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17 package org.apache.commons.math3.transform;
18
19 import java.io.Serializable;
20 import java.lang.reflect.Array;
21
22 import org.apache.commons.math3.analysis.FunctionUtils;
23 import org.apache.commons.math3.analysis.UnivariateFunction;
24 import org.apache.commons.math3.complex.Complex;
25 import org.apache.commons.math3.exception.DimensionMismatchException;
26 import org.apache.commons.math3.exception.MathIllegalArgumentException;
27 import org.apache.commons.math3.exception.MathIllegalStateException;
28 import org.apache.commons.math3.exception.util.LocalizedFormats;
29 import org.apache.commons.math3.util.ArithmeticUtils;
30 import org.apache.commons.math3.util.FastMath;
31 import org.apache.commons.math3.util.MathArrays;
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54 public class FastFourierTransformer implements Serializable {
55
56
57 static final long serialVersionUID = 20120210L;
58
59
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61
62
63
64 private static final double[] W_SUB_N_R =
65 { 0x1.0p0, -0x1.0p0, 0x1.1a62633145c07p-54, 0x1.6a09e667f3bcdp-1
66 , 0x1.d906bcf328d46p-1, 0x1.f6297cff75cbp-1, 0x1.fd88da3d12526p-1, 0x1.ff621e3796d7ep-1
67 , 0x1.ffd886084cd0dp-1, 0x1.fff62169b92dbp-1, 0x1.fffd8858e8a92p-1, 0x1.ffff621621d02p-1
68 , 0x1.ffffd88586ee6p-1, 0x1.fffff62161a34p-1, 0x1.fffffd8858675p-1, 0x1.ffffff621619cp-1
69 , 0x1.ffffffd885867p-1, 0x1.fffffff62161ap-1, 0x1.fffffffd88586p-1, 0x1.ffffffff62162p-1
70 , 0x1.ffffffffd8858p-1, 0x1.fffffffff6216p-1, 0x1.fffffffffd886p-1, 0x1.ffffffffff621p-1
71 , 0x1.ffffffffffd88p-1, 0x1.fffffffffff62p-1, 0x1.fffffffffffd9p-1, 0x1.ffffffffffff6p-1
72 , 0x1.ffffffffffffep-1, 0x1.fffffffffffffp-1, 0x1.0p0, 0x1.0p0
73 , 0x1.0p0, 0x1.0p0, 0x1.0p0, 0x1.0p0
74 , 0x1.0p0, 0x1.0p0, 0x1.0p0, 0x1.0p0
75 , 0x1.0p0, 0x1.0p0, 0x1.0p0, 0x1.0p0
76 , 0x1.0p0, 0x1.0p0, 0x1.0p0, 0x1.0p0
77 , 0x1.0p0, 0x1.0p0, 0x1.0p0, 0x1.0p0
78 , 0x1.0p0, 0x1.0p0, 0x1.0p0, 0x1.0p0
79 , 0x1.0p0, 0x1.0p0, 0x1.0p0, 0x1.0p0
80 , 0x1.0p0, 0x1.0p0, 0x1.0p0 };
81
82
83
84
85
86
87 private static final double[] W_SUB_N_I =
88 { 0x1.1a62633145c07p-52, -0x1.1a62633145c07p-53, -0x1.0p0, -0x1.6a09e667f3bccp-1
89 , -0x1.87de2a6aea963p-2, -0x1.8f8b83c69a60ap-3, -0x1.917a6bc29b42cp-4, -0x1.91f65f10dd814p-5
90 , -0x1.92155f7a3667ep-6, -0x1.921d1fcdec784p-7, -0x1.921f0fe670071p-8, -0x1.921f8becca4bap-9
91 , -0x1.921faaee6472dp-10, -0x1.921fb2aecb36p-11, -0x1.921fb49ee4ea6p-12, -0x1.921fb51aeb57bp-13
92 , -0x1.921fb539ecf31p-14, -0x1.921fb541ad59ep-15, -0x1.921fb5439d73ap-16, -0x1.921fb544197ap-17
93 , -0x1.921fb544387bap-18, -0x1.921fb544403c1p-19, -0x1.921fb544422c2p-20, -0x1.921fb54442a83p-21
94 , -0x1.921fb54442c73p-22, -0x1.921fb54442cefp-23, -0x1.921fb54442d0ep-24, -0x1.921fb54442d15p-25
95 , -0x1.921fb54442d17p-26, -0x1.921fb54442d18p-27, -0x1.921fb54442d18p-28, -0x1.921fb54442d18p-29
96 , -0x1.921fb54442d18p-30, -0x1.921fb54442d18p-31, -0x1.921fb54442d18p-32, -0x1.921fb54442d18p-33
97 , -0x1.921fb54442d18p-34, -0x1.921fb54442d18p-35, -0x1.921fb54442d18p-36, -0x1.921fb54442d18p-37
98 , -0x1.921fb54442d18p-38, -0x1.921fb54442d18p-39, -0x1.921fb54442d18p-40, -0x1.921fb54442d18p-41
