NAG Library Routine Document
c06pkf (convcorr_complex)
1
Purpose
c06pkf calculates the circular convolution or correlation of two complex vectors of period $n$.
2
Specification
Fortran Interface
Integer, Intent (In)  ::  job, n  Integer, Intent (Inout)  ::  ifail  Complex (Kind=nag_wp), Intent (Inout)  ::  x(n), y(n), work(*) 

C Header Interface
#include <nagmk26.h>
void 
c06pkf_ (const Integer *job, Complex x[], Complex y[], const Integer *n, Complex work[], Integer *ifail) 

3
Description
c06pkf computes:
 if ${\mathbf{job}}=1$, the discrete convolution of $x$ and $y$, defined by
 if ${\mathbf{job}}=2$, the discrete correlation of $x$ and $y$ defined by
Here $x$ and $y$ are complex vectors, assumed to be periodic, with period $n$, i.e., ${x}_{j}={x}_{j\pm n}={x}_{j\pm 2n}=\dots \text{}$; $z$ and $w$ are then also periodic with period $n$.
Note: this usage of the terms ‘convolution’ and ‘correlation’ is taken from
Brigham (1974). The term ‘convolution’ is sometimes used to denote both these computations.
If
$\hat{x}$,
$\hat{y}$,
$\hat{z}$ and
$\hat{w}$ are the discrete Fourier transforms of these sequences, and
$\stackrel{~}{x}$ is the inverse discrete Fourier transform of the sequence
${x}_{j}$, i.e.,
and
then
${\hat{z}}_{k}=\sqrt{n}.{\hat{x}}_{k}{\hat{y}}_{k}$ and
${\hat{w}}_{k}=\sqrt{n}.{\stackrel{}{\hat{x}}}_{k}{\hat{y}}_{k}$ (the bar denoting complex conjugate).
4
References
Brigham E O (1974) The Fast Fourier Transform Prentice–Hall
5
Arguments
 1: $\mathbf{job}$ – IntegerInput

On entry: the computation to be performed:
 ${\mathbf{job}}=1$
 ${z}_{k}={\displaystyle \sum _{j=0}^{n1}}{x}_{j}{y}_{kj}$ (convolution);
 ${\mathbf{job}}=2$
 ${w}_{k}={\displaystyle \sum _{j=0}^{n1}}{\stackrel{}{x}}_{j}{y}_{k+j}$ (correlation).
Constraint:
${\mathbf{job}}=1$ or $2$.
 2: $\mathbf{x}\left({\mathbf{n}}\right)$ – Complex (Kind=nag_wp) arrayInput/Output

On entry: the elements of one period of the vector
$x$. If
x is declared with bounds
$\left(0:{\mathbf{n}}1\right)$ in the subroutine from which
c06pkf is called,
${\mathbf{x}}\left(\mathit{j}\right)$ must contain
${x}_{\mathit{j}}$, for
$\mathit{j}=0,1,\dots ,n1$.
On exit: the corresponding elements of the discrete convolution or correlation.
 3: $\mathbf{y}\left({\mathbf{n}}\right)$ – Complex (Kind=nag_wp) arrayInput/Output

On entry: the elements of one period of the vector
$y$. If
y is declared with bounds
$\left(0:{\mathbf{n}}1\right)$ in the subroutine from which
c06pkf is called,
${\mathbf{y}}\left(\mathit{j}\right)$ must contain
${y}_{\mathit{j}}$, for
$\mathit{j}=0,1,\dots ,n1$.
On exit: the discrete Fourier transform of the convolution or correlation returned in the array
x.
 4: $\mathbf{n}$ – IntegerInput

On entry:
$n$, the number of values in one period of the vectors
x and
y.
Constraint:
${\mathbf{n}}\ge 1$.
 5: $\mathbf{work}\left(*\right)$ – Complex (Kind=nag_wp) arrayWorkspace

Note: the dimension of the array
work
must be at least
$2\times {\mathbf{n}}+15$.
The workspace requirements as documented for c06pkf may be an overestimate in some implementations.
On exit: the real part of
${\mathbf{work}}\left(1\right)$ contains the minimum workspace required for the current value of
n with this implementation.
 6: $\mathbf{ifail}$ – 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:
 ${\mathbf{ifail}}=1$

On entry, ${\mathbf{n}}=\u2329\mathit{\text{value}}\u232a$.
Constraint: ${\mathbf{n}}\ge 1$.
 ${\mathbf{ifail}}=2$

On entry, argument
job had an illegal value.
 ${\mathbf{ifail}}=99$
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
The results should be accurate to within a small multiple of the machine precision.
8
Parallelism and Performance
c06pkf is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
c06pkf 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 $n$. c06pkf 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 the elements of one period of two complex vectors $x$ and $y$, and prints their discrete convolution and correlation (as computed by c06pkf). In realistic computations the number of data values would be much larger.
10.1
Program Text
Program Text (c06pkfe.f90)
10.2
Program Data
Program Data (c06pkfe.d)
10.3
Program Results
Program Results (c06pkfe.r)