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MatrixBase:
* support resize() to same size (nop). The case of FFT was another case where that make one's life far easier. hope that's ok with you Gael. but indeed, i don't use it in the ReturnByValue stuff. FFT: * Support MatrixBase (well, in the case with direct memory access such as Map) * adapt unit test
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@ -190,6 +190,25 @@ template<typename Derived> class MatrixBase
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* i.e., the number of rows for a columns major matrix, and the number of cols otherwise */
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int innerSize() const { return (int(Flags)&RowMajorBit) ? this->cols() : this->rows(); }
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/** Only plain matrices, not expressions may be resized; therefore the only useful resize method is
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* Matrix::resize(). The present method only asserts that the new size equals the old size, and does
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* nothing else.
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*/
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void resize(int size)
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{
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ei_assert(size == this->size()
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&& "MatrixBase::resize() does not actually allow to resize.");
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}
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/** Only plain matrices, not expressions may be resized; therefore the only useful resize method is
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* Matrix::resize(). The present method only asserts that the new size equals the old size, and does
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* nothing else.
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*/
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void resize(int rows, int cols)
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{
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ei_assert(rows == this->rows() && cols == this->cols()
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&& "MatrixBase::resize() does not actually allow to resize.");
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}
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#ifndef EIGEN_PARSED_BY_DOXYGEN
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/** \internal the plain matrix type corresponding to this expression. Note that is not necessarily
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* exactly the return type of eval(): in the case of plain matrices, the return type of eval() is a const
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@ -78,7 +78,8 @@
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INVALID_MATRIX_TEMPLATE_PARAMETERS,
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BOTH_MATRICES_MUST_HAVE_THE_SAME_STORAGE_ORDER,
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THIS_METHOD_IS_ONLY_FOR_DIAGONAL_MATRIX,
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THE_MATRIX_OR_EXPRESSION_THAT_YOU_PASSED_DOES_NOT_HAVE_THE_EXPECTED_TYPE
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THE_MATRIX_OR_EXPRESSION_THAT_YOU_PASSED_DOES_NOT_HAVE_THE_EXPECTED_TYPE,
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THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES
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};
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};
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@ -36,7 +36,7 @@
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#define DEFAULT_FFT_IMPL ei_fftw_impl
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#endif
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// intel Math Kernel Library: fastest, commerical -- incompatible with Eigen in GPL form
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// intel Math Kernel Library: fastest, commercial -- incompatible with Eigen in GPL form
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#ifdef _MKL_DFTI_H_ // mkl_dfti.h has been included, we can use MKL FFT routines
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// TODO
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// #include "src/FFT/ei_imkl_impl.h"
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@ -70,6 +70,20 @@ class FFT
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fwd( &dst[0],&src[0],src.size() );
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}
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template<typename InputDerived, typename ComplexDerived>
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void fwd( MatrixBase<ComplexDerived> & dst, const MatrixBase<InputDerived> & src)
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{
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EIGEN_STATIC_ASSERT_VECTOR_ONLY(InputDerived)
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EIGEN_STATIC_ASSERT_VECTOR_ONLY(ComplexDerived)
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EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(ComplexDerived,InputDerived) // size at compile-time
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EIGEN_STATIC_ASSERT((ei_is_same_type<typename ComplexDerived::Scalar, Complex>::ret),
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YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
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EIGEN_STATIC_ASSERT(int(InputDerived::Flags)&int(ComplexDerived::Flags)&DirectAccessBit,
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THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES)
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dst.derived().resize( src.size() );
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fwd( &dst[0],&src[0],src.size() );
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}
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template <typename _Output>
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void inv( _Output * dst, const Complex * src, int nfft)
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{
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@ -83,8 +97,24 @@ class FFT
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inv( &dst[0],&src[0],src.size() );
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}
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template<typename OutputDerived, typename ComplexDerived>
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void inv( MatrixBase<OutputDerived> & dst, const MatrixBase<ComplexDerived> & src)
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{
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EIGEN_STATIC_ASSERT_VECTOR_ONLY(OutputDerived)
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EIGEN_STATIC_ASSERT_VECTOR_ONLY(ComplexDerived)
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EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(ComplexDerived,OutputDerived) // size at compile-time
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EIGEN_STATIC_ASSERT((ei_is_same_type<typename ComplexDerived::Scalar, Complex>::ret),
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YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
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EIGEN_STATIC_ASSERT(int(OutputDerived::Flags)&int(ComplexDerived::Flags)&DirectAccessBit,
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THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES)
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dst.derived().resize( src.size() );