99 , -0x1.921fb54442d18p-42, -0x1.921fb54442d18p-43, -0x1.921fb54442d18p-44, -0x1.921fb54442d18p-45
100 , -0x1.921fb54442d18p-46, -0x1.921fb54442d18p-47, -0x1.921fb54442d18p-48, -0x1.921fb54442d18p-49
101 , -0x1.921fb54442d18p-50, -0x1.921fb54442d18p-51, -0x1.921fb54442d18p-52, -0x1.921fb54442d18p-53
102 , -0x1.921fb54442d18p-54, -0x1.921fb54442d18p-55, -0x1.921fb54442d18p-56, -0x1.921fb54442d18p-57
103 , -0x1.921fb54442d18p-58, -0x1.921fb54442d18p-59, -0x1.921fb54442d18p-60 };
104
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106 private final DftNormalization normalization;
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115 public FastFourierTransformer(final DftNormalization normalization) {
116 this.normalization = normalization;
117 }
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129 private static void bitReversalShuffle2(double[] a, double[] b) {
130 final int n = a.length;
131 assert b.length == n;
132 final int halfOfN = n >> 1;
133
134 int j = 0;
135 for (int i = 0; i < n; i++) {
136 if (i < j) {
137
138 double temp = a[i];
139 a[i] = a[j];
140 a[j] = temp;
141
142 temp = b[i];
143 b[i] = b[j];
144 b[j] = temp;
145 }
146
147 int k = halfOfN;
148 while (k <= j && k > 0) {
149 j -= k;
150 k >>= 1;
151 }
152 j += k;
153 }
154 }
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163 private static void normalizeTransformedData(final double[][] dataRI,
164 final DftNormalization normalization, final TransformType type) {
165
166 final double[] dataR = dataRI[0];
167 final double[] dataI = dataRI[1];
168 final int n = dataR.length;
169 assert dataI.length == n;
170
171 switch (normalization) {
172 case STANDARD:
173 if (type == TransformType.INVERSE) {
174 final double scaleFactor = 1.0 / ((double) n);
175 for (int i = 0; i < n; i++) {
176 dataR[i] *= scaleFactor;
177 dataI[i] *= scaleFactor;
178 }
179 }
180 break;
181 case UNITARY:
182 final double scaleFactor = 1.0 / FastMath.sqrt(n);
183 for (int i = 0; i < n; i++) {
184 dataR[i] *= scaleFactor;
185 dataI[i] *= scaleFactor;
186 }
187 break;
188 default:
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193
194
195 throw new MathIllegalStateException();
196 }
197 }
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215 public static void transformInPlace(final double[][] dataRI,
216 final DftNormalization normalization, final TransformType type) {
217
218 if (dataRI.length != 2) {
219 throw new DimensionMismatchException(dataRI.length, 2);
220 }
221 final double[] dataR = dataRI[0];
222 final double[] dataI = dataRI[1];
223 if (dataR.length != dataI.length) {
224 throw new DimensionMismatchException(dataI.length, dataR.length);
225 }
226
227 final int n = dataR.length;
228 if (!ArithmeticUtils.isPowerOfTwo(n)) {
229 throw new MathIllegalArgumentException(
230 LocalizedFormats.NOT_POWER_OF_TWO_CONSIDER_PADDING,
231 Integer.valueOf(n));
232 }
233
234 if (n == 1) {
235 return;
236 } else if (n == 2) {
237 final double srcR0 = dataR[0];
238 final double srcI0 = dataI[0];
239 final double srcR1 = dataR[1];
240 final double srcI1 = dataI[1];
241
242
243 dataR[0] = srcR0 + srcR1;
244 dataI[0] = srcI0 + srcI1;
245
