| 1 | // This file is part of Eigen, a lightweight C++ template library
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| 2 | // for linear algebra.
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| 3 | //
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| 4 | // Copyright (C) 2009 Mark Borgerding mark a borgerding net
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| 5 | //
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| 6 | // This Source Code Form is subject to the terms of the Mozilla
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| 7 | // Public License v. 2.0. If a copy of the MPL was not distributed
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| 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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| 9 |
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| 10 | #ifndef EIGEN_FFT_H
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| 11 | #define EIGEN_FFT_H
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| 12 |
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| 13 | #include <complex>
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| 14 | #include <vector>
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| 15 | #include <map>
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| 16 | #include <Eigen/Core>
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| 17 |
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| 18 |
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| 19 | /**
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| 20 | * \defgroup FFT_Module Fast Fourier Transform module
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| 21 | *
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| 22 | * \code
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| 23 | * #include <unsupported/Eigen/FFT>
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| 24 | * \endcode
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| 25 | *
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| 26 | * This module provides Fast Fourier transformation, with a configurable backend
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| 27 | * implementation.
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| 28 | *
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| 29 | * The default implementation is based on kissfft. It is a small, free, and
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| 30 | * reasonably efficient default.
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| 31 | *
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| 32 | * There are currently two implementation backend:
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| 33 | *
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| 34 | * - fftw (http://www.fftw.org) : faster, GPL -- incompatible with Eigen in LGPL form, bigger code size.
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| 35 | * - MKL (http://en.wikipedia.org/wiki/Math_Kernel_Library) : fastest, commercial -- may be incompatible with Eigen in GPL form.
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| 36 | *
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| 37 | * \section FFTDesign Design
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| 38 | *
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| 39 | * The following design decisions were made concerning scaling and
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| 40 | * half-spectrum for real FFT.
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| 41 | *
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| 42 | * The intent is to facilitate generic programming and ease migrating code
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| 43 | * from Matlab/octave.
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| 44 | * We think the default behavior of Eigen/FFT should favor correctness and
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| 45 | * generality over speed. Of course, the caller should be able to "opt-out" from this
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| 46 | * behavior and get the speed increase if they want it.
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| 47 | *
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| 48 | * 1) %Scaling:
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| 49 | * Other libraries (FFTW,IMKL,KISSFFT) do not perform scaling, so there
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| 50 | * is a constant gain incurred after the forward&inverse transforms , so
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| 51 | * IFFT(FFT(x)) = Kx; this is done to avoid a vector-by-value multiply.
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| 52 | * The downside is that algorithms that worked correctly in Matlab/octave
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| 53 | * don't behave the same way once implemented in C++.
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| 54 | *
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| 55 | * How Eigen/FFT differs: invertible scaling is performed so IFFT( FFT(x) ) = x.
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| 56 | *
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| 57 | * 2) Real FFT half-spectrum
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| 58 | * Other libraries use only half the frequency spectrum (plus one extra
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| 59 | * sample for the Nyquist bin) for a real FFT, the other half is the
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| 60 | * conjugate-symmetric of the first half. This saves them a copy and some
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| 61 | * memory. The downside is the caller needs to have special logic for the
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| 62 | * number of bins in complex vs real.
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| 63 | *
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| 64 | * How Eigen/FFT differs: The full spectrum is returned from the forward
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| 65 | * transform. This facilitates generic template programming by obviating
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| 66 | * separate specializations for real vs complex. On the inverse
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| 67 | * transform, only half the spectrum is actually used if the output type is real.
