FFT.cpp

//  To use the simple FFT implementation
//  g++ -o demofft -I.. -Wall -O3 FFT.cpp 

//  To use the FFTW implementation
//  g++ -o demofft -I.. -DUSE_FFTW -Wall -O3 FFT.cpp -lfftw3 -lfftw3f -lfftw3l

#ifdef USE_FFTW
#include <fftw3.h>
#endif

#include <vector>
#include <complex>
#include <algorithm>
#include <iterator>
#include <iostream>
#include <Eigen/Core>
#include <unsupported/Eigen/FFT>

using namespace std;
using namespace Eigen;

template <typename T>
T mag2(T a)
{
    return a*a;
}
template <typename T>
T mag2(std::complex<T> a)
{
    return norm(a);
}

template <typename T>
T mag2(const std::vector<T> & vec)
{
    T out=0;
    for (size_t k=0;k<vec.size();++k)
        out += mag2(vec[k]);
    return out;
}

template <typename T>
T mag2(const std::vector<std::complex<T> > & vec)
{
    T out=0;
    for (size_t k=0;k<vec.size();++k)
        out += mag2(vec[k]);
    return out;
}

template <typename T>
vector<T> operator-(const vector<T> & a,const vector<T> & b )
{
    vector<T> c(a);
    for (size_t k=0;k<b.size();++k) 
        c[k] -= b[k];
    return c;
}

template <typename T>
void RandomFill(std::vector<T> & vec)
{
    for (size_t k=0;k<vec.size();++k)
        vec[k] = T( rand() )/T(RAND_MAX) - .5;
}

template <typename T>
void RandomFill(std::vector<std::complex<T> > & vec)
{
    for (size_t k=0;k<vec.size();++k)
        vec[k] = std::complex<T> ( T( rand() )/T(RAND_MAX) - .5, T( rand() )/T(RAND_MAX) - .5);
}

template <typename T_time,typename T_freq>
void fwd_inv(size_t nfft)
{
    typedef typename NumTraits<T_freq>::Real Scalar;
    vector<T_time> timebuf(nfft);
    RandomFill(timebuf);

    vector<T_freq> freqbuf;
    static FFT<Scalar> fft;
    fft.fwd(freqbuf,timebuf);

    vector<T_time> timebuf2;
    fft.inv(timebuf2,freqbuf);

    long double rmse = mag2(timebuf - timebuf2) / mag2(timebuf);
    cout << "roundtrip rmse: " << rmse << endl;
}

template <typename T_scalar>
void two_demos(int nfft)
{
    cout << "     scalar ";
    fwd_inv<T_scalar,std::complex<T_scalar> >(nfft);
    cout << "    complex ";
    fwd_inv<std::complex<T_scalar>,std::complex<T_scalar> >(nfft);
}

void demo_all_types(int nfft)
{
    cout << "nfft=" << nfft << endl;
    cout << "   float" << endl;
    two_demos<float>(nfft);
    cout << "   double" << endl;
    two_demos<double>(nfft);
    cout << "   long double" << endl;
    two_demos<long double>(nfft);
}

int main()
{
    demo_all_types( 2*3*4*5*7 );
    demo_all_types( 2*9*16*25 );
    demo_all_types( 1024 );
    return 0;
}