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inv( &dst[0],&src[0],src.size() );
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}
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// TODO: multi-dimensional FFTs
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// TODO: handle Eigen MatrixBase
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// ---> i added fwd and inv specializations above + unit test, is this enough? (bjacob)
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traits_type & traits() {return m_traits;}
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private:
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@ -39,16 +39,16 @@ complex<long double> promote(double x) { return complex<long double>( x); }
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complex<long double> promote(long double x) { return complex<long double>( x); }
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template <typename T1,typename T2>
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long double fft_rmse( const vector<T1> & fftbuf,const vector<T2> & timebuf)
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template <typename VectorType1,typename VectorType2>
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long double fft_rmse( const VectorType1 & fftbuf,const VectorType2 & timebuf)
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{
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long double totalpower=0;
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long double difpower=0;
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cerr <<"idx\ttruth\t\tvalue\t|dif|=\n";
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for (size_t k0=0;k0<fftbuf.size();++k0) {
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for (size_t k0=0;k0<size_t(fftbuf.size());++k0) {
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complex<long double> acc = 0;
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long double phinc = -2.*k0* M_PIl / timebuf.size();
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for (size_t k1=0;k1<timebuf.size();++k1) {
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for (size_t k1=0;k1<size_t(timebuf.size());++k1) {
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acc += promote( timebuf[k1] ) * exp( complex<long double>(0,k1*phinc) );
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}
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totalpower += norm(acc);
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@ -61,8 +61,8 @@ complex<long double> promote(long double x) { return complex<long double>( x);
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return sqrt(difpower/totalpower);
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}
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template <typename T1,typename T2>
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long double dif_rmse( const vector<T1> buf1,const vector<T2> buf2)
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template <typename VectorType1,typename VectorType2>
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long double dif_rmse( const VectorType1& buf1,const VectorType2& buf2)
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{
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long double totalpower=0;
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long double difpower=0;
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@ -74,35 +74,59 @@ complex<long double> promote(long double x) { return complex<long double>( x);
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return sqrt(difpower/totalpower);
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}
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template <class T>
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void test_scalar(int nfft)
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enum { StdVectorContainer, EigenVectorContainer };
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template<int Container, typename Scalar> struct VectorType;
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template<typename Scalar> struct VectorType<StdVectorContainer,Scalar>
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{
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typedef typename Eigen::FFT<T>::Complex Complex;
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typedef typename Eigen::FFT<T>::Scalar Scalar;
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typedef vector<Scalar> type;
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};
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template<typename Scalar> struct VectorType<EigenVectorContainer,Scalar>
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{
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typedef Matrix<Scalar,Dynamic,1> type;
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};
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template <int Container, typename T>
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void test_scalar_generic(int nfft)
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{
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typedef typename FFT<T>::Complex Complex;
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typedef typename FFT<T>::Scalar Scalar;
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typedef typename VectorType<Container,Scalar>::type ScalarVector;
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typedef typename VectorType<Container,Complex>::type ComplexVector;
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FFT<T> fft;
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vector<Scalar> inbuf(nfft);
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vector<Complex> outbuf;
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ScalarVector inbuf(nfft);
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ComplexVector outbuf;
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for (int k=0;k<nfft;++k)
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inbuf[k]= (T)(rand()/(double)RAND_MAX - .5);
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fft.fwd( outbuf,inbuf);
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VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>() );// gross check
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vector<Scalar> buf3;
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ScalarVector buf3;
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fft.inv( buf3 , outbuf);
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VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check
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}
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template <class T>
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void test_complex(int nfft)
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template <typename T>
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void test_scalar(int nfft)
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{
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typedef typename Eigen::FFT<T>::Complex Complex;
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test_scalar_generic<StdVectorContainer,T>(nfft);
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test_scalar_generic<EigenVectorContainer,T>(nfft);
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}
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template <int Container, typename T>
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void test_complex_generic(int nfft)
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{
