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authorNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
committerNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
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treebc2efa38ff4e350f9a111ac87065cd7ae9a911c7 /src/EigenUnsupported/FFT
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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
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_FFT_H
+#define EIGEN_FFT_H
+
+#include <complex>
+#include <vector>
+#include <map>
+#include "../../Eigen/Core"
+
+
+/**
+ * \defgroup FFT_Module Fast Fourier Transform module
+ *
+ * \code
+ * #include <unsupported/Eigen/FFT>
+ * \endcode
+ *
+ * This module provides Fast Fourier transformation, with a configurable backend
+ * implementation.
+ *
+ * The default implementation is based on kissfft. It is a small, free, and
+ * reasonably efficient default.
+ *
+ * There are currently two implementation backend:
+ *
+ * - fftw (http://www.fftw.org) : faster, GPL -- incompatible with Eigen in LGPL form, bigger code size.
+ * - MKL (http://en.wikipedia.org/wiki/Math_Kernel_Library) : fastest, commercial -- may be incompatible with Eigen in GPL form.
+ *
+ * \section FFTDesign Design
+ *
+ * The following design decisions were made concerning scaling and
+ * half-spectrum for real FFT.
+ *
+ * The intent is to facilitate generic programming and ease migrating code
+ * from Matlab/octave.
+ * We think the default behavior of Eigen/FFT should favor correctness and
+ * generality over speed. Of course, the caller should be able to "opt-out" from this
+ * behavior and get the speed increase if they want it.
+ *
+ * 1) %Scaling:
+ * Other libraries (FFTW,IMKL,KISSFFT) do not perform scaling, so there
+ * is a constant gain incurred after the forward&inverse transforms , so
+ * IFFT(FFT(x)) = Kx; this is done to avoid a vector-by-value multiply.
+ * The downside is that algorithms that worked correctly in Matlab/octave
+ * don't behave the same way once implemented in C++.
+ *
+ * How Eigen/FFT differs: invertible scaling is performed so IFFT( FFT(x) ) = x.
+ *
+ * 2) Real FFT half-spectrum
+ * Other libraries use only half the frequency spectrum (plus one extra
+ * sample for the Nyquist bin) for a real FFT, the other half is the
+ * conjugate-symmetric of the first half. This saves them a copy and some
+ * memory. The downside is the caller needs to have special logic for the
+ * number of bins in complex vs real.
+ *
+ * How Eigen/FFT differs: The full spectrum is returned from the forward
+ * transform. This facilitates generic template programming by obviating
+ * separate specializations for real vs complex. On the inverse
+ * transform, only half the spectrum is actually used if the output type is real.
+ */
+
+
+#include "../../Eigen/src/Core/util/DisableStupidWarnings.h"
+
+#ifdef EIGEN_FFTW_DEFAULT
+// FFTW: faster, GPL -- incompatible with Eigen in LGPL form, bigger code size
+# include <fftw3.h>
+# include "src/FFT/ei_fftw_impl.h"
+ namespace Eigen {
+ //template <typename T> typedef struct internal::fftw_impl default_fft_impl; this does not work
+ template <typename T> struct default_fft_impl : public internal::fftw_impl<T> {};
+ }
