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fft.jl
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# This file was formerly a part of Julia. License is MIT: https://julialang.org/license
import Base: show, *, convert, unsafe_convert, size, strides, ndims, pointer
import LinearAlgebra: mul!
"""
r2r(A, kind [, dims])
Performs a multidimensional real-input/real-output (r2r) transform
of type `kind` of the array `A`, as defined in the FFTW manual.
`kind` specifies either a discrete cosine transform of various types
(`FFTW.REDFT00`, `FFTW.REDFT01`, `FFTW.REDFT10`, or
`FFTW.REDFT11`), a discrete sine transform of various types
(`FFTW.RODFT00`, `FFTW.RODFT01`, `FFTW.RODFT10`, or
`FFTW.RODFT11`), a real-input DFT with halfcomplex-format output
(`FFTW.R2HC` and its inverse `FFTW.HC2R`), or a discrete
Hartley transform (`FFTW.DHT`). The `kind` argument may be
an array or tuple in order to specify different transform types
along the different dimensions of `A`; `kind[end]` is used
for any unspecified dimensions. See the FFTW manual for precise
definitions of these transform types, at http://www.fftw.org/doc.
The optional `dims` argument specifies an iterable subset of
dimensions (e.g. an integer, range, tuple, or array) to transform
along. `kind[i]` is then the transform type for `dims[i]`,
with `kind[end]` being used for `i > length(kind)`.
See also [`plan_r2r`](@ref) to pre-plan optimized r2r transforms.
"""
function r2r end
"""
r2r!(A, kind [, dims])
Same as [`r2r`](@ref), but operates in-place on `A`, which must be
an array of real or complex floating-point numbers.
"""
function r2r! end
"""
plan_r2r!(A, kind [, dims [, flags [, timelimit]]])
Similar to [`plan_fft`](@ref), but corresponds to [`r2r!`](@ref).
"""
function plan_r2r! end
"""
plan_r2r(A, kind [, dims [, flags [, timelimit]]])
Pre-plan an optimized r2r transform, similar to [`plan_fft`](@ref)
except that the transforms (and the first three arguments)
correspond to [`r2r`](@ref) and [`r2r!`](@ref), respectively.
"""
function plan_r2r end
## FFT: Implement fft by calling fftw.
const version = VersionNumber(split(unsafe_string(cglobal(
(:fftw_version,libfftw3), UInt8)), ['-', ' '])[2])
## Direction of FFT
const FORWARD = -1
const BACKWARD = 1
## FFTW Flags from fftw3.h
const MEASURE = UInt32(0)
const DESTROY_INPUT = UInt32(1 << 0)
const UNALIGNED = UInt32(1 << 1)
const CONSERVE_MEMORY = UInt32(1 << 2)
const EXHAUSTIVE = UInt32(1 << 3) # NO_EXHAUSTIVE is default
const PRESERVE_INPUT = UInt32(1 << 4) # cancels DESTROY_INPUT
const PATIENT = UInt32(1 << 5) # IMPATIENT is default
const ESTIMATE = UInt32(1 << 6)
const WISDOM_ONLY = UInt32(1 << 21)
const NO_SIMD = UInt32(1 << 17) # disable SIMD, useful for benchmarking
## R2R transform kinds
const R2HC = 0
const HC2R = 1
const DHT = 2
const REDFT00 = 3
const REDFT01 = 4
const REDFT10 = 5
const REDFT11 = 6
const RODFT00 = 7
const RODFT01 = 8
const RODFT10 = 9
const RODFT11 = 10
let k2s = Dict(R2HC => "R2HC", HC2R => "HC2R", DHT => "DHT", REDFT00 => "REDFT00",
REDFT01 => "REDFT01", REDFT10 => "REDFT10", REDFT11 => "REDFT11",
RODFT00 => "RODFT00", RODFT01 => "RODFT01", RODFT10 => "RODFT10",
RODFT11 => "RODFT11")
global kind2string
kind2string(k::Integer) = k2s[Int(k)]