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typedef typename FFT<T>::Complex Complex;
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typedef typename VectorType<Container,Complex>::type ComplexVector;
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FFT<T> fft;
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vector<Complex> inbuf(nfft);
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vector<Complex> outbuf;
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vector<Complex> buf3;
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ComplexVector inbuf(nfft);
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ComplexVector outbuf;
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ComplexVector buf3;
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for (int k=0;k<nfft;++k)
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inbuf[k]= Complex( (T)(rand()/(double)RAND_MAX - .5), (T)(rand()/(double)RAND_MAX - .5) );
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fft.fwd( outbuf , inbuf);
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@ -114,22 +138,63 @@ void test_complex(int nfft)
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VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check
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}
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template <typename T>
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void test_complex(int nfft)
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{
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test_complex_generic<StdVectorContainer,T>(nfft);
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test_complex_generic<EigenVectorContainer,T>(nfft);
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}
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void test_FFT()
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{
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CALL_SUBTEST( test_complex<float>(32) ); CALL_SUBTEST( test_complex<double>(32) ); CALL_SUBTEST( test_complex<long double>(32) );
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CALL_SUBTEST( test_complex<float>(256) ); CALL_SUBTEST( test_complex<double>(256) ); CALL_SUBTEST( test_complex<long double>(256) );
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CALL_SUBTEST( test_complex<float>(3*8) ); CALL_SUBTEST( test_complex<double>(3*8) ); CALL_SUBTEST( test_complex<long double>(3*8) );
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CALL_SUBTEST( test_complex<float>(5*32) ); CALL_SUBTEST( test_complex<double>(5*32) ); CALL_SUBTEST( test_complex<long double>(5*32) );
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CALL_SUBTEST( test_complex<float>(2*3*4) ); CALL_SUBTEST( test_complex<double>(2*3*4) ); CALL_SUBTEST( test_complex<long double>(2*3*4) );
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CALL_SUBTEST( test_complex<float>(2*3*4*5) ); CALL_SUBTEST( test_complex<double>(2*3*4*5) ); CALL_SUBTEST( test_complex<long double>(2*3*4*5) );
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CALL_SUBTEST( test_complex<float>(2*3*4*5*7) ); CALL_SUBTEST( test_complex<double>(2*3*4*5*7) ); CALL_SUBTEST( test_complex<long double>(2*3*4*5*7) );
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CALL_SUBTEST( test_complex<float>(32) );
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CALL_SUBTEST( test_complex<double>(32) );
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CALL_SUBTEST( test_complex<long double>(32) );
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CALL_SUBTEST( test_complex<float>(256) );
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CALL_SUBTEST( test_complex<double>(256) );
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CALL_SUBTEST( test_complex<long double>(256) );
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CALL_SUBTEST( test_complex<float>(3*8) );
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CALL_SUBTEST( test_complex<double>(3*8) );
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CALL_SUBTEST( test_complex<long double>(3*8) );
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CALL_SUBTEST( test_complex<float>(5*32) );
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CALL_SUBTEST( test_complex<double>(5*32) );
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CALL_SUBTEST( test_complex<long double>(5*32) );
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CALL_SUBTEST( test_complex<float>(2*3*4) );
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CALL_SUBTEST( test_complex<double>(2*3*4) );
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CALL_SUBTEST( test_complex<long double>(2*3*4) );
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CALL_SUBTEST( test_complex<float>(2*3*4*5) );
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CALL_SUBTEST( test_complex<double>(2*3*4*5) );
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CALL_SUBTEST( test_complex<long double>(2*3*4*5) );
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CALL_SUBTEST( test_complex<float>(2*3*4*5*7) );
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CALL_SUBTEST( test_complex<double>(2*3*4*5*7) );
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CALL_SUBTEST( test_complex<long double>(2*3*4*5*7) );
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CALL_SUBTEST( test_scalar<float>(32) ); CALL_SUBTEST( test_scalar<double>(32) ); CALL_SUBTEST( test_scalar<long double>(32) );
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CALL_SUBTEST( test_scalar<float>(45) ); CALL_SUBTEST( test_scalar<double>(45) ); CALL_SUBTEST( test_scalar<long double>(45) );
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CALL_SUBTEST( test_scalar<float>(50) ); CALL_SUBTEST( test_scalar<double>(50) ); CALL_SUBTEST( test_scalar<long double>(50) );
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CALL_SUBTEST( test_scalar<float>(256) ); CALL_SUBTEST( test_scalar<double>(256) ); CALL_SUBTEST( test_scalar<long double>(256) );
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CALL_SUBTEST( test_scalar<float>(2*3*4*5*7) ); CALL_SUBTEST( test_scalar<double>(2*3*4*5*7) ); CALL_SUBTEST( test_scalar<long double>(2*3*4*5*7) );
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CALL_SUBTEST( test_scalar<float>(32) );
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CALL_SUBTEST( test_scalar<double>(32) );
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CALL_SUBTEST( test_scalar<long double>(32) );
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CALL_SUBTEST( test_scalar<float>(45) );
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CALL_SUBTEST( test_scalar<double>(45) );
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CALL_SUBTEST( test_scalar<long double>(45) );
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CALL_SUBTEST( test_scalar<float>(50) );
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CALL_SUBTEST( test_scalar<double>(50) );
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CALL_SUBTEST( test_scalar<long double>(50) );
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CALL_SUBTEST( test_scalar<float>(256) );
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CALL_SUBTEST( test_scalar<double>(256) );
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CALL_SUBTEST( test_scalar<long double>(256) );
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CALL_SUBTEST( test_scalar<float>(2*3*4*5*7) );
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CALL_SUBTEST( test_scalar<double>(2*3*4*5*7) );
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CALL_SUBTEST( test_scalar<long double>(2*3*4*5*7) );
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}
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