FFT: MKL backward transformation

src/NativeProviders/MKL/fft.cpp

@@ -7,27 +7,48 @@
 #include "mkl_service.h"
 #include "mkl_dfti.h"
 
+template<typename Data, typename FFT>
+inline MKL_LONG fft_inplace(MKL_LONG n, Data x[], DFTI_CONFIG_VALUE precision, DFTI_CONFIG_VALUE domain, FFT fft)
+{
+	MKL_LONG status = 0;
+	DFTI_DESCRIPTOR_HANDLE descriptor = 0;
+	status = DftiCreateDescriptor(&descriptor, precision, domain, 1, n);
+	if (0 != status) goto failed;
+
+	status = DftiCommitDescriptor(descriptor);
+	if (0 != status) goto failed;
+
+	status = fft(descriptor, x);
+	if (0 != status) goto failed;
+
+cleanup:
+	DftiFreeDescriptor(&descriptor);
+	return status;
+
+failed:
+	status = 1;
+	goto cleanup;
+}
+
 extern "C" {
 
 	DLLEXPORT MKL_LONG z_fft_forward_inplace(MKL_LONG n, MKL_Complex16 x[])
 	{
-		MKL_LONG status = 0;
-		DFTI_DESCRIPTOR_HANDLE hand = 0;
-		status = DftiCreateDescriptor(&hand, DFTI_DOUBLE, DFTI_COMPLEX, 1, n);
-		if (0 != status) goto failed;
-
-		status = DftiCommitDescriptor(hand);
-		if (0 != status) goto failed;
+		return fft_inplace(n, x, DFTI_DOUBLE, DFTI_COMPLEX, DftiComputeForward);
+	}
 
-		status = DftiComputeForward(hand, x);
-		if (0 != status) goto failed;
+	DLLEXPORT MKL_LONG c_fft_forward_inplace(MKL_LONG n, MKL_Complex8 x[])
+	{
+		return fft_inplace(n, x, DFTI_SINGLE, DFTI_COMPLEX, DftiComputeForward);
+	}
 
-	cleanup:
-		DftiFreeDescriptor(&hand);
-		return status;
+	DLLEXPORT MKL_LONG z_fft_backward_inplace(MKL_LONG n, MKL_Complex16 x[])
+	{
+		return fft_inplace(n, x, DFTI_DOUBLE, DFTI_COMPLEX, DftiComputeBackward);
+	}
 
-	failed:
-		status = 1;
-		goto cleanup;
+	DLLEXPORT MKL_LONG c_fft_backward_inplace(MKL_LONG n, MKL_Complex8 x[])
+	{
+		return fft_inplace(n, x, DFTI_SINGLE, DFTI_COMPLEX, DftiComputeBackward);
 	}
 }

src/Numerics/Providers/FourierTransform/Mkl/MklFourierTransformProvider.cs

@@ -30,15 +30,36 @@ using System.Numerics;
 
 namespace MathNet.Numerics.Providers.FourierTransform.Mkl
 {
-    public class MklFourierTransformProvider : ManagedFourierTransformProvider
+    public class MklFourierTransformProvider : IFourierTransformProvider
     {
-        public override void InitializeVerify()
+        public void InitializeVerify()
         {
         }
 
-        public override void ForwardInplace(Complex[] complex)
+        public void ForwardInplace(Complex[] complex)
         {
             SafeNativeMethods.z_fft_forward_inplace(complex.Length, complex);
         }
+
+        public void BackwardInplace(Complex[] complex)
+        {
+            SafeNativeMethods.z_fft_backward_inplace(complex.Length, complex);
+        }
+
+        public Complex[] Forward(Complex[] complexTimeSpace)
+        {
+            Complex[] work = new Complex[complexTimeSpace.Length];
+            complexTimeSpace.Copy(work);
+            ForwardInplace(work);
+            return work;
+        }
+
+        public Complex[] Backward(Complex[] complexFrequenceSpace)
+        {
+            Complex[] work = new Complex[complexFrequenceSpace.Length];
+            complexFrequenceSpace.Copy(work);
+            BackwardInplace(work);
+            return work;
+        }
     }
 }

src/Numerics/Providers/FourierTransform/Mkl/SafeNativeMethods.cs

@@ -84,6 +84,15 @@ namespace MathNet.Numerics.Providers.FourierTransform.Mkl
         [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
         internal static extern long z_fft_forward_inplace(long n, [In, Out] Complex[] x);
 
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        internal static extern long c_fft_forward_inplace(long n, [In, Out] Complex32[] x);
+
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        internal static extern long z_fft_backward_inplace(long n, [In, Out] Complex[] x);
+
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        internal static extern long c_fft_backward_inplace(long n, [In, Out] Complex32[] x);
+
         #endregion FFT
 
         // ReSharper restore InconsistentNaming