end
# FFTW floating-point types:
const fftwNumber = Union{Float64,Float32,Complex{Float64},Complex{Float32}}
const fftwReal = Union{Float64,Float32}
const fftwComplex = Union{Complex{Float64},Complex{Float32}}
const fftwDouble = Union{Float64,Complex{Float64}}
const fftwSingle = Union{Float32,Complex{Float32}}
const fftwTypeDouble = Union{Type{Float64},Type{Complex{Float64}}}
const fftwTypeSingle = Union{Type{Float32},Type{Complex{Float32}}}
# For ESTIMATE plans, FFTW allows one to pass NULL for the array pointer,
# since it is not written to. Hence, it is convenient to create an
# array-like type that carries a size and a stride like a "real" array
# but which is converted to C_NULL as a pointer.
struct FakeArray{T,N} <: DenseArray{T,N}
sz::NTuple{N,Int}
st::NTuple{N,Int}
end
size(a::FakeArray) = a.sz
strides(a::FakeArray) = a.st
unsafe_convert(::Type{Ptr{T}}, a::FakeArray{T}) where {T} = convert(Ptr{T}, C_NULL)
pointer(a::FakeArray{T}) where {T} = convert(Ptr{T}, C_NULL)
FakeArray{T}(sz::NTuple{N,Int}) where {T,N} = FakeArray{T,N}(sz, colmajorstrides(sz))
FakeArray{T}(sz::Int...) where {T} = FakeArray{T}(sz)
fakesimilar(flags, X, T) = flags & ESTIMATE != 0 ? FakeArray{T}(size(X)) : Array{T}(undef, size(X))
alignment_of(A::FakeArray) = Int32(0)
## Julia wrappers around FFTW functions
# Wisdom
# Import and export wisdom to/from a single file for all precisions,
# which is more user-friendly than requiring the user to call a
# separate routine depending on the fp precision of the plans. This
# requires a bit of trickness since we have to (a) use the libc file
# I/O routines with fftw_export_wisdom_to_file/import_wisdom_from_file
# (b) we need 256 bytes of space padding between the wisdoms to work
# around FFTW's internal file i/o buffering [see the BUFSZ constant in
# FFTW's api/import-wisdom-from-file.c file].
@exclusive function export_wisdom(fname::AbstractString)
f = ccall(:fopen, Ptr{Cvoid}, (Cstring,Cstring), fname, :w)
systemerror("could not open wisdom file $fname for writing", f == C_NULL)
ccall((:fftw_export_wisdom_to_file,libfftw3), Cvoid, (Ptr{Cvoid},), f)
ccall(:fputs, Int32, (Ptr{UInt8},Ptr{Cvoid}), " "^256, f) # no NUL, hence no Cstring
ccall((:fftwf_export_wisdom_to_file,libfftw3f), Cvoid, (Ptr{Cvoid},), f)
ccall(:fclose, Cvoid, (Ptr{Cvoid},), f)
end
@exclusive function import_wisdom(fname::AbstractString)
f = ccall(:fopen, Ptr{Cvoid}, (Cstring,Cstring), fname, :r)
systemerror("could not open wisdom file $fname for reading", f == C_NULL)
if ccall((:fftw_import_wisdom_from_file,libfftw3),Int32,(Ptr{Cvoid},),f)==0||
ccall((:fftwf_import_wisdom_from_file,libfftw3f),Int32,(Ptr{Cvoid},),f)==0
error("failed to import wisdom from $fname")
end
ccall(:fclose, Cvoid, (Ptr{Cvoid},), f)
end
@exclusive function import_system_wisdom()
if ccall((:fftw_import_system_wisdom,libfftw3), Int32, ()) == 0 ||
ccall((:fftwf_import_system_wisdom,libfftw3f), Int32, ()) == 0
error("failed to import system wisdom")
end
end
@exclusive function forget_wisdom()
ccall((:fftw_forget_wisdom,libfftw3), Cvoid, ())
ccall((:fftwf_forget_wisdom,libfftw3f), Cvoid, ())
end
# Threads
@exclusive function set_num_threads(nthreads::Integer)
ccall((:fftw_plan_with_nthreads,libfftw3), Cvoid, (Int32,), nthreads)
ccall((:fftwf_plan_with_nthreads,libfftw3f), Cvoid, (Int32,), nthreads)
end
# pointer type for fftw_plan (opaque pointer)
struct fftw_plan_struct end
const PlanPtr = Ptr{fftw_plan_struct}
# Planner timelimits
const NO_TIMELIMIT = -1.0 # from fftw3.h
# only call these when fftwlock is held:
unsafe_set_timelimit(precision::fftwTypeDouble,seconds) =
ccall((:fftw_set_timelimit,libfftw3), Cvoid, (Float64,), seconds)
unsafe_set_timelimit(precision::fftwTypeSingle,seconds) =
ccall((:fftwf_set_timelimit,libfftw3f), Cvoid, (Float64,), seconds)
@exclusive set_timelimit(precision, seconds) = unsafe_set_timelimit(precision, seconds)