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| 68 | */
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| 69 |
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| 70 |
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| 71 | #ifdef EIGEN_FFTW_DEFAULT
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| 72 | // FFTW: faster, GPL -- incompatible with Eigen in LGPL form, bigger code size
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| 73 | # include <fftw3.h>
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| 74 | # include "src/FFT/ei_fftw_impl.h"
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| 75 | namespace Eigen {
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| 76 | //template <typename T> typedef struct internal::fftw_impl default_fft_impl; this does not work
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| 77 | template <typename T> struct default_fft_impl : public internal::fftw_impl<T> {};
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| 78 | }
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| 79 | #elif defined EIGEN_MKL_DEFAULT
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| 80 | // TODO
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| 81 | // intel Math Kernel Library: fastest, commercial -- may be incompatible with Eigen in GPL form
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| 82 | # include "src/FFT/ei_imklfft_impl.h"
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| 83 | namespace Eigen {
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| 84 | template <typename T> struct default_fft_impl : public internal::imklfft_impl {};
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| 85 | }
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| 86 | #else
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| 87 | // internal::kissfft_impl: small, free, reasonably efficient default, derived from kissfft
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| 88 | //
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| 89 | # include "src/FFT/ei_kissfft_impl.h"
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| 90 | namespace Eigen {
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| 91 | template <typename T>
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| 92 | struct default_fft_impl : public internal::kissfft_impl<T> {};
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| 93 | }
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| 94 | #endif
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| 95 |
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| 96 | namespace Eigen {
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| 97 |
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| 98 |
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| 99 | //
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| 100 | template<typename T_SrcMat,typename T_FftIfc> struct fft_fwd_proxy;
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| 101 | template<typename T_SrcMat,typename T_FftIfc> struct fft_inv_proxy;
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| 102 |
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| 103 | namespace internal {
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| 104 | template<typename T_SrcMat,typename T_FftIfc>
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| 105 | struct traits< fft_fwd_proxy<T_SrcMat,T_FftIfc> >
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| 106 | {
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| 107 | typedef typename T_SrcMat::PlainObject ReturnType;
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| 108 | };
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| 109 | template<typename T_SrcMat,typename T_FftIfc>
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| 110 | struct traits< fft_inv_proxy<T_SrcMat,T_FftIfc> >
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| 111 | {
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| 112 | typedef typename T_SrcMat::PlainObject ReturnType;
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| 113 | };
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| 114 | }
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| 115 |
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| 116 | template<typename T_SrcMat,typename T_FftIfc>
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| 117 | struct fft_fwd_proxy
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| 118 | : public ReturnByValue<fft_fwd_proxy<T_SrcMat,T_FftIfc> >
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| 119 | {
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| 120 | typedef DenseIndex Index;
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| 121 |
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| 122 | fft_fwd_proxy(const T_SrcMat& src,T_FftIfc & fft, Index nfft) : m_src(src),m_ifc(fft), m_nfft(nfft) {}
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| 123 |
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| 124 | template<typename T_DestMat> void evalTo(T_DestMat& dst) const;
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| 125 |
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| 126 | Index rows() const { return m_src.rows(); }
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| 127 | Index cols() const { return m_src.cols(); }
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| 128 | protected:
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| 129 | const T_SrcMat & m_src;
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| 130 | T_FftIfc & m_ifc;
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| 131 | Index m_nfft;
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| 132 | private:
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| 133 | fft_fwd_proxy& operator=(const fft_fwd_proxy&);
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| 134 | };
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| 135 |
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| 136 | template<typename T_SrcMat,typename T_FftIfc>
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| 137 | struct fft_inv_proxy
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| 138 | : public ReturnByValue<fft_inv_proxy<T_SrcMat,T_FftIfc> >
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| 139 | {
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| 140 | typedef DenseIndex Index;
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| 141 |
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| 142 | fft_inv_proxy(const T_SrcMat& src,T_FftIfc & fft, Index nfft) : m_src(src),m_ifc(fft), m_nfft(nfft) {}
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| 143 |
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| 144 | template<typename T_DestMat> void evalTo(T_DestMat& dst) const;
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| 145 |
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| 146 | Index rows() const { return m_src.rows(); }
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| 147 | Index cols() const { return m_src.cols(); }
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| 148 | protected:
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| 149 | const T_SrcMat & m_src;
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| 150 | T_FftIfc & m_ifc;
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| 151 | Index m_nfft;
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| 152 | private:
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| 153 | fft_inv_proxy& operator=(const fft_inv_proxy&);
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| 154 | };
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| 155 |
