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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