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merged eigen2_for_fft into eigen2 mainline

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Mark Borgerding 2009-10-20 15:18:01 -04:00
commit d9b418bf12
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115
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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra. Eigen itself is part of the KDE project.
//
// Copyright (C) 2009 Mark Borgerding mark a borgerding net
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#include <complex>
#include <vector>
#include <Eigen/Core>
#include <bench/BenchTimer.h>
#ifdef USE_FFTW
#include <fftw3.h>
#endif
#include <unsupported/Eigen/FFT>
using namespace Eigen;
using namespace std;
template <typename T>
string nameof();
template <> string nameof<float>() {return "float";}
template <> string nameof<double>() {return "double";}
template <> string nameof<long double>() {return "long double";}
#ifndef TYPE
#define TYPE float
#endif
#ifndef NFFT
#define NFFT 1024
#endif
#ifndef NDATA
#define NDATA 1000000
#endif
using namespace Eigen;
template <typename T>
void bench(int nfft,bool fwd)
{
typedef typename NumTraits<T>::Real Scalar;
typedef typename std::complex<Scalar> Complex;
int nits = NDATA/nfft;
vector<T> inbuf(nfft);
vector<Complex > outbuf(nfft);
FFT< Scalar > fft;
fft.fwd( outbuf , inbuf);
BenchTimer timer;
timer.reset();
for (int k=0;k<8;++k) {
timer.start();
for(int i = 0; i < nits; i++)
if (fwd)
fft.fwd( outbuf , inbuf);
else
fft.inv(inbuf,outbuf);
timer.stop();
}
cout << nameof<Scalar>() << " ";
double mflops = 5.*nfft*log2((double)nfft) / (1e6 * timer.value() / (double)nits );
if ( NumTraits<T>::IsComplex ) {
cout << "complex";
}else{
cout << "real ";
mflops /= 2;
}
if (fwd)
cout << " fwd";
else
cout << " inv";
cout << " NFFT=" << nfft << " " << (double(1e-6*nfft*nits)/timer.value()) << " MS/s " << mflops << "MFLOPS\n";
}
int main(int argc,char ** argv)
{
bench<complex<float> >(NFFT,true);
bench<complex<float> >(NFFT,false);
bench<float>(NFFT,true);
bench<float>(NFFT,false);
bench<complex<double> >(NFFT,true);
bench<complex<double> >(NFFT,false);
bench<double>(NFFT,true);
bench<double>(NFFT,false);
bench<complex<long double> >(NFFT,true);
bench<complex<long double> >(NFFT,false);
bench<long double>(NFFT,true);
bench<long double>(NFFT,false);
return 0;
}

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if (FFTW_INCLUDES AND FFTW_LIBRARIES)
set(FFTW_FIND_QUIETLY TRUE)
endif (FFTW_INCLUDES AND FFTW_LIBRARIES)
find_path(FFTW_INCLUDES
NAMES
fftw3.h
PATHS
$ENV{FFTWDIR}
${INCLUDE_INSTALL_DIR}
)
find_library(FFTWF_LIB NAMES fftw3f PATHS $ENV{FFTWDIR} ${LIB_INSTALL_DIR})
find_library(FFTW_LIB NAMES fftw3 PATHS $ENV{FFTWDIR} ${LIB_INSTALL_DIR})
find_library(FFTWL_LIB NAMES fftw3l PATHS $ENV{FFTWDIR} ${LIB_INSTALL_DIR})
set(FFTW_LIBRARIES "${FFTWF_LIB} ${FFTW_LIB} ${FFTWL_LIB}" )
message(STATUS "FFTW ${FFTW_LIBRARIES}" )
include(FindPackageHandleStandardArgs)
find_package_handle_standard_args(FFTW DEFAULT_MSG
FFTW_INCLUDES FFTW_LIBRARIES)
mark_as_advanced(FFTW_INCLUDES FFTW_LIBRARIES)

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#ifndef EIGEN_COMPLEX_H
#define EIGEN_COMPLEX_H
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2009 Mark Borgerding mark a borgerding net
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
// Eigen::Complex reuses as much as possible from std::complex
// and allows easy conversion to and from, even at the pointer level.
#include <complex>
namespace Eigen {
template <typename _NativePtr,typename _PunnedPtr>
struct castable_pointer
{
castable_pointer(_NativePtr ptr) : _ptr(ptr) {}
operator _NativePtr () {return _ptr;}
operator _PunnedPtr () {return reinterpret_cast<_PunnedPtr>(_ptr);}
private:
_NativePtr _ptr;
};
template <typename T>
struct Complex
{
typedef typename std::complex<T> StandardComplex;
typedef T value_type;
// constructors
Complex(const T& re = T(), const T& im = T()) : _re(re),_im(im) { }
Complex(const Complex&other ): _re(other.real()) ,_im(other.imag()) {}
template<class X>
Complex(const Complex<X>&other): _re(other.real()) ,_im(other.imag()) {}
template<class X>
Complex(const std::complex<X>&other): _re(other.real()) ,_im(other.imag()) {}
// allow binary access to the object as a std::complex
typedef castable_pointer< Complex<T>*, StandardComplex* > pointer_type;
typedef castable_pointer< const Complex<T>*, const StandardComplex* > const_pointer_type;
pointer_type operator & () {return pointer_type(this);}
const_pointer_type operator & () const {return const_pointer_type(this);}
operator StandardComplex () const {return std_type();}
operator StandardComplex & () {return std_type();}
StandardComplex std_type() const {return StandardComplex(real(),imag());}
StandardComplex & std_type() {return *reinterpret_cast<StandardComplex*>(this);}
// every sort of accessor and mutator that has ever been in fashion.