# Array alignment mod 16:
# FFTW plans may depend on the alignment of the array mod 16 bytes,
# i.e. the address mod 16 of the first element of the array, in order
# to exploit SIMD operations. Julia arrays are, by default, aligned
# to 16-byte boundaries (address mod 16 == 0), but this may not be
# true for data imported from external C code, or for SubArrays.
# Use the undocumented routine fftw_alignment_of to determine the
# alignment of a given pointer modulo whatever FFTW needs; this
# function will be documented in FFTW 3.3.4.
@static if fftw_vendor == :mkl
alignment_of(A::StridedArray{<:fftwDouble}) =
convert(Int32, convert(Int64, pointer(A)) % 16)
alignment_of(A::StridedArray{<:fftwSingle}) =
convert(Int32, convert(Int64, pointer(A)) % 16)
else
alignment_of(A::StridedArray{T}) where {T<:fftwDouble} =
ccall((:fftw_alignment_of, libfftw3), Int32, (Ptr{T},), A)
alignment_of(A::StridedArray{T}) where {T<:fftwSingle} =
ccall((:fftwf_alignment_of, libfftw3f), Int32, (Ptr{T},), A)
end
# FFTWPlan (low-level)
# low-level storage of the FFTW plan, along with the information
# needed to determine whether it is applicable. We need to put
# this into a type to support a finalizer on the fftw_plan.
# K is FORWARD/BACKWARD for forward/backward or r2c/c2r plans, respectively.
# For r2r plans, K is a tuple of the transform kinds along each dimension.
abstract type FFTWPlan{T<:fftwNumber,K,inplace} <: Plan{T} end
for P in (:cFFTWPlan, :rFFTWPlan, :r2rFFTWPlan) # complex, r2c/c2r, and r2r
@eval begin
mutable struct $P{T<:fftwNumber,K,inplace,N,G} <: FFTWPlan{T,K,inplace}
plan::PlanPtr
sz::NTuple{N,Int} # size of array on which plan operates (Int tuple)
osz::NTuple{N,Int} # size of output array (Int tuple)
istride::NTuple{N,Int} # strides of input
ostride::NTuple{N,Int} # strides of output
ialign::Int32 # alignment mod 16 of input
oalign::Int32 # alignment mod 16 of input
flags::UInt32 # planner flags
region::G # region (iterable) of dims that are transormed
pinv::ScaledPlan
function $P{T,K,inplace,N,G}(plan::PlanPtr, flags::Integer, R::G,
X::StridedArray{T,N}, Y::StridedArray) where {T<:fftwNumber,K,inplace,N,G}
p = new(plan, size(X), size(Y), strides(X), strides(Y),
alignment_of(X), alignment_of(Y), flags, R)
finalizer(maybe_destroy_plan, p)
p
end
end
function $P{T,K,inplace,N}(plan::PlanPtr, flags::Integer, R::G,
X::StridedArray{T,N},
Y::StridedArray) where {T<:fftwNumber,K,inplace,N,G}
$P{T,K,inplace,N,G}(plan, flags, R, X, Y)
end
end
end
size(p::FFTWPlan) = p.sz
unsafe_convert(::Type{PlanPtr}, p::FFTWPlan) = p.plan
#################################################################################################
# We have to be careful about destroying plans in an FFTWPlan finalizer, because the
# garbage-collector may run at unexpected times. For example, it may run during the spawnloop
# callback while the FFTW planner is executing. Under these circumstances, the garbage collector
# may deadlock if it needs to acquire the fftwlock (already held by the planning thread via @exclusive).
# Instead, if islocked(fftwlock), we defer plan destruction until the fftwlock is released, by
# pushing the plan to be destroyed to the deferred_destroy_plans (which itself is protected by a lock).
# This is accomplished by the maybe_destroy_plan function, which is used as the plan finalizer.
# these functions should only be called while the fftwlock is held
unsafe_destroy_plan(plan::FFTWPlan{<:fftwDouble}) =
ccall((:fftw_destroy_plan,libfftw3), Cvoid, (PlanPtr,), plan)
unsafe_destroy_plan(plan::FFTWPlan{<:fftwSingle}) =
ccall((:fftwf_destroy_plan,libfftw3f), Cvoid, (PlanPtr,), plan)
const deferred_destroy_lock = ReentrantLock() # lock protecting the deferred_destroy_plans list
const deferred_destroy_plans = FFTWPlan[]
function destroy_deferred()
lock(deferred_destroy_lock)
