nag_fft_multiple_qtr_sine (c06hcc) (PDF version)
c06 Chapter Contents
c06 Chapter Introduction
NAG Library Manual

NAG Library Function Document

nag_fft_multiple_qtr_sine (c06hcc)


    1  Purpose
    7  Accuracy

1  Purpose

nag_fft_multiple_qtr_sine (c06hcc) computes the discrete quarter-wave Fourier sine transforms of m  sequences of real data values.

2  Specification

#include <nag.h>
#include <nagc06.h>
void  nag_fft_multiple_qtr_sine (Nag_TransformDirection direct, Integer m, Integer n, double x[], const double trig[], NagError *fail)

3  Description

Given m  sequences of n  real data values x j p , for j=1,2,,n and p=1,2,,m, this function simultaneously calculates the quarter-wave Fourier sine transforms of all the sequences defined by
x ^ k p = 1 n j=1 n-1 x j p sin j 2 k - 1 π 2n + 1 2 -1 k-1 x n p   if ​ direct ,  
or its inverse
x k p = 2 n j=1 n x ^ j p sin 2 j - 1 k π 2n   if ​ direct ,  
for k = 1 , 2 , , n  and p = 1 , 2 , , m .
(Note the scale factor 1 n  in this definition.)
A call of the function with direct=Nag_ForwardTransform followed by a call with direct=Nag_BackwardTransform will restore the original data (but see Section 9).
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 (Swarztrauber (1977)).
The function uses a variant of the fast Fourier transform (FFT) algorithm (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 2, 3, 4, 5 and 6.

4  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

5  Arguments

1:     direct Nag_TransformDirectionInput
On entry: if the forward transform as defined in Section 3 is to be computed, then direct must be set equal to Nag_ForwardTransform. If the backward transform is to be computed, that is the inverse, then direct must be set equal to Nag_BackwardTransform.
Constraint: direct=Nag_ForwardTransform or Nag_BackwardTransform.
2:     m IntegerInput
On entry: the number of sequences to be transformed, m .
Constraint: m1 .
3:     n IntegerInput
On entry: the number of real values in each sequence, n .
Constraint: n1 .
4:     x[m×n] doubleInput/Output
On entry: the m  data sequences stored in x consecutively. If the data values of the p th sequence to be transformed are denoted by x j p , for j=1,2,,n and p=1,2,,m, then the first mn  elements of the array x must contain the values
x 1 1 , x 2 1 , , x n 1 , x 1 2 , x 2 2 , , x n 2 , , x 1 m , x 2 m , , x n m .  
On exit: the m  quarter-wave sine transforms stored consecutively.
5:     trig[2×n] const doubleInput
On entry: trigonometric coefficients as returned by a call of nag_fft_init_trig (c06gzc). nag_fft_multiple_qtr_sine (c06hcc) makes a simple check to ensure that trig has been initialized and that the initialization is compatible with the value of n.
6:     fail NagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

Dynamic memory allocation failed.
On entry, argument direct had an illegal value.
Value of n and trig array are incompatible or trig array not initialized.
On entry, m=value.
Constraint: m1.
On entry, n=value.
Constraint: n1.

7  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).

8  Parallelism and Performance

Not applicable.

9  Further Comments

The time taken is approximately proportional to nm logn , but also depends on the factors of n . The function is fastest if the only prime factors of n  are 2, 3 and 5, and is particularly slow if n  is a large prime, or has large prime factors.

10  Example

This program reads in sequences of real data values and prints their quarter-wave sine transforms as computed by nag_fft_multiple_qtr_sine (c06hcc) with direct=Nag_ForwardTransform. It then calls nag_fft_multiple_qtr_sine (c06hcc) again with direct=Nag_BackwardTransform and prints the results which may be compared with the original data.

10.1  Program Text

Program Text (c06hcce.c)

10.2  Program Data

Program Data (c06hcce.d)

10.3  Program Results

Program Results (c06hcce.r)

nag_fft_multiple_qtr_sine (c06hcc) (PDF version)
c06 Chapter Contents
c06 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2015