// For a brief history, search for "std::complex over-encapsulated"
// http://www.open-std.org/jtc1/sc22/wg21/docs/lwg-defects.html#387
const T & real() const {return _re;}
const T & imag() const {return _im;}
T & real() {return _re;}
T & imag() {return _im;}
T & real(const T & x) {return _re=x;}
T & imag(const T & x) {return _im=x;}
void set_real(const T & x) {_re = x;}
void set_imag(const T & x) {_im = x;}
// *** complex member functions: ***
Complex<T>& operator= (const T& val) { _re=val;_im=0;return *this; }
Complex<T>& operator+= (const T& val) {_re+=val;return *this;}
Complex<T>& operator-= (const T& val) {_re-=val;return *this;}
Complex<T>& operator*= (const T& val) {_re*=val;_im*=val;return *this; }
Complex<T>& operator/= (const T& val) {_re/=val;_im/=val;return *this; }
Complex& operator= (const Complex& rhs) {_re=rhs._re;_im=rhs._im;return *this;}
Complex& operator= (const StandardComplex& rhs) {_re=rhs.real();_im=rhs.imag();return *this;}
template<class X> Complex<T>& operator= (const Complex<X>& rhs) { _re=rhs._re;_im=rhs._im;return *this;}
template<class X> Complex<T>& operator+= (const Complex<X>& rhs) { _re+=rhs._re;_im+=rhs._im;return *this;}
template<class X> Complex<T>& operator-= (const Complex<X>& rhs) { _re-=rhs._re;_im-=rhs._im;return *this;}
template<class X> Complex<T>& operator*= (const Complex<X>& rhs) { this->std_type() *= rhs.std_type(); return *this; }
template<class X> Complex<T>& operator/= (const Complex<X>& rhs) { this->std_type() /= rhs.std_type(); return *this; }
private:
T _re;
T _im;
};
template <typename T>
T ei_to_std( const T & x) {return x;}
template <typename T>
std::complex<T> ei_to_std( const Complex<T> & x) {return x.std_type();}
// 26.2.6 operators
template<class T> Complex<T> operator+(const Complex<T>& rhs) {return rhs;}
template<class T> Complex<T> operator-(const Complex<T>& rhs) {return -ei_to_std(rhs);}
template<class T> Complex<T> operator+(const Complex<T>& lhs, const Complex<T>& rhs) { return ei_to_std(lhs) + ei_to_std(rhs);}
template<class T> Complex<T> operator-(const Complex<T>& lhs, const Complex<T>& rhs) { return ei_to_std(lhs) - ei_to_std(rhs);}
template<class T> Complex<T> operator*(const Complex<T>& lhs, const Complex<T>& rhs) { return ei_to_std(lhs) * ei_to_std(rhs);}
template<class T> Complex<T> operator/(const Complex<T>& lhs, const Complex<T>& rhs) { return ei_to_std(lhs) / ei_to_std(rhs);}
template<class T> bool operator==(const Complex<T>& lhs, const Complex<T>& rhs) { return ei_to_std(lhs) == ei_to_std(rhs);}
template<class T> bool operator!=(const Complex<T>& lhs, const Complex<T>& rhs) { return ei_to_std(lhs) != ei_to_std(rhs);}
template<class T> Complex<T> operator+(const Complex<T>& lhs, const T& rhs) {return ei_to_std(lhs) + ei_to_std(rhs); }
template<class T> Complex<T> operator-(const Complex<T>& lhs, const T& rhs) {return ei_to_std(lhs) - ei_to_std(rhs); }
template<class T> Complex<T> operator*(const Complex<T>& lhs, const T& rhs) {return ei_to_std(lhs) * ei_to_std(rhs); }
template<class T> Complex<T> operator/(const Complex<T>& lhs, const T& rhs) {return ei_to_std(lhs) / ei_to_std(rhs); }
template<class T> bool operator==(const Complex<T>& lhs, const T& rhs) {return ei_to_std(lhs) == ei_to_std(rhs); }
template<class T> bool operator!=(const Complex<T>& lhs, const T& rhs) {return ei_to_std(lhs) != ei_to_std(rhs); }
template<class T> Complex<T> operator+(const T& lhs, const Complex<T>& rhs) {return ei_to_std(lhs) + ei_to_std(rhs); }
template<class T> Complex<T> operator-(const T& lhs, const Complex<T>& rhs) {return ei_to_std(lhs) - ei_to_std(rhs); }
template<class T> Complex<T> operator*(const T& lhs, const Complex<T>& rhs) {return ei_to_std(lhs) * ei_to_std(rhs); }
template<class T> Complex<T> operator/(const T& lhs, const Complex<T>& rhs) {return ei_to_std(lhs) / ei_to_std(rhs); }
template<class T> bool operator==(const T& lhs, const Complex<T>& rhs) {return ei_to_std(lhs) == ei_to_std(rhs); }
template<class T> bool operator!=(const T& lhs, const Complex<T>& rhs) {return ei_to_std(lhs) != ei_to_std(rhs); }
template<class T, class charT, class traits>
std::basic_istream<charT,traits>&
operator>> (std::basic_istream<charT,traits>& istr, Complex<T>& rhs)
{
return istr >> rhs.std_type();
}
template<class T, class charT, class traits>
std::basic_ostream<charT,traits>&
operator<< (std::basic_ostream<charT,traits>& ostr, const Complex<T>& rhs)
{
return ostr << rhs.std_type();
}
// 26.2.7 values:
template<class T> T real(const Complex<T>&x) {return real(ei_to_std(x));}
template<class T> T abs(const Complex<T>&x) {return abs(ei_to_std(x));}
template<class T> T arg(const Complex<T>&x) {return arg(ei_to_std(x));}
template<class T> T norm(const Complex<T>&x) {return norm(ei_to_std(x));}
template<class T> Complex<T> conj(const Complex<T>&x) { return conj(ei_to_std(x));}
template<class T> Complex<T> polar(const T& x, const T&y) {return polar(ei_to_std(x),ei_to_std(y));}