try
# need trylock here to avoid potential deadlocks if another
# @exclusive function has just grabbed the lock; in that case,
# we'll do nothing (the other function will eventually run destroy_deferred).
if !isempty(deferred_destroy_plans) && trylock(fftwlock)
try
foreach(unsafe_destroy_plan, deferred_destroy_plans)
empty!(deferred_destroy_plans)
finally
unlock(fftwlock)
end
end
finally
unlock(deferred_destroy_lock)
end
end
@exclusive destroy_plan(plan::FFTWPlan) = unsafe_destroy_plan(plan)
function maybe_destroy_plan(plan::FFTWPlan)
# need to acquire deferred_destroy_lock before trylock to avoid a memory leak
# (race to avoid: trylock == false, other thread unlocks and calls destroy_deferred,
# then we push a deferred plan that may never get freed)
# Also, we need to use a trylock spinloop rather than lock(deferred_destroy_lock),
# since task switches aren't permitted in finalizers. This has suboptimal efficiency,
# but we shouldn't waste too many cycles since destroying plans is quick and contention
# should be rare.
while !trylock(deferred_destroy_lock); end
try
# note: fftwlock is re-entrant, so trylock will succeed here if we
# are in the task that holds the planner lock. That's okay —
# re-entrant calls to destroy_plan in the planner thread
# should be fine as long as we didn't call make_planner_thread_safe.
if trylock(fftwlock)
try
unsafe_destroy_plan(plan)
finally
unlock(fftwlock)
end
else
push!(deferred_destroy_plans, plan)
end
finally
unlock(deferred_destroy_lock)
end
end
#################################################################################################
cost(plan::FFTWPlan{<:fftwDouble}) =
ccall((:fftw_cost,libfftw3), Float64, (PlanPtr,), plan)
cost(plan::FFTWPlan{<:fftwSingle}) =
ccall((:fftwf_cost,libfftw3f), Float64, (PlanPtr,), plan)
@exclusive function arithmetic_ops(plan::FFTWPlan{<:fftwDouble})
add, mul, fma = Ref(0.0), Ref(0.0), Ref(0.0)
ccall((:fftw_flops,libfftw3), Cvoid,
(PlanPtr,Ref{Float64},Ref{Float64},Ref{Float64}), plan, add, mul, fma)
return (round(Int64, add[]), round(Int64, mul[]), round(Int64, fma[]))
end
@exclusive function arithmetic_ops(plan::FFTWPlan{<:fftwSingle})
add, mul, fma = Ref(0.0), Ref(0.0), Ref(0.0)
ccall((:fftwf_flops,libfftw3f), Cvoid,
(PlanPtr,Ref{Float64},Ref{Float64},Ref{Float64}), plan, add, mul, fma)
return (round(Int64, add[]), round(Int64, mul[]), round(Int64, fma[]))
end
flops(plan::FFTWPlan) = let ops = arithmetic_ops(plan)
ops[1] + ops[2] + 2 * ops[3] # add + mul + 2*fma
end
# Pretty-printing plans
function showfftdims(io, sz::Dims, istride::Dims, T)
if isempty(sz)
print(io, "0-dimensional")
elseif length(sz) == 1
print(io, sz[1], "-element")
else
print(io, join(sz, "×"))
end
if istride == colmajorstrides(sz)
print(io, " array of ", T)
else
print(io, " $istride-strided array of ", T)
end
end
# The sprint_plan function was released in FFTW 3.3.4, but MKL versions
# claiming to be FFTW 3.3.4 still don't seem to have this function.
const has_sprint_plan = version >= v"3.3.4" && fftw_vendor == :fftw
@static if has_sprint_plan
sprint_plan_(plan::FFTWPlan{<:fftwDouble}) =
ccall((:fftw_sprint_plan,libfftw3), Ptr{UInt8}, (PlanPtr,), plan)
sprint_plan_(plan::FFTWPlan{<:fftwSingle}) =
ccall((:fftwf_sprint_plan,libfftw3f), Ptr{UInt8}, (PlanPtr,), plan)
function sprint_plan(plan::FFTWPlan)
p = sprint_plan_(plan)
str = unsafe_string(p)
Libc.free(p)
return str
end
else
sprint_plan(plan::FFTWPlan) = ""
end
function show(io::IO, p::cFFTWPlan{T,K,inplace}) where {T,K,inplace}
print(io, inplace ? "FFTW in-place " : "FFTW ",
K < 0 ? "forward" : "backward", " plan for ")
showfftdims(io, p.sz, p.istride, T)
has_sprint_plan && print(io, "\n", sprint_plan(p))
end
function show(io::IO, p::rFFTWPlan{T,K,inplace}) where {T,K,inplace}
print(io, inplace ? "FFTW in-place " : "FFTW ",
K < 0 ? "real-to-complex" : "complex-to-real",
