C06 Chapter Contents
C06 Chapter Introduction
NAG Library Manual

# NAG Library Routine DocumentC06PFF

Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

## 1  Purpose

C06PFF computes the discrete Fourier transform of one variable in a multivariate sequence of complex data values.

## 2  Specification

 SUBROUTINE C06PFF ( DIRECT, NDIM, L, ND, N, X, WORK, LWORK, IFAIL)
 INTEGER NDIM, L, ND(NDIM), N, LWORK, IFAIL COMPLEX (KIND=nag_wp) X(N), WORK(LWORK) CHARACTER(1) DIRECT

## 3  Description

C06PFF computes the discrete Fourier transform of one variable (the $l$th say) in a multivariate sequence of complex data values ${z}_{{j}_{1}{j}_{2}\cdots {j}_{m}}$, where ${j}_{1}=0,1,\dots ,{n}_{1}-1\text{, }{j}_{2}=0,1,\dots ,{n}_{2}-1$, and so on. Thus the individual dimensions are ${n}_{1},{n}_{2},\dots ,{n}_{m}$, and the total number of data values is $n={n}_{1}×{n}_{2}×\cdots ×{n}_{m}$.
The routine computes $n/{n}_{l}$ one-dimensional transforms defined by
 $z^ j1 … kl … jm = 1nl ∑ jl=0 nl-1 z j1 … jl … jm × exp ± 2 π i jl kl nl ,$
where ${k}_{l}=0,1,\dots ,{n}_{l}-1$. The plus or minus sign in the argument of the exponential terms in the above definition determine the direction of the transform: a minus sign defines the forward direction and a plus sign defines the backward direction.
(Note the scale factor of $\frac{1}{\sqrt{{n}_{l}}}$ in this definition.)
A call of C06PFF with ${\mathbf{DIRECT}}=\text{'F'}$ followed by a call with ${\mathbf{DIRECT}}=\text{'B'}$ will restore the original data.
The data values must be supplied in a one-dimensional complex array using column-major storage ordering of multidimensional data (i.e., with the first subscript ${j}_{1}$ varying most rapidly).
This routine calls C06PRF to perform one-dimensional discrete Fourier transforms. Hence, the routine uses a variant of the fast Fourier transform (FFT) algorithm (see Brigham (1974)) known as the Stockham self-sorting algorithm, which is described in Temperton (1983).

## 4  References

Brigham E O (1974) The Fast Fourier Transform Prentice–Hall
Temperton C (1983) Self-sorting mixed-radix fast Fourier transforms J. Comput. Phys. 52 1–23

## 5  Parameters

1:     $\mathrm{DIRECT}$ – CHARACTER(1)Input
On entry: if the forward transform as defined in Section 3 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: ${\mathbf{DIRECT}}=\text{'F'}$ or $\text{'B'}$.
2:     $\mathrm{NDIM}$ – INTEGERInput
On entry: $m$, the number of dimensions (or variables) in the multivariate data.
Constraint: ${\mathbf{NDIM}}\ge 1$.
3:     $\mathrm{L}$ – INTEGERInput
On entry: $l$, the index of the variable (or dimension) on which the discrete Fourier transform is to be performed.
Constraint: $1\le {\mathbf{L}}\le {\mathbf{NDIM}}$.
4:     $\mathrm{ND}\left({\mathbf{NDIM}}\right)$ – INTEGER arrayInput
On entry: the elements of ND must contain the dimensions of the NDIM variables; that is, ${\mathbf{ND}}\left(i\right)$ must contain the dimension of the $i$th variable.
Constraint: ${\mathbf{ND}}\left(\mathit{i}\right)\ge 1$, for $\mathit{i}=1,2,\dots ,{\mathbf{NDIM}}$.
5:     $\mathrm{N}$ – INTEGERInput
On entry: $n$, the total number of data values.
Constraint: N must equal the product of the first NDIM elements of the array ND.
6:     $\mathrm{X}\left({\mathbf{N}}\right)$ – COMPLEX (KIND=nag_wp) arrayInput/Output
On entry: the complex data values. Data values are stored in X using column-major ordering for storing multidimensional arrays; that is, ${z}_{{j}_{1}{j}_{2}\cdots {j}_{m}}$ is stored in ${\mathbf{X}}\left(1+{j}_{1}+{n}_{1}{j}_{2}+{n}_{1}{n}_{2}{j}_{3}+\cdots \right)$.
On exit: the corresponding elements of the computed transform.
7:     $\mathrm{WORK}\left({\mathbf{LWORK}}\right)$ – COMPLEX (KIND=nag_wp) arrayWorkspace
The workspace requirements as documented for C06PFF 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.
8:     $\mathrm{LWORK}$ – INTEGERInput
On entry: the dimension of the array WORK as declared in the (sub)program from which C06PFF is called.
Suggested value: ${\mathbf{LWORK}}\ge {\mathbf{N}}+{\mathbf{ND}}\left({\mathbf{L}}\right)+15$.
9:     $\mathrm{IFAIL}$ – INTEGERInput/Output
On entry: IFAIL must be set to $0$, $-1\text{​ or ​}1$. If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction 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 parameter, 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 ${\mathbf{IFAIL}}={\mathbf{0}}$ or $-{\mathbf{1}}$, 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, ${\mathbf{NDIM}}<1$.
${\mathbf{IFAIL}}=2$
 On entry, ${\mathbf{L}}<1$ or ${\mathbf{L}}>{\mathbf{NDIM}}$.
${\mathbf{IFAIL}}=3$
 On entry, ${\mathbf{DIRECT}}\ne \text{'F'}$ or $\text{'B'}$.
${\mathbf{IFAIL}}=4$
 On entry, at least one of the first NDIM elements of ND is less than $1$.
${\mathbf{IFAIL}}=5$
 On entry, N does not equal the product of the first NDIM elements of ND.
${\mathbf{IFAIL}}=6$
 On entry, LWORK is too small. The minimum amount of workspace required is returned in ${\mathbf{WORK}}\left(1\right)$.
${\mathbf{IFAIL}}=8$
An unexpected error has occurred in an internal call. Check all subroutine calls and array dimensions. Seek expert help.
${\mathbf{IFAIL}}=-99$
See Section 3.8 in the Essential Introduction for further information.
${\mathbf{IFAIL}}=-399$
Your licence key may have expired or may not have been installed correctly.
See Section 3.7 in the Essential Introduction for further information.
${\mathbf{IFAIL}}=-999$
Dynamic memory allocation failed.
See Section 3.6 in the Essential Introduction 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

C06PFF is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
C06PFF 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.

The time taken is approximately proportional to $n×\mathrm{log}{n}_{l}$, but also depends on the factorization of ${n}_{l}$. C06PFF is faster if the only prime factors of ${n}_{l}$ are $2$, $3$ or $5$; and fastest of all if ${n}_{l}$ is a power of $2$.

## 10  Example

This example reads in a bivariate sequence of complex data values and prints the discrete Fourier transform of the second variable. It then performs an inverse transform and prints the sequence so obtained, which may be compared with the original data values.

### 10.1  Program Text

Program Text (c06pffe.f90)

### 10.2  Program Data

Program Data (c06pffe.d)

### 10.3  Program Results

Program Results (c06pffe.r)