// 26.2.8 transcendentals:
template<class T> Complex<T> cos (const Complex<T>&x){return cos(ei_to_std(x));}
template<class T> Complex<T> cosh (const Complex<T>&x){return cosh(ei_to_std(x));}
template<class T> Complex<T> exp (const Complex<T>&x){return exp(ei_to_std(x));}
template<class T> Complex<T> log (const Complex<T>&x){return log(ei_to_std(x));}
template<class T> Complex<T> log10 (const Complex<T>&x){return log10(ei_to_std(x));}
template<class T> Complex<T> pow(const Complex<T>&x, int p) {return pow(ei_to_std(x),ei_to_std(p));}
template<class T> Complex<T> pow(const Complex<T>&x, const T&p) {return pow(ei_to_std(x),ei_to_std(p));}
template<class T> Complex<T> pow(const Complex<T>&x, const Complex<T>&p) {return pow(ei_to_std(x),ei_to_std(p));}
template<class T> Complex<T> pow(const T&x, const Complex<T>&p) {return pow(ei_to_std(x),ei_to_std(p));}
template<class T> Complex<T> sin (const Complex<T>&x){return sin(ei_to_std(x));}
template<class T> Complex<T> sinh (const Complex<T>&x){return sinh(ei_to_std(x));}
template<class T> Complex<T> sqrt (const Complex<T>&x){return sqrt(ei_to_std(x));}
template<class T> Complex<T> tan (const Complex<T>&x){return tan(ei_to_std(x));}
template<class T> Complex<T> tanh (const Complex<T>&x){return tanh(ei_to_std(x));}
}
#endif

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2009 Mark Borgerding mark a borgerding net
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#ifndef EIGEN_FFT_H
#define EIGEN_FFT_H
// ei_kissfft_impl: small, free, reasonably efficient default, derived from kissfft
#include "src/FFT/ei_kissfft_impl.h"
#define DEFAULT_FFT_IMPL ei_kissfft_impl
// FFTW: faster, GPL -- incompatible with Eigen in LGPL form, bigger code size
#ifdef FFTW_ESTIMATE // definition of FFTW_ESTIMATE indicates the caller has included fftw3.h, we can use FFTW routines
#include "src/FFT/ei_fftw_impl.h"
#undef DEFAULT_FFT_IMPL
#define DEFAULT_FFT_IMPL ei_fftw_impl
#endif
// intel Math Kernel Library: fastest, commerical -- incompatible with Eigen in GPL form
#ifdef _MKL_DFTI_H_ // mkl_dfti.h has been included, we can use MKL FFT routines
// TODO
// #include "src/FFT/ei_imkl_impl.h"
// #define DEFAULT_FFT_IMPL ei_imkl_impl
#endif
namespace Eigen {
template <typename _Scalar,
typename _Traits=DEFAULT_FFT_IMPL<_Scalar>
>
class FFT
{
public:
typedef _Traits traits_type;
typedef typename traits_type::Scalar Scalar;
typedef typename traits_type::Complex Complex;
FFT(const traits_type & traits=traits_type() ) :m_traits(traits) { }
template <typename _Input>
void fwd( Complex * dst, const _Input * src, int nfft)
{
m_traits.fwd(dst,src,nfft);
}
template <typename _Input>
void fwd( std::vector<Complex> & dst, const std::vector<_Input> & src)
{
dst.resize( src.size() );
fwd( &dst[0],&src[0],src.size() );
}
template <typename _Output>
void inv( _Output * dst, const Complex * src, int nfft)
{
m_traits.inv( dst,src,nfft );
}
template <typename _Output>
void inv( std::vector<_Output> & dst, const std::vector<Complex> & src)
{
dst.resize( src.size() );
inv( &dst[0],&src[0],src.size() );
}
// TODO: multi-dimensional FFTs
// TODO: handle Eigen MatrixBase
traits_type & traits() {return m_traits;}
private:
traits_type m_traits;
};
#undef DEFAULT_FFT_IMPL
}
#endif

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2009 Mark Borgerding mark a borgerding net
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
namespace Eigen {
// FFTW uses non-const arguments
// so we must use ugly const_cast calls for all the args it uses
//
// This should be safe as long as
// 1. we use FFTW_ESTIMATE for all our planning
// see the FFTW docs section 4.3.2 "Planner Flags"
// 2. fftw_complex is compatible with std::complex
// This assumes std::complex<T> layout is array of size 2 with real,imag
template <typename T>
T * ei_fftw_cast(const T* p)
{
return const_cast<T*>( p);
}
fftw_complex * ei_fftw_cast( const std::complex<double> * p)
{
return const_cast<fftw_complex*>( reinterpret_cast<const fftw_complex*>(p) );
}
fftwf_complex * ei_fftw_cast( const std::complex<float> * p)
{
return const_cast<fftwf_complex*>( reinterpret_cast<const fftwf_complex*>(p) );
}
fftwl_complex * ei_fftw_cast( const std::complex<long double> * p)
{
return const_cast<fftwl_complex*>( reinterpret_cast<const fftwl_complex*>(p) );
}
template <typename T>
struct ei_fftw_plan {};
template <>
struct ei_fftw_plan<float>
{
typedef float scalar_type;
typedef fftwf_complex complex_type;
fftwf_plan m_plan;
ei_fftw_plan() :m_plan(NULL) {}
~ei_fftw_plan() {if (m_plan) fftwf_destroy_plan(m_plan);}
void fwd(complex_type * dst,complex_type * src,int nfft) {
if (m_plan==NULL) m_plan = fftwf_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE);
fftwf_execute_dft( m_plan, src,dst);
}
void inv(complex_type * dst,complex_type * src,int nfft) {
if (m_plan==NULL) m_plan = fftwf_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE);