+#elif defined EIGEN_MKL_DEFAULT
+// TODO
+// intel Math Kernel Library: fastest, commercial -- may be incompatible with Eigen in GPL form
+# include "src/FFT/ei_imklfft_impl.h"
+ namespace Eigen {
+ template <typename T> struct default_fft_impl : public internal::imklfft_impl {};
+ }
+#else
+// internal::kissfft_impl: small, free, reasonably efficient default, derived from kissfft
+//
+# include "src/FFT/ei_kissfft_impl.h"
+ namespace Eigen {
+ template <typename T>
+ struct default_fft_impl : public internal::kissfft_impl<T> {};
+ }
+#endif
+
+namespace Eigen {
+
+
+//
+template<typename T_SrcMat,typename T_FftIfc> struct fft_fwd_proxy;
+template<typename T_SrcMat,typename T_FftIfc> struct fft_inv_proxy;
+
+namespace internal {
+template<typename T_SrcMat,typename T_FftIfc>
+struct traits< fft_fwd_proxy<T_SrcMat,T_FftIfc> >
+{
+ typedef typename T_SrcMat::PlainObject ReturnType;
+};
+template<typename T_SrcMat,typename T_FftIfc>
+struct traits< fft_inv_proxy<T_SrcMat,T_FftIfc> >
+{
+ typedef typename T_SrcMat::PlainObject ReturnType;
+};
+}
+
+template<typename T_SrcMat,typename T_FftIfc>
+struct fft_fwd_proxy
+ : public ReturnByValue<fft_fwd_proxy<T_SrcMat,T_FftIfc> >
+{
+ typedef DenseIndex Index;
+
+ fft_fwd_proxy(const T_SrcMat& src,T_FftIfc & fft, Index nfft) : m_src(src),m_ifc(fft), m_nfft(nfft) {}
+
+ template<typename T_DestMat> void evalTo(T_DestMat& dst) const;
+
+ Index rows() const { return m_src.rows(); }
+ Index cols() const { return m_src.cols(); }
+protected:
+ const T_SrcMat & m_src;
+ T_FftIfc & m_ifc;
+ Index m_nfft;
+};
+
+template<typename T_SrcMat,typename T_FftIfc>
+struct fft_inv_proxy
+ : public ReturnByValue<fft_inv_proxy<T_SrcMat,T_FftIfc> >
+{
+ typedef DenseIndex Index;
+
+ fft_inv_proxy(const T_SrcMat& src,T_FftIfc & fft, Index nfft) : m_src(src),m_ifc(fft), m_nfft(nfft) {}
+
+ template<typename T_DestMat> void evalTo(T_DestMat& dst) const;
+
+ Index rows() const { return m_src.rows(); }
+ Index cols() const { return m_src.cols(); }
+protected:
+ const T_SrcMat & m_src;
+ T_FftIfc & m_ifc;
+ Index m_nfft;
+};
+
+
+template <typename T_Scalar,
+ typename T_Impl=default_fft_impl<T_Scalar> >
+class FFT
+{
+ public:
+ typedef T_Impl impl_type;
+ typedef DenseIndex Index;
+ typedef typename impl_type::Scalar Scalar;
+ typedef typename impl_type::Complex Complex;
+
+ enum Flag {
+ Default=0, // goof proof
+ Unscaled=1,
+ HalfSpectrum=2,
+ // SomeOtherSpeedOptimization=4
+ Speedy=32767
+ };
+
+ FFT( const impl_type & impl=impl_type() , Flag flags=Default ) :m_impl(impl),m_flag(flags) { }
+
+ inline
+ bool HasFlag(Flag f) const { return (m_flag & (int)f) == f;}
+
+ inline
+ void SetFlag(Flag f) { m_flag |= (int)f;}
+
+ inline
+ void ClearFlag(Flag f) { m_flag &= (~(int)f);}
+
+ inline
+ void fwd( Complex * dst, const Scalar * src, Index nfft)
+ {
+ m_impl.fwd(dst,src,static_cast<int>(nfft));
+ if ( HasFlag(HalfSpectrum) == false)
+ ReflectSpectrum(dst,nfft);
+ }
+
+ inline
+ void fwd( Complex * dst, const Complex * src, Index nfft)
+ {
+ m_impl.fwd(dst,src,static_cast<int>(nfft));
+ }
+
+ /*
+ inline
+ void fwd2(Complex * dst, const Complex * src, int n0,int n1)
+ {
+ m_impl.fwd2(dst,src,n0,n1);
+ }
+ */
+
+ template <typename _Input>
+ inline
+ void fwd( std::vector<Complex> & dst, const std::vector<_Input> & src)
