diff --git a/bench/benchFFT.cpp b/bench/benchFFT.cpp new file mode 100644 index 000000000..4b6cabb55 --- /dev/null +++ b/bench/benchFFT.cpp @@ -0,0 +1,115 @@ +// 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 . + +#include +#include +#include +#include +#ifdef USE_FFTW +#include +#endif + +#include + +using namespace Eigen; +using namespace std; + + +template +string nameof(); + +template <> string nameof() {return "float";} +template <> string nameof() {return "double";} +template <> string nameof() {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 +void bench(int nfft,bool fwd) +{ + typedef typename NumTraits::Real Scalar; + typedef typename std::complex Complex; + int nits = NDATA/nfft; + vector inbuf(nfft); + vector 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() << " "; + double mflops = 5.*nfft*log2((double)nfft) / (1e6 * timer.value() / (double)nits ); + if ( NumTraits::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 >(NFFT,true); + bench >(NFFT,false); + bench(NFFT,true); + bench(NFFT,false); + bench >(NFFT,true); + bench >(NFFT,false); + bench(NFFT,true); + bench(NFFT,false); + bench >(NFFT,true); + bench >(NFFT,false); + bench(NFFT,true); + bench(NFFT,false); + return 0; +} diff --git a/cmake/FindFFTW.cmake b/cmake/FindFFTW.cmake new file mode 100644 index 000000000..a56450b17 --- /dev/null +++ b/cmake/FindFFTW.cmake @@ -0,0 +1,24 @@ + +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) diff --git a/unsupported/Eigen/Complex b/unsupported/Eigen/Complex new file mode 100644 index 000000000..a0483abdf --- /dev/null +++ b/unsupported/Eigen/Complex @@ -0,0 +1,180 @@ +#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 . + +// Eigen::Complex reuses as much as possible from std::complex +// and allows easy conversion to and from, even at the pointer level. + + +#include + +namespace Eigen { + +template +struct castable_pointer +{ + castable_pointer(_NativePtr ptr) : _ptr(ptr) {} + operator _NativePtr () {return _ptr;} + operator _PunnedPtr () {return reinterpret_cast<_PunnedPtr>(_ptr);} + private: + _NativePtr _ptr; +}; + +template +struct Complex +{ + typedef typename std::complex 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 + Complex(const Complex&other): _re(other.real()) ,_im(other.imag()) {} + template + Complex(const std::complex&other): _re(other.real()) ,_im(other.imag()) {} + + + // allow binary access to the object as a std::complex + typedef castable_pointer< Complex*, StandardComplex* > pointer_type; + typedef castable_pointer< const Complex*, 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(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& operator= (const T& val) { _re=val;_im=0;return *this; } + Complex& operator+= (const T& val) {_re+=val;return *this;} + Complex& operator-= (const T& val) {_re-=val;return *this;} + Complex& operator*= (const T& val) {_re*=val;_im*=val;return *this; } + Complex& 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 Complex& operator= (const Complex& rhs) { _re=rhs._re;_im=rhs._im;return *this;} + template Complex& operator+= (const Complex& rhs) { _re+=rhs._re;_im+=rhs._im;return *this;} + template Complex& operator-= (const Complex& rhs) { _re-=rhs._re;_im-=rhs._im;return *this;} + template Complex& operator*= (const Complex& rhs) { this->std_type() *= rhs.std_type(); return *this; } + template Complex& operator/= (const Complex& rhs) { this->std_type() /= rhs.std_type(); return *this; } + + private: + T _re; + T _im; +}; + +template +T ei_to_std( const T & x) {return x;} + +template +std::complex ei_to_std( const Complex & x) {return x.std_type();} + +// 26.2.6 operators +template Complex operator+(const Complex& rhs) {return rhs;} +template Complex operator-(const Complex& rhs) {return -ei_to_std(rhs);} + +template Complex operator+(const Complex& lhs, const Complex& rhs) { return ei_to_std(lhs) + ei_to_std(rhs);} +template Complex operator-(const Complex& lhs, const Complex& rhs) { return ei_to_std(lhs) - ei_to_std(rhs);} +template Complex operator*(const Complex& lhs, const Complex& rhs) { return ei_to_std(lhs) * ei_to_std(rhs);} +template Complex operator/(const Complex& lhs, const Complex& rhs) { return ei_to_std(lhs) / ei_to_std(rhs);} +template bool operator==(const Complex& lhs, const Complex& rhs) { return ei_to_std(lhs) == ei_to_std(rhs);} +template bool operator!