rb-gsl 1.16.0.2 → 1.16.0.3.rc1
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- checksums.yaml +4 -4
- data/ChangeLog +5 -0
- data/README +2 -2
- data/Rakefile +2 -3
- data/lib/gsl/version.rb +1 -1
- data/rdoc/alf.rdoc +5 -5
- data/rdoc/blas.rdoc +8 -8
- data/rdoc/bspline.rdoc +16 -16
- data/rdoc/changes.rdoc +4 -9
- data/rdoc/cheb.rdoc +24 -24
- data/rdoc/cholesky_complex.rdoc +21 -21
- data/rdoc/combi.rdoc +36 -36
- data/rdoc/complex.rdoc +21 -21
- data/rdoc/const.rdoc +46 -46
- data/rdoc/dht.rdoc +48 -48
- data/rdoc/diff.rdoc +41 -41
- data/rdoc/ehandling.rdoc +5 -5
- data/rdoc/eigen.rdoc +152 -152
- data/rdoc/fft.rdoc +145 -145
- data/rdoc/fit.rdoc +108 -108
- data/rdoc/function.rdoc +10 -10
- data/rdoc/graph.rdoc +16 -16
- data/rdoc/hist.rdoc +102 -102
- data/rdoc/hist2d.rdoc +41 -41
- data/rdoc/hist3d.rdoc +8 -8
- data/rdoc/index.rdoc +18 -21
- data/rdoc/integration.rdoc +109 -109
- data/rdoc/interp.rdoc +70 -70
- data/rdoc/intro.rdoc +6 -6
- data/rdoc/linalg.rdoc +187 -187
- data/rdoc/linalg_complex.rdoc +1 -1
- data/rdoc/math.rdoc +57 -57
- data/rdoc/matrix.rdoc +272 -272
- data/rdoc/min.rdoc +56 -56
- data/rdoc/monte.rdoc +21 -21
- data/rdoc/multimin.rdoc +94 -94
- data/rdoc/multiroot.rdoc +79 -79
- data/rdoc/narray.rdoc +31 -31
- data/rdoc/ndlinear.rdoc +53 -53
- data/rdoc/nonlinearfit.rdoc +99 -99
- data/rdoc/ntuple.rdoc +30 -30
- data/rdoc/odeiv.rdoc +87 -87
- data/rdoc/perm.rdoc +89 -89
- data/rdoc/poly.rdoc +65 -65
- data/rdoc/qrng.rdoc +20 -20
- data/rdoc/randist.rdoc +81 -81
- data/rdoc/ref.rdoc +56 -56
- data/rdoc/rng.rdoc +84 -84
- data/rdoc/roots.rdoc +56 -56
- data/rdoc/sf.rdoc +427 -427
- data/rdoc/siman.rdoc +18 -18
- data/rdoc/sort.rdoc +29 -29
- data/rdoc/start.rdoc +8 -8
- data/rdoc/stats.rdoc +51 -51
- data/rdoc/sum.rdoc +11 -11
- data/rdoc/tensor.rdoc +30 -30
- data/rdoc/tut.rdoc +1 -1
- data/rdoc/use.rdoc +37 -37
- data/rdoc/vector.rdoc +187 -187
- data/rdoc/vector_complex.rdoc +23 -23
- data/rdoc/wavelet.rdoc +46 -46
- metadata +17 -20
- data/rdoc/rngextra.rdoc +0 -11
- data/rdoc/screenshot.rdoc +0 -40
data/rdoc/fft.rdoc
CHANGED
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#
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# = Fast Fourier Transforms
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# Contents:
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# 1. {Mathematical Definitions}[link:
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# 1. {Complex data FFTs}[link:
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# 1. {Overview of complex data FFTs}[link:
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# 1. {Radix-2 FFT routines for complex data}[link:
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# 1. {Example of the complex Radix-2 FFT}[link:
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# 1. {Mixed-radix FFT routines for complex data}[link:
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# 1. {GSL::FFT::ComplexWavetable class}[link:
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# 1. {GSL::FFT::ComplexWorkspace class}[link:
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# 1. {Methods to compute the transform}[link:
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# 1. {Example of the mixed-radix FFT}[link:
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# 1. {Real data FFTs}[link:
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# 1. {Overview of real data FFTs}[link:
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# 1. {Radix-2 FFT routines for real data}[link:
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#
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#
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# 1. {Wavetable and Workspace classes}[link:
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# 1. {Methods for real FFTs}[link:
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#
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#
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# ==
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# Fast Fourier Transforms are efficient algorithms for calculating the discrete
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# fourier transform (DFT),
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#
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# The DFT usually arises as an approximation to the continuous fourier transform
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# when functions are sampled at discrete intervals in space or time.