246 dataR[1] = srcR0 - srcR1;
247 dataI[1] = srcI0 - srcI1;
248
249 normalizeTransformedData(dataRI, normalization, type);
250 return;
251 }
252
253 bitReversalShuffle2(dataR, dataI);
254
255
256 if (type == TransformType.INVERSE) {
257 for (int i0 = 0; i0 < n; i0 += 4) {
258 final int i1 = i0 + 1;
259 final int i2 = i0 + 2;
260 final int i3 = i0 + 3;
261
262 final double srcR0 = dataR[i0];
263 final double srcI0 = dataI[i0];
264 final double srcR1 = dataR[i2];
265 final double srcI1 = dataI[i2];
266 final double srcR2 = dataR[i1];
267 final double srcI2 = dataI[i1];
268 final double srcR3 = dataR[i3];
269 final double srcI3 = dataI[i3];
270
271
272
273 dataR[i0] = srcR0 + srcR1 + srcR2 + srcR3;
274 dataI[i0] = srcI0 + srcI1 + srcI2 + srcI3;
275
276 dataR[i1] = srcR0 - srcR2 + (srcI3 - srcI1);
277 dataI[i1] = srcI0 - srcI2 + (srcR1 - srcR3);
278
279 dataR[i2] = srcR0 - srcR1 + srcR2 - srcR3;
280 dataI[i2] = srcI0 - srcI1 + srcI2 - srcI3;
281
282 dataR[i3] = srcR0 - srcR2 + (srcI1 - srcI3);
283 dataI[i3] = srcI0 - srcI2 + (srcR3 - srcR1);
284 }
285 } else {
286 for (int i0 = 0; i0 < n; i0 += 4) {
287 final int i1 = i0 + 1;
288 final int i2 = i0 + 2;
289 final int i3 = i0 + 3;
290
291 final double srcR0 = dataR[i0];
292 final double srcI0 = dataI[i0];
293 final double srcR1 = dataR[i2];
294 final double srcI1 = dataI[i2];
295 final double srcR2 = dataR[i1];
296 final double srcI2 = dataI[i1];
297 final double srcR3 = dataR[i3];
298 final double srcI3 = dataI[i3];
299
300
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302 dataR[i0] = srcR0 + srcR1 + srcR2 + srcR3;
303 dataI[i0] = srcI0 + srcI1 + srcI2 + srcI3;
304
305 dataR[i1] = srcR0 - srcR2 + (srcI1 - srcI3);
306 dataI[i1] = srcI0 - srcI2 + (srcR3 - srcR1);
307
308 dataR[i2] = srcR0 - srcR1 + srcR2 - srcR3;
309 dataI[i2] = srcI0 - srcI1 + srcI2 - srcI3;
310
311 dataR[i3] = srcR0 - srcR2 + (srcI3 - srcI1);
312 dataI[i3] = srcI0 - srcI2 + (srcR1 - srcR3);
313 }
314 }
315
316 int lastN0 = 4;
317 int lastLogN0 = 2;
318 while (lastN0 < n) {
319 int n0 = lastN0 << 1;
320 int logN0 = lastLogN0 + 1;
321 double wSubN0R = W_SUB_N_R[logN0];
322 double wSubN0I = W_SUB_N_I[logN0];
323 if (type == TransformType.INVERSE) {
324 wSubN0I = -wSubN0I;
325 }
326
327
328 for (int destEvenStartIndex = 0; destEvenStartIndex < n; destEvenStartIndex += n0) {
329 int destOddStartIndex = destEvenStartIndex + lastN0;
330
331 double wSubN0ToRR = 1;
332 double wSubN0ToRI = 0;
333
334 for (int r = 0; r < lastN0; r++) {
335 double grR = dataR[destEvenStartIndex + r];
336 double grI = dataI[destEvenStartIndex + r];
337 double hrR = dataR[destOddStartIndex + r];
338 double hrI = dataI[destOddStartIndex + r];
339
340
341 dataR[destEvenStartIndex + r] = grR + wSubN0ToRR * hrR - wSubN0ToRI * hrI;
342 dataI[destEvenStartIndex + r] = grI + wSubN0ToRR * hrI + wSubN0ToRI * hrR;
343
344 dataR[destOddStartIndex + r] = grR - (wSubN0ToRR * hrR - wSubN0ToRI * hrI);
345 dataI[destOddStartIndex + r] = grI - (wSubN0ToRR * hrI + wSubN0ToRI * hrR);
346
347
348 double nextWsubN0ToRR = wSubN0ToRR * wSubN0R - wSubN0ToRI * wSubN0I;
349 double nextWsubN0ToRI = wSubN0ToRR * wSubN0I + wSubN0ToRI * wSubN0R;
350 wSubN0ToRR = nextWsubN0ToRR;
351 wSubN0ToRI = nextWsubN0ToRI;
352 }
353 }
354
355 lastN0 = n0;
356 lastLogN0 = logN0;
357 }
358
359 normalizeTransformedData(dataRI, normalization, type);
360 }
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370 public Complex[] transform(final double[] f, final TransformType type) {
371 final double[][] dataRI = new double[][] {
372 MathArrays.copyOf(f, f.length), new double[f.length]
373 };
374
375 transformInPlace(dataRI, normalization, type);
376
377 return TransformUtils.createComplexArray(dataRI);
378 }
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397 public Complex[] transform(final UnivariateFunction f,
398 final double min, final double max, final int n,
399 final TransformType type) {
400
401 final double[] data = FunctionUtils.sample(f, min, max, n);
402 return transform(data, type);
403 }
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413 public Complex[] transform(final Complex[] f, final TransformType type) {
414 final double[][] dataRI = TransformUtils.createRealImaginaryArray(f);
415
416 transformInPlace(dataRI, normalization, type);
417
418 return TransformUtils.createComplexArray(dataRI);
419 }
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436 @Deprecated
437 public Object mdfft(Object mdca, TransformType type) {
438 MultiDimensionalComplexMatrix mdcm = (MultiDimensionalComplexMatrix)
439 new MultiDimensionalComplexMatrix(mdca).clone();
440 int[] dimensionSize = mdcm.getDimensionSizes();
441
442 for (int i = 0; i < dimensionSize.length; i++) {
443 mdfft(mdcm, type, i, new int[0]);
444 }
445 return mdcm.getArray();
446 }
447
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457
458 @Deprecated
459 private void mdfft(MultiDimensionalComplexMatrix mdcm,
460 TransformType type, int d, int[] subVector) {
461
462 int[] dimensionSize = mdcm.getDimensionSizes();
463
464 if (subVector.length == dimensionSize.length) {
465 Complex[] temp = new Complex[dimensionSize[d]];
466 for (int i = 0; i < dimensionSize[d]; i++) {
467
468 subVector[d] = i;
469 temp[i] = mdcm.get(subVector);
470 }
471
472 temp = transform(temp, type);
473
474 for (int i = 0; i < dimensionSize[d]; i++) {
475 subVector[d] = i;
476 mdcm.set(temp[i], subVector);
477 }
478 } else {
479 int[] vector = new int[subVector.length + 1];
480 System.arraycopy(subVector, 0, vector, 0, subVector.length);
481 if (subVector.length == d) {
482
483
484 vector[d] = 0;
485 mdfft(mdcm, type, d, vector);
486 } else {
487 for (int i = 0; i < dimensionSize[subVector.length]; i++) {
488 vector[subVector.length] = i;
489
490 mdfft(mdcm, type, d, vector);
491 }
492 }
493 }
494 }
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504 @Deprecated
505 private static class MultiDimensionalComplexMatrix
506 implements Cloneable {
507
508
509 protected int[] dimensionSize;
510
511
512 protected Object multiDimensionalComplexArray;
513
514
515
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517
518
519
520 public MultiDimensionalComplexMatrix(
521 Object multiDimensionalComplexArray) {
522
523 this.multiDimensionalComplexArray = multiDimensionalComplexArray;
524
525
526 int numOfDimensions = 0;
527 for (Object lastDimension = multiDimensionalComplexArray;
528 lastDimension instanceof Object[];) {
529 final Object[] array = (Object[]) lastDimension;
530 numOfDimensions++;
531 lastDimension = array[0];
532 }
533
534
535 dimensionSize = new int[numOfDimensions];
536
537
538 numOfDimensions = 0;
539 for (Object lastDimension = multiDimensionalComplexArray;
540 lastDimension instanceof Object[];) {
541 final Object[] array = (Object[]) lastDimension;
542 dimensionSize[numOfDimensions++] = array.length;
543 lastDimension = array[0];
544 }
545
546 }
547
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554
555 public Complex get(int... vector)
556 throws DimensionMismatchException {
557
558 if (vector == null) {
559 if (dimensionSize.length > 0) {
560 throw new DimensionMismatchException(
561 0,
562 dimensionSize.length);
563 }
564 return null;
565 }
566 if (vector.length != dimensionSize.length) {
567 throw new DimensionMismatchException(
568 vector.length,
569 dimensionSize.length);
570 }
571
572 Object lastDimension = multiDimensionalComplexArray;
573
574 for (int i = 0; i < dimensionSize.length; i++) {
575 lastDimension = ((Object[]) lastDimension)[vector[i]];
576 }
577 return (Complex) lastDimension;
578 }
579
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586
587
588 public Complex set(Complex magnitude, int... vector)
589 throws DimensionMismatchException {
590
591 if (vector == null) {
592 if (dimensionSize.length > 0) {
593 throw new DimensionMismatchException(
594 0,
595 dimensionSize.length);
596 }
597 return null;
598 }
599 if (vector.length != dimensionSize.length) {
600 throw new DimensionMismatchException(
601 vector.length,
602 dimensionSize.length);
603 }
604
605 Object[] lastDimension = (Object[]) multiDimensionalComplexArray;
606 for (int i = 0; i < dimensionSize.length - 1; i++) {
607 lastDimension = (Object[]) lastDimension[vector[i]];
608 }
609
610 Complex lastValue = (Complex) lastDimension[vector[dimensionSize.length - 1]];
611 lastDimension[vector[dimensionSize.length - 1]] = magnitude;
612
613 return lastValue;
614 }
615
616
617
618
619
620
621 public int[] getDimensionSizes() {
622 return dimensionSize.clone();
623 }
624
625
626
627
628
629
630 public Object getArray() {
631 return multiDimensionalComplexArray;
632 }
633
634
635 @Override
636 public Object clone() {
637 MultiDimensionalComplexMatrix mdcm =
638 new MultiDimensionalComplexMatrix(Array.newInstance(
639 Complex.class, dimensionSize));
640 clone(mdcm);
641 return mdcm;
642 }
643
644
645
646
647
648
649 private void clone(MultiDimensionalComplexMatrix mdcm) {
650
651 int[] vector = new int[dimensionSize.length];
652 int size = 1;
653 for (int i = 0; i < dimensionSize.length; i++) {
654 size *= dimensionSize[i];
655 }
656 int[][] vectorList = new int[size][dimensionSize.length];
657 for (int[] nextVector : vectorList) {
658 System.arraycopy(vector, 0, nextVector, 0,
659 dimensionSize.length);
660 for (int i = 0; i < dimensionSize.length; i++) {
661 vector[i]++;
662 if (vector[i] < dimensionSize[i]) {
663 break;
664 } else {
665 vector[i] = 0;
666 }
667 }
668 }
669
670 for (int[] nextVector : vectorList) {
671 mdcm.set(get(nextVector), nextVector);
672 }
673 }
674 }
675 }