FFT.java
9.36 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
/******************************************************************************
* Compilation: javac FFT.java
* Execution: java FFT n
* Dependencies: Complex.java
*
* Compute the FFT and inverse FFT of a length n complex sequence.
* Bare bones implementation that runs in O(n log n) time. Our goal
* is to optimize the clarity of the code, rather than performance.
*
* Limitations
* -----------
* - assumes n is a power of 2
*
* - not the most memory efficient algorithm (because it uses
* an object type for representing complex numbers and because
* it re-allocates memory for the subarray, instead of doing
* in-place or reusing a single temporary array)
*
*
* % java FFT 4
* x
* -------------------
* -0.03480425839330703
* 0.07910192950176387
* 0.7233322451735928
* 0.1659819820667019
*
* y = fft(x)
* -------------------
* 0.9336118983487516
* -0.7581365035668999 + 0.08688005256493803i
* 0.44344407521182005
* -0.7581365035668999 - 0.08688005256493803i
*
* z = ifft(y)
* -------------------
* -0.03480425839330703
* 0.07910192950176387 + 2.6599344570851287E-18i
* 0.7233322451735928
* 0.1659819820667019 - 2.6599344570851287E-18i
*
* c = cconvolve(x, x)
* -------------------
* 0.5506798633981853
* 0.23461407150576394 - 4.033186818023279E-18i
* -0.016542951108772352
* 0.10288019294318276 + 4.033186818023279E-18i
*
* d = convolve(x, x)
* -------------------
* 0.001211336402308083 - 3.122502256758253E-17i
* -0.005506167987577068 - 5.058885073636224E-17i
* -0.044092969479563274 + 2.1934338938072244E-18i
* 0.10288019294318276 - 3.6147323062478115E-17i
* 0.5494685269958772 + 3.122502256758253E-17i
* 0.240120239493341 + 4.655566391833896E-17i
* 0.02755001837079092 - 2.1934338938072244E-18i
* 4.01805098805014E-17i
*
******************************************************************************/
package edu.princeton.cs.algs4;
/**
* The {@code FFT} class provides methods for computing the
* FFT (Fast-Fourier Transform), inverse FFT, linear convolution,
* and circular convolution of a complex array.
* <p>
* It is a bare-bones implementation that runs in <em>n</em> log <em>n</em> time,
* where <em>n</em> is the length of the complex array. For simplicity,
* <em>n</em> must be a power of 2.
* Our goal is to optimize the clarity of the code, rather than performance.
* It is not the most memory efficient implementation because it uses
* objects to represents complex numbers and it it re-allocates memory
* for the subarray, instead of doing in-place or reusing a single temporary array.
*
* <p>
* For additional documentation, see <a href="http://algs4.cs.princeton.edu/99scientific">Section 9.9</a> of
* <i>Algorithms, 4th Edition</i> by Robert Sedgewick and Kevin Wayne.
*
* @author Robert Sedgewick
* @author Kevin Wayne
*/
public class FFT {
private static final Complex ZERO = new Complex(0, 0);
// Do not instantiate.
private FFT() { }
/**
* Returns the FFT of the specified complex array.
*
* @param x the complex array
* @return the FFT of the complex array {@code x}
* @throws IllegalArgumentException if the length of {@code x} is not a power of 2
*/
public static Complex[] fft(Complex[] x) {
int n = x.length;
// base case
if (n == 1) {
return new Complex[] { x[0] };
}
// radix 2 Cooley-Tukey FFT
if (n % 2 != 0) {
throw new IllegalArgumentException("n is not a power of 2");
}
// fft of even terms
Complex[] even = new Complex[n/2];
for (int k = 0; k < n/2; k++) {
even[k] = x[2*k];
}
Complex[] q = fft(even);
// fft of odd terms
Complex[] odd = even; // reuse the array
for (int k = 0; k < n/2; k++) {
odd[k] = x[2*k + 1];
}
Complex[] r = fft(odd);
// combine
Complex[] y = new Complex[n];
for (int k = 0; k < n/2; k++) {
double kth = -2 * k * Math.PI / n;
Complex wk = new Complex(Math.cos(kth), Math.sin(kth));
y[k] = q[k].plus(wk.times(r[k]));
y[k + n/2] = q[k].minus(wk.times(r[k]));
}
return y;
}
/**
* Returns the inverse FFT of the specified complex array.
*
* @param x the complex array
* @return the inverse FFT of the complex array {@code x}
* @throws IllegalArgumentException if the length of {@code x} is not a power of 2
*/
public static Complex[] ifft(Complex[] x) {
int n = x.length;
Complex[] y = new Complex[n];
// take conjugate
for (int i = 0; i < n; i++) {
y[i] = x[i].conjugate();
}
// compute forward FFT
y = fft(y);
// take conjugate again
for (int i = 0; i < n; i++) {
y[i] = y[i].conjugate();
}
// divide by n
for (int i = 0; i < n; i++) {
y[i] = y[i].scale(1.0 / n);
}
return y;
}
/**
* Returns the circular convolution of the two specified complex arrays.
*
* @param x one complex array
* @param y the other complex array
* @return the circular convolution of {@code x} and {@code y}
* @throws IllegalArgumentException if the length of {@code x} does not equal
* the length of {@code y} or if the length is not a power of 2
*/
public static Complex[] cconvolve(Complex[] x, Complex[] y) {
// should probably pad x and y with 0s so that they have same length
// and are powers of 2
if (x.length != y.length) {
throw new IllegalArgumentException("Dimensions don't agree");
}
int n = x.length;
// compute FFT of each sequence
Complex[] a = fft(x);
Complex[] b = fft(y);
// point-wise multiply
Complex[] c = new Complex[n];
for (int i = 0; i < n; i++) {
c[i] = a[i].times(b[i]);
}
// compute inverse FFT
return ifft(c);
}
/**
* Returns the linear convolution of the two specified complex arrays.
*
* @param x one complex array
* @param y the other complex array
* @return the linear convolution of {@code x} and {@code y}
* @throws IllegalArgumentException if the length of {@code x} does not equal
* the length of {@code y} or if the length is not a power of 2
*/
public static Complex[] convolve(Complex[] x, Complex[] y) {
Complex[] a = new Complex[2*x.length];
for (int i = 0; i < x.length; i++)
a[i] = x[i];
for (int i = x.length; i < 2*x.length; i++)
a[i] = ZERO;
Complex[] b = new Complex[2*y.length];
for (int i = 0; i < y.length; i++)
b[i] = y[i];
for (int i = y.length; i < 2*y.length; i++)
b[i] = ZERO;
return cconvolve(a, b);
}
// display an array of Complex numbers to standard output
private static void show(Complex[] x, String title) {
StdOut.println(title);
StdOut.println("-------------------");
for (int i = 0; i < x.length; i++) {
StdOut.println(x[i]);
}
StdOut.println();
}
/***************************************************************************
* Test client.
***************************************************************************/
/**
* Unit tests the {@code FFT} class.
*
* @param args the command-line arguments
*/
public static void main(String[] args) {
int n = Integer.parseInt(args[0]);
Complex[] x = new Complex[n];
// original data
for (int i = 0; i < n; i++) {
x[i] = new Complex(i, 0);
x[i] = new Complex(StdRandom.uniform(-1.0, 1.0), 0);
}
show(x, "x");
// FFT of original data
Complex[] y = fft(x);
show(y, "y = fft(x)");
// take inverse FFT
Complex[] z = ifft(y);
show(z, "z = ifft(y)");
// circular convolution of x with itself
Complex[] c = cconvolve(x, x);
show(c, "c = cconvolve(x, x)");
// linear convolution of x with itself
Complex[] d = convolve(x, x);
show(d, "d = convolve(x, x)");
}
}
/******************************************************************************
* Copyright 2002-2016, Robert Sedgewick and Kevin Wayne.
*
* This file is part of algs4.jar, which accompanies the textbook
*
* Algorithms, 4th edition by Robert Sedgewick and Kevin Wayne,
* Addison-Wesley Professional, 2011, ISBN 0-321-57351-X.
* http://algs4.cs.princeton.edu
*
*
* algs4.jar is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* algs4.jar is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with algs4.jar. If not, see http://www.gnu.org/licenses.
******************************************************************************/