=(const Complex& lhs, const Complex& rhs) { return ei_to_std(lhs) != ei_to_std(rhs);} + +template Complex operator+(const Complex& lhs, const T& rhs) {return ei_to_std(lhs) + ei_to_std(rhs); } +template Complex operator-(const Complex& lhs, const T& rhs) {return ei_to_std(lhs) - ei_to_std(rhs); } +template Complex operator*(const Complex& lhs, const T& rhs) {return ei_to_std(lhs) * ei_to_std(rhs); } +template Complex operator/(const Complex& lhs, const T& rhs) {return ei_to_std(lhs) / ei_to_std(rhs); } +template bool operator==(const Complex& lhs, const T& rhs) {return ei_to_std(lhs) == ei_to_std(rhs); } +template bool operator!=(const Complex& lhs, const T& rhs) {return ei_to_std(lhs) != ei_to_std(rhs); } + +template Complex operator+(const T& lhs, const Complex& rhs) {return ei_to_std(lhs) + ei_to_std(rhs); } +template Complex operator-(const T& lhs, const Complex& rhs) {return ei_to_std(lhs) - ei_to_std(rhs); } +template Complex operator*(const T& lhs, const Complex& rhs) {return ei_to_std(lhs) * ei_to_std(rhs); } +template Complex operator/(const T& lhs, const Complex& rhs) {return ei_to_std(lhs) / ei_to_std(rhs); } +template bool operator==(const T& lhs, const Complex& rhs) {return ei_to_std(lhs) == ei_to_std(rhs); } +template bool operator!=(const T& lhs, const Complex& rhs) {return ei_to_std(lhs) != ei_to_std(rhs); } + +template +std::basic_istream& + operator>> (std::basic_istream& istr, Complex& rhs) +{ + return istr >> rhs.std_type(); +} + +template +std::basic_ostream& +operator<< (std::basic_ostream& ostr, const Complex& rhs) +{ + return ostr << rhs.std_type(); +} + + // 26.2.7 values: + template T real(const Complex&x) {return real(ei_to_std(x));} + template T abs(const Complex&x) {return abs(ei_to_std(x));} + template T arg(const Complex&x) {return arg(ei_to_std(x));} + template T norm(const Complex&x) {return norm(ei_to_std(x));} + + template Complex conj(const Complex&x) { return conj(ei_to_std(x));} + template Complex polar(const T& x, const T&y) {return polar(ei_to_std(x),ei_to_std(y));} + // 26.2.8 transcendentals: + template Complex cos (const Complex&x){return cos(ei_to_std(x));} + template Complex cosh (const Complex&x){return cosh(ei_to_std(x));} + template Complex exp (const Complex&x){return exp(ei_to_std(x));} + template Complex log (const Complex&x){return log(ei_to_std(x));} + template Complex log10 (const Complex&x){return log10(ei_to_std(x));} + + template Complex pow(const Complex&x, int p) {return pow(ei_to_std(x),ei_to_std(p));} + template Complex pow(const Complex&x, const T&p) {return pow(ei_to_std(x),ei_to_std(p));} + template Complex pow(const Complex&x, const Complex&p) {return pow(ei_to_std(x),ei_to_std(p));} + template Complex pow(const T&x, const Complex&p) {return pow(ei_to_std(x),ei_to_std(p));} + + template Complex sin (const Complex&x){return sin(ei_to_std(x));} + template Complex sinh (const Complex&x){return sinh(ei_to_std(x));} + template Complex sqrt (const Complex&x){return sqrt(ei_to_std(x));} + template Complex tan (const Complex&x){return tan(ei_to_std(x));} + template Complex tanh (const Complex&x){return tanh(ei_to_std(x));} +} + +#endif diff --git a/unsupported/Eigen/FFT b/unsupported/Eigen/FFT new file mode 100644 index 000000000..dc7e85908 --- /dev/null +++ b/unsupported/Eigen/FFT @@ -0,0 +1,95 @@ +// 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 . + +#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 + > +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 + void fwd( Complex * dst, const _Input * src, int nfft) + { + m_traits.fwd(dst,src,nfft); + } + + template + void fwd( std::vector & dst, const std::vector<_Input> & src) + { + dst.resize( src.size() ); + fwd( &dst[0],&src[0],src.size() ); + } + + template + void inv( _Output * dst, const Complex * src, int nfft) + { + m_traits.inv( dst,src,nfft ); + } + + template + void inv( std::vector<_Output> & dst, const std::vector & 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 diff --git a/unsupported/Eigen/src/FFT/ei_fftw_impl.h b/unsupported/Eigen/src/FFT/ei_fftw_impl.h new file mode 100644 index 000000000..d592bbb20 --- /dev/null +++ b/unsupported/Eigen/src/FFT/ei_fftw_impl.h @@ -0,0 +1,198 @@ +// 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 . + +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 layout is array of size 2 with real,imag + template + T * ei_fftw_cast(const T* p) + { + return const_cast( p); + } + + fftw_complex * ei_fftw_cast( const std::complex * p) + { + return const_cast( reinterpret_cast(p) ); + } + + fftwf_complex * ei_fftw_cast( const std::complex * p) + { + return const_cast( reinterpret_cast(p) ); + } + + fftwl_complex * ei_fftw_cast( const std::complex * p) + { + return const_cast( reinterpret_cast(p) ); + } + + template + struct ei_fftw_plan {}; + + template <> + struct ei_fftw_plan + { + 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 + { + 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 + { + 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 + struct ei_fftw_impl + { + typedef _Scalar Scalar; + typedef std::complex 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 PlanData; + typedef std::map PlanMap; + + PlanMap m_plans; + + PlanData & get_plan(int nfft,bool inverse,void * dst,const void * src) + { + bool inplace = (dst==src); + bool aligned = ( (reinterpret_cast(src)&15) | (reinterpret_cast(dst)&15) ) == 0; + int key = (nfft<<3 ) | (inverse<<2) | (inplace<<1) | aligned; + return m_plans[key]; + } + }; +} diff --git a/unsupported/Eigen/src/FFT/ei_kissfft_impl.h b/unsupported/Eigen/src/FFT/ei_kissfft_impl.h new file mode 100644 index 000000000..a84ac68a0 --- /dev/null +++ b/unsupported/Eigen/src/FFT/ei_kissfft_impl.h @@ -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 . + +#include +#include +#include + +namespace Eigen { + + // This FFT implementation was derived from kissfft http:sourceforge.net/projects/kissfft + // Copyright 2003-2009 Mark Borgerding + + template + struct ei_kiss_cpx_fft + { + typedef _Scalar Scalar; + typedef std::complex Complex; + std::vector m_twiddles; + std::vector m_stageRadix; + std::vector m_stageRemainder; + std::vector 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;in) + 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 + 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;kreal() - .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=Norig) twidx-=Norig; + t=scratchbuf[q] * twiddles[twidx]; + Fout[ k ] += t; + } + k += m; + } + } + } + }; + + template + struct ei_kissfft_impl + { + typedef _Scalar Scalar; + typedef std::complex Complex; + + void clear() + { + m_plans.clear(); + m_realTwiddles.clear(); + } + + template + 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 (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>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(dst), &m_tmpBuf[0], 1,1); + } + } + + private: + typedef ei_kiss_cpx_fft PlanData; + typedef std::map PlanMap; + + PlanMap m_plans; + std::map > m_realTwiddles; + std::vector 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 & 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 +#endif + +#include +#include +#include +#include +#include +#include + +using namespace std; +using namespace Eigen; + +template +T mag2(T a) +{ + return a*a; +} +template +T mag2(std::complex a) +{ + return