" plan for ")
showfftdims(io, p.sz, p.istride, T)
has_sprint_plan && print(io, "\n", sprint_plan(p))
end
function show(io::IO, p::r2rFFTWPlan{T,K,inplace}) where {T,K,inplace}
print(io, inplace ? "FFTW in-place r2r " : "FFTW r2r ")
if isempty(K)
print(io, "0-dimensional")
elseif K == ntuple(i -> K[1], length(K))
print(io, kind2string(K[1]))
if length(K) > 1
print(io, "^", length(K))
end
else
print(io, join(map(kind2string, K), "×"))
end
print(io, " plan for ")
showfftdims(io, p.sz, p.istride, T)
has_sprint_plan && print(io, "\n", sprint_plan(p))
end
# Check whether a FFTWPlan is applicable to a given input array, and
# throw an informative error if not:
function assert_applicable(p::FFTWPlan{T}, X::StridedArray{T}) where T
if size(X) != p.sz
throw(ArgumentError("FFTW plan applied to wrong-size array"))
elseif strides(X) != p.istride
throw(ArgumentError("FFTW plan applied to wrong-strides array"))
elseif alignment_of(X) != p.ialign && p.flags & UNALIGNED == 0
throw(ArgumentError("FFTW plan applied to array with wrong memory alignment"))
end
end
function assert_applicable(p::FFTWPlan{T,K,inplace}, X::StridedArray{T}, Y::StridedArray) where {T,K,inplace}
assert_applicable(p, X)
if size(Y) != p.osz
throw(ArgumentError("FFTW plan applied to wrong-size output"))
elseif strides(Y) != p.ostride
throw(ArgumentError("FFTW plan applied to wrong-strides output"))
elseif alignment_of(Y) != p.oalign && p.flags & UNALIGNED == 0
throw(ArgumentError("FFTW plan applied to output with wrong memory alignment"))
elseif inplace != (pointer(X) == pointer(Y))
throw(ArgumentError(string("FFTW ",
inplace ? "in-place" : "out-of-place",
" plan applied to ",
inplace ? "out-of-place" : "in-place",
" data")))
end
end
# strides for a column-major (Julia-style) array of size == sz
colmajorstrides(::Tuple{}) = ()
colmajorstrides(sz) = _colmajorstrides(1, sz...)
@inline _colmajorstrides(p, sz1, tail...) = (p, _colmajorstrides(p*sz1, tail...)...)
_colmajorstrides(p) = ()
# Execute
unsafe_execute!(plan::FFTWPlan{<:fftwDouble}) =
ccall((:fftw_execute,libfftw3), Cvoid, (PlanPtr,), plan)
unsafe_execute!(plan::FFTWPlan{<:fftwSingle}) =
ccall((:fftwf_execute,libfftw3f), Cvoid, (PlanPtr,), plan)
unsafe_execute!(plan::cFFTWPlan{T},
X::StridedArray{T}, Y::StridedArray{T}) where {T<:fftwDouble} =
ccall((:fftw_execute_dft,libfftw3), Cvoid,
(PlanPtr,Ptr{T},Ptr{T}), plan, X, Y)
unsafe_execute!(plan::cFFTWPlan{T},
X::StridedArray{T}, Y::StridedArray{T}) where {T<:fftwSingle} =
ccall((:fftwf_execute_dft,libfftw3f), Cvoid,
(PlanPtr,Ptr{T},Ptr{T}), plan, X, Y)
unsafe_execute!(plan::rFFTWPlan{Float64,FORWARD},
X::StridedArray{Float64}, Y::StridedArray{Complex{Float64}}) =
ccall((:fftw_execute_dft_r2c,libfftw3), Cvoid,
(PlanPtr,Ptr{Float64},Ptr{Complex{Float64}}), plan, X, Y)
unsafe_execute!(plan::rFFTWPlan{Float32,FORWARD},
X::StridedArray{Float32}, Y::StridedArray{Complex{Float32}}) =
ccall((:fftwf_execute_dft_r2c,libfftw3f), Cvoid,
(PlanPtr,Ptr{Float32},Ptr{Complex{Float32}}), plan, X, Y)
unsafe_execute!(plan::rFFTWPlan{Complex{Float64},BACKWARD},
X::StridedArray{Complex{Float64}}, Y::StridedArray{Float64}) =
ccall((:fftw_execute_dft_c2r,libfftw3), Cvoid,
(PlanPtr,Ptr{Complex{Float64}},Ptr{Float64}), plan, X, Y)
unsafe_execute!(plan::rFFTWPlan{Complex{Float32},BACKWARD},
X::StridedArray{Complex{Float32}}, Y::StridedArray{Float32}) =
ccall((:fftwf_execute_dft_c2r,libfftw3f), Cvoid,
(PlanPtr,Ptr{Complex{Float32}},Ptr{Float32}), plan, X, Y)
unsafe_execute!(plan::r2rFFTWPlan{T},
X::StridedArray{T}, Y::StridedArray{T}) where {T<:fftwDouble} =
ccall((:fftw_execute_r2r,libfftw3), Cvoid,
(PlanPtr,Ptr{T},Ptr{T}), plan, X, Y)
unsafe_execute!(plan::r2rFFTWPlan{T},
X::StridedArray{T}, Y::StridedArray{T}) where {T<:fftwSingle} =
ccall((:fftwf_execute_r2r,libfftw3f), Cvoid,
(PlanPtr,Ptr{T},Ptr{T}), plan, X, Y)
