|  | // This file is part of Eigen, a lightweight C++ template library | 
|  | // for linear algebra. | 
|  | // | 
|  | // Copyright (C) 2009 Mark Borgerding mark a borgerding net | 
|  | // | 
|  | // Eigen is free software; you can redistribute it and/or | 
|  | // modify it under the terms of the GNU Lesser General Public | 
|  | // License as published by the Free Software Foundation; either | 
|  | // version 3 of the License, or (at your option) any later version. | 
|  | // | 
|  | // Alternatively, you can redistribute it and/or | 
|  | // modify it under the terms of the GNU General Public License as | 
|  | // published by the Free Software Foundation; either version 2 of | 
|  | // the License, or (at your option) any later version. | 
|  | // | 
|  | // Eigen is distributed in the hope that it will be useful, but WITHOUT ANY | 
|  | // WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS | 
|  | // FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the | 
|  | // GNU General Public License for more details. | 
|  | // | 
|  | // You should have received a copy of the GNU Lesser General Public | 
|  | // License and a copy of the GNU General Public License along with | 
|  | // Eigen. If not, see <http://www.gnu.org/licenses/>. | 
|  |  | 
|  | #ifndef EIGEN_FFT_H | 
|  | #define EIGEN_FFT_H | 
|  |  | 
|  | #include <complex> | 
|  | #include <vector> | 
|  | #include <map> | 
|  | #include <Eigen/Core> | 
|  |  | 
|  |  | 
|  | /** \ingroup Unsupported_modules | 
|  | * \defgroup FFT_Module Fast Fourier Transform module | 
|  | * | 
|  | * \code | 
|  | * #include <unsupported/Eigen/FFT> | 
|  | * \endcode | 
|  | * | 
|  | * This module provides Fast Fourier transformation, with a configurable backend | 
|  | * implementation. | 
|  | * | 
|  | * The default implementation is based on kissfft. It is a small, free, and | 
|  | * reasonably efficient default. | 
|  | * | 
|  | * There are currently two implementation backend: | 
|  | * | 
|  | * - fftw (http://www.fftw.org) : faster, GPL -- incompatible with Eigen in LGPL form, bigger code size. | 
|  | * - MKL (http://en.wikipedia.org/wiki/Math_Kernel_Library) : fastest, commercial -- may be incompatible with Eigen in GPL form. | 
|  | * | 
|  | * \section FFTDesign Design | 
|  | * | 
|  | * The following design decisions were made concerning scaling and | 
|  | * half-spectrum for real FFT. | 
|  | * | 
|  | * The intent is to facilitate generic programming and ease migrating code | 
|  | * from  Matlab/octave. | 
|  | * We think the default behavior of Eigen/FFT should favor correctness and | 
|  | * generality over speed. Of course, the caller should be able to "opt-out" from this | 
|  | * behavior and get the speed increase if they want it. | 
|  | * | 
|  | * 1) %Scaling: | 
|  | * Other libraries (FFTW,IMKL,KISSFFT)  do not perform scaling, so there | 
|  | * is a constant gain incurred after the forward&inverse transforms , so | 
|  | * IFFT(FFT(x)) = Kx;  this is done to avoid a vector-by-value multiply. | 
|  | * The downside is that algorithms that worked correctly in Matlab/octave | 
|  | * don't behave the same way once implemented in C++. | 
|  | * | 
|  | * How Eigen/FFT differs: invertible scaling is performed so IFFT( FFT(x) ) = x. | 
