NAG Library Routine Document

c06rdf (fft_real_qtrcosine_simple)

1
Purpose

c06rdf computes the discrete quarter-wave Fourier cosine transforms of m sequences of real data values.

2
Specification

Fortran Interface
Subroutine c06rdf ( direct, m, n, x, work, ifail)
Integer, Intent (In):: m, n
Integer, Intent (Inout):: ifail
Real (Kind=nag_wp), Intent (Inout):: x(m*(n+2)), work(*)
Character (1), Intent (In):: direct
C Header Interface
#include <nagmk26.h>
void  c06rdf_ (const char *direct, const Integer *m, const Integer *n, double x[], double work[], Integer *ifail, const Charlen length_direct)

3
Description

Given m sequences of n real data values xjp , for j=0,1,,n-1 and p=1,2,,m, c06rdf simultaneously calculates the quarter-wave Fourier cosine transforms of all the sequences defined by
x^kp = 1n 12 x0p + j=1 n-1 xjp × cos j 2k-1 π2n ,   if ​ direct='F' ,  
or its inverse
xkp = 2n j= 0 n- 1 x^ j p × cos 2j- 1 k π2n ,   if ​ direct='B' ,  
where k=0,1,,n-1 and p=1,2,,m.
(Note the scale factor 1n  in this definition.)
A call of c06rdf with direct='F' followed by a call with direct='B' will restore the original data.
The transform calculated by this routine can be used to solve Poisson's equation when the derivative of the solution is specified at the left boundary, and the solution is specified at the right boundary (see Swarztrauber (1977)).
The routine 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 2, 3, 4 and 5.

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 – Character(1)Input
On entry: if the forward transform as defined in Section 3 is to be computed, direct must be set equal to 'F'.
If the backward transform is to be computed, direct must be set equal to 'B'.
Constraint: direct='F' or 'B'.
2:     m – IntegerInput
On entry: m, the number of sequences to be transformed.
Constraint: m1.
3:     n – IntegerInput
On entry: n, the number of real values in each sequence.
Constraint: n1.
4:     x m×n+2 – Real (Kind=nag_wp) arrayInput/Output
On entry: the data must be stored in x as if in a two-dimensional array of dimension 1:m,0:n+1; each of the m sequences is stored in a row of the array. In other words, if the data values of the pth sequence to be transformed are denoted by xjp, for j=0,1,,n-1 and p=1,2,,m, the first mn elements of the array x must contain the values
x01 , x02 ,, x0m , x11 , x12 ,, x1m ,, x n-1 1 , x n-1 2 ,, x n-1 m .  
The n+1th and n+2th elements of each row xnp , x n+1 p , for p=1,2,,m, are required as workspace. These 2m elements may contain arbitrary values as they are set to zero by the routine.
On exit: the m quarter-wave cosine transforms stored as if in a two-dimensional array of dimension 1:m,0:n+1. Each of the m transforms is stored in a row of the array, overwriting the corresponding original sequence. If the n components of the pth quarter-wave cosine transform are denoted by x^kp, for k=0,1,,n-1 and p=1,2,,m, the mn+2 elements of the array x contain the values
x^01 , x^02 ,, x^0m , x^11 , x^12 ,, x^1m ,, x^ n-1 1 , x^ n-1 2 ,, x^ n-1 m , 0 , 0 ,, 0  2m times .  
5:     work* – Real (Kind=nag_wp) arrayWorkspace
Note: the dimension of the array work must be at least m×n + 2×n + 2×m + 15.
The workspace requirements as documented for c06rdf may be an overestimate in some implementations.
On exit: work1 contains the minimum workspace required for the current values of m and n with this implementation.
6:     ifail – IntegerInput/Output
On entry: ifail must be set to 0, -1 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 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 -1 or 1 is used it is essential to test the value of ifail on exit.
On exit: ifail=0 unless the routine detects an error or a warning has been flagged (see Section 6).

6
Error Indicators and Warnings

If on entry 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:
ifail=1
On entry, m=value.
Constraint: m1.
ifail=2
On entry, n=value.
Constraint: n1.
ifail=3
On entry, direct=value.
Constraint: direct='F' or 'B'.
ifail=4
An internal error has occurred in this routine. Check the routine call and any array sizes. If the call is correct then please contact NAG for assistance.
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.
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.
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

c06rdf is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
c06rdf 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 implementation-specific information.

9
Further Comments

The time taken by c06rdf is approximately proportional to nm logn, but also depends on the factors of n. c06rdf 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 example reads in sequences of real data values and prints their quarter-wave cosine transforms as computed by c06rdf with direct='F'. It then calls the routine again with direct='B' and prints the results which may be compared with the original data.

10.1
Program Text

Program Text (c06rdfe.f90)

10.2
Program Data

Program Data (c06rdfe.d)

10.3
Program Results

Program Results (c06rdfe.r)