# NOTE ON GC (garbage collection):
# The FFTWPlan has a finalizer so that gc will destroy the plan,
# which is necessary for gc to work with plan_fft. However,
# even when we are creating a single-use FFTWPlan [e.g. for fftn(x)],
# we intentionally do NOT call destroy_plan explicitly, and instead
# wait for garbage collection. The reason is that, in the common
# case where the user calls fft(x) a second time soon afterwards,
# if destroy_plan has not yet been called then FFTW will internally
# re-use the table of trigonometric constants from the first plan.
# Compute dims and howmany for FFTW guru planner
function dims_howmany(X::StridedArray, Y::StridedArray,
sz::Array{Int,1}, region)
reg = Int[region...]
if length(unique(reg)) < length(reg)
throw(ArgumentError("each dimension can be transformed at most once"))
end
ist = [strides(X)...]
ost = [strides(Y)...]
dims = Matrix(transpose([sz[reg] ist[reg] ost[reg]]))
oreg = [1:ndims(X);]
oreg[reg] .= 0
oreg = filter(d -> d > 0, oreg)
howmany = Matrix(transpose([sz[oreg] ist[oreg] ost[oreg]]))
return (dims, howmany)
end
# check & convert kinds into int32 array with same length as region
function fix_kinds(region, kinds)
if length(kinds) != length(region)
if length(kinds) > length(region)
throw(ArgumentError("too many transform kinds"))
else
if isempty(kinds)
throw(ArgumentError("must supply a transform kind"))
end
k = Vector{Int32}(undef, length(region))
k[1:length(kinds)] = [kinds...]
k[length(kinds)+1:end] .= kinds[end]
kinds = k
end
else
kinds = Int32[kinds...]
end
for i = 1:length(kinds)
if kinds[i] < 0 || kinds[i] > 10
throw(ArgumentError("invalid transform kind"))
end
end
return kinds
end
# low-level FFTWPlan creation (for internal use in FFTW module)
for (Tr,Tc,fftw,lib) in ((:Float64,:(Complex{Float64}),"fftw",libfftw3),
(:Float32,:(Complex{Float32}),"fftwf",libfftw3f))
@eval @exclusive function cFFTWPlan{$Tc,K,inplace,N}(X::StridedArray{$Tc,N},
Y::StridedArray{$Tc,N},
region, flags::Integer, timelimit::Real) where {K,inplace,N}
direction = K
unsafe_set_timelimit($Tr, timelimit)
R = isa(region, Tuple) ? region : copy(region)
dims, howmany = dims_howmany(X, Y, [size(X)...], R)
plan = ccall(($(string(fftw,"_plan_guru64_dft")),$lib),
PlanPtr,
(Int32, Ptr{Int}, Int32, Ptr{Int},
Ptr{$Tc}, Ptr{$Tc}, Int32, UInt32),
size(dims,2), dims, size(howmany,2), howmany,
X, Y, direction, flags)
unsafe_set_timelimit($Tr, NO_TIMELIMIT)
if plan == C_NULL
error("FFTW could not create plan") # shouldn't normally happen
end
return cFFTWPlan{$Tc,K,inplace,N}(plan, flags, R, X, Y)
end
@eval @exclusive function rFFTWPlan{$Tr,$FORWARD,inplace,N}(X::StridedArray{$Tr,N},
Y::StridedArray{$Tc,N},
region, flags::Integer, timelimit::Real) where {inplace,N}
R = isa(region, Tuple) ? region : copy(region)
region = circshift(Int[region...],-1) # FFTW halves last dim
unsafe_set_timelimit($Tr, timelimit)
dims, howmany = dims_howmany(X, Y, [size(X)...], region)
plan = ccall(($(string(fftw,"_plan_guru64_dft_r2c")),$lib),
PlanPtr,
(Int32, Ptr{Int}, Int32, Ptr{Int},
Ptr{$Tr}, Ptr{$Tc}, UInt32),
size(dims,2), dims, size(howmany,2), howmany,
X, Y, flags)
unsafe_set_timelimit($Tr, NO_TIMELIMIT)
if plan == C_NULL
error("FFTW could not create plan") # shouldn't normally happen
end
return rFFTWPlan{$Tr,$FORWARD,inplace,N}(plan, flags, R, X, Y)
end
@eval @exclusive function rFFTWPlan{$Tc,$BACKWARD,inplace,N}(X::StridedArray{$Tc,N},
Y::StridedArray{$Tr,N},
region, flags::Integer, timelimit::Real) where {inplace,N}
R = isa(region, Tuple) ? region : copy(region)
region = circshift(Int[region...],-1) # FFTW halves last dim
unsafe_set_timelimit($Tr, timelimit)
dims, howmany = dims_howmany(X, Y, [size(Y)...], region)
plan = ccall(($(string(fftw,"_plan_guru64_dft_c2r")),$lib),
PlanPtr,
(Int32, Ptr{Int}, Int32, Ptr{Int},
Ptr{$Tc}, Ptr{$Tr}, UInt32),
size(dims,2), dims, size(howmany,2), howmany,
X, Y, flags)
unsafe_set_timelimit($Tr, NO_TIMELIMIT)
if plan == C_NULL
error("FFTW could not create plan") # shouldn't normally happen
end
return rFFTWPlan{$Tc,$BACKWARD,inplace,N}(plan, flags, R, X, Y)
end
@eval @exclusive function r2rFFTWPlan{$Tr,Any,inplace,N}(X::StridedArray{$Tr,N},
Y::StridedArray{$Tr,N},
region, kinds, flags::Integer,
timelimit::Real) where {inplace,N}
R = isa(region, Tuple) ? region : copy(region)
knd = fix_kinds(region, kinds)
unsafe_set_timelimit($Tr, timelimit)
dims, howmany = dims_howmany(X, Y, [size(X)...], region)
plan = ccall(($(string(fftw,"_plan_guru64_r2r")),$lib),
PlanPtr,
(Int32, Ptr{Int}, Int32, Ptr{Int},
Ptr{$Tr}, Ptr{$Tr}, Ptr{Int32}, UInt32),
size(dims,2), dims, size(howmany,2), howmany,
X, Y, knd, flags)
unsafe_set_timelimit($Tr, NO_TIMELIMIT)
if plan == C_NULL
error("FFTW could not create plan") # shouldn't normally happen
end
r2rFFTWPlan{$Tr,(map(Int,knd)...,),inplace,N}(plan, flags, R, X, Y)
end
# support r2r transforms of complex = transforms of real & imag parts
@eval @exclusive function r2rFFTWPlan{$Tc,Any,inplace,N}(X::StridedArray{$Tc,N},
Y::StridedArray{$Tc,N},
region, kinds, flags::Integer,
timelimit::Real) where {inplace,N}
R = isa(region, Tuple) ? region : copy(region)
knd = fix_kinds(region, kinds)
unsafe_set_timelimit($Tr, timelimit)
dims, howmany = dims_howmany(X, Y, [size(X)...], region)
dims[2:3, 1:size(dims,2)] *= 2
howmany[2:3, 1:size(howmany,2)] *= 2
howmany = [howmany [2,1,1]] # append loop over real/imag parts
plan = ccall(($(string(fftw,"_plan_guru64_r2r")),$lib),
PlanPtr,
(Int32, Ptr{Int}, Int32, Ptr{Int},
Ptr{$Tc}, Ptr{$Tc}, Ptr{Int32}, UInt32),
size(dims,2), dims, size(howmany,2), howmany,
X, Y, knd, flags)
unsafe_set_timelimit($Tr, NO_TIMELIMIT)
if plan == C_NULL
error("FFTW could not create plan") # shouldn't normally happen
end
r2rFFTWPlan{$Tc,(map(Int,knd)...,),inplace,N}(plan, flags, R, X, Y)
end
end
# Convert arrays of numeric types to FFTW-supported packed complex-float types
# (FIXME: is there a way to use the Julia promotion rules more cleverly here?)
fftwcomplex(X::StridedArray{<:fftwComplex}) = X
fftwcomplex(X::AbstractArray{T}) where {T<:fftwReal} =
copyto!(Array{typeof(complex(zero(T)))}(undef, size(X)), X)
fftwcomplex(X::AbstractArray{<:Real}) = copyto!(Array{Complex{Float64}}(undef, size(X)),X)
fftwcomplex(X::AbstractArray{<:Complex}) = copyto!(Array{Complex{Float64}}(undef, size(X)), X)
fftwfloat(X::StridedArray{<:fftwReal}) = X
fftwfloat(X::AbstractArray{<:Real}) = copyto!(Array{Float64}(undef, size(X)), X)
fftwfloat(X::AbstractArray{<:Complex}) = fftwcomplex(X)
for (f,direction) in ((:fft,FORWARD), (:bfft,BACKWARD))
plan_f = Symbol("plan_",f)
plan_f! = Symbol("plan_",f,"!")
idirection = -direction
@eval begin
function $plan_f(X::StridedArray{T,N}, region;
flags::Integer=ESTIMATE,
timelimit::Real=NO_TIMELIMIT) where {T<:fftwComplex,N}
cFFTWPlan{T,$direction,false,N}(X, fakesimilar(flags, X, T),
region, flags, timelimit)
end
function $plan_f!(X::StridedArray{T,N}, region;
flags::Integer=ESTIMATE,
timelimit::Real=NO_TIMELIMIT) where {T<:fftwComplex,N}
cFFTWPlan{T,$direction,true,N}(X, X, region, flags, timelimit)
end
$plan_f(X::StridedArray{<:fftwComplex}; kws...) =
$plan_f(X, 1:ndims(X); kws...)