|  | * | 
|  | * 2) Real FFT half-spectrum | 
|  | * Other libraries use only half the frequency spectrum (plus one extra | 
|  | * sample for the Nyquist bin) for a real FFT, the other half is the | 
|  | * conjugate-symmetric of the first half.  This saves them a copy and some | 
|  | * memory.  The downside is the caller needs to have special logic for the | 
|  | * number of bins in complex vs real. | 
|  | * | 
|  | * How Eigen/FFT differs: The full spectrum is returned from the forward | 
|  | * transform.  This facilitates generic template programming by obviating | 
|  | * separate specializations for real vs complex.  On the inverse | 
|  | * transform, only half the spectrum is actually used if the output type is real. | 
|  | */ | 
|  |  | 
|  |  | 
|  | #ifdef EIGEN_FFTW_DEFAULT | 
|  | // FFTW: faster, GPL -- incompatible with Eigen in LGPL form, bigger code size | 
|  | #  include <fftw3.h> | 
|  | namespace Eigen { | 
|  | #    include "src/FFT/ei_fftw_impl.h" | 
|  | //template <typename T> typedef struct ei_fftw_impl  default_fft_impl; this does not work | 
|  | template <typename T> struct default_fft_impl : public ei_fftw_impl<T> {}; | 
|  | } | 
|  | #elif defined EIGEN_MKL_DEFAULT | 
|  | // TODO | 
|  | // intel Math Kernel Library: fastest, commercial -- may be incompatible with Eigen in GPL form | 
|  | namespace Eigen { | 
|  | #    include "src/FFT/ei_imklfft_impl.h" | 
|  | template <typename T> struct default_fft_impl : public ei_imklfft_impl {}; | 
|  | } | 
|  | #else | 
|  | // ei_kissfft_impl:  small, free, reasonably efficient default, derived from kissfft | 
|  | // | 
|  | namespace Eigen { | 
|  | #   include "src/FFT/ei_kissfft_impl.h" | 
|  | template <typename T> | 
|  | struct default_fft_impl : public ei_kissfft_impl<T> {}; | 
|  | } | 
|  | #endif | 
|  |  | 
|  | namespace Eigen { | 
|  |  | 
|  |  | 
|  | // | 
|  | template<typename T_SrcMat,typename T_FftIfc> struct fft_fwd_proxy; | 
|  | template<typename T_SrcMat,typename T_FftIfc> struct fft_inv_proxy; | 
|  |  | 
|  | template<typename T_SrcMat,typename T_FftIfc> | 
|  | struct ei_traits< fft_fwd_proxy<T_SrcMat,T_FftIfc> > | 
|  | { | 
|  | typedef typename T_SrcMat::PlainObject ReturnType; | 
|  | }; | 
|  | template<typename T_SrcMat,typename T_FftIfc> | 
|  | struct ei_traits< fft_inv_proxy<T_SrcMat,T_FftIfc> > | 
|  | { | 
|  | typedef typename T_SrcMat::PlainObject ReturnType; | 
|  | }; | 
|  |  | 
|  | template<typename T_SrcMat,typename T_FftIfc> | 
|  | struct fft_fwd_proxy | 
|  | : public ReturnByValue<fft_fwd_proxy<T_SrcMat,T_FftIfc> > | 
|  | { | 
|  | typedef DenseIndex Index; | 
|  |  | 
|  | fft_fwd_proxy(const T_SrcMat& src,T_FftIfc & fft, Index nfft) : m_src(src),m_ifc(fft), m_nfft(nfft) {} | 
|  |  | 
|  | template<typename T_DestMat> void evalTo(T_DestMat& dst) const; | 
|  |  | 
|  | Index rows() const { return m_src.rows(); } | 
|  | Index cols() const { return m_src.cols(); } | 
|  | protected: | 
|  | const T_SrcMat & m_src; | 
|  | T_FftIfc & m_ifc; | 
|  | Index m_nfft; | 
|  | private: | 
|  | fft_fwd_proxy& operator=(const fft_fwd_proxy&); | 
|  | }; | 
|  |  | 
|  | template<typename T_SrcMat,typename T_FftIfc> | 
|  | struct fft_inv_proxy | 
|  | : public ReturnByValue<fft_inv_proxy<T_SrcMat,T_FftIfc> > | 
