NAG CL Interface
c06psc (fft_​complex_​1d_​multi_​col)

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1 Purpose

c06psc computes the discrete Fourier transforms of m sequences each containing n complex data values.

2 Specification

#include <nag.h>
void  c06psc (Nag_TransformDirection direct, Integer n, Integer m, Complex x[], NagError *fail)
The function may be called by the names: c06psc, nag_sum_fft_complex_1d_multi_col or nag_sum_fft_complex_1d_multi.

3 Description

Given m sequences of n complex data values zjp , for j=0,1,,n-1 and p=1,2,,m, c06psc simultaneously calculates the (forward or backward) discrete Fourier transforms of all the sequences defined by
z^kp=1n j=0 n-1zjp×exp(±i2πjkn) ,  k=0,1,,n-1​ and ​p=1,2,,m.  
(Note the scale factor 1n in this definition.) The minus sign is taken in the argument of the exponential within the summation when the forward transform is required, and the plus sign is taken when the backward transform is required.
A call of c06psc with direct=Nag_ForwardTransform followed by a call with direct=Nag_BackwardTransform will restore the original data.
The 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). Special code is provided for the factors 2, 3 and 5.

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 Arguments

1: 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 Nag_ForwardTransform.
If the backward transform is to be computed, direct must be set equal to Nag_BackwardTransform.
Constraint: direct=Nag_ForwardTransform or Nag_BackwardTransform.
2: n Integer Input
On entry: n, the number of complex values in each sequence.
Constraint: n1.
3: m Integer Input
On entry: m, the number of sequences to be transformed.
Constraint: m1.
4: x[ n×m ] Complex Input/Output
On entry: the complex data values zjp stored in x[(p-1)×n+j], for j=0,1,,n-1 and p=1,2,,m.
On exit: is overwritten by the complex transforms.
5: fail NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
On entry, argument value had an illegal value.
On entry, m=value.
Constraint: m1.
On entry, n=value.
Constraint: n1.
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.
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.

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

Background information to multithreading can be found in the Multithreading documentation.
c06psc is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
c06psc 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.

9 Further Comments

The time taken by c06psc is approximately proportional to nm log(n), but also depends on the factors of n. c06psc 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. This function internally allocates a workspace of nm+n+15 Complex values.

10 Example

This example reads in sequences of complex data values and prints their discrete Fourier transforms (as computed by c06psc with direct=Nag_ForwardTransform). Inverse transforms are then calculated using c06psc with direct=Nag_BackwardTransform and printed out, showing that the original sequences are restored.

10.1 Program Text

Program Text (c06psce.c)

10.2 Program Data

Program Data (c06psce.d)

10.3 Program Results

Program Results (c06psce.r)