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| 156 |
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| 157 | template <typename T_Scalar,
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| 158 | typename T_Impl=default_fft_impl<T_Scalar> >
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| 159 | class FFT
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| 160 | {
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| 161 | public:
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| 162 | typedef T_Impl impl_type;
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| 163 | typedef DenseIndex Index;
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| 164 | typedef typename impl_type::Scalar Scalar;
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| 165 | typedef typename impl_type::Complex Complex;
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| 166 |
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| 167 | enum Flag {
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| 168 | Default=0, // goof proof
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| 169 | Unscaled=1,
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| 170 | HalfSpectrum=2,
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| 171 | // SomeOtherSpeedOptimization=4
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| 172 | Speedy=32767
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| 173 | };
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| 174 |
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| 175 | FFT( const impl_type & impl=impl_type() , Flag flags=Default ) :m_impl(impl),m_flag(flags) { }
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| 176 |
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| 177 | inline
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| 178 | bool HasFlag(Flag f) const { return (m_flag & (int)f) == f;}
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| 179 |
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| 180 | inline
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| 181 | void SetFlag(Flag f) { m_flag |= (int)f;}
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| 182 |
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| 183 | inline
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| 184 | void ClearFlag(Flag f) { m_flag &= (~(int)f);}
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| 185 |
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| 186 | inline
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| 187 | void fwd( Complex * dst, const Scalar * src, Index nfft)
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| 188 | {
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| 189 | m_impl.fwd(dst,src,static_cast<int>(nfft));
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| 190 | if ( HasFlag(HalfSpectrum) == false)
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| 191 | ReflectSpectrum(dst,nfft);
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| 192 | }
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| 193 |
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| 194 | inline
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| 195 | void fwd( Complex * dst, const Complex * src, Index nfft)
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| 196 | {
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| 197 | m_impl.fwd(dst,src,static_cast<int>(nfft));
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| 198 | }
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| 199 |
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| 200 | /*
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| 201 | inline
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| 202 | void fwd2(Complex * dst, const Complex * src, int n0,int n1)
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| 203 | {
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| 204 | m_impl.fwd2(dst,src,n0,n1);
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| 205 | }
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| 206 | */
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| 207 |
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| 208 | template <typename _Input>
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| 209 | inline
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| 210 | void fwd( std::vector<Complex> & dst, const std::vector<_Input> & src)
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| 211 | {
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| 212 | if ( NumTraits<_Input>::IsComplex == 0 && HasFlag(HalfSpectrum) )
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| 213 | dst.resize( (src.size()>>1)+1); // half the bins + Nyquist bin
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| 214 | else
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| 215 | dst.resize(src.size());
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| 216 | fwd(&dst[0],&src[0],src.size());
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| 217 | }
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| 218 |
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| 219 | template<typename InputDerived, typename ComplexDerived>
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| 220 | inline
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| 221 | void fwd( MatrixBase<ComplexDerived> & dst, const MatrixBase<InputDerived> & src, Index nfft=-1)
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| 222 | {
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| 223 | typedef typename ComplexDerived::Scalar dst_type;
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| 224 | typedef typename InputDerived::Scalar src_type;
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| 225 | EIGEN_STATIC_ASSERT_VECTOR_ONLY(InputDerived)
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| 226 | EIGEN_STATIC_ASSERT_VECTOR_ONLY(ComplexDerived)
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| 227 | EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(ComplexDerived,InputDerived) // size at compile-time
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| 228 | EIGEN_STATIC_ASSERT((internal::is_same<dst_type, Complex>::value),
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| 229 | YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
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| 230 | EIGEN_STATIC_ASSERT(int(InputDerived::Flags)&int(ComplexDerived::Flags)&DirectAccessBit,
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| 231 | THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES)
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| 232 |
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| 233 | if (nfft<1)
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| 234 | nfft = src.size();
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| 235 |
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| 236 | if ( NumTraits< src_type >::IsComplex == 0 && HasFlag(HalfSpectrum) )
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| 237 | dst.derived().resize( (nfft>>1)+1);
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| 238 | else
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| 239 | dst.derived().resize(nfft);
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| 240 |
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| 241 | if ( src.innerStride() != 1 || src.size() < nfft ) {
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| 242 | Matrix<src_type,1,Dynamic> tmp;
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| 243 | if (src.size()<nfft) {
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| 244 | tmp.setZero(nfft);