fftwf_execute_dft( m_plan, src,dst);
}
void fwd(complex_type * dst,scalar_type * src,int nfft) {
if (m_plan==NULL) m_plan = fftwf_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE);
fftwf_execute_dft_r2c( m_plan,src,dst);
}
void inv(scalar_type * dst,complex_type * src,int nfft) {
if (m_plan==NULL)
m_plan = fftwf_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE);
fftwf_execute_dft_c2r( m_plan, src,dst);
}
};
template <>
struct ei_fftw_plan<double>
{
typedef double scalar_type;
typedef fftw_complex complex_type;
fftw_plan m_plan;
ei_fftw_plan() :m_plan(NULL) {}
~ei_fftw_plan() {if (m_plan) fftw_destroy_plan(m_plan);}
void fwd(complex_type * dst,complex_type * src,int nfft) {
if (m_plan==NULL) m_plan = fftw_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE);
fftw_execute_dft( m_plan, src,dst);
}
void inv(complex_type * dst,complex_type * src,int nfft) {
if (m_plan==NULL) m_plan = fftw_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE);
fftw_execute_dft( m_plan, src,dst);
}
void fwd(complex_type * dst,scalar_type * src,int nfft) {
if (m_plan==NULL) m_plan = fftw_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE);
fftw_execute_dft_r2c( m_plan,src,dst);
}
void inv(scalar_type * dst,complex_type * src,int nfft) {
if (m_plan==NULL)
m_plan = fftw_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE);
fftw_execute_dft_c2r( m_plan, src,dst);
}
};
template <>
struct ei_fftw_plan<long double>
{
typedef long double scalar_type;
typedef fftwl_complex complex_type;
fftwl_plan m_plan;
ei_fftw_plan() :m_plan(NULL) {}
~ei_fftw_plan() {if (m_plan) fftwl_destroy_plan(m_plan);}
void fwd(complex_type * dst,complex_type * src,int nfft) {
if (m_plan==NULL) m_plan = fftwl_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE);
fftwl_execute_dft( m_plan, src,dst);
}
void inv(complex_type * dst,complex_type * src,int nfft) {
if (m_plan==NULL) m_plan = fftwl_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE);
fftwl_execute_dft( m_plan, src,dst);
}
void fwd(complex_type * dst,scalar_type * src,int nfft) {
if (m_plan==NULL) m_plan = fftwl_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE);
fftwl_execute_dft_r2c( m_plan,src,dst);
}
void inv(scalar_type * dst,complex_type * src,int nfft) {
if (m_plan==NULL)
m_plan = fftwl_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE);
fftwl_execute_dft_c2r( m_plan, src,dst);
}
};
template <typename _Scalar>
struct ei_fftw_impl
{
typedef _Scalar Scalar;
typedef std::complex<Scalar> Complex;
void clear()
{
m_plans.clear();
}
void fwd( Complex * dst,const Complex *src,int nfft)
{
get_plan(nfft,false,dst,src).fwd(ei_fftw_cast(dst), ei_fftw_cast(src),nfft );
}
// real-to-complex forward FFT
void fwd( Complex * dst,const Scalar * src,int nfft)
{
get_plan(nfft,false,dst,src).fwd(ei_fftw_cast(dst), ei_fftw_cast(src) ,nfft);
int nhbins=(nfft>>1)+1;
for (int k=nhbins;k < nfft; ++k )
dst[k] = conj(dst[nfft-k]);
}
// inverse complex-to-complex
void inv(Complex * dst,const Complex *src,int nfft)
{
get_plan(nfft,true,dst,src).inv(ei_fftw_cast(dst), ei_fftw_cast(src),nfft );
// scaling
Scalar s = 1./nfft;
for (int k=0;k<nfft;++k)
dst[k] *= s;
}
// half-complex to scalar
void inv( Scalar * dst,const Complex * src,int nfft)
{
get_plan(nfft,true,dst,src).inv(ei_fftw_cast(dst), ei_fftw_cast(src),nfft );
Scalar s = 1./nfft;
for (int k=0;k<nfft;++k)
dst[k] *= s;
}
private:
typedef ei_fftw_plan<Scalar> PlanData;
typedef std::map<int,PlanData> PlanMap;
PlanMap m_plans;
PlanData & get_plan(int nfft,bool inverse,void * dst,const void * src)
{
bool inplace = (dst==src);
bool aligned = ( (reinterpret_cast<size_t>(src)&15) | (reinterpret_cast<size_t>(dst)&15) ) == 0;
int key = (nfft<<3 ) | (inverse<<2) | (inplace<<1) | aligned;
return m_plans[key];
}
};
}

412
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@ -0,0 +1,412 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2009 Mark Borgerding mark a borgerding net
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#include <complex>
#include <vector>
#include <map>
namespace Eigen {
// This FFT implementation was derived from kissfft http:sourceforge.net/projects/kissfft
// Copyright 2003-2009 Mark Borgerding
template <typename _Scalar>
struct ei_kiss_cpx_fft
{
typedef _Scalar Scalar;
typedef std::complex<Scalar> Complex;
std::vector<Complex> m_twiddles;
std::vector<int> m_stageRadix;
std::vector<int> m_stageRemainder;
std::vector<Complex> m_scratchBuf;
bool m_inverse;
void make_twiddles(int nfft,bool inverse)
{
m_inverse = inverse;
m_twiddles.resize(nfft);
Scalar phinc = (inverse?2:-2)* acos( (Scalar) -1) / nfft;
for (int i=0;i<nfft;++i)
m_twiddles[i] = exp( Complex(0,i*phinc) );
}
void conjugate()
{
m_inverse = !m_inverse;
for ( size_t i=0;i<m_twiddles.size() ;++i)
m_twiddles[i] = conj( m_twiddles[i] );
}
void factorize(int nfft)
{
//start factoring out 4's, then 2's, then 3,5,7,9,...