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# The naive evaluation of the discrete fourier transform is a matrix-vector
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# multiplication W\vec{z}. A general matrix-vector multiplication takes O(N^2)
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# operations for N data-points. Fast fourier transform algorithms use a
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# divide-and-conquer strategy to factorize the matrix W into smaller
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# sub-matrices, corresponding to the integer factors of the length N.
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# If N can be factorized into a product of integers f_1 f_2 ... f_n then the
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# DFT can be computed in O(N \sum f_i) operations. For a radix-2 FFT this
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# gives an operation count of O(N \log_2 N).
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# 1. {Mathematical Definitions}[link:fft_rdoc.html#label-Mathematical+Definitions]
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# 1. {Complex data FFTs}[link:fft_rdoc.html#label-Complex+data+FFTs]
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# 1. {Overview of complex data FFTs}[link:fft_rdoc.html#label-Overview+of+complex+data+FFTs]
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# 1. {Radix-2 FFT routines for complex data}[link:fft_rdoc.html#label-Radix-2+FFT+routines+for+complex+data]
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# 1. {Example of the complex Radix-2 FFT}[link:fft_rdoc.html#label-Example+of+complex+Radix-2+FFT]
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# 1. {Mixed-radix FFT routines for complex data}[link:fft_rdoc.html#label-Mixed-radix+FFT+routines+for+complex+data]
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# 1. {GSL::FFT::ComplexWavetable class}[link:fft_rdoc.html#label-ComplexWavetable+class]
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# 1. {GSL::FFT::ComplexWorkspace class}[link:fft_rdoc.html#label-ComplexWorkspace+class]
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# 1. {Methods to compute the transform}[link:fft_rdoc.html#label-Methods+to+compute+transform]
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# 1. {Example of the mixed-radix FFT}[link:fft_rdoc.html#label-Example+to+use+the+mixed-radix+FFT+algorithm]
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# 1. {Real data FFTs}[link:fft_rdoc.html#label-Real+data+FFTs]
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# 1. {Overview of real data FFTs}[link:fft_rdoc.html#label-Overview+of+real+data+FFTs]
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# 1. {Radix-2 FFT routines for real data}[link:fft_rdoc.html#label-Radix-2+FFT+routines+for+real+data]
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# 1. {Mixed-radix FFT routines for real data}[link:fft_rdoc.html#label-Mixed-radix+FFT+routines+for+real+data]
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# 1. {Data storage scheme}[link:fft_rdoc.html#label-Data+storage+scheme]
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# 1. {Wavetable and Workspace classes}[link:fft_rdoc.html#label-Wavetable+and+Workspace+classes]
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# 1. {Methods for real FFTs}[link:fft_rdoc.html#label-Methods+for+mixed-radix+real+FFTs]
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# 1. {Examples}[link:fft_rdoc.html#label-Examples]
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#
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# == Mathematical Definitions
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# Fast Fourier Transforms are efficient algorithms for calculating the discrete
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# fourier transform (DFT),
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#
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# The DFT usually arises as an approximation to the continuous fourier transform
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# when functions are sampled at discrete intervals in space or time.
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# The naive evaluation of the discrete fourier transform is a matrix-vector
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# multiplication W\vec{z}. A general matrix-vector multiplication takes O(N^2)
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# operations for N data-points. Fast fourier transform algorithms use a
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# divide-and-conquer strategy to factorize the matrix W into smaller
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# sub-matrices, corresponding to the integer factors of the length N.
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# If N can be factorized into a product of integers f_1 f_2 ... f_n then the
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# DFT can be computed in O(N \sum f_i) operations. For a radix-2 FFT this
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# gives an operation count of O(N \log_2 N).
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#
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# All the FFT functions offer three types of transform: forwards, inverse and
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# backwards, based on the same mathematical definitions. The definition of the
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# forward fourier transform, x = FFT(z), is, and the definition of the inverse
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# fourier transform, x = IFFT(z), is, The factor of 1/N makes this a true
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# inverse. For example, a call to gsl_fft_complex_forward followed by a call
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# to gsl_fft_complex_inverse should return the original data (within numerical
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# errors).
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#
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# In general there are two possible choices for the sign of the exponential
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# backwards, based on the same mathematical definitions. The definition of the
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# forward fourier transform, x = FFT(z), is, and the definition of the inverse
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# fourier transform, x = IFFT(z), is, The factor of 1/N makes this a true
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# inverse. For example, a call to gsl_fft_complex_forward followed by a call
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# to gsl_fft_complex_inverse should return the original data (within numerical
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# errors).
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#
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# In general there are two possible choices for the sign of the exponential
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# in the transform/ inverse-transform pair. GSL follows the same convention as
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# FFTPACK, using a negative exponential for the forward transform.
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# The advantage of this convention is that the inverse transform recreates
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# the original function with simple fourier synthesis. Numerical Recipes uses
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# the opposite convention, a positive exponential in the forward transform.
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# FFTPACK, using a negative exponential for the forward transform.
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# The advantage of this convention is that the inverse transform recreates
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# the original function with simple fourier synthesis. Numerical Recipes uses
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# the opposite convention, a positive exponential in the forward transform.
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#
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# The backwards FFT is simply our terminology for an unscaled version of the
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# inverse FFT, When the overall scale of the result is unimportant it is often
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# The backwards FFT is simply our terminology for an unscaled version of the
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# inverse FFT, When the overall scale of the result is unimportant it is often
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# convenient to use the backwards FFT instead of the inverse to save unnecessary
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# divisions.
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# divisions.
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#
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#
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# ==
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# ===
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# == Complex data FFTs
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# === Overview of complex data FFTs
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# The complex data FFT routines are provided as instance methods of
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# {GSL::Vector::Complex}[link:
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# {GSL::Vector::Complex}[link:vector_complex_rdoc.html].
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#
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# Here is a table which shows the layout of the array data, and the correspondence
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# Here is a table which shows the layout of the array data, and the correspondence
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# between the time-domain complex data z, and the frequency-domain complex data x.
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#
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# index z x = FFT(z)
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# frequencies +1/(2 Delta), -1/(2 Delta) which are equivalent. If N is odd then
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# general structure of the table above still applies, but N/2 does not appear.
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#
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# {GSL::Vector::Complex}[link:
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# {GSL::Vector::Complex}[link:vector_complex_rdoc.html] provides four methods for
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# shifting the frequency domain data between <b>FFT order</b>, shown in the table
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# above, and <b>natural order</b>, which has the most negative freqeuncy component
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# first, the zero frequency component in the middle, and the most positive
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# <tt>self</tt>. Note that <tt>#fftshift</tt> and <tt>#ifftshift</tt> are equivalent
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# for even lengths, but not for odd lengths.
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#
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# ===
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# The radix-2 algorithms are simple and compact, although not necessarily the
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# most efficient. They use the Cooley-Tukey algorithm to compute complex
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# FFTs for lengths which are a power of 2 -- no additional storage is required.
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# The corresponding self-sorting mixed-radix routines offer better performance
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# === Radix-2 FFT routines for complex data
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# The radix-2 algorithms are simple and compact, although not necessarily the
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# most efficient. They use the Cooley-Tukey algorithm to compute complex
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# FFTs for lengths which are a power of 2 -- no additional storage is required.
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# The corresponding self-sorting mixed-radix routines offer better performance
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# at the expense of requiring additional working space.
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#
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# <b>The FFT methods described below return FFTed data, and the input vector is
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# <b>The FFT methods described below return FFTed data, and the input vector is
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# not changed. Use methods with '!' as <tt>tranform!</tt> for in-place transform.</b>
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#
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# ---
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#
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#
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# The sign argument can be either <tt>GSL::FFT::FORWARD</tt> or <tt>GSL::FFT::BACKWARD</tt>.
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#
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#
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# ---
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# * GSL::Vector::Complex#radix2_dif_forward
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# * GSL::Vector::Complex#radix2_dif_backward
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#
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# These are decimation-in-frequency versions of the radix-2 FFT functions.
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#
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# ====
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# Here is an example program which computes the FFT of a short pulse in a
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# sample of length 128. To make the resulting Fourier transform real the pulse
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# is defined for equal positive and negative times (-10 ... 10), where the
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# ==== Example of complex Radix-2 FFT
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# Here is an example program which computes the FFT of a short pulse in a
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# sample of length 128. To make the resulting Fourier transform real the pulse
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# is defined for equal positive and negative times (-10 ... 10), where the
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# negative times wrap around the end of the array.
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#
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# require("gsl")
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# printf("%d %e %e\n", i, ffted[i].re, ffted[i].im)
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# end
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#
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# ===
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# === Mixed-radix FFT routines for complex data
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#
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# ====
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# ==== ComplexWavetable class
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# ---
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# * GSL::FFT::ComplexWavetable.alloc(n)
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#
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# This method prepares a trigonometric lookup table for a complex FFT of length <tt>n</tt>.
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# The length <tt>n</tt> is factorized into a product of subtransforms, and the factors and their
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# trigonometric coefficients are stored in the wavetable. The trigonometric coefficients are
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# computed using direct calls to sin and cos, for accuracy. Recursion relations could be used
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# to compute the lookup table faster, but if an application performs many FFTs of the same
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# length then this computation is a one-off overhead which does not affect the final
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# The length <tt>n</tt> is factorized into a product of subtransforms, and the factors and their
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# trigonometric coefficients are stored in the wavetable. The trigonometric coefficients are
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# computed using direct calls to sin and cos, for accuracy. Recursion relations could be used
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# to compute the lookup table faster, but if an application performs many FFTs of the same
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# length then this computation is a one-off overhead which does not affect the final
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# throughput.
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#
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# The <tt>Wavetable</tt> object can be used repeatedly for any transform of the same length.
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# The table is not modified by calls to any of the other FFT functions. The same wavetable
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# The table is not modified by calls to any of the other FFT functions. The same wavetable
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# can be used for both forward and backward (or inverse) transforms of a given length.
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#
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# ---
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# * GSL::FFT::ComplexWavetable#factor
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#
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#
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# ====
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# ==== ComplexWorkspace class
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# ---
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# * GSL::FFT::ComplexWorkspace.alloc(n)
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#
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# Creates a workspace for a complex transform of length <tt>n</tt>.
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#
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# ====
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# ==== Methods to compute transform
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# <b>The FFT methods described below return FFTed data, and the input vector is not changed. Use methods with '!' as <tt>tranform!</tt> for in-place transform.</b>
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#
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# ---
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# There is no restriction on the length. Efficient modules are provided for
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# subtransforms of length 2, 3, 4, 5, 6 and 7. Any remaining factors are
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# computed with a slow, O(n^2), general-n module.
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#
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#
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# The caller can supply a <tt>table</tt> containing the trigonometric lookup
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# tables and a workspace <tt>work</tt> (they are optional).
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#
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#
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# The sign argument for the method <tt>transform</tt> can be either
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# <tt>GSL::FFT::FORWARD</tt> or <tt>GSL::FFT::BACKWARD</tt>.
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#
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# These methods return the FFTed data, and the input data is not changed.
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#
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# ====
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# ==== Example to use the mixed-radix FFT algorithm
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# require 'gsl'
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# include GSL
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#
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# printf("%d %e %e\n", i, data[i].re, data[i].im)
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# end
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#
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# ==
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# ===
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# == Real data FFTs
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# === Overview of real data FFTs
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#
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# The functions for real data FFTs are provided as instance methods of
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# {GSL::Vector}[link:
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# {GSL::Vector}[link:vector_rdoc.html]. While they are similar to those for
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# complex data, there is an important difference in the data storage layout
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# between forward and inverse transforms. The Fourier transform of a real
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# sequence is not real. It is a complex sequence with a special symmetry. A
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# Forward transforms of real sequences produce half complex sequences of the same
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# The following table shows the correspondence between the output <tt>self</tt>
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# complex sequence with zero imaginary part,
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# ==
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# == Mixed-radix FFT routines for real data
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# reimplementation of the real-FFT routines in the Fortran FFTPACK library
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# by Paul Swarztrauber.
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# The theory behind the algorithm is explained in the article
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# <tt>Fast Mixed-Radix Real Fourier Transforms</tt> by Clive Temperton.
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# The routines here use the same indexing scheme and basic algorithms as
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# FFTPACK.
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# The mixed-radix functions work for FFTs of any length. They are a
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# reimplementation of the real-FFT routines in the Fortran FFTPACK library
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# by Paul Swarztrauber.
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# The theory behind the algorithm is explained in the article
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# <tt>Fast Mixed-Radix Real Fourier Transforms</tt> by Clive Temperton.
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# The routines here use the same indexing scheme and basic algorithms as
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# FFTPACK.
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#
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# In this convention the half-complex transform of a real sequence is stored with
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# even length the imaginary part of the frequency n/2 is not stored either, since
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# the symmetry z_k = z_{N-k}^* implies that this is purely real too.
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# ===
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# === Data storage scheme
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# The storage scheme is best shown by some examples.
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# half-complex sequence computed <tt>real_transform</tt>, <tt>halfcomplex[]</tt>
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# and the values <tt>complex[]</tt> that would be returned if the same real input
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# sequence were passed to <tt>complex_backward</tt> as a complex sequence
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# The storage scheme is best shown by some examples.
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# The table below shows the output for an odd-length sequence, n=5.
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# half-complex sequence computed <tt>real_transform</tt>, <tt>halfcomplex[]</tt>
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# and the values <tt>complex[]</tt> that would be returned if the same real input
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# sequence were passed to <tt>complex_backward</tt> as a complex sequence
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# (with imaginary parts set to 0),
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#
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# complex[0].real = halfcomplex[0]
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# complex[0].real = halfcomplex[0]
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# complex[0].imag = 0
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# complex[1].real = halfcomplex[1]
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# complex[1].real = halfcomplex[1]
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# complex[1].imag = halfcomplex[2]
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# complex[2].imag = halfcomplex[4]
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# complex[4].imag = -halfcomplex[2]
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#
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# The upper elements of the <tt>complex</tt> array, <tt>complex[3]</tt> and <tt>complex[4]</tt>
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# are filled in using the symmetry condition. The imaginary part of
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# are filled in using the symmetry condition. The imaginary part of
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# the zero-frequency term <tt>complex[0].imag</tt> is known to be zero by the symmetry.
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#
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# The next table shows the output for an even-length sequence,
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# The next table shows the output for an even-length sequence,
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# n=5 In the even case there are two values which are purely real,
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#
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# complex[0].real = halfcomplex[0]
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# complex[0].imag = 0
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# complex[1].real = halfcomplex[1]
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# complex[1].imag = halfcomplex[2]
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# complex[2].real = halfcomplex[3]
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# complex[2].imag = halfcomplex[4]
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# complex[3].real = halfcomplex[5]
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# complex[3].imag = 0
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# complex[4].real = halfcomplex[3]
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# complex[1].real = halfcomplex[1]
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# complex[1].imag = halfcomplex[2]
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# complex[2].real = halfcomplex[3]
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# complex[2].imag = halfcomplex[4]
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# complex[3].real = halfcomplex[5]
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# complex[3].imag = 0
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# complex[4].real = halfcomplex[3]
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# complex[4].imag = -halfcomplex[4]
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# complex[5].real = halfcomplex[1]
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# complex[5].imag = -halfcomplex[2]
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# complex[5].real = halfcomplex[1]
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# complex[5].imag = -halfcomplex[2]
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#
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# The upper elements of the <tt>complex</tt> array, <tt>complex[4]</tt>
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# and <tt>complex[5]</tt> are filled in using the symmetry condition.
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# The upper elements of the <tt>complex</tt> array, <tt>complex[4]</tt>
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# and <tt>complex[5]</tt> are filled in using the symmetry condition.
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# Both <tt>complex[0].imag</tt> and <tt>complex[3].imag</tt> are known to be zero.
|
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#
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# ====
|
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+
# ==== Wavetable and Workspace classes
|
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|
# ---
|
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# * GSL::FFT::RealWavetable.alloc(n)
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# * GSL::FFT::HalfComplexWavetable.alloc(n)
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#
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#
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# These methods create trigonometric lookup tables for an FFT of size <tt>n</tt>
|
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# real elements. The length <tt>n</tt> is factorized into a product of subtransforms,
|
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+
# These methods create trigonometric lookup tables for an FFT of size <tt>n</tt>
|
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+
# real elements. The length <tt>n</tt> is factorized into a product of subtransforms,
|
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# and the factors and their trigonometric coefficients are stored in the wavetable.
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# The trigonometric coefficients are computed using direct calls to sin and cos,
|
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# for accuracy. Recursion relations could be used to compute the lookup table
|
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# faster, but if an application performs many FFTs of the same length then
|
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# computing the wavetable is a one-off overhead which does not affect the final
|
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+
# The trigonometric coefficients are computed using direct calls to sin and cos,
|
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+
# for accuracy. Recursion relations could be used to compute the lookup table
|
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+
# faster, but if an application performs many FFTs of the same length then
|
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|
+
# computing the wavetable is a one-off overhead which does not affect the final
|
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|
# throughput.
|
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#
|
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|
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# The wavetable structure can be used repeatedly for any transform of the same
|
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|
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# length. The table is not modified by calls to any of the other FFT functions.
|
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+
# The wavetable structure can be used repeatedly for any transform of the same
|
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|
+
# length. The table is not modified by calls to any of the other FFT functions.
|
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|
# The appropriate type of wavetable must be used for forward real or inverse
|
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# half-complex transforms.
|
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#
|
@@ -439,7 +439,7 @@
|
|
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|
# <tt>n</tt>. The same workspace can be used for both forward real and inverse
|
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|
# halfcomplex transforms.
|
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|
#
|
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|
-
# ====
|
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|
+
# ==== Methods for mixed-radix real FFTs
|
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|
#
|
444
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|
# <b>The FFT methods described below return FFTed data, and the input vector is not changed. Use methods with '!' as <tt>real_tranform!</tt> for in-place transform.</b>
|
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#
|
@@ -454,12 +454,12 @@
|
|
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|
# <tt>real_transform</tt> <tt>self</tt> is an array of time-ordered real data. For
|
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|
# <tt>halfcomplex_transform</tt> <tt>self</tt> contains Fourier coefficients in the
|
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|
# half-complex ordering described above. There is no restriction on the
|
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|
-
# length <tt>n</tt>.
|
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|
+
# length <tt>n</tt>.
|
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|
#
|
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|
-
# Efficient modules are provided for subtransforms of length 2, 3, 4 and 5.
|
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|
-
# Any remaining factors are computed with a slow, O(n^2), general-n module.
|
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|
+
# Efficient modules are provided for subtransforms of length 2, 3, 4 and 5.
|
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|
+
# Any remaining factors are computed with a slow, O(n^2), general-n module.
|
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|
#
|
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|
-
# The caller can supply a <tt>table</tt> containing trigonometric lookup tables
|
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|
+
# The caller can supply a <tt>table</tt> containing trigonometric lookup tables
|
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|
# and a workspace <tt>work</tt> (optional).
|
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|
#
|
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|
# These methods return the FFTed data, and the input data is not changed.
|
@@ -470,9 +470,9 @@
|
|
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|
# * GSL::Vector#ifft
|
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|
#
|
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|
#
|
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|
-
# ==
|
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|
+
# == Examples
|
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|
#
|
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|
-
# ===
|
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|
+
# === Example 1
|
476
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|
#
|
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|
# #!/usr/bin/env ruby
|
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|
# require("gsl")
|
@@ -493,7 +493,7 @@
|
|
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|
# f = Vector.linspace(0, SAMPLING/2, mag.size)
|
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|
# graph(f, mag, "-C -g 3 -x 0 200 -X 'Frequency [Hz]'")
|
495
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|
#
|
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|
-
# ===
|
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|
+
# === Example 2
|
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|
# #!/usr/bin/env ruby
|
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|
# require("gsl")
|
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|
# include GSL
|
@@ -507,7 +507,7 @@
|
|
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|
#
|
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|
# rtable = FFT::RealWavetable.alloc(n)
|
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|
# rwork = FFT::RealWorkspace.alloc(n)
|
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|
-
#
|
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|
+
#
|
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|
# #ffted = data.real_transform(rtable, rwork)
|
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|
# #ffted = data.real_transform(rtable)
|
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|
# #ffted = data.real_transform(rwork)
|
@@ -517,19 +517,19 @@
|
|
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|
# for i in 11...n do
|
518
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|
# ffted[i] = 0.0
|
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|
# end
|
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|
-
#
|
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|
+
#
|
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|
# hctable = FFT::HalfComplexWavetable.alloc(n)
|
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|
-
#
|
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|
+
#
|
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|
# #data2 = ffted.halfcomplex_inverse(hctable, rwork)
|
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|
# #data2 = ffted.halfcomplex_inverse()
|
525
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|
# data2 = ffted.ifft
|
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|
#
|
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|
# graph(nil, data, data2, "-T X -C -g 3 -L 'Real-halfcomplex' -x 0 #{data.size}")
|
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|
#
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|
-
# {prev}[link:
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# {next}[link:
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+
# {prev}[link:eigen_rdoc.html]
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+
# {next}[link:wavelet_rdoc.html]
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#
|
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|
-
# {Reference index}[link:
|
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|
+
# {Reference index}[link:ref_rdoc.html]
|
533
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|
# {top}[link:index.html]
|
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#
|
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#
|