"""
Discrete Fourier Transforms - FFT.py
The underlying code for these functions is an f2c translated and modified
version of the FFTPACK routines.
fft(a, n=None, axis=-1)
inverse_fft(a, n=None, axis=-1)
real_fft(a, n=None, axis=-1)
inverse_real_fft(a, n=None, axis=-1)
hermite_fft(a, n=None, axis=-1)
inverse_hermite_fft(a, n=None, axis=-1)
fftnd(a, s=None, axes=None)
inverse_fftnd(a, s=None, axes=None)
real_fftnd(a, s=None, axes=None)
inverse_real_fftnd(a, s=None, axes=None)
fft2d(a, s=None, axes=(-2,-1))
inverse_fft2d(a, s=None, axes=(-2, -1))
real_fft2d(a, s=None, axes=(-2,-1))
inverse_real_fft2d(a, s=None, axes=(-2, -1))
"""
import Numeric, fftpack, copy
_fft_cache = {}
_real_fft_cache = {}
def _raw_fft(a, n=None, axis=-1, init_function=fftpack.cffti,
work_function=fftpack.cfftf, fft_cache = _fft_cache ):
a = Numeric.asarray(a)
if n == None: n = a.shape[axis]
try:
wsave = fft_cache[n]
except(KeyError):
wsave = init_function(n)
fft_cache[n] = wsave
if a.shape[axis] != n:
s = list(a.shape)
if s[axis] > n:
index = [slice(None)]*len(s)
index[axis] = slice(0,n)
a = a[index]
else:
index = [slice(None)]*len(s)
index[axis] = slice(0,s[axis])
s[axis] = n
z = Numeric.zeros(s, a.typecode())
z[index] = a
a = z
if axis != -1: a = Numeric.swapaxes(a, axis, -1)
r = work_function(a, wsave)
if axis != -1: r = Numeric.swapaxes(r, axis, -1)
return r
def fft(a, n=None, axis=-1):
"""fft(a, n=None, axis=-1)
Will return the n point discrete Fourier transform of a. n defaults to the
length of a. If n is larger than a, then a will be zero-padded to make up the
difference. If n is smaller than a, the first n items in a will be used.
The packing of the result is "standard": If A = fft(a, n), then A[0] contains
the zero-frequency term, A[1:n/2+1] contains the positive-frequency terms, and
A[n/2+1:] contains the negative-frequency terms, in order of decreasingly
negative frequency. So for an 8-point transform, the frequencies of the result
are [ 0, 1, 2, 3, 4, -3, -2, -1].
This is most efficient for n a power of two. This also stores a cache of
working memory for different sizes of fft's, so you could theoretically run
into memory problems if you call this too many times with too many different
n's."""
return _raw_fft(a, n, axis, fftpack.cffti, fftpack.cfftf, _fft_cache)
def inverse_fft(a, n=None, axis=-1):
"""inverse_fft(a, n=None, axis=-1)
Will return the n point inverse discrete Fourier transform of a. n defaults to
the length of a. If n is larger than a, then a will be zero-padded to make up
the difference. If n is smaller than a, then a will be truncated to reduce its
size.
The input array is expected to be packed the same way as the output of fft, as
discussed in it's documentation.
This is the inverse of fft: inverse_fft(fft(a)) == a
within numerical accuracy.
This is most efficient for n a power of two. This also stores a cache of
working memory for different sizes of fft's, so you could theoretically run
into memory problems if you call this too many times with too many different
n's."""
if n == None: n = Numeric.shape(a)[axis]
return _raw_fft(a, n, axis, fftpack.cffti, fftpack.cfftb, _fft_cache)/n
def real_fft(a, n=None, axis=-1):
"""real_fft(a, n=None, axis=-1)
Will return the n point discrete Fourier transform of the real valued array
a. n defaults to the length of a. n is the length of the input, not the
output.
The returned array will be the nonnegative frequency terms of the
Hermite-symmetric, complex transform of the real array. So for an 8-point
transform, the frequencies in the result are [ 0, 1, 2, 3, 4]. The first term
will be real, as will the last if n is even. The negative frequency terms are
not needed because they are the complex conjugates of the positive frequency
terms. (This is what I mean when I say Hermite-symmetric.)