int n= nfft;
int p=4;
do {
while (n % p) {
switch (p) {
case 4: p = 2; break;
case 2: p = 3; break;
default: p += 2; break;
}
if (p*p>n)
p=n;// impossible to have a factor > sqrt(n)
}
n /= p;
m_stageRadix.push_back(p);
m_stageRemainder.push_back(n);
if ( p > 5 )
m_scratchBuf.resize(p); // scratchbuf will be needed in bfly_generic
}while(n>1);
}
template <typename _Src>
void work( int stage,Complex * xout, const _Src * xin, size_t fstride,size_t in_stride)
{
int p = m_stageRadix[stage];
int m = m_stageRemainder[stage];
Complex * Fout_beg = xout;
Complex * Fout_end = xout + p*m;
if (m>1) {
do{
// recursive call:
// DFT of size m*p performed by doing
// p instances of smaller DFTs of size m,
// each one takes a decimated version of the input
work(stage+1, xout , xin, fstride*p,in_stride);
xin += fstride*in_stride;
}while( (xout += m) != Fout_end );
}else{
do{
*xout = *xin;
xin += fstride*in_stride;
}while(++xout != Fout_end );
}
xout=Fout_beg;
// recombine the p smaller DFTs
switch (p) {
case 2: bfly2(xout,fstride,m); break;
case 3: bfly3(xout,fstride,m); break;
case 4: bfly4(xout,fstride,m); break;
case 5: bfly5(xout,fstride,m); break;
default: bfly_generic(xout,fstride,m,p); break;
}
}
void bfly2( Complex * Fout, const size_t fstride, int m)
{
for (int k=0;k<m;++k) {
Complex t = Fout[m+k] * m_twiddles[k*fstride];
Fout[m+k] = Fout[k] - t;
Fout[k] += t;
}
}
void bfly4( Complex * Fout, const size_t fstride, const size_t m)
{
Complex scratch[6];
int negative_if_inverse = m_inverse * -2 +1;
for (size_t k=0;k<m;++k) {
scratch[0] = Fout[k+m] * m_twiddles[k*fstride];
scratch[1] = Fout[k+2*m] * m_twiddles[k*fstride*2];
scratch[2] = Fout[k+3*m] * m_twiddles[k*fstride*3];
scratch[5] = Fout[k] - scratch[1];
Fout[k] += scratch[1];
scratch[3] = scratch[0] + scratch[2];
scratch[4] = scratch[0] - scratch[2];
scratch[4] = Complex( scratch[4].imag()*negative_if_inverse , -scratch[4].real()* negative_if_inverse );
Fout[k+2*m] = Fout[k] - scratch[3];
Fout[k] += scratch[3];
Fout[k+m] = scratch[5] + scratch[4];
Fout[k+3*m] = scratch[5] - scratch[4];
}
}
void bfly3( Complex * Fout, const size_t fstride, const size_t m)
{
size_t k=m;
const size_t m2 = 2*m;
Complex *tw1,*tw2;
Complex scratch[5];
Complex epi3;
epi3 = m_twiddles[fstride*m];
tw1=tw2=&m_twiddles[0];
do{
scratch[1]=Fout[m] * *tw1;
scratch[2]=Fout[m2] * *tw2;
scratch[3]=scratch[1]+scratch[2];
scratch[0]=scratch[1]-scratch[2];
tw1 += fstride;
tw2 += fstride*2;
Fout[m] = Complex( Fout->real() - .5*scratch[3].real() , Fout->imag() - .5*scratch[3].imag() );
scratch[0] *= epi3.imag();
*Fout += scratch[3];
Fout[m2] = Complex( Fout[m].real() + scratch[0].imag() , Fout[m].imag() - scratch[0].real() );
Fout[m] += Complex( -scratch[0].imag(),scratch[0].real() );
++Fout;
}while(--k);
}
void bfly5( Complex * Fout, const size_t fstride, const size_t m)
{
Complex *Fout0,*Fout1,*Fout2,*Fout3,*Fout4;
size_t u;
Complex scratch[13];
Complex * twiddles = &m_twiddles[0];
Complex *tw;
Complex ya,yb;
ya = twiddles[fstride*m];
yb = twiddles[fstride*2*m];
Fout0=Fout;
Fout1=Fout0+m;
Fout2=Fout0+2*m;
Fout3=Fout0+3*m;
Fout4=Fout0+4*m;
tw=twiddles;
for ( u=0; u<m; ++u ) {
scratch[0] = *Fout0;
scratch[1] = *Fout1 * tw[u*fstride];
scratch[2] = *Fout2 * tw[2*u*fstride];
scratch[3] = *Fout3 * tw[3*u*fstride];
scratch[4] = *Fout4 * tw[4*u*fstride];
scratch[7] = scratch[1] + scratch[4];
scratch[10] = scratch[1] - scratch[4];
scratch[8] = scratch[2] + scratch[3];
scratch[9] = scratch[2] - scratch[3];
*Fout0 += scratch[7];
*Fout0 += scratch[8];
scratch[5] = scratch[0] + Complex(
(scratch[7].real()*ya.real() ) + (scratch[8].real() *yb.real() ),
(scratch[7].imag()*ya.real()) + (scratch[8].imag()*yb.real())
);
scratch[6] = Complex(
(scratch[10].imag()*ya.imag()) + (scratch[9].imag()*yb.imag()),
-(scratch[10].real()*ya.imag()) - (scratch[9].real()*yb.imag())
);
*Fout1 = scratch[5] - scratch[6];
*Fout4 = scratch[5] + scratch[6];
scratch[11] = scratch[0] +
Complex(
(scratch[7].real()*yb.real()) + (scratch[8].real()*ya.real()),
(scratch[7].imag()*yb.real()) + (scratch[8].imag()*ya.real())
);
scratch[12] = Complex(
-(scratch[10].imag()*yb.imag()) + (scratch[9].imag()*ya.imag()),
(scratch[10].real()*yb.imag()) - (scratch[9].real()*ya.imag())
);
*Fout2=scratch[11]+scratch[12];
*Fout3=scratch[11]-scratch[12];
++Fout0;++Fout1;++Fout2;++Fout3;++Fout4;
}
}
/* perform the butterfly for one stage of a mixed radix FFT */
void bfly_generic(
Complex * Fout,
const size_t fstride,
int m,
int p
)
{
int u,k,q1,q;
Complex * twiddles = &m_twiddles[0];
Complex t;
int Norig = m_twiddles.size();
Complex * scratchbuf = &m_scratchBuf[0];
for ( u=0; u<m; ++u ) {
k=u;
for ( q1=0 ; q1<p ; ++q1 ) {
scratchbuf[q1] = Fout[ k ];
k += m;
}
k=u;
for ( q1=0 ; q1<p ; ++q1 ) {
int twidx=0;
Fout[ k ] = scratchbuf[0];
for (q=1;q<p;++q ) {
twidx += fstride * k;
if (twidx>=Norig) twidx-=Norig;
t=scratchbuf[q] * twiddles[twidx];
Fout[ k ] += t;
}
k += m;
}
}
}
};
template <typename _Scalar>
struct ei_kissfft_impl
{
typedef _Scalar Scalar;
typedef std::complex<Scalar> Complex;
void clear()
{
