein inverse FFT for arbitrary sample vectors. /// /// Sample vector, where the FFT is evaluated in place. /// Fourier Transform Convention Options. public void BluesteinInverse(Complex[] samples, FourierOptions options) { Bluestein(samples, -SignByOptions(options)); InverseScaleByOptions(options, samples); } } }