+ {
+ if ( NumTraits<_Input>::IsComplex == 0 && HasFlag(HalfSpectrum) )
+ dst.resize( (src.size()>>1)+1); // half the bins + Nyquist bin
+ else
+ dst.resize(src.size());
+ fwd(&dst[0],&src[0],src.size());
+ }
+
+ template<typename InputDerived, typename ComplexDerived>
+ inline
+ void fwd( MatrixBase<ComplexDerived> & dst, const MatrixBase<InputDerived> & src, Index nfft=-1)
+ {
+ typedef typename ComplexDerived::Scalar dst_type;
+ typedef typename InputDerived::Scalar src_type;
+ EIGEN_STATIC_ASSERT_VECTOR_ONLY(InputDerived)
+ EIGEN_STATIC_ASSERT_VECTOR_ONLY(ComplexDerived)
+ EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(ComplexDerived,InputDerived) // size at compile-time
+ EIGEN_STATIC_ASSERT((internal::is_same<dst_type, Complex>::value),
+ YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+ EIGEN_STATIC_ASSERT(int(InputDerived::Flags)&int(ComplexDerived::Flags)&DirectAccessBit,
+ THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES)
+
+ if (nfft<1)
+ nfft = src.size();
+
+ if ( NumTraits< src_type >::IsComplex == 0 && HasFlag(HalfSpectrum) )
+ dst.derived().resize( (nfft>>1)+1);
+ else
+ dst.derived().resize(nfft);
+
+ if ( src.innerStride() != 1 || src.size() < nfft ) {
+ Matrix<src_type,1,Dynamic> tmp;
+ if (src.size()<nfft) {
+ tmp.setZero(nfft);
+ tmp.block(0,0,src.size(),1 ) = src;
+ }else{
+ tmp = src;
+ }
+ fwd( &dst[0],&tmp[0],nfft );
+ }else{
+ fwd( &dst[0],&src[0],nfft );
+ }
+ }
+
+ template<typename InputDerived>
+ inline
+ fft_fwd_proxy< MatrixBase<InputDerived>, FFT<T_Scalar,T_Impl> >
+ fwd( const MatrixBase<InputDerived> & src, Index nfft=-1)
+ {
+ return fft_fwd_proxy< MatrixBase<InputDerived> ,FFT<T_Scalar,T_Impl> >( src, *this,nfft );
+ }
+
+ template<typename InputDerived>
+ inline
+ fft_inv_proxy< MatrixBase<InputDerived>, FFT<T_Scalar,T_Impl> >
+ inv( const MatrixBase<InputDerived> & src, Index nfft=-1)
+ {
+ return fft_inv_proxy< MatrixBase<InputDerived> ,FFT<T_Scalar,T_Impl> >( src, *this,nfft );
+ }
+
+ inline
+ void inv( Complex * dst, const Complex * src, Index nfft)
+ {
+ m_impl.inv( dst,src,static_cast<int>(nfft) );
+ if ( HasFlag( Unscaled ) == false)
+ scale(dst,Scalar(1./nfft),nfft); // scale the time series
+ }
+
+ inline
+ void inv( Scalar * dst, const Complex * src, Index nfft)
+ {
+ m_impl.inv( dst,src,static_cast<int>(nfft) );
+ if ( HasFlag( Unscaled ) == false)
+ scale(dst,Scalar(1./nfft),nfft); // scale the time series
+ }
+
+ template<typename OutputDerived, typename ComplexDerived>
+ inline
+ void inv( MatrixBase<OutputDerived> & dst, const MatrixBase<ComplexDerived> & src, Index nfft=-1)
+ {
+ typedef typename ComplexDerived::Scalar src_type;
+ typedef typename ComplexDerived::RealScalar real_type;
+ typedef typename OutputDerived::Scalar dst_type;
+ const bool realfft= (NumTraits<dst_type>::IsComplex == 0);
+ EIGEN_STATIC_ASSERT_VECTOR_ONLY(OutputDerived)
+ EIGEN_STATIC_ASSERT_VECTOR_ONLY(ComplexDerived)
+ EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(ComplexDerived,OutputDerived) // size at compile-time
+ EIGEN_STATIC_ASSERT((internal::is_same<src_type, Complex>::value),
+ YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+ EIGEN_STATIC_ASSERT(int(OutputDerived::Flags)&int(ComplexDerived::Flags)&DirectAccessBit,
+ THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES)
+
+ if (nfft<1) { //automatic FFT size determination
+ if ( realfft && HasFlag(HalfSpectrum) )
+ nfft = 2*(src.size()-1); //assume even fft size
+ else
+ nfft = src.size();
+ }
+ dst.derived().resize( nfft );
+
+ // check for nfft that does not fit the input data size
+ Index resize_input= ( realfft && HasFlag(HalfSpectrum) )
+ ? ( (nfft/2+1) - src.size() )
+ : ( nfft - src.size() );
+
+ if ( src.innerStride() != 1 || resize_input ) {
+ // if the vector is strided, then we need to copy it to a packed temporary
+ Matrix<src_type,1,Dynamic> tmp;
+ if ( resize_input ) {
+ size_t ncopy = (std::min)(src.size(),src.size() + resize_input);
+ tmp.setZero(src.size() + resize_input);
+ if ( realfft && HasFlag(HalfSpectrum) ) {
+ // pad at the Nyquist bin
+ tmp.head(ncopy) = src.head(ncopy);
+ tmp(ncopy-1) = real(tmp(ncopy-1)); // enforce real-only Nyquist bin
+ }else{
+ size_t nhead,ntail;
+ nhead = 1+ncopy/2-1; // range [0:pi)
+ ntail = ncopy/2-1; // range (-pi:0)
+ tmp.head(nhead) = src.head(nhead);
+ tmp.tail(ntail) = src.tail(ntail);
+ if (resize_input<0) { //shrinking -- create the Nyquist bin as the average of the two bins that fold into it
+ tmp(nhead) = ( src(nfft/2) + src( src.size() - nfft/2 ) )*real_type(.5);
+ }else{ // expanding -- split the old Nyquist bin into two halves
+ tmp(nhead) = src(nhead) * real_type(.5);
+ tmp(tmp.size()-nhead) = tmp(nhead);
+ }
+ }
+ }else{
+ tmp = src;
+ }
+ inv( &dst[0],&tmp[0], nfft);
+ }else{
+ inv( &dst[0],&src[0], nfft);
+ }
+ }
+
+ template <typename _Output>
+ inline
+ void inv( std::vector<_Output> & dst, const std::vector<Complex> & src,Index nfft=-1)
+ {
+ if (nfft<1)
+ nfft = ( NumTraits<_Output>::IsComplex == 0 && HasFlag(HalfSpectrum) ) ? 2*(src.size()-1) : src.size();
+ dst.resize( nfft );
+ inv( &dst[0],&src[0],nfft);
+ }
+
+
+ /*
+ // TODO: multi-dimensional FFTs
+ inline
+ void inv2(Complex * dst, const Complex * src, int n0,int n1)
+ {
+ m_impl.inv2(dst,src,n0,n1);
+ if ( HasFlag( Unscaled ) == false)
+ scale(dst,1./(n0*n1),n0*n1);
+ }
+ */
+
+ inline
+ impl_type & impl() {return m_impl;}
+ private:
+
+ template <typename T_Data>
+ inline
+ void scale(T_Data * x,Scalar s,Index nx)
+ {
+#if 1
+ for (int k=0;k<nx;++k)
+ *x++ *= s;
+#else
+ if ( ((ptrdiff_t)x) & 15 )
+ Matrix<T_Data, Dynamic, 1>::Map(x,nx) *= s;
+ else
+ Matrix<T_Data, Dynamic, 1>::MapAligned(x,nx) *= s;
+ //Matrix<T_Data, Dynamic, Dynamic>::Map(x,nx) * s;
+#endif
+ }
+
+ inline
+ void ReflectSpectrum(Complex * freq, Index nfft)
+ {
+ // create the implicit right-half spectrum (conjugate-mirror of the left-half)
+ Index nhbins=(nfft>>1)+1;
+ for (Index k=nhbins;k < nfft; ++k )
+ freq[k] = conj(freq[nfft-k]);
+ }
+
+ impl_type m_impl;
+ int m_flag;
+};
+
+template<typename T_SrcMat,typename T_FftIfc>
+template<typename T_DestMat> inline
+void fft_fwd_proxy<T_SrcMat,T_FftIfc>::evalTo(T_DestMat& dst) const
+{
+ m_ifc.fwd( dst, m_src, m_nfft);
+}
+
+template<typename T_SrcMat,typename T_FftIfc>
+template<typename T_DestMat> inline
+void fft_inv_proxy<T_SrcMat,T_FftIfc>::evalTo(T_DestMat& dst) const
+{
+ m_ifc.inv( dst, m_src, m_nfft);
+}
+
+}
+
+#include "../../Eigen/src/Core/util/ReenableStupidWarnings.h"
+
+#endif