| // This file is part of Eigen, a lightweight C++ template library | 
 | // for linear algebra.  | 
 | // | 
 | // Copyright (C) 2009 Mark Borgerding mark a borgerding net | 
 | // | 
 | // This Source Code Form is subject to the terms of the Mozilla | 
 | // Public License v. 2.0. If a copy of the MPL was not distributed | 
 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. | 
 |  | 
 | #ifndef EIGEN_FFT_MODULE_H | 
 | #define EIGEN_FFT_MODULE_H | 
 |  | 
 | #include <complex> | 
 | #include <vector> | 
 | #include <map> | 
 | #include "../../Eigen/Core" | 
 |  | 
 |  | 
 | /** | 
 |   * \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. | 
 |   */ | 
 |   | 
 |  | 
 | #include "../../Eigen/src/Core/util/DisableStupidWarnings.h" | 
 |  | 
 | #ifdef EIGEN_FFTW_DEFAULT | 
 | // FFTW: faster, GPL -- incompatible with Eigen in LGPL form, bigger code size | 
 | #  include <fftw3.h> | 
 | #  include "src/FFT/ei_fftw_impl.h" | 
 |    namespace Eigen { | 
 |      //template <typename T> typedef struct internal::fftw_impl  default_fft_impl; this does not work | 
 |      template <typename T> struct default_fft_impl : public internal::fftw_impl<T> {}; | 
 |    } | 
 | #elif defined EIGEN_MKL_DEFAULT | 
 | // TODO  | 
 | // intel Math Kernel Library: fastest, commercial -- may be incompatible with Eigen in GPL form | 
 | #  include "src/FFT/ei_imklfft_impl.h" | 
 |    namespace Eigen { | 
 |      template <typename T> struct default_fft_impl : public internal::imklfft_impl {}; | 
 |    } | 
 | #else | 
 | // internal::kissfft_impl:  small, free, reasonably efficient default, derived from kissfft | 
 | // | 
 | # include "src/FFT/ei_kissfft_impl.h" | 
 |   namespace Eigen { | 
 |      template <typename T>  | 
 |        struct default_fft_impl : public internal::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; | 
 |  | 
 | namespace internal { | 
 | template<typename T_SrcMat,typename T_FftIfc> | 
 | struct traits< fft_fwd_proxy<T_SrcMat,T_FftIfc> > | 
 | { | 
 |   typedef typename T_SrcMat::PlainObject ReturnType; | 
 | }; | 
 | template<typename T_SrcMat,typename T_FftIfc> | 
 | struct 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; | 
 | }; | 
 |  | 
 | 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; | 
 | }; | 
 |  | 
 |  | 
 | 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((internal::is_same<dst_type, Complex>::value), | 
 |             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 ComplexDerived::RealScalar real_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((internal::is_same<src_type, Complex>::value), | 
 |             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 ) )*real_type(.5); | 
 |             }else{ // expanding -- split the old Nyquist bin into two halves | 
 |               tmp(nhead) = src(nhead) * real_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); | 
 | } | 
 |  | 
 | } | 
 |  | 
 | #include "../../Eigen/src/Core/util/ReenableStupidWarnings.h" | 
 |  | 
 | #endif |