FFT-MKL: support for 2D FFT

src/NativeProviders/MKL/fft.cpp

@@ -22,6 +22,20 @@ inline MKL_LONG fft_create_1d(DFTI_DESCRIPTOR_HANDLE* handle, const MKL_LONG n,
 	return status;
 }
 
+template<typename Precision>
+inline MKL_LONG fft_create_2d(DFTI_DESCRIPTOR_HANDLE* handle, const MKL_LONG m, const MKL_LONG n, const Precision forward_scale, const Precision backward_scale, const DFTI_CONFIG_VALUE precision, const DFTI_CONFIG_VALUE domain)
+{
+	MKL_LONG sizes[2];
+	sizes[0] = m;
+	sizes[1] = n;
+	MKL_LONG status = DftiCreateDescriptor(handle, precision, domain, 2, sizes);
+	DFTI_DESCRIPTOR_HANDLE descriptor = *handle;
+	if (0 == status) status = DftiSetValue(descriptor, DFTI_FORWARD_SCALE, forward_scale);
+	if (0 == status) status = DftiSetValue(descriptor, DFTI_BACKWARD_SCALE, backward_scale);
+	if (0 == status) status = DftiCommitDescriptor(descriptor);
+	return status;
+}
+
 template<typename Data, typename FFT>
 inline MKL_LONG fft_compute(const DFTI_DESCRIPTOR_HANDLE handle, Data x[], FFT fft)
 {
@@ -45,6 +59,16 @@ extern "C" {
 		return fft_create_1d(handle, n, forward_scale, backward_scale, DFTI_SINGLE, DFTI_COMPLEX);
 	}
 
+	DLLEXPORT MKL_LONG z_fft_create_2d(DFTI_DESCRIPTOR_HANDLE* handle, const MKL_LONG m, const MKL_LONG n, const double forward_scale, const double backward_scale)
+	{
+		return fft_create_2d(handle, m, n, forward_scale, backward_scale, DFTI_DOUBLE, DFTI_COMPLEX);
+	}
+
+	DLLEXPORT MKL_LONG c_fft_create_2d(DFTI_DESCRIPTOR_HANDLE* handle, const MKL_LONG m, const MKL_LONG n, const float forward_scale, const float backward_scale)
+	{
+		return fft_create_2d(handle, m, n, forward_scale, backward_scale, DFTI_SINGLE, DFTI_COMPLEX);
+	}
+
 	DLLEXPORT MKL_LONG z_fft_forward(const DFTI_DESCRIPTOR_HANDLE handle, MKL_Complex16 x[])
 	{
 		return fft_compute(handle, x, DftiComputeForward);

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

@@ -392,6 +392,12 @@ namespace MathNet.Numerics.Providers.Common.Mkl
         [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
         internal static extern int c_fft_create([Out] out IntPtr handle, int n, float forward_scale, float backward_scale);
 
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        internal static extern int z_fft_create_2d([Out] out IntPtr handle, int m, int n, double forward_scale, double backward_scale);
+
+        [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        internal static extern int c_fft_create_2d([Out] out IntPtr handle, int m, int n, float forward_scale, float backward_scale);
+
         [DllImport(_DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
         internal static extern int z_fft_forward([In] IntPtr handle, [In, Out] Complex[] x);