m_plans.clear();
m_realTwiddles.clear();
}
template <typename _Src>
void fwd( Complex * dst,const _Src *src,int nfft)
{
get_plan(nfft,false).work(0, dst, src, 1,1);
}
// real-to-complex forward FFT
// perform two FFTs of src even and src odd
// then twiddle to recombine them into the half-spectrum format
// then fill in the conjugate symmetric half
void fwd( Complex * dst,const Scalar * src,int nfft)
{
if ( nfft&3 ) {
// use generic mode for odd
get_plan(nfft,false).work(0, dst, src, 1,1);
}else{
int ncfft = nfft>>1;
int ncfft2 = nfft>>2;
Complex * rtw = real_twiddles(ncfft2);
// use optimized mode for even real
fwd( dst, reinterpret_cast<const Complex*> (src), ncfft);
Complex dc = dst[0].real() + dst[0].imag();
Complex nyquist = dst[0].real() - dst[0].imag();
int k;
for ( k=1;k <= ncfft2 ; ++k ) {
Complex fpk = dst[k];
Complex fpnk = conj(dst[ncfft-k]);
Complex f1k = fpk + fpnk;
Complex f2k = fpk - fpnk;
Complex tw= f2k * rtw[k-1];
dst[k] = (f1k + tw) * Scalar(.5);
dst[ncfft-k] = conj(f1k -tw)*Scalar(.5);
}
// place conjugate-symmetric half at the end for completeness
// TODO: make this configurable ( opt-out )
for ( k=1;k < ncfft ; ++k )
dst[nfft-k] = conj(dst[k]);
dst[0] = dc;
dst[ncfft] = nyquist;
}
}
// inverse complex-to-complex
void inv(Complex * dst,const Complex *src,int nfft)
{
get_plan(nfft,true).work(0, dst, src, 1,1);
scale(dst, nfft, Scalar(1)/nfft );
}
// half-complex to scalar
void inv( Scalar * dst,const Complex * src,int nfft)
{
if (nfft&3) {
m_tmpBuf.resize(nfft);
inv(&m_tmpBuf[0],src,nfft);
for (int k=0;k<nfft;++k)
dst[k] = m_tmpBuf[k].real();
}else{
// optimized version for multiple of 4
int ncfft = nfft>>1;
int ncfft2 = nfft>>2;
Complex * rtw = real_twiddles(ncfft2);
m_tmpBuf.resize(ncfft);
m_tmpBuf[0] = Complex( src[0].real() + src[ncfft].real(), src[0].real() - src[ncfft].real() );
for (int k = 1; k <= ncfft / 2; ++k) {
Complex fk = src[k];
Complex fnkc = conj(src[ncfft-k]);
Complex fek = fk + fnkc;
Complex tmp = fk - fnkc;
Complex fok = tmp * conj(rtw[k-1]);
m_tmpBuf[k] = fek + fok;
m_tmpBuf[ncfft-k] = conj(fek - fok);
}
scale(&m_tmpBuf[0], ncfft, Scalar(1)/nfft );
get_plan(ncfft,true).work(0, reinterpret_cast<Complex*>(dst), &m_tmpBuf[0], 1,1);
}
}
private:
typedef ei_kiss_cpx_fft<Scalar> PlanData;
typedef std::map<int,PlanData> PlanMap;
PlanMap m_plans;
std::map<int, std::vector<Complex> > m_realTwiddles;
std::vector<Complex> m_tmpBuf;
int PlanKey(int nfft,bool isinverse) const { return (nfft<<1) | isinverse; }
PlanData & get_plan(int nfft,bool inverse)
{
// TODO look for PlanKey(nfft, ! inverse) and conjugate the twiddles
PlanData & pd = m_plans[ PlanKey(nfft,inverse) ];
if ( pd.m_twiddles.size() == 0 ) {
pd.make_twiddles(nfft,inverse);
pd.factorize(nfft);
}
return pd;
}
Complex * real_twiddles(int ncfft2)
{
std::vector<Complex> & twidref = m_realTwiddles[ncfft2];// creates new if not there
if ( (int)twidref.size() != ncfft2 ) {
twidref.resize(ncfft2);
int ncfft= ncfft2<<1;
Scalar pi = acos( Scalar(-1) );
for (int k=1;k<=ncfft2;++k)
twidref[k-1] = exp( Complex(0,-pi * ((double) (k) / ncfft + .5) ) );
}
return &twidref[0];
}
void scale(Complex *dst,int n,Scalar s)
{
for (int k=0;k<n;++k)
dst[k] *= s;
}
};
}

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// To use the simple FFT implementation
// g++ -o demofft -I.. -Wall -O3 FFT.cpp
// To use the FFTW implementation
// g++ -o demofft -I.. -DUSE_FFTW -Wall -O3 FFT.cpp -lfftw3 -lfftw3f -lfftw3l
#ifdef USE_FFTW
#include <fftw3.h>
#endif
#include <vector>
#include <complex>
#include <algorithm>
#include <iterator>
#include <Eigen/Core>
#include <unsupported/Eigen/FFT>
using namespace std;
using namespace Eigen;
template <typename T>
T mag2(T a)
{
return a*a;
}
template <typename T>
T mag2(std::complex<T> a)
{
return norm(a);
}
template <typename T>
T mag2(const std::vector<T> & vec)
{
T out=0;
for (size_t k=0;k<vec.size();++k)
out += mag2(vec[k]);
return out;
}
template <typename T>
T mag2(const std::vector<std::complex<T> > & vec)
{
T out=0;
for (size_t k=0;k<vec.size();++k)
out += mag2(vec[k]);
return out;
}
template <typename T>
vector<T> operator-(const vector<T> & a,const vector<T> & b )
{
vector<T> c(a);
for (size_t k=0;k<b.size();++k)
c[k] -= b[k];
return c;
}
template <typename T>
void RandomFill(std::vector<T> & vec)
{
for (size_t k=0;k<vec.size();++k)
vec[k] = T( rand() )/T(RAND_MAX) - .5;
}
template <typename T>
void RandomFill(std::vector<std::complex<T> > & vec)
{
for (size_t k=0;k<vec.size();++k)
vec[k] = std::complex<T> ( T( rand() )/T(RAND_MAX) - .5, T( rand() )/T(RAND_MAX) - .5);
}
template <typename T_time,typename T_freq>
void fwd_inv(size_t nfft)
{
typedef typename NumTraits<T_freq>::Real Scalar;
vector<T_time> timebuf(nfft);
RandomFill(timebuf);
vector<T_freq> freqbuf;
static FFT<Scalar> fft;
fft.fwd(freqbuf,timebuf);
vector<T_time> timebuf2;
fft.inv(timebuf2,freqbuf);
long double rmse = mag2(timebuf - timebuf2) / mag2(timebuf);
cout << "roundtrip rmse: " << rmse << endl;
}
template <typename T_scalar>
void two_demos(int nfft)
{
cout << " scalar ";