|  | { | 
|  | typedef DenseIndex Index; | 
|  |  | 
|  | fft_inv_proxy(const T_SrcMat& src,T_FftIfc & fft, Index nfft) : m_src(src),m_ifc(fft), m_nfft(nfft) {} | 
|  |  | 
|  | template<typename T_DestMat> void evalTo(T_DestMat& dst) const; | 
|  |  | 
|  | Index rows() const { return m_src.rows(); } | 
|  | Index cols() const { return m_src.cols(); } | 
|  | protected: | 
|  | const T_SrcMat & m_src; | 
|  | T_FftIfc & m_ifc; | 
|  | Index m_nfft; | 
|  | private: | 
|  | fft_inv_proxy& operator=(const fft_inv_proxy&); | 
|  | }; | 
|  |  | 
|  |  | 
|  | template <typename T_Scalar, | 
|  | typename T_Impl=default_fft_impl<T_Scalar> > | 
|  | class FFT | 
|  | { | 
|  | public: | 
|  | typedef T_Impl impl_type; | 
|  | typedef DenseIndex Index; | 
|  | typedef typename impl_type::Scalar Scalar; | 
|  | typedef typename impl_type::Complex Complex; | 
|  |  | 
|  | enum Flag { | 
|  | Default=0, // goof proof | 
|  | Unscaled=1, | 
|  | HalfSpectrum=2, | 
|  | // SomeOtherSpeedOptimization=4 | 
|  | Speedy=32767 | 
|  | }; | 
|  |  | 
|  | FFT( const impl_type & impl=impl_type() , Flag flags=Default ) :m_impl(impl),m_flag(flags) { } | 
|  |  | 
|  | inline | 
|  | bool HasFlag(Flag f) const { return (m_flag & (int)f) == f;} | 
|  |  | 
|  | inline | 
|  | void SetFlag(Flag f) { m_flag |= (int)f;} | 
|  |  | 
|  | inline | 
|  | void ClearFlag(Flag f) { m_flag &= (~(int)f);} | 
|  |  | 
|  | inline | 
|  | void fwd( Complex * dst, const Scalar * src, Index nfft) | 
|  | { | 
|  | m_impl.fwd(dst,src,static_cast<int>(nfft)); | 
|  | if ( HasFlag(HalfSpectrum) == false) | 
|  | ReflectSpectrum(dst,nfft); | 
|  | } | 
|  |  | 
|  | inline | 
|  | void fwd( Complex * dst, const Complex * src, Index nfft) | 
|  | { | 
|  | m_impl.fwd(dst,src,static_cast<int>(nfft)); | 
|  | } | 
|  |  | 
|  | /* | 
|  | inline | 
|  | void fwd2(Complex * dst, const Complex * src, int n0,int n1) | 
|  | { | 
|  | m_impl.fwd2(dst,src,n0,n1); | 
|  | } | 
|  | */ | 
|  |  | 
|  | template <typename _Input> | 
|  | inline | 
|  | void fwd( std::vector<Complex> & dst, const std::vector<_Input> & src) | 
|  | { | 
|  | if ( NumTraits<_Input>::IsComplex == 0 && HasFlag(HalfSpectrum) ) | 
|  | dst.resize( (src.size()>>1)+1); // half the bins + Nyquist bin | 
|  | else | 
|  | dst.resize(src.size()); | 
|  | fwd(&dst[0],&src[0],src.size()); | 
|  | } | 
|  |  | 
|  | template<typename InputDerived, typename ComplexDerived> | 
|  | inline | 
|  | void fwd( MatrixBase<ComplexDerived> & dst, const MatrixBase<InputDerived> & src, Index nfft=-1) | 
|  | { | 
|  | typedef typename ComplexDerived::Scalar dst_type; | 
|  | typedef typename InputDerived::Scalar src_type; | 
|  | EIGEN_STATIC_ASSERT_VECTOR_ONLY(InputDerived) | 
|  | EIGEN_STATIC_ASSERT_VECTOR_ONLY(ComplexDerived) | 
|  | EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(ComplexDerived,InputDerived) // size at compile-time | 
|  | EIGEN_STATIC_ASSERT((ei_is_same_type<dst_type, Complex>::ret), | 
|  | YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY) | 
|  | EIGEN_STATIC_ASSERT(int(InputDerived::Flags)&int(ComplexDerived::Flags)&DirectAccessBit, | 
|  | THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES) | 
|  |  | 
|  | if (nfft<1) | 
|  | nfft = src.size(); | 
