source: pacpussensors/trunk/Vislab/lib3dv-1.2.0/lib3dv/eigen/unsupported/Eigen/FFT

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