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| 245 | tmp.block(0,0,src.size(),1 ) = src;
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| 246 | }else{
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| 247 | tmp = src;
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| 248 | }
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| 249 | fwd( &dst[0],&tmp[0],nfft );
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| 250 | }else{
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| 251 | fwd( &dst[0],&src[0],nfft );
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| 252 | }
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| 253 | }
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| 254 |
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| 255 | template<typename InputDerived>
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| 256 | inline
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| 257 | fft_fwd_proxy< MatrixBase<InputDerived>, FFT<T_Scalar,T_Impl> >
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| 258 | fwd( const MatrixBase<InputDerived> & src, Index nfft=-1)
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| 259 | {
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| 260 | return fft_fwd_proxy< MatrixBase<InputDerived> ,FFT<T_Scalar,T_Impl> >( src, *this,nfft );
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| 261 | }
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| 262 |
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| 263 | template<typename InputDerived>
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| 264 | inline
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| 265 | fft_inv_proxy< MatrixBase<InputDerived>, FFT<T_Scalar,T_Impl> >
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| 266 | inv( const MatrixBase<InputDerived> & src, Index nfft=-1)
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| 267 | {
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| 268 | return fft_inv_proxy< MatrixBase<InputDerived> ,FFT<T_Scalar,T_Impl> >( src, *this,nfft );
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| 269 | }
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| 270 |
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| 271 | inline
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| 272 | void inv( Complex * dst, const Complex * src, Index nfft)
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| 273 | {
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| 274 | m_impl.inv( dst,src,static_cast<int>(nfft) );
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| 275 | if ( HasFlag( Unscaled ) == false)
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| 276 | scale(dst,Scalar(1./nfft),nfft); // scale the time series
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| 277 | }
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| 278 |
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| 279 | inline
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| 280 | void inv( Scalar * dst, const Complex * src, Index nfft)
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| 281 | {
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| 282 | m_impl.inv( dst,src,static_cast<int>(nfft) );
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| 283 | if ( HasFlag( Unscaled ) == false)
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| 284 | scale(dst,Scalar(1./nfft),nfft); // scale the time series
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| 285 | }
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| 286 |
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| 287 | template<typename OutputDerived, typename ComplexDerived>
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| 288 | inline
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| 289 | void inv( MatrixBase<OutputDerived> & dst, const MatrixBase<ComplexDerived> & src, Index nfft=-1)
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| 290 | {
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| 291 | typedef typename ComplexDerived::Scalar src_type;
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| 292 | typedef typename OutputDerived::Scalar dst_type;
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| 293 | const bool realfft= (NumTraits<dst_type>::IsComplex == 0);
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| 294 | EIGEN_STATIC_ASSERT_VECTOR_ONLY(OutputDerived)
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| 295 | EIGEN_STATIC_ASSERT_VECTOR_ONLY(ComplexDerived)
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| 296 | EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(ComplexDerived,OutputDerived) // size at compile-time
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| 297 | EIGEN_STATIC_ASSERT((internal::is_same<src_type, Complex>::value),
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| 298 | YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
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| 299 | EIGEN_STATIC_ASSERT(int(OutputDerived::Flags)&int(ComplexDerived::Flags)&DirectAccessBit,
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| 300 | THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES)
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| 301 |
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| 302 | if (nfft<1) { //automatic FFT size determination
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| 303 | if ( realfft && HasFlag(HalfSpectrum) )
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| 304 | nfft = 2*(src.size()-1); //assume even fft size
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| 305 | else
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| 306 | nfft = src.size();
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| 307 | }
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| 308 | dst.derived().resize( nfft );
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| 309 |
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| 310 | // check for nfft that does not fit the input data size
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| 311 | Index resize_input= ( realfft && HasFlag(HalfSpectrum) )
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| 312 | ? ( (nfft/2+1) - src.size() )
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| 313 | : ( nfft - src.size() );
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| 314 |
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| 315 | if ( src.innerStride() != 1 || resize_input ) {
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| 316 | // if the vector is strided, then we need to copy it to a packed temporary
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| 317 | Matrix<src_type,1,Dynamic> tmp;
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| 318 | if ( resize_input ) {
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| 319 | size_t ncopy = (std::min)(src.size(),src.size() + resize_input);
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| 320 | tmp.setZero(src.size() + resize_input);
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| 321 | if ( realfft && HasFlag(HalfSpectrum) ) {
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| 322 | // pad at the Nyquist bin
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| 323 | tmp.head(ncopy) = src.head(ncopy);
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| 324 | tmp(ncopy-1) = real(tmp(ncopy-1)); // enforce real-only Nyquist bin
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| 325 | }else{
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| 326 | size_t nhead,ntail;
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| 327 | nhead = 1+ncopy/2-1; // range [0:pi)
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| 328 | ntail = ncopy/2-1; // range (-pi:0)
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| 329 | tmp.head(nhead) = src.head(nhead);
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| 330 | tmp.tail(ntail) = src.tail(ntail);
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| 331 | if (resize_input<0) { //shrinking -- create the Nyquist bin as the average of the two bins that fold into it
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| 332 | tmp(nhead) = ( src(nfft/2) + src( src.size() - nfft/2 ) )*src_type(.5);
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| 333 | }else{ // expanding -- split the old Nyquist bin into two halves
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| 334 | tmp(nhead) = src(nhead) * src_type(.5);
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| 335 | tmp(tmp.size()-nhead) = tmp(nhead);
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| 336 | }
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| 337 | }
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| 338 | }else{
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| 339 | tmp = src;
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| 340 | }
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| 341 | inv( &dst[0],&tmp[0], nfft);
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| 342 | }else{
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| 343 | inv( &dst[0],&src[0], nfft);
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| 344 | }
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| 345 | }
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| 346 |
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| 347 | template <typename _Output>
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| 348 | inline
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| 349 | void inv( std::vector<_Output> & dst, const std::vector<Complex> & src,Index nfft=-1)
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| 350 | {
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| 351 | if (nfft<1)
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| 352 | nfft = ( NumTraits<_Output>::IsComplex == 0 && HasFlag(HalfSpectrum) ) ? 2*(src.size()-1) : src.size();
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| 353 | dst.resize( nfft );
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| 354 | inv( &dst[0],&src[0],nfft);
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| 355 | }
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| 356 |
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| 357 |
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| 358 | /*
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| 359 | // TODO: multi-dimensional FFTs
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| 360 | inline
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| 361 | void inv2(Complex * dst, const Complex * src, int n0,int n1)
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| 362 | {
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| 363 | m_impl.inv2(dst,src,n0,n1);
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| 364 | if ( HasFlag( Unscaled ) == false)
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| 365 | scale(dst,1./(n0*n1),n0*n1);
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| 366 | }
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| 367 | */
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| 368 |
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| 369 | inline
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| 370 | impl_type & impl() {return m_impl;}
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| 371 | private:
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| 372 |
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| 373 | template <typename T_Data>
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| 374 | inline
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| 375 | void scale(T_Data * x,Scalar s,Index nx)
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| 376 | {
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| 377 | #if 1
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| 378 | for (int k=0;k<nx;++k)
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| 379 | *x++ *= s;
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| 380 | #else
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| 381 | if ( ((ptrdiff_t)x) & 15 )
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| 382 | Matrix<T_Data, Dynamic, 1>::Map(x,nx) *= s;
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| 383 | else
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| 384 | Matrix<T_Data, Dynamic, 1>::MapAligned(x,nx) *= s;
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| 385 | //Matrix<T_Data, Dynamic, Dynamic>::Map(x,nx) * s;
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| 386 | #endif
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| 387 | }
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| 388 |
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| 389 | inline
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| 390 | void ReflectSpectrum(Complex * freq, Index nfft)
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| 391 | {
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| 392 | // create the implicit right-half spectrum (conjugate-mirror of the left-half)
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| 393 | Index nhbins=(nfft>>1)+1;
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| 394 | for (Index k=nhbins;k < nfft; ++k )
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| 395 | freq[k] = conj(freq[nfft-k]);
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| 396 | }
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| 397 |
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| 398 | impl_type m_impl;
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| 399 | int m_flag;
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| 400 | };
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| 401 |
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| 402 | template<typename T_SrcMat,typename T_FftIfc>
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| 403 | template<typename T_DestMat> inline
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| 404 | void fft_fwd_proxy<T_SrcMat,T_FftIfc>::evalTo(T_DestMat& dst) const
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| 405 | {
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| 406 | m_ifc.fwd( dst, m_src, m_nfft);
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| 407 | }
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| 408 |
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| 409 | template<typename T_SrcMat,typename T_FftIfc>
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| 410 | template<typename T_DestMat> inline
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| 411 | void fft_inv_proxy<T_SrcMat,T_FftIfc>::evalTo(T_DestMat& dst) const
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| 412 | {
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| 413 | m_ifc.inv( dst, m_src, m_nfft);
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| 414 | }
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| 415 |
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| 416 | }
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| 417 | #endif
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| 418 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */
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