arb/doc/source/acb_dft.rst
2017-11-23 13:31:38 +01:00

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.. _acb-dft:
**acb_dft.h** -- Discrete Fourier transform
===================================================================================
*Warning: the interfaces in this module are experimental and may change
without notice.*
All functions support aliasing.
Let *G* be a finite abelian group, and `\chi` a character of *G*.
For any map `f:G\to\mathbb C`, the discrete fourier transform
`\hat f:\hat G\to \mathbb C` is defined by
.. math::
\hat f(\chi) = \sum_{x\in G}\overline{\chi(x)}f(x)
Note that by the inversion formula
.. math::
\widehat{\hat f}(\chi) = \#G\times f(\chi^{-1})
it is straightforward to recover `f` from its DFT `\hat f`.
Main DFT functions
-------------------------------------------------------------------------------
If `G=\mathbb Z/n\mathbb Z`, we compute the DFT according to the usual convention
.. math::
w_x = \sum_{y\bmod n} v_y e^{-\frac{2i \pi}nxy}
.. function:: void acb_dft(acb_ptr w, acb_srcptr v, slong n, slong prec)
Set *w* to the DFT of *v* of length *len*, using an automatic choice
of algorithm.
.. function:: void acb_dft_inverse(acb_ptr w, acb_srcptr v, slong n, slong prec)
Compute the inverse DFT of *v* into *w*.
If several computations are to be done on the same group, the FFT scheme
should be reused.
.. type:: acb_dft_pre_struct
.. type:: acb_dft_pre_t
Stores a fast DFT scheme on :math:`\mathbb Z/n\mathbb Z`
as a recursive decomposition into simpler DFT
with some tables of roots of unity.
An *acb_dft_pre_t* is defined as an array of *acb_dft_pre_struct*
of length 1, permitting it to be passed by reference.
.. function:: void acb_dft_precomp_init(acb_dft_pre_t pre, slong len, slong prec)
Initializes the fast DFT scheme of length *len*, using an automatic choice of
algorithms depending on the factorization of *len*.
The length *len* is stored as *pre->n*.
.. function:: void acb_dft_precomp_clear(acb_dft_pre_t pre)
Clears *pre*.
.. function:: void acb_dft_precomp(acb_ptr w, acb_srcptr v, const acb_dft_pre_t pre, slong prec)
Computes the DFT of the sequence *v* into *w* by applying the precomputed scheme
*pre*. Both *v* and *w* must have length *pre->n*.
.. function:: void acb_dft_inverse_precomp(acb_ptr w, acb_srcptr v, const acb_dft_pre_t pre, slong prec)
Compute the inverse DFT of *v* into *w*.
DFT on products
-------------------------------------------------------------------------------
A finite abelian group is isomorphic to a product of cyclic components
.. math::
G = \bigoplus_{i=1}^r \mathbb Z/n_i\mathbb Z
Characters are product of component characters and the DFT reads
.. math::
\hat f(x_1,\dots x_r) = \sum_{y_1\dots y_r} f(y_1,\dots y_r)
e^{-2i \pi \sum\frac{x_i y_i}{n_i}}
We assume that `f` is given by a vector of length `\prod n_i` corresponding
to a lexicographic ordering of the values `y_1,\dots y_r`, and the computation
returns the same indexing for values of `\hat f`.
.. function:: void acb_dirichlet_dft_prod(acb_ptr w, acb_srcptr v, slong * cyc, slong num, slong prec)
Computes the DFT on the group product of *num* cyclic components of sizes *cyc*. Assume the entries
of *v* are indexed according to lexicographic ordering of the cyclic
components.
.. type:: acb_dft_prod_struct
.. type:: acb_dft_prod_t
Stores a fast DFT scheme on a product of cyclic groups.
An *acb_dft_prod_t* is defined as an array of *acb_dft_prod_struct*
of length 1, permitting it to be passed by reference.
.. function:: void acb_dft_prod_init(acb_dft_prod_t t, slong * cyc, slong num, slong prec)
Stores in *t* a DFT scheme for the product of *num* cyclic components whose sizes are given in the array *cyc*.
.. function:: void acb_dft_prod_clear(acb_dft_prod_t t)
Clears *t*.
.. function:: void acb_dirichlet_dft_prod_precomp(acb_ptr w, acb_srcptr v, const acb_dft_prod_t prod, slong prec)
Sets *w* to the DFT of *v*. Assume the entries are lexicographically
ordered according to the product of cyclic groups initialized in *t*.
Convolution
-------------------------------------------------------------------------------
For functions `f` and `g` on `G` we consider the convolution
.. math::
(f \star g)(x) = \sum_{y\in G} f(x-y)g(y)
.. function:: void acb_dft_convol_naive(acb_ptr w, acb_srcptr f, acb_srcptr g, slong len, slong prec)
.. function:: void acb_dft_convol_rad2(acb_ptr w, acb_srcptr f, acb_srcptr g, slong len, slong prec)
.. function:: void acb_dft_convol(acb_ptr w, acb_srcptr f, acb_srcptr g, slong len, slong prec)
Sets *w* to the convolution of *f* and *g* of length *len*.
The *naive* version simply uses the definition.
The *rad2* version embeds the sequence into a power of 2 length and
uses the formula
.. math::
\widehat{f \star g}(\chi) = \hat f(\chi)\hat g(\chi)
to compute it using three radix 2 FFT.
The default version uses radix 2 FFT unless *len* is a product of small
primes where a non padded FFT is faster.
FFT algorithms
-------------------------------------------------------------------------------
Fast Fourier transform techniques allow to compute efficiently
all values `\hat f(\chi)` by reusing common computations.
