NAG Library Routine Document
c06fcf (fft_complex_1d_sep)
1
Purpose
c06fcf calculates the discrete Fourier transform of a sequence of $n$ complex data values (using a work array for extra speed).
2
Specification
Fortran Interface
Integer, Intent (In)  ::  n  Integer, Intent (Inout)  ::  ifail  Real (Kind=nag_wp), Intent (Inout)  ::  x(n), y(n)  Real (Kind=nag_wp), Intent (Out)  ::  work(n) 

C Header Interface
#include <nagmk26.h>
void 
c06fcf_ (double x[], double y[], const Integer *n, double work[], Integer *ifail) 

3
Description
Given a sequence of
$n$ complex data values
${z}_{\mathit{j}}$, for
$\mathit{j}=0,1,\dots ,n1$,
c06fcf calculates their discrete Fourier transform defined by
(Note the scale factor of
$\frac{1}{\sqrt{n}}$ in this definition.)
To compute the inverse discrete Fourier transform defined by
this routine should be preceded and followed by the complex conjugation of the data values and the transform (by negating the imaginary parts stored in
$y$).
c06fcf uses the fast Fourier transform (FFT) algorithm (see
Brigham (1974)).
4
References
Brigham E O (1974) The Fast Fourier Transform Prentice–Hall
5
Arguments
 1: $\mathbf{x}\left({\mathbf{n}}\right)$ – Real (Kind=nag_wp) arrayInput/Output

On entry: if
x is declared with bounds
$\left(0:{\mathbf{n}}1\right)$ in the subroutine from which
c06fcf is called,
${\mathbf{x}}\left(\mathit{j}\right)$ must contain
${x}_{\mathit{j}}$, the real part of
${z}_{\mathit{j}}$, for
$\mathit{j}=0,1,\dots ,n1$.
On exit: the real parts
${a}_{k}$ of the components of the discrete Fourier transform. If
x is declared with bounds
$\left(0:{\mathbf{n}}1\right)$ in the subroutine from which
c06fcf is called, for
$0\le k\le n1$,
${a}_{k}$ is contained in
${\mathbf{x}}\left(k\right)$.
 2: $\mathbf{y}\left({\mathbf{n}}\right)$ – Real (Kind=nag_wp) arrayInput/Output

On entry: if
y is declared with bounds
$\left(0:{\mathbf{n}}1\right)$ in the subroutine from which
c06fcf is called,
${\mathbf{y}}\left(\mathit{j}\right)$ must contain
${y}_{\mathit{j}}$, the imaginary part of
${z}_{\mathit{j}}$, for
$\mathit{j}=0,1,\dots ,n1$.
On exit: the imaginary parts
${b}_{k}$ of the components of the discrete Fourier transform. If
y is declared with bounds
$\left(0:{\mathbf{n}}1\right)$ in the subroutine from which
c06fcf is called, then for
$0\le k\le n1$,
${b}_{k}$ is contained in
${\mathbf{y}}\left(k\right)$.
 3: $\mathbf{n}$ – IntegerInput

On entry: $n$, the number of data values.
Constraint:
${\mathbf{n}}>1$.
 4: $\mathbf{work}\left({\mathbf{n}}\right)$ – Real (Kind=nag_wp) arrayWorkspace

 5: $\mathbf{ifail}$ – IntegerInput/Output

On entry:
ifail must be set to
$0$,
$1\text{or}1$. If you are unfamiliar with this argument you should refer to
Section 3.4 in How to Use the NAG Library and its Documentation for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value
$1\text{or}1$ is recommended. If the output of error messages is undesirable, then the value
$1$ is recommended. Otherwise, if you are not familiar with this argument, the recommended value is
$0$.
When the value $\mathbf{1}\text{or}\mathbf{1}$ is used it is essential to test the value of ifail on exit.
On exit:
${\mathbf{ifail}}={\mathbf{0}}$ unless the routine detects an error or a warning has been flagged (see
Section 6).
6
Error Indicators and Warnings
If on entry
${\mathbf{ifail}}=0$ or
$1$, explanatory error messages are output on the current error message unit (as defined by
x04aaf).
Errors or warnings detected by the routine:
 ${\mathbf{ifail}}=3$

On entry, ${\mathbf{n}}=\u2329\mathit{\text{value}}\u232a$.
Constraint: ${\mathbf{n}}>1$.
 ${\mathbf{ifail}}=99$
An unexpected error has been triggered by this routine. Please
contact
NAG.
See
Section 3.9 in How to Use the NAG Library and its Documentation for further information.
 ${\mathbf{ifail}}=399$
Your licence key may have expired or may not have been installed correctly.
See
Section 3.8 in How to Use the NAG Library and its Documentation for further information.
 ${\mathbf{ifail}}=999$
Dynamic memory allocation failed.
See
Section 3.7 in How to Use the NAG Library and its Documentation for further information.
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
c06fcf is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
c06fcf makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the
X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the
Users' Note for your implementation for any additional implementationspecific information.
The time taken is approximately proportional to $n\times \mathrm{log}\left(n\right)$, but also depends on the factorization of $n$. c06fcf is faster if the only prime factors of $n$ are $2$, $3$ or $5$; and fastest of all if $n$ is a power of $2$.
10
Example
This example reads in a sequence of complex data values and prints their discrete Fourier transform (as computed by c06fcf). It then performs an inverse transform using c06fcf, and prints the sequence so obtained alongside the original data values.
10.1
Program Text
Program Text (c06fcfe.f90)
10.2
Program Data
Program Data (c06fcfe.d)
10.3
Program Results
Program Results (c06fcfe.r)