This is most efficient for n a power of two."""
a = Numeric.asarray(a).astype(Numeric.Float)
return _raw_fft(a, n, axis, fftpack.rffti, fftpack.rfftf, _real_fft_cache)
def inverse_real_fft(a, n=None, axis=-1):
"""inverse_real_fft(a, n=None, axis=-1)
Will return the real valued n point inverse discrete Fourier transform of a,
where a contains the nonnegative frequency terms of a Hermite-symmetric
sequence. n is the length of the result, not the input. If n is not supplied,
the default is 2*(len(a)-1). If you want the length of the result to be odd,
you have to say so.
If you specify an n such that a must be zero-padded or truncated, the
extra/removed values will be added/removed at high frequencies. One can thus
resample a series to m points via Fourier interpolation by:
a_resamp = inverse_real_fft(real_fft(a), m).
This is the inverse of real_fft: inverse_real_fft(real_fft(a), len(a)) == a
within numerical accuracy."""
a = Numeric.asarray(a).astype(Numeric.Complex)
if n == None: n = (Numeric.shape(a)[axis]-1)*2
return _raw_fft(a, n, axis, fftpack.rffti, fftpack.rfftb, _real_fft_cache)/n
def hermite_fft(a, n=None, axis=-1):
"""hermite_fft(a, n=None, axis=-1)
inverse_hermite_fft(a, n=None, axis=-1)
These are a pair analogous to real_fft/inverse_real_fft, but for the opposite
case: here the signal is real in the frequency domain and has Hermite symmetry
in the time domain. So here it's hermite_fft for which you must supply the
length of the result if it is to be odd.
inverse_hermite_fft(hermite_fft(a), len(a)) == a
within numerical accuracy."""
if n == None: n = (Numeric.shape(a)[axis]-1)*2
return inverse_real_fft(Numeric.conjugate(a), n, axis)*n
def inverse_hermite_fft(a, n=None, axis=-1):
"""hermite_fft(a, n=None, axis=-1)
inverse_hermite_fft(a, n=None, axis=-1)
These are a pair analogous to real_fft/inverse_real_fft, but for the opposite
case: here the signal is real in the frequency domain and has Hermite symmetry
in the time domain. So here it's hermite_fft for which you must supply the
length of the result if it is to be odd.
inverse_hermite_fft(hermite_fft(a), len(a)) == a
within numerical accuracy."""
if n == None: n = Numeric.shape(a)[axis]
return Numeric.conjugate(real_fft(a, n, axis))/n
def _cook_nd_args(a, s=None, axes=None, invreal=0):
if s == None:
noshape = 1
if axes == None:
s = list(a.shape)
else:
s = Numeric.take(a.shape, axes)
else:
noshape = 2
if axes == None:
axes = range(-len(s), 0)
if len(s) != len(axes):
raise ValueError
if invreal and noshape:
s[axes[-1]] = (s[axes[-1]] - 1) * 2
return s, axes
def _raw_fftnd(a, s=None, axes=None, function=fft):
a = Numeric.asarray(a)
s, axes = _cook_nd_args(a, s, axes)
itl = range(len(axes))
itl.reverse()
for ii in itl:
a = function(a, n=s[ii], axis=axes[ii])
return a
def fftnd(a, s=None, axes=None):
"""fftnd(a, s=None, axes=None)
The n-dimensional fft of a. s is a sequence giving the shape of the input an
result along the transformed axes, as n for fft. Results are packed
analogously to fft: the term for zero frequency in all axes is in the
low-order corner, while the term for the Nyquist frequency in all axes is in
the middle.