|  |  | 
|  | if ( NumTraits< src_type >::IsComplex == 0 && HasFlag(HalfSpectrum) ) | 
|  | dst.derived().resize( (nfft>>1)+1); | 
|  | else | 
|  | dst.derived().resize(nfft); | 
|  |  | 
|  | if ( src.innerStride() != 1 || src.size() < nfft ) { | 
|  | Matrix<src_type,1,Dynamic> tmp; | 
|  | if (src.size()<nfft) { | 
|  | tmp.setZero(nfft); | 
|  | tmp.block(0,0,src.size(),1 ) = src; | 
|  | }else{ | 
|  | tmp = src; | 
|  | } | 
|  | fwd( &dst[0],&tmp[0],nfft ); | 
|  | }else{ | 
|  | fwd( &dst[0],&src[0],nfft ); | 
|  | } | 
|  | } | 
|  |  | 
|  | template<typename InputDerived> | 
|  | inline | 
|  | fft_fwd_proxy< MatrixBase<InputDerived>, FFT<T_Scalar,T_Impl> > | 
|  | fwd( const MatrixBase<InputDerived> & src, Index nfft=-1) | 
|  | { | 
|  | return fft_fwd_proxy< MatrixBase<InputDerived> ,FFT<T_Scalar,T_Impl> >( src, *this,nfft ); | 
|  | } | 
|  |  | 
|  | template<typename InputDerived> | 
|  | inline | 
|  | fft_inv_proxy< MatrixBase<InputDerived>, FFT<T_Scalar,T_Impl> > | 
|  | inv( const MatrixBase<InputDerived> & src, Index nfft=-1) | 
|  | { | 
|  | return  fft_inv_proxy< MatrixBase<InputDerived> ,FFT<T_Scalar,T_Impl> >( src, *this,nfft ); | 
|  | } | 
|  |  | 
|  | inline | 
|  | void inv( Complex * dst, const Complex * src, Index nfft) | 
|  | { | 
|  | m_impl.inv( dst,src,static_cast<int>(nfft) ); | 
|  | if ( HasFlag( Unscaled ) == false) | 
|  | scale(dst,Scalar(1./nfft),nfft); // scale the time series | 
|  | } | 
|  |  | 
|  | inline | 
|  | void inv( Scalar * dst, const Complex * src, Index nfft) | 
|  | { | 
|  | m_impl.inv( dst,src,static_cast<int>(nfft) ); | 
|  | if ( HasFlag( Unscaled ) == false) | 
|  | scale(dst,Scalar(1./nfft),nfft); // scale the time series | 
|  | } | 
|  |  | 
|  | template<typename OutputDerived, typename ComplexDerived> | 
|  | inline | 
|  | void inv( MatrixBase<OutputDerived> & dst, const MatrixBase<ComplexDerived> & src, Index nfft=-1) | 
|  | { | 
|  | typedef typename ComplexDerived::Scalar src_type; | 
|  | typedef typename OutputDerived::Scalar dst_type; | 
|  | const bool realfft= (NumTraits<dst_type>::IsComplex == 0); | 
|  | EIGEN_STATIC_ASSERT_VECTOR_ONLY(OutputDerived) | 
|  | EIGEN_STATIC_ASSERT_VECTOR_ONLY(ComplexDerived) | 
|  | EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(ComplexDerived,OutputDerived) // size at compile-time | 
|  | EIGEN_STATIC_ASSERT((ei_is_same_type<src_type, Complex>::ret), | 
|  | YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY) | 
|  | EIGEN_STATIC_ASSERT(int(OutputDerived::Flags)&int(ComplexDerived::Flags)&DirectAccessBit, | 
|  | THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES) | 
|  |  | 
|  | if (nfft<1) { //automatic FFT size determination | 
|  | if ( realfft && HasFlag(HalfSpectrum) ) | 
|  | nfft = 2*(src.size()-1); //assume even fft size | 
|  | else | 
|  | nfft = src.size(); | 
|  | } | 
|  | dst.derived().resize( nfft ); | 
|  |  | 
|  | // check for nfft that does not fit the input data size | 
|  | Index resize_input= ( realfft && HasFlag(HalfSpectrum) ) | 
|  | ? ( (nfft/2+1) - src.size() ) | 
|  | : ( nfft - src.size() ); | 
|  |  | 
|  | if ( src.innerStride() != 1 || resize_input ) { | 
|  | // if the vector is strided, then we need to copy it to a packed temporary | 
|  | Matrix<src_type,1,Dynamic> tmp; | 
|  | if ( resize_input ) { | 
|  | size_t ncopy = std::min(src.size(),src.size() + resize_input); | 
|  | tmp.setZero(src.size() + resize_input); | 
|  | if ( realfft && HasFlag(HalfSpectrum) ) { | 
|  | // pad at the Nyquist bin | 
|  | tmp.head(ncopy) = src.head(ncopy); | 
|  | tmp(ncopy-1) = real(tmp(ncopy-1)); // enforce real-only Nyquist bin | 
|  | }else{ | 
|  | size_t nhead,ntail; | 
|  | nhead = 1+ncopy/2-1; // range  [0:pi) | 
|  | ntail = ncopy/2-1;   // range (-pi:0) | 
|  | tmp.head(nhead) = src.head(nhead); | 
|  | tmp.tail(ntail) = src.tail(ntail); | 
|  | if (resize_input<0) { //shrinking -- create the Nyquist bin as the average of the two bins that fold into it | 
|  | tmp(nhead) = ( src(nfft/2) + src( src.size() - nfft/2 ) )*src_type(.5); | 
|  | }else{ // expanding -- split the old Nyquist bin into two halves | 
|  | tmp(nhead) = src(nhead) * src_type(.5); | 
|  | tmp(tmp.size()-nhead) = tmp(nhead); | 
|  | } | 
|  | } | 
|  | }else{ | 
|  | tmp = src; | 
|  | } | 
|  | inv( &dst[0],&tmp[0], nfft); | 
|  | }else{ | 
|  | inv( &dst[0],&src[0], nfft); | 
|  | } | 
|  | } | 
|  |  | 
|  | template <typename _Output> | 
|  | inline | 
|  | void inv( std::vector<_Output> & dst, const std::vector<Complex> & src,Index nfft=-1) | 
|  | { | 
|  | if (nfft<1) | 
|  | nfft = ( NumTraits<_Output>::IsComplex == 0 && HasFlag(HalfSpectrum) ) ? 2*(src.size()-1) : src.size(); | 
|  | dst.resize( nfft ); | 
|  | inv( &dst[0],&src[0],nfft); | 
|  | } | 
|  |  | 
|  |  | 
|  | /* | 
|  | // TODO: multi-dimensional FFTs | 
|  | inline | 
|  | void inv2(Complex * dst, const Complex * src, int n0,int n1) | 
|  | { | 
|  | m_impl.inv2(dst,src,n0,n1); | 
|  | if ( HasFlag( Unscaled ) == false) | 
|  | scale(dst,1./(n0*n1),n0*n1); | 
|  | } | 
|  | */ | 
|  |  | 
|  | inline | 
|  | impl_type & impl() {return m_impl;} | 
|  | private: | 
|  |  | 
|  | template <typename T_Data> | 
|  | inline | 
|  | void scale(T_Data * x,Scalar s,Index nx) | 
|  | { | 
|  | #if 1 | 
|  | for (int k=0;k<nx;++k) | 
|  | *x++ *= s; | 
|  | #else | 
|  | if ( ((ptrdiff_t)x) & 15 ) | 
|  | Matrix<T_Data, Dynamic, 1>::Map(x,nx) *= s; | 
|  | else | 
|  | Matrix<T_Data, Dynamic, 1>::MapAligned(x,nx) *= s; | 
|  | //Matrix<T_Data, Dynamic, Dynamic>::Map(x,nx) * s; | 
|  | #endif | 
|  | } | 
|  |  | 
|  | inline | 
|  | void ReflectSpectrum(Complex * freq, Index nfft) | 
|  | { | 
|  | // create the implicit right-half spectrum (conjugate-mirror of the left-half) | 
|  | Index nhbins=(nfft>>1)+1; | 
|  | for (Index k=nhbins;k < nfft; ++k ) | 
|  | freq[k] = conj(freq[nfft-k]); | 
|  | } | 
|  |  | 
|  | impl_type m_impl; | 
|  | int m_flag; | 
|  | }; | 
|  |  | 
|  | template<typename T_SrcMat,typename T_FftIfc> | 
|  | template<typename T_DestMat> inline | 
|  | void fft_fwd_proxy<T_SrcMat,T_FftIfc>::evalTo(T_DestMat& dst) const | 
|  | { | 
|  | m_ifc.fwd( dst, m_src, m_nfft); | 
|  | } | 
|  |  | 
|  | template<typename T_SrcMat,typename T_FftIfc> | 
|  | template<typename T_DestMat> inline | 
|  | void fft_inv_proxy<T_SrcMat,T_FftIfc>::evalTo(T_DestMat& dst) const | 
|  | { | 
|  | m_ifc.inv( dst, m_src, m_nfft); | 
|  | } | 
|  |  | 
|  | } | 
|  | #endif | 
|  | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ |