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NAG Toolbox: nag_sum_fft_real_qtrsine_simple (c06rc)

Purpose

nag_sum_fft_real_qtrsine_simple (c06rc) computes the discrete quarter-wave Fourier sine transforms of mm sequences of real data values.

Syntax

[x, ifail] = c06rc(direct, m, n, x)
[x, ifail] = nag_sum_fft_real_qtrsine_simple(direct, m, n, x)

Description

Given mm sequences of nn real data values xjp xjp , for j = 1,2,,nj=1,2,,n and p = 1,2,,mp=1,2,,m, nag_sum_fft_real_qtrsine_simple (c06rc) simultaneously calculates the quarter-wave Fourier sine transforms of all the sequences defined by
kp = 1/(sqrt(n))
(n1 )
xjp × sin(j(2k1)π/(2n)) + (1/2)(1)k1xnp
j = 1
,   if ​ direct = 'F' ,
x^kp = 1n ( j=1 n-1 xjp × sin( j (2k-1) π2n ) + 12 (-1) k-1 xnp ) ,   if ​ direct='F' ,
or its inverse
n
xkp = 2/(sqrt(n))jp × sin((2j1)kπ/(2n)),   if ​direct = 'B',
j = 1
xkp = 2n j=1 n x^ j p × sin( (2j- 1) k π2n ) ,   if ​ direct='B' ,
where k = 1,2,,nk=1,2,,n and p = 1,2,,mp=1,2,,m.
(Note the scale factor 1/(sqrt(n)) 1n  in this definition.)
A call of nag_sum_fft_real_qtrsine_simple (c06rc) with direct = 'F'direct='F' followed by a call with direct = 'B'direct='B' will restore the original data.
The transform calculated by this function can be used to solve Poisson's equation when the solution is specified at the left boundary, and the derivative of the solution is specified at the right boundary (see Swarztrauber (1977)).
The function uses a variant of the fast Fourier transform (FFT) algorithm (see Brigham (1974)) known as the Stockham self-sorting algorithm, described in Temperton (1983), together with pre- and post-processing stages described in Swarztrauber (1982). Special coding is provided for the factors 22, 33, 44 and 55.

References

Brigham E O (1974) The Fast Fourier Transform Prentice–Hall
Swarztrauber P N (1977) The methods of cyclic reduction, Fourier analysis and the FACR algorithm for the discrete solution of Poisson's equation on a rectangle SIAM Rev. 19(3) 490–501
Swarztrauber P N (1982) Vectorizing the FFT's Parallel Computation (ed G Rodrique) 51–83 Academic Press
Temperton C (1983) Fast mixed-radix real Fourier transforms J. Comput. Phys. 52 340–350

Parameters

Compulsory Input Parameters

1:     direct – string (length ≥ 1)
If the forward transform as defined in Section [Description] is to be computed, then direct must be set equal to 'F'.
If the backward transform is to be computed then direct must be set equal to 'B'.
Constraint: direct = 'F'direct='F' or 'B''B'.
2:     m – int64int32nag_int scalar
mm, the number of sequences to be transformed.
Constraint: m1m1.
3:     n – int64int32nag_int scalar
nn, the number of real values in each sequence.
Constraint: n1n1.
4:     x( m × (n + 2) m×(n+2) ) – double array
the data must be stored in x as if in a two-dimensional array of dimension (1 : m,1 : n + 2)(1:m,1:n+2); each of the mm sequences is stored in a row of the array. In other words, if the data values of the ppth sequence to be transformed are denoted by xjpxjp, for j = 1,2,,nj=1,2,,n and p = 1,2,,mp=1,2,,m, then the first mnmn elements of the array x must contain the values
x11 , x12 ,, x1m , x21 , x22 ,, x2m ,, xn1 , xn2 ,, xnm .
x11 , x12 ,, x1m , x21 , x22 ,, x2m ,, xn1 , xn2 ,, xnm .
The (n + 1)(n+1)th and (n + 2)(n+2)th elements of each row xn + 1p , xn + 2p x n+1 p , x n+2 p , for p = 1,2,,mp=1,2,,m, are required as workspace. These 2m2m elements may contain arbitrary values as they are set to zero by the function.

Optional Input Parameters

None.

Input Parameters Omitted from the MATLAB Interface

work

Output Parameters

1:     x( m × (n + 2) m×(n+2) ) – double array
the mm quarter-wave sine transforms stored as if in a two-dimensional array of dimension (1 : m,1 : n + 2)(1:m,1:n+2). Each of the mm transforms is stored in a row of the array, overwriting the corresponding original sequence. If the nn components of the ppth quarter-wave sine transform are denoted by kpx^kp, for k = 1,2,,nk=1,2,,n and p = 1,2,,mp=1,2,,m, then the m(n + 2)m(n+2) elements of the array x contain the values
11 , 12 ,, 1m , 21 , 22 ,, 2m ,, n1 , n2 ,, nm , 0 , 0 ,, 0  (2m times) .
x^11 , x^12 ,, x^1m , x^21 , x^22 ,, x^2m ,, x^n1 , x^n2 ,, x^nm , 0 , 0 ,, 0  (2m times) .
2:     ifail – int64int32nag_int scalar
ifail = 0ifail=0 unless the function detects an error (see [Error Indicators and Warnings]).

Error Indicators and Warnings

Errors or warnings detected by the function:
  ifail = 1ifail=1
On entry,m < 1m<1.
  ifail = 2ifail=2
On entry,n < 1n<1.
  ifail = 3ifail=3
On entry,direct'F'direct'F' or 'B''B'.
  ifail = 4ifail=4
An unexpected error has occurred in an internal call. Check all function calls and array dimensions. Seek expert help.

Accuracy

Some indication of accuracy can be obtained by performing a subsequent inverse transform and comparing the results with the original sequence (in exact arithmetic they would be identical).

Further Comments

The time taken by nag_sum_fft_real_qtrsine_simple (c06rc) is approximately proportional to nm log(n)nm log(n), but also depends on the factors of nn. nag_sum_fft_real_qtrsine_simple (c06rc) is fastest if the only prime factors of nn are 22, 33 and 55, and is particularly slow if nn is a large prime, or has large prime factors.

Example

function nag_sum_fft_real_qtrsine_simple_example
direct = 'Forward';
m = int64(3);
n = int64(6);
x = [0.3854;
     0.5417;
     0.9172;
     0.6772;
     0.2983;
     0.0644;
     0.1138;
     0.1181;
     0.6037;
     0.6751;
     0.7255;
     0.643;
     0.6362;
     0.8638;
     0.0428;
     0.1424;
     0.8723;
     0.4815;
     0;
     0;
     0;
     0;
     0;
     0];
[xOut, ifail] = nag_sum_fft_real_qtrsine_simple(direct, m, n, x)
 

xOut =

    0.7304
    0.9274
    0.6268
    0.2078
   -0.1152
    0.3547
    0.1150
    0.2532
    0.0760
    0.2577
    0.2883
    0.3078
   -0.2869
   -0.0026
    0.4987
   -0.0815
   -0.0635
   -0.0507
         0
         0
         0
         0
         0
         0


ifail =

                    0


function c06rc_example
direct = 'Forward';
m = int64(3);
n = int64(6);
x = [0.3854;
     0.5417;
     0.9172;
     0.6772;
     0.2983;
     0.0644;
     0.1138;
     0.1181;
     0.6037;
     0.6751;
     0.7255;
     0.643;
     0.6362;
     0.8638;
     0.0428;
     0.1424;
     0.8723;
     0.4815;
     0;
     0;
     0;
     0;
     0;
     0];
[xOut, ifail] = c06rc(direct, m, n, x)
 

xOut =

    0.7304
    0.9274
    0.6268
    0.2078
   -0.1152
    0.3547
    0.1150
    0.2532
    0.0760
    0.2577
    0.2883
    0.3078
   -0.2869
   -0.0026
    0.4987
   -0.0815
   -0.0635
   -0.0507
         0
         0
         0
         0
         0
         0


ifail =

                    0



PDF version (NAG web site, 64-bit version, 64-bit version)
Chapter Contents
Chapter Introduction
NAG Toolbox

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