norm(a); +} + +template +T mag2(const std::vector & vec) +{ + T out=0; + for (size_t k=0;k +T mag2(const std::vector > & vec) +{ + T out=0; + for (size_t k=0;k +vector operator-(const vector & a,const vector & b ) +{ + vector c(a); + for (size_t k=0;k +void RandomFill(std::vector & vec) +{ + for (size_t k=0;k +void RandomFill(std::vector > & vec) +{ + for (size_t k=0;k ( T( rand() )/T(RAND_MAX) - .5, T( rand() )/T(RAND_MAX) - .5); +} + +template +void fwd_inv(size_t nfft) +{ + typedef typename NumTraits::Real Scalar; + vector timebuf(nfft); + RandomFill(timebuf); + + vector freqbuf; + static FFT fft; + fft.fwd(freqbuf,timebuf); + + vector timebuf2; + fft.inv(timebuf2,freqbuf); + + long double rmse = mag2(timebuf - timebuf2) / mag2(timebuf); + cout << "roundtrip rmse: " << rmse << endl; +} + +template +void two_demos(int nfft) +{ + cout << " scalar "; + fwd_inv >(nfft); + cout << " complex "; + fwd_inv,std::complex >(nfft); +} + +void demo_all_types(int nfft) +{ + cout << "nfft=" << nfft << endl; + cout << " float" << endl; + two_demos(nfft); + cout << " double" << endl; + two_demos(nfft); + cout << " long double" << endl; + two_demos(nfft); +} + +int main() +{ + demo_all_types( 2*3*4*5*7 ); + demo_all_types( 2*9*16*25 ); + demo_all_types( 1024 ); + return 0; +} diff --git a/unsupported/test/CMakeLists.txt b/unsupported/test/CMakeLists.txt index abfbb0185..f42077bdc 100644 --- a/unsupported/test/CMakeLists.txt +++ b/unsupported/test/CMakeLists.txt @@ -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) + diff --git a/unsupported/test/FFT.cpp b/unsupported/test/FFT.cpp new file mode 100644 index 000000000..f0b9b68bf --- /dev/null +++ b/unsupported/test/FFT.cpp @@ -0,0 +1,135 @@ +// 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 . + +#include "main.h" +#include + +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 promote(complex x) { return complex(x.real(),x.imag()); } + +complex promote(float x) { return complex( x); } +complex promote(double x) { return complex( x); } +complex promote(long double x) { return complex( x); } + + + template + long double fft_rmse( const vector & fftbuf,const vector & timebuf) + { + long double totalpower=0; + long double difpower=0; + cerr <<"idx\ttruth\t\tvalue\t|dif|=\n"; + for (size_t k0=0;k0 acc = 0; + long double phinc = -2.*k0* M_PIl / timebuf.size(); + for (size_t k1=0;k1(0,k1*phinc) ); + } + totalpower += norm(acc); + complex x = promote(fftbuf[k0]); + complex 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 + long double dif_rmse( const vector buf1,const vector buf2) + { + long double totalpower=0; + long double difpower=0; + size_t n = min( buf1.size(),buf2.size() ); + for (size_t k=0;k +void test_scalar(int nfft) +{ + typedef typename Eigen::FFT::Complex Complex; + typedef typename Eigen::FFT::Scalar Scalar; + + FFT fft; + vector inbuf(nfft); + vector outbuf; + for (int k=0;k() );// gross check + + vector buf3; + fft.inv( buf3 , outbuf); + VERIFY( dif_rmse(inbuf,buf3) < test_precision() );// gross check +} + +template +void test_complex(int nfft) +{ + typedef typename Eigen::FFT::Complex Complex; + + FFT fft; + + vector inbuf(nfft); + vector outbuf; + vector buf3; + for (int k=0;k() );// gross check + + fft.inv( buf3 , outbuf); + + VERIFY( dif_rmse(inbuf,buf3) < test_precision() );// gross check +} + +void test_FFT() +{ + + CALL_SUBTEST( test_complex(32) ); CALL_SUBTEST( test_complex(32) ); CALL_SUBTEST( test_complex(32) ); + CALL_SUBTEST( test_complex(256) ); CALL_SUBTEST( test_complex(256) ); CALL_SUBTEST( test_complex(256) ); + CALL_SUBTEST( test_complex(3*8) ); CALL_SUBTEST( test_complex(3*8) ); CALL_SUBTEST( test_complex(3*8) ); + CALL_SUBTEST( test_complex(5*32) ); CALL_SUBTEST( test_complex(5*32) ); CALL_SUBTEST( test_complex(5*32) ); + CALL_SUBTEST( test_complex(2*3*4) ); CALL_SUBTEST( test_complex(2*3*4) ); CALL_SUBTEST( test_complex(2*3*4) ); + CALL_SUBTEST( test_complex(2*3*4*5) ); CALL_SUBTEST( test_complex(2*3*4*5) ); CALL_SUBTEST( test_complex(2*3*4*5) ); + CALL_SUBTEST( test_complex(2*3*4*5*7) ); CALL_SUBTEST( test_complex(2*3*4*5*7) ); CALL_SUBTEST( test_complex(2*3*4*5*7) ); + + + + CALL_SUBTEST( test_scalar(32) ); CALL_SUBTEST( test_scalar(32) ); CALL_SUBTEST( test_scalar(32) ); + CALL_SUBTEST( test_scalar(45) ); CALL_SUBTEST( test_scalar(45) ); CALL_SUBTEST( test_scalar(45) ); + CALL_SUBTEST( test_scalar(50) ); CALL_SUBTEST( test_scalar(50) ); CALL_SUBTEST( test_scalar(50) ); + CALL_SUBTEST( test_scalar(256) ); CALL_SUBTEST( test_scalar(256) ); CALL_SUBTEST( test_scalar(256) ); + CALL_SUBTEST( test_scalar(2*3*4*5*7) ); CALL_SUBTEST( test_scalar(2*3*4*5*7) ); CALL_SUBTEST( test_scalar(2*3*4*5*7) ); +} diff --git a/unsupported/test/FFTW.cpp b/unsupported/test/FFTW.cpp new file mode 100644 index 000000000..cf7be75aa --- /dev/null +++ b/unsupported/test/FFTW.cpp @@ -0,0 +1,136 @@ +// 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 . + +#include "main.h" +#include +#include + +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 promote(complex x) { return complex(x.real(),x.imag()); } + +complex promote(float x) { return complex( x); } +complex promote(double x) { return complex( x); } +complex promote(long double x) { return complex( x); } + + + template + long double fft_rmse( const vector & fftbuf,const vector & timebuf) + { + long double totalpower=0; + long double difpower=0; + cerr <<"idx\ttruth\t\tvalue\t|dif|=\n"; + for (size_t k0=0;k0 acc = 0; + long double phinc = -2.*k0* M_PIl / timebuf.size(); + for (size_t k1=0;k1(0,k1*phinc) ); + } + totalpower += norm(acc); + complex x = promote(fftbuf[k0]); + complex 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 + long double dif_rmse( const vector buf1,const vector buf2) + { + long double totalpower=0; + long double difpower=0; + size_t n = min( buf1.size(),buf2.size() ); + for (size_t k=0;k +void test_scalar(int nfft) +{ + typedef typename Eigen::FFT::Complex Complex; + typedef typename Eigen::FFT::Scalar Scalar; + + FFT fft; + vector inbuf(nfft); + vector outbuf; + for (int k=0;k() );// gross check + + vector buf3; + fft.inv( buf3 , outbuf); + VERIFY( dif_rmse(inbuf,buf3) < test_precision() );// gross check +} + +template +void test_complex(int nfft) +{ + typedef typename Eigen::FFT::Complex Complex; + + FFT fft; + + vector inbuf(nfft); + vector outbuf; + vector buf3; + for (int k=0;k() );// gross check + + fft.inv( buf3 , outbuf); + + VERIFY( dif_rmse(inbuf,buf3) < test_precision() );// gross check +} + +void test_FFTW() +{ + + CALL_SUBTEST( test_complex(32) ); CALL_SUBTEST( test_complex(32) ); CALL_SUBTEST( test_complex(32) ); + CALL_SUBTEST( test_complex(256) ); CALL_SUBTEST( test_complex(256) ); CALL_SUBTEST( test_complex(256) ); + CALL_SUBTEST( test_complex(3*8) ); CALL_SUBTEST( test_complex(3*8) ); CALL_SUBTEST( test_complex(3*8) ); + CALL_SUBTEST( test_complex(5*32) ); CALL_SUBTEST( test_complex(5*32) ); CALL_SUBTEST( test_complex(5*32) ); + CALL_SUBTEST( test_complex(2*3*4) ); CALL_SUBTEST( test_complex(2*3*4) ); CALL_SUBTEST( test_complex(2*3*4) ); + CALL_SUBTEST( test_complex(2*3*4*5) ); CALL_SUBTEST( test_complex(2*3*4*5) ); CALL_SUBTEST( test_complex(2*3*4*5) ); + CALL_SUBTEST( test_complex(2*3*4*5*7) ); CALL_SUBTEST( test_complex(2*3*4*5*7) ); CALL_SUBTEST( test_complex(2*3*4*5*7) ); + + + + CALL_SUBTEST( test_scalar(32) ); CALL_SUBTEST( test_scalar(32) ); CALL_SUBTEST( test_scalar(32) ); + CALL_SUBTEST( test_scalar(45) ); CALL_SUBTEST( test_scalar(45) ); CALL_SUBTEST( test_scalar(45) ); + CALL_SUBTEST( test_scalar(50) ); CALL_SUBTEST( test_scalar(50) ); CALL_SUBTEST( test_scalar(50) ); + CALL_SUBTEST( test_scalar(256) ); CALL_SUBTEST( test_scalar(256) ); CALL_SUBTEST( test_scalar(256) ); + CALL_SUBTEST( test_scalar(2*3*4*5*7) ); CALL_SUBTEST( test_scalar(2*3*4*5*7) ); CALL_SUBTEST( test_scalar(2*3*4*5*7) ); +}