If neither s nor axes is specified, the transform is taken along all axes. If
s is specified and axes is not, the last len(s) axes are used. If axes are
specified and s is not, the input shape along the specified axes is used. If s
and axes are both specified and are not the same length, an exception is
raised."""
return _raw_fftnd(a,s,axes,fft)
def inverse_fftnd(a, s=None, axes=None):
"""inverse_fftnd(a, s=None, axes=None)
The inverse of fftnd."""
return _raw_fftnd(a, s, axes, inverse_fft)
def fft2d(a, s=None, axes=(-2,-1)):
"""fft2d(a, s=None, axes=(-2,-1))
The 2d fft of a. This is really just fftnd with different default behavior.
"""
return _raw_fftnd(a,s,axes,fft)
def inverse_fft2d(a, s=None, axes=(-2,-1)):
"""inverse_fft2d(a, s=None, axes=(-2, -1))
The inverse of fft2d. This is really just inverse_fftnd with different default
behavior."""
return _raw_fftnd(a, s, axes, inverse_fft)
def real_fftnd(a, s=None, axes=None):
"""real_fftnd(a, s=None, axes=None)
The n-dimensional discrete Fourier transform of a real array a. A real
transform as real_fft is performed along the axis specified by the last
element of axes, then complex transforms as fft are performed along the other
axes."""
a = Numeric.asarray(a)
s, axes = _cook_nd_args(a, s, axes)
a = real_fft(a, s[-1], axes[-1])
for ii in range(len(axes)-1):
a = fft(a, s[ii], axes[ii])
return a
def real_fft2d(a, s=None, axes=(-2,-1)):
"""real_fft2d(a, s=None, axes=(-2,-1))
The 2d fft of the real valued array a. This is really just real_fftnd with
different default behavior.
"""
return real_fftnd(a, s, axes)
def inverse_real_fftnd(a, s=None, axes=None):
"""inverse_real_fftnd(a, s=None, axes=None)
The inverse of real_fftnd. The transform implemented in inverse_fft is applied
along all axes but the last, then the transform implemented in
inverse_real_fft is performed along the last axis. As with inverse_real_fft,
the length of the result along that axis must be specified if it is to be odd.
"""
a = Numeric.asarray(a)
s, axes = _cook_nd_args(a, s, axes, invreal=1)
for ii in range(len(axes)-1):
a = inverse_fft(a, s[ii], axes[ii])
a = inverse_real_fft(a, s[-1], axes[-1])
return a
def inverse_real_fft2d(a, s=None, axes=(-2,-1)):
"""inverse_real_fft2d(a, s=None, axes=(-2, -1))
The inverse of real_fft2d. This is really just inverse_real_fftnd with
different default behavior.
"""
return inverse_real_fftnd(a, s, axes)
def test():
print fft( (0,1)*4 )
print inverse_fft( fft((0,1)*4) )
print fft( (0,1)*4, n=16 )
print fft( (0,1)*4, n=4 )
print fft2d( [(0,1),(1,0)] )
print inverse_fft2d (fft2d( [(0, 1), (1, 0)] ) )
print real_fft2d([(0,1),(1,0)] )
print real_fft2d([(1,1),(1,1)] )
import sys
oosq2 = 1.0/Numeric.sqrt(2.0)
toler = 1.e-10
p = Numeric.array(((1, 1, 1, 1, 1, 1, 1, 1),
(1, oosq2, 0, -oosq2, -1, -oosq2, 0, oosq2),
(1, 0, -1, 0, 1, 0, -1, 0),
(1, -oosq2, 0, oosq2, -1, oosq2, 0, -oosq2),
(1, -1, 1, -1, 1, -1, 1, -1),
(1, 0, 0, 0, 0, 0, 0, 0),
(0, 0, 0, 0, 0, 0, 0, 0)))
q = Numeric.array(((8,0,0,0,0,0,0,0),
(0,4,0,0,0,0,0,4),
(0,0,4,0,0,0,4,0),
(0,0,0,4,0,4,0,0),
(0,0,0,0,8,0,0,0),
(1,1,1,1,1,1,1,1),
(0,0,0,0,0,0,0,0)))
def cndns(m):
return Numeric.maximum.reduce(abs(m).flat)
try:
junk = hermite_fft
new = 1
except NameError:
new = 0
# Tests for correctness.
## Somewhat limited since
## p (and thus q also) is real and hermite, and the dimension we're
## testing is a power of 2. If someone can cook up more general data
## in their head or with another program/library, splice it in!
print "\nCorrectness testing dimension -1."