$plan_f!(X::StridedArray{<:fftwComplex}; kws...) =
$plan_f!(X, 1:ndims(X); kws...)
function plan_inv(p::cFFTWPlan{T,$direction,inplace,N}) where {T<:fftwComplex,N,inplace}
X = Array{T}(undef, p.sz)
Y = inplace ? X : fakesimilar(p.flags, X, T)
ScaledPlan(cFFTWPlan{T,$idirection,inplace,N}(X, Y, p.region,
p.flags, NO_TIMELIMIT),
normalization(X, p.region))
end
end
end
function mul!(y::StridedArray{T}, p::cFFTWPlan{T}, x::StridedArray{T}) where T
assert_applicable(p, x, y)
unsafe_execute!(p, x, y)
return y
end
function *(p::cFFTWPlan{T,K,false}, x::StridedArray{T,N}) where {T,K,N}
assert_applicable(p, x)
y = Array{T}(undef, p.osz)::Array{T,N}
unsafe_execute!(p, x, y)
return y
end
function *(p::cFFTWPlan{T,K,true}, x::StridedArray{T}) where {T,K}
assert_applicable(p, x)
unsafe_execute!(p, x, x)
return x
end
# rfft/brfft and planned variants. No in-place version for now.
for (Tr,Tc) in ((:Float32,:(Complex{Float32})),(:Float64,:(Complex{Float64})))
# Note: use $FORWARD and $BACKWARD below because of issue #9775
@eval begin
function plan_rfft(X::StridedArray{$Tr,N}, region;
flags::Integer=ESTIMATE,
timelimit::Real=NO_TIMELIMIT) where N
osize = rfft_output_size(X, region)
Y = flags&ESTIMATE != 0 ? FakeArray{$Tc}(osize) : Array{$Tc}(undef, osize)
rFFTWPlan{$Tr,$FORWARD,false,N}(X, Y, region, flags, timelimit)
end
function plan_brfft(X::StridedArray{$Tc,N}, d::Integer, region;
flags::Integer=ESTIMATE,
timelimit::Real=NO_TIMELIMIT) where N
osize = brfft_output_size(X, d, region)
Y = flags&ESTIMATE != 0 ? FakeArray{$Tr}(osize) : Array{$Tr}(undef, osize)
# FFTW currently doesn't support PRESERVE_INPUT for
# multidimensional out-of-place c2r transforms, so
# we have to handle 1d and >1d cases separately with a copy. Ugh.
if length(region) <= 1
rFFTWPlan{$Tc,$BACKWARD,false,N}(X, Y, region,
flags | PRESERVE_INPUT,
timelimit)
else
rFFTWPlan{$Tc,$BACKWARD,false,N}(copy(X), Y, region, flags,
timelimit)
end
end
plan_rfft(X::StridedArray{$Tr};kws...)=plan_rfft(X,1:ndims(X);kws...)
plan_brfft(X::StridedArray{$Tr};kws...)=plan_brfft(X,1:ndims(X);kws...)
function plan_inv(p::rFFTWPlan{$Tr,$FORWARD,false,N}) where N
X = Array{$Tr}(undef, p.sz)
Y = p.flags&ESTIMATE != 0 ? FakeArray{$Tc}(p.osz) : Array{$Tc}(undef, p.osz)
ScaledPlan(rFFTWPlan{$Tc,$BACKWARD,false,N}(Y, X, p.region,
length(p.region) <= 1 ?
p.flags | PRESERVE_INPUT :
p.flags, NO_TIMELIMIT),
normalization(X, p.region))
end
function plan_inv(p::rFFTWPlan{$Tc,$BACKWARD,false,N}) where N
X = Array{$Tc}(undef, p.sz)
Y = p.flags&ESTIMATE != 0 ? FakeArray{$Tr}(p.osz) : Array{$Tr}(undef, p.osz)
ScaledPlan(rFFTWPlan{$Tr,$FORWARD,false,N}(Y, X, p.region,
p.flags, NO_TIMELIMIT),
normalization(Y, p.region))
end
function mul!(y::StridedArray{$Tc}, p::rