fft.py 4.7 KB

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  1. #!/usr/bin/env python
  2. import math
  3. import sys
  4. import random
  5. pi=math.pi
  6. e=math.e
  7. j=complex(0,1)
  8. def fft(f,inv):
  9. n=len(f)
  10. if n==1:
  11. return f
  12. for p in 2,3,5:
  13. if n%p==0:
  14. break
  15. else:
  16. raise Exception('%s not factorable ' % n)
  17. m = n/p
  18. Fout=[]
  19. for q in range(p): # 0,1
  20. fp = f[q::p] # every p'th time sample
  21. Fp = fft( fp ,inv)
  22. Fout.extend( Fp )
  23. for u in range(m):
  24. scratch = Fout[u::m] # u to end in strides of m
  25. for q1 in range(p):
  26. k = q1*m + u # indices to Fout above that became scratch
  27. Fout[ k ] = scratch[0] # cuz e**0==1 in loop below
  28. for q in range(1,p):
  29. if inv:
  30. t = e ** ( j*2*pi*k*q/n )
  31. else:
  32. t = e ** ( -j*2*pi*k*q/n )
  33. Fout[ k ] += scratch[q] * t
  34. return Fout
  35. def rifft(F):
  36. N = len(F) - 1
  37. Z = [0] * (N)
  38. for k in range(N):
  39. Fek = ( F[k] + F[-k-1].conjugate() )
  40. Fok = ( F[k] - F[-k-1].conjugate() ) * e ** (j*pi*k/N)
  41. Z[k] = Fek + j*Fok
  42. fp = fft(Z , 1)
  43. f = []
  44. for c in fp:
  45. f.append(c.real)
  46. f.append(c.imag)
  47. return f
  48. def real_fft( f,inv ):
  49. if inv:
  50. return rifft(f)
  51. N = len(f) / 2
  52. res = f[::2]
  53. ims = f[1::2]
  54. fp = [ complex(r,i) for r,i in zip(res,ims) ]
  55. print 'fft input ', fp
  56. Fp = fft( fp ,0 )
  57. print 'fft output ', Fp
  58. F = [ complex(0,0) ] * ( N+1 )
  59. F[0] = complex( Fp[0].real + Fp[0].imag , 0 )
  60. for k in range(1,N/2+1):
  61. tw = e ** ( -j*pi*(.5+float(k)/N ) )
  62. F1k = Fp[k] + Fp[N-k].conjugate()
  63. F2k = Fp[k] - Fp[N-k].conjugate()
  64. F2k *= tw
  65. F[k] = ( F1k + F2k ) * .5
  66. F[N-k] = ( F1k - F2k ).conjugate() * .5
  67. #F[N-k] = ( F1kp + e ** ( -j*pi*(.5+float(N-k)/N ) ) * F2kp ) * .5
  68. #F[N-k] = ( F1k.conjugate() - tw.conjugate() * F2k.conjugate() ) * .5
  69. F[N] = complex( Fp[0].real - Fp[0].imag , 0 )
  70. return F
  71. def main():
  72. #fft_func = fft
  73. fft_func = real_fft
  74. tvec = [0.309655,0.815653,0.768570,0.591841,0.404767,0.637617,0.007803,0.012665]
  75. Ftvec = [ complex(r,i) for r,i in zip(
  76. [3.548571,-0.378761,-0.061950,0.188537,-0.566981,0.188537,-0.061950,-0.378761],
  77. [0.000000,-1.296198,-0.848764,0.225337,0.000000,-0.225337,0.848764,1.296198] ) ]
  78. F = fft_func( tvec,0 )
  79. nerrs= 0
  80. for i in range(len(Ftvec)/2 + 1):
  81. if abs( F[i] - Ftvec[i] )> 1e-5:
  82. print 'F[%d]: %s != %s' % (i,F[i],Ftvec[i])
  83. nerrs += 1
  84. print '%d errors in forward fft' % nerrs
  85. if nerrs:
  86. return
  87. trec = fft_func( F , 1 )
  88. for i in range(len(trec) ):
  89. trec[i] /= len(trec)
  90. for i in range(len(tvec) ):
  91. if abs( trec[i] - tvec[i] )> 1e-5:
  92. print 't[%d]: %s != %s' % (i,tvec[i],trec[i])
  93. nerrs += 1
  94. print '%d errors in reverse fft' % nerrs
  95. def make_random(dims=[1]):
  96. import Numeric
  97. res = []
  98. for i in range(dims[0]):
  99. if len(dims)==1:
  100. r=random.uniform(-1,1)
  101. i=random.uniform(-1,1)
  102. res.append( complex(r,i) )
  103. else:
  104. res.append( make_random( dims[1:] ) )
  105. return Numeric.array(res)
  106. def flatten(x):
  107. import Numeric
  108. ntotal = Numeric.product(Numeric.shape(x))
  109. return Numeric.reshape(x,(ntotal,))
  110. def randmat( ndims ):
  111. dims=[]
  112. for i in range( ndims ):
  113. curdim = int( random.uniform(2,4) )
  114. dims.append( curdim )
  115. return make_random(dims )
  116. def test_fftnd(ndims=3):
  117. import FFT
  118. import Numeric
  119. x=randmat( ndims )
  120. print 'dimensions=%s' % str( Numeric.shape(x) )
  121. #print 'x=%s' %str(x)
  122. xver = FFT.fftnd(x)
  123. x2=myfftnd(x)
  124. err = xver - x2
  125. errf = flatten(err)
  126. xverf = flatten(xver)
  127. errpow = Numeric.vdot(errf,errf)+1e-10
  128. sigpow = Numeric.vdot(xverf,xverf)+1e-10
  129. snr = 10*math.log10(abs(sigpow/errpow) )
  130. if snr<80:
  131. print xver
  132. print x2
  133. print 'SNR=%sdB' % str( snr )
  134. def myfftnd(x):
  135. import Numeric
  136. xf = flatten(x)
  137. Xf = fftndwork( xf , Numeric.shape(x) )
  138. return Numeric.reshape(Xf,Numeric.shape(x) )
  139. def fftndwork(x,dims):
  140. import Numeric
  141. dimprod=Numeric.product( dims )
  142. for k in range( len(dims) ):
  143. cur_dim=dims[ k ]
  144. stride=dimprod/cur_dim
  145. next_x = [complex(0,0)]*len(x)
  146. for i in range(stride):
  147. next_x[i*cur_dim:(i+1)*cur_dim] = fft(x[i:(i+cur_dim)*stride:stride],0)
  148. x = next_x
  149. return x
  150. if __name__ == "__main__":
  151. try:
  152. nd = int(sys.argv[1])
  153. except:
  154. nd=None
  155. if nd:
  156. test_fftnd( nd )
  157. else:
  158. sys.exit(0)