sys.stdout.write("fft: ")
sys.stdout.flush()
P = fft(p)
if cndns(P-q) / cndns(q) > toler:
print "inaccurate"
else:
print "OK"
sys.stdout.write("real_fft: ")
sys.stdout.flush()
RP = real_fft(p)
npt = p.shape[-1]
rpt = npt/2 + 1
qr = q[:,:rpt]
if cndns(RP-qr) / cndns(qr) > toler:
print "inaccurate"
else:
print "OK"
sys.stdout.write("inverse_real_fft: ")
sys.stdout.flush()
if cndns(inverse_real_fft(q, npt)-p) / cndns(p) > toler:
print "inaccurate"
else:
print "OK"
# now just test consistency
for dim in range(len(p.shape)):
print "\nConsistency testing dimension %d, length %d."%(dim, p.shape[dim])
sys.stdout.write("fft/inverse_fft: ")
sys.stdout.flush()
P = fft(p, None, dim)
Q = inverse_fft(P, None, dim)
if cndns(Q-p) / cndns(p) > toler:
print "inconsistent"
else:
print "OK"
sys.stdout.write("fft/real_fft: ")
sys.stdout.flush()
RP = real_fft(p, None, dim)
npt = p.shape[dim]
rpt = npt/2 + 1
P = Numeric.take(P, range(rpt), dim)
if cndns(RP-P) / cndns(RP) > toler:
print "inconsistent"
else:
print "OK"
sys.stdout.write("inverse_fft/inverse_hermite_fft: ")
sys.stdout.flush()
hp = inverse_hermite_fft(q, npt, dim)
Q = inverse_fft(q, None, dim)
Q = Numeric.take(Q, range(rpt), dim)
if cndns(hp-Q) / cndns(hp) > toler:
print "inconsistent"
else:
print "OK"
sys.stdout.write("real_fft/inverse_real_fft: ")
sys.stdout.flush()
if cndns(inverse_real_fft(RP, npt, dim)-p) / cndns(p) > toler:
print "inconsistent"
else:
print "OK"
sys.stdout.write("inverse_hermite_fft/hermite_fft: ")
sys.stdout.flush()
if cndns(hermite_fft(hp, npt, dim)-q) / cndns(q) > toler:
print "inconsistent"
else:
print "OK"
print ""
# test multi-dim stuff
tee = Numeric.array(((2.0, 0, 2, 0),
(0, 2, 0, 2),
(2, 0, 2, 0),
(0, 2, 0, 2)))
eff = Numeric.array(((16.0, 0, 0, 0),
(0, 0, 0, 0),
(0, 0, 16, 0),
(0, 0, 0, 0)))
sys.stdout.write("fftnd: ")
ftest = fftnd(tee)
if cndns(ftest - eff) / cndns(eff) > toler:
"inaccurate"
else:
print "OK"
sys.stdout.write("inverse_fftnd: ")
if cndns(inverse_fftnd(ftest) - tee) / cndns(tee) > toler:
print "inconsistent with fftnd"
else:
print "OK"
sys.stdout.write("real_fftnd: ")
fred = real_fftnd(p)
npts = p.shape[-1]
rpts = npts/2 + 1
actual = fft2d(p)
ract = actual[..., :rpts]
if cndns(fred-ract) / cndns(ract) > toler:
print "inconsistent with fft2d"
else:
print "OK"
sys.stdout.write("inverse_real_fftnd: ")
ethel = inverse_real_fftnd(fred)
if cndns(p-ethel) / cndns(p) > toler:
print "inconsistent with real_fftnd"
else:
print "OK"
sys.stdout.write("fft2d shape test: ")
barney = Numeric.zeros((2,4,8),'d')
betty = fft2d(barney, None, (0,1))
if betty.shape == barney.shape:
print "OK"
else:
print "fail"
if __name__ == '__main__': test()
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