fwd_inv<T_scalar,std::complex<T_scalar> >(nfft);
cout << " complex ";
fwd_inv<std::complex<T_scalar>,std::complex<T_scalar> >(nfft);
}
void demo_all_types(int nfft)
{
cout << "nfft=" << nfft << endl;
cout << " float" << endl;
two_demos<float>(nfft);
cout << " double" << endl;
two_demos<double>(nfft);
cout << " long double" << endl;
two_demos<long double>(nfft);
}
int main()
{
demo_all_types( 2*3*4*5*7 );
demo_all_types( 2*9*16*25 );
demo_all_types( 1024 );
return 0;
}

7
unsupported/test/CMakeLists.txt
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@ -19,3 +19,10 @@ ei_add_test(autodiff)
ei_add_test(BVH)
ei_add_test(matrixExponential)
ei_add_test(alignedvector3)
ei_add_test(FFT)
find_package(FFTW)
if(FFTW_FOUND)
ei_add_test(FFTW " " "-lfftw3 -lfftw3f -lfftw3l" )
endif(FFTW_FOUND)

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra. Eigen itself is part of the KDE project.
//
// Copyright (C) 2009 Mark Borgerding mark a borgerding net
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#include "main.h"
#include <unsupported/Eigen/FFT>
using namespace std;
float norm(float x) {return x*x;}
double norm(double x) {return x*x;}
long double norm(long double x) {return x*x;}
template < typename T>
complex<long double> promote(complex<T> x) { return complex<long double>(x.real(),x.imag()); }
complex<long double> promote(float x) { return complex<long double>( x); }
complex<long double> promote(double x) { return complex<long double>( x); }
complex<long double> promote(long double x) { return complex<long double>( x); }
template <typename T1,typename T2>
long double fft_rmse( const vector<T1> & fftbuf,const vector<T2> & timebuf)
{
long double totalpower=0;
long double difpower=0;
cerr <<"idx\ttruth\t\tvalue\t|dif|=\n";
for (size_t k0=0;k0<fftbuf.size();++k0) {
complex<long double> acc = 0;
long double phinc = -2.*k0* M_PIl / timebuf.size();
for (size_t k1=0;k1<timebuf.size();++k1) {
acc += promote( timebuf[k1] ) * exp( complex<long double>(0,k1*phinc) );
}
totalpower += norm(acc);
complex<long double> x = promote(fftbuf[k0]);
complex<long double> dif = acc - x;
difpower += norm(dif);
cerr << k0 << "\t" << acc << "\t" << x << "\t" << sqrt(norm(dif)) << endl;
}
cerr << "rmse:" << sqrt(difpower/totalpower) << endl;
return sqrt(difpower/totalpower);
}
template <typename T1,typename T2>
long double dif_rmse( const vector<T1> buf1,const vector<T2> buf2)
{
long double totalpower=0;
long double difpower=0;
size_t n = min( buf1.size(),buf2.size() );
for (size_t k=0;k<n;++k) {
totalpower += (norm( buf1[k] ) + norm(buf2[k]) )/2.;
difpower += norm(buf1[k] - buf2[k]);
}
return sqrt(difpower/totalpower);
}
template <class T>
void test_scalar(int nfft)
{
typedef typename Eigen::FFT<T>::Complex Complex;
typedef typename Eigen::FFT<T>::Scalar Scalar;
FFT<T> fft;
vector<Scalar> inbuf(nfft);
vector<Complex> outbuf;
for (int k=0;k<nfft;++k)
inbuf[k]= (T)(rand()/(double)RAND_MAX - .5);
fft.fwd( outbuf,inbuf);
VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>() );// gross check
vector<Scalar> buf3;
fft.inv( buf3 , outbuf);
VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check
}
template <class T>
void test_complex(int nfft)
{
typedef typename Eigen::FFT<T>::Complex Complex;
FFT<T> fft;
vector<Complex> inbuf(nfft);
vector<Complex> outbuf;
vector<Complex> buf3;
for (int k=0;k<nfft;++k)
inbuf[k]= Complex( (T)(rand()/(double)RAND_MAX - .5), (T)(rand()/(double)RAND_MAX - .5) );
fft.fwd( outbuf , inbuf);
VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>() );// gross check
fft.inv( buf3 , outbuf);
VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check
}
void test_FFT()
{
CALL_SUBTEST( test_complex<float>(32) ); CALL_SUBTEST( test_complex<double>(32) ); CALL_SUBTEST( test_complex<long double>(32) );
CALL_SUBTEST( test_complex<float>(256) ); CALL_SUBTEST( test_complex<double>(256) ); CALL_SUBTEST( test_complex<long double>(256) );
CALL_SUBTEST( test_complex<float>(3*8) ); CALL_SUBTEST( test_complex<double>(3*8) ); CALL_SUBTEST( test_complex<long double>(3*8) );
CALL_SUBTEST( test_complex<float>(5*32) ); CALL_SUBTEST( test_complex<double>(5*32) ); CALL_SUBTEST( test_complex<long double>(5*32) );
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) );
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) );
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) );
CALL_SUBTEST( test_scalar<float>(32) ); CALL_SUBTEST( test_scalar<double>(32) ); CALL_SUBTEST( test_scalar<long double>(32) );
CALL_SUBTEST( test_scalar<float>(45) ); CALL_SUBTEST( test_scalar<double>(45) ); CALL_SUBTEST( test_scalar<long double>(45) );
CALL_SUBTEST( test_scalar<float>(50) ); CALL_SUBTEST( test_scalar<double>(50) ); CALL_SUBTEST( test_scalar<long double>(50) );
CALL_SUBTEST( test_scalar<float>(256) ); CALL_SUBTEST( test_scalar<double>(256) ); CALL_SUBTEST( test_scalar<long double>(256) );
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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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra. Eigen itself is part of the KDE project.
