# NAG CL Interfacec06pjc (fft_​complex_​multid)

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## 1Purpose

c06pjc computes the multidimensional discrete Fourier transform of a multivariate sequence of complex data values.

## 2Specification

 #include
 void c06pjc (Nag_TransformDirection direct, Integer ndim, const Integer nd[], Integer n, Complex x[], NagError *fail)
The function may be called by the names: c06pjc, nag_sum_fft_complex_multid or nag_fft_multid_full.

## 3Description

c06pjc computes the multidimensional discrete Fourier transform of a multidimensional sequence of complex data values ${z}_{{j}_{1}{j}_{2}\dots {j}_{m}}$, 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 discrete Fourier transform is here defined (e.g., for $m=2$) by:
 $z^ k1 , k2 = 1n ∑ j1=0 n1-1 ∑ j2=0 n2-1 z j1j2 × exp(±2πi( j1k1 n1 + j2k2 n2 )) ,$
where ${k}_{1}=0,1,\dots ,{n}_{1}-1$ and ${k}_{2}=0,1,\dots ,{n}_{2}-1$. 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.
The extension to higher dimensions is obvious. (Note the scale factor of $\frac{1}{\sqrt{n}}$ in this definition.)
A call of c06pjc with ${\mathbf{direct}}=\mathrm{Nag_ForwardTransform}$ followed by a call with ${\mathbf{direct}}=\mathrm{Nag_BackwardTransform}$ will restore the original data.
The data values must be supplied in a one-dimensional array using column-major storage ordering of multidimensional data (i.e., with the first subscript ${j}_{1}$ varying most rapidly).
This function 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).

## 4References

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

## 5Arguments

1: $\mathbf{direct}$Nag_TransformDirection Input
On entry: if the forward transform as defined in Section 3 is to be computed, direct must be set equal to $\mathrm{Nag_ForwardTransform}$.
If the backward transform is to be computed, direct must be set equal to $\mathrm{Nag_BackwardTransform}$.
Constraint: ${\mathbf{direct}}=\mathrm{Nag_ForwardTransform}$ or $\mathrm{Nag_BackwardTransform}$.
2: $\mathbf{ndim}$Integer Input
On entry: $m$, the number of dimensions (or variables) in the multivariate data.
Constraint: ${\mathbf{ndim}}\ge 1$.
3: $\mathbf{nd}\left[{\mathbf{ndim}}\right]$const Integer Input
On entry: the elements of nd must contain the dimensions of the ndim variables; that is, ${\mathbf{nd}}\left[i-1\right]$ must contain the dimension of the $i$th variable.
Constraint: ${\mathbf{nd}}\left[\mathit{i}-1\right]\ge 1$, for $\mathit{i}=1,2,\dots ,{\mathbf{ndim}}$.
4: $\mathbf{n}$Integer Input
On entry: $n$, the total number of data values.
Constraint: n must equal the product of the first ndim elements of the array nd.
5: $\mathbf{x}\left[{\mathbf{n}}\right]$Complex Input/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 ${\mathbf{x}}\left[{j}_{1}+{n}_{1}{j}_{2}+{n}_{1}{n}_{2}{j}_{3}+\cdots \right]$.
On exit: the corresponding elements of the computed transform.
6: $\mathbf{fail}$NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

## 6Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
On entry, argument $⟨\mathit{\text{value}}⟩$ had an illegal value.
NE_INT
On entry, ${\mathbf{ndim}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{ndim}}\ge 1$.
NE_INT_2
On entry, ${\mathbf{n}}=⟨\mathit{\text{value}}⟩$, product of nd elements is $⟨\mathit{\text{value}}⟩$.
Constraint: n must equal the product of the dimensions held in array nd.
On entry, ${\mathbf{nd}}\left[⟨\mathit{\text{value}}⟩\right]=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{nd}}\left[i-1\right]\ge 1$, for all $i$.
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.

## 7Accuracy

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).

## 8Parallelism and Performance

c06pjc is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
c06pjc 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 function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

The time taken is approximately proportional to $n×\mathrm{log}\left(n\right)$, but also depends on the factorization of the individual dimensions ${\mathbf{nd}}\left[i-1\right]$. c06pjc is faster if the only prime factors are $2$, $3$ or $5$; and fastest of all if they are powers of $2$.

## 10Example

This example reads in a bivariate sequence of complex data values and prints the two-dimensional Fourier transform. It then performs an inverse transform and prints the sequence so obtained, which may be compared to the original data values.

### 10.1Program Text

Program Text (c06pjce.c)

### 10.2Program Data

Program Data (c06pjce.d)

### 10.3Program Results

Program Results (c06pjce.r)