Specifically, if `H\triangleleft G` is a subgroup of size `M` and index
`[G:H]=m`, then writing `f_x(h)=f(xh)` the translate of `f` by representatives
`x` of `G/H`, one has a decomposition
.. math::
\hat f(\chi) = \sum_{x\in G/H} \overline{\chi(x)} \hat{f_x}(\chi_{H})
so that the DFT on `G` can be computed using `m` DFT on `H` (of
appropriate translates of `f`), then `M` DFT on `G/H`, one for
each restriction `\chi_{H}`.
This decomposition can be done recursively.
Naive algorithm
...............................................................................
.. function:: void acb_dft_naive(acb_ptr w, acb_srcptr v, slong n, slong prec)
Computes the DFT of *v* into *w*, where *v* and *w* have size *n*,
using the naive `O(n^2)` algorithm.
.. type:: acb_dft_naive_struct
.. type:: acb_dft_naive_t
.. function:: void acb_dft_naive_init(acb_dft_naive_t t, slong len, slong prec)
.. function:: void acb_dft_naive_clear(acb_dft_naive_t t)
Stores a table of roots of unity in *t*.
The length *len* is stored as *t->n*.
.. function:: void acb_dft_naive_precomp(acb_ptr w, acb_srcptr v, const acb_dft_naive_t t, slong prec)
Sets *w* to the DFT of *v* of size *t->n*, using the naive algorithm data *t*.
CRT decomposition
...............................................................................
.. function:: void acb_dft_crt(acb_ptr w, acb_srcptr v, slong n, slong prec)
Computes the DFT of *v* into *w*, where *v* and *w* have size *len*,
using CRT to express `\mathbb Z/n\mathbb Z` as a product of cyclic groups.
.. type:: acb_dft_crt_struct
.. type:: acb_dft_crt_t
.. function:: void acb_dft_crt_init(acb_dft_crt_t t, slong len, slong prec)
.. function:: void acb_dft_crt_clear(acb_dft_crt_t t)
Initialize a CRT decomposition of `\mathbb Z/n\mathbb Z` as a direct product
of cyclic groups.
The length *len* is stored as *t->n*.
.. function:: void acb_dft_crt_precomp(acb_ptr w, acb_srcptr v, const acb_dft_crt_t t, slong prec)
Sets *w* to the DFT of *v* of size *t->n*, using the CRT decomposition scheme *t*.
Cooley-Tukey decomposition
...............................................................................
.. function:: void acb_dft_cyc(acb_ptr w, acb_srcptr v, slong n, slong prec)
Computes the DFT of *v* into *w*, where *v* and *w* have size *n*,
using each prime factor of `m` of `n` to decompose with
the subgroup `H=m\mathbb Z/n\mathbb Z`.
.. type:: acb_dft_cyc_struct
.. type:: acb_dft_cyc_t
.. function:: void acb_dft_cyc_init(acb_dft_cyc_t t, slong len, slong prec)
.. function:: void acb_dft_cyc_clear(acb_dft_cyc_t t)
Initialize a decomposition of `\mathbb Z/n\mathbb Z` into cyclic subgroups.
The length *len* is stored as *t->n*.
.. function:: void acb_dft_cyc_precomp(acb_ptr w, acb_srcptr v, const acb_dft_cyc_t t, slong prec)
Sets *w* to the DFT of *v* of size *t->n*, using the cyclic decomposition scheme *t*.
Radix 2 decomposition
...............................................................................
.. function:: void acb_dft_rad2(acb_ptr w, acb_srcptr v, int e, slong prec)
Computes the DFT of *v* into *w*, where *v* and *w* have size `2^e`,
using a radix 2 FFT.
.. function:: void acb_dft_inverse_rad2(acb_ptr w, acb_srcptr v, int e, slong prec)
Computes the inverse DFT of *v* into *w*, where *v* and *w* have size `2^e`,
using a radix 2 FFT.
.. type:: acb_dft_rad2_struct
.. type:: acb_dft_rad2_t
.. function:: void acb_dft_rad2_init(acb_dft_rad2_t t, int e, slong prec)
.. function:: void acb_dft_rad2_clear(acb_dft_rad2_t t)
Initialize and clear a radix 2 FFT of size `2^e`, stored as *t->n*.
.. function:: void acb_dft_rad2_precomp(acb_ptr w, acb_srcptr v, const acb_dft_rad2_t t, slong prec)
Sets *w* to the DFT of *v* of size *t->n*, using the precomputed radix 2 scheme *t*.
Bluestein transform
...............................................................................
.. function:: void acb_dft_bluestein(acb_ptr w, acb_srcptr v, slong n, slong prec)
Computes the DFT of *v* into *w*, where *v* and *w* have size *n*,
by conversion to a radix 2 one using Bluestein's convolution trick.
.. type:: acb_dft_bluestein_struct
.. type:: acb_dft_bluestein_t
Stores a Bluestein scheme for some length *n* : that is a :type:`acb_dft_rad2_t` of size
`2^e \geq 2n-1` and a size *n* array of convolution factors.
.. function:: void acb_dft_bluestein_init(acb_dft_bluestein_t t, slong len, slong prec)
.. function:: void acb_dft_bluestein_clear(acb_dft_bluestein_t t)
Initialize and clear a Bluestein scheme to compute DFT of size *len*.
.. function:: void acb_dft_bluestein_precomp(acb_ptr w, acb_srcptr v, const acb_dft_bluestein_t t, slong prec)
Sets *w* to the DFT of *v* of size *t->n*, using the precomputed Bluestein scheme *t*.