//
// Copyright (C) 2009 Mark Borgerding mark a borgerding net
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#include "main.h"
#include <fftw3.h>
#include <unsupported/Eigen/FFT>
using namespace std;
float norm(float x) {return x*x;}
double norm(double x) {return x*x;}
long double norm(long double x) {return x*x;}
template < typename T>
complex<long double> promote(complex<T> x) { return complex<long double>(x.real(),x.imag()); }
complex<long double> promote(float x) { return complex<long double>( x); }
complex<long double> promote(double x) { return complex<long double>( x); }
complex<long double> promote(long double x) { return complex<long double>( x); }
template <typename T1,typename T2>
long double fft_rmse( const vector<T1> & fftbuf,const vector<T2> & timebuf)
{
long double totalpower=0;
long double difpower=0;
cerr <<"idx\ttruth\t\tvalue\t|dif|=\n";
for (size_t k0=0;k0<fftbuf.size();++k0) {
complex<long double> acc = 0;
long double phinc = -2.*k0* M_PIl / timebuf.size();
for (size_t k1=0;k1<timebuf.size();++k1) {
acc += promote( timebuf[k1] ) * exp( complex<long double>(0,k1*phinc) );
}
totalpower += norm(acc);
complex<long double> x = promote(fftbuf[k0]);
complex<long double> dif = acc - x;
difpower += norm(dif);
cerr << k0 << "\t" << acc << "\t" << x << "\t" << sqrt(norm(dif)) << endl;
}
cerr << "rmse:" << sqrt(difpower/totalpower) << endl;
return sqrt(difpower/totalpower);
}
template <typename T1,typename T2>
long double dif_rmse( const vector<T1> buf1,const vector<T2> buf2)
{
long double totalpower=0;
long double difpower=0;
size_t n = min( buf1.size(),buf2.size() );
for (size_t k=0;k<n;++k) {
totalpower += (norm( buf1[k] ) + norm(buf2[k]) )/2.;
difpower += norm(buf1[k] - buf2[k]);
}
return sqrt(difpower/totalpower);
}
template <class T>
void test_scalar(int nfft)
{
typedef typename Eigen::FFT<T>::Complex Complex;
typedef typename Eigen::FFT<T>::Scalar Scalar;
FFT<T> fft;
vector<Scalar> inbuf(nfft);
vector<Complex> outbuf;
for (int k=0;k<nfft;++k)
inbuf[k]= (T)(rand()/(double)RAND_MAX - .5);
fft.fwd( outbuf,inbuf);
VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>() );// gross check
vector<Scalar> buf3;
fft.inv( buf3 , outbuf);
VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check
}
template <class T>
void test_complex(int nfft)
{
typedef typename Eigen::FFT<T>::Complex Complex;
FFT<T> fft;
vector<Complex> inbuf(nfft);
vector<Complex> outbuf;
vector<Complex> buf3;
for (int k=0;k<nfft;++k)
inbuf[k]= Complex( (T)(rand()/(double)RAND_MAX - .5), (T)(rand()/(double)RAND_MAX - .5) );
fft.fwd( outbuf , inbuf);
VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>() );// gross check
fft.inv( buf3 , outbuf);
VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check
}
void test_FFTW()
{
CALL_SUBTEST( test_complex<float>(32) ); CALL_SUBTEST( test_complex<double>(32) ); CALL_SUBTEST( test_complex<long double>(32) );
CALL_SUBTEST( test_complex<float>(256) ); CALL_SUBTEST( test_complex<double>(256) ); CALL_SUBTEST( test_complex<long double>(256) );
CALL_SUBTEST( test_complex<float>(3*8) ); CALL_SUBTEST( test_complex<double>(3*8) ); CALL_SUBTEST( test_complex<long double>(3*8) );
CALL_SUBTEST( test_complex<float>(5*32) ); CALL_SUBTEST( test_complex<double>(5*32) ); CALL_SUBTEST( test_complex<long double>(5*32) );
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) );
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) );
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) );
CALL_SUBTEST( test_scalar<float>(32) ); CALL_SUBTEST( test_scalar<double>(32) ); CALL_SUBTEST( test_scalar<long double>(32) );
CALL_SUBTEST( test_scalar<float>(45) ); CALL_SUBTEST( test_scalar<double>(45) ); CALL_SUBTEST( test_scalar<long double>(45) );
CALL_SUBTEST( test_scalar<float>(50) ); CALL_SUBTEST( test_scalar<double>(50) ); CALL_SUBTEST( test_scalar<long double>(50) );
CALL_SUBTEST( test_scalar<float>(256) ); CALL_SUBTEST( test_scalar<double>(256) ); CALL_SUBTEST( test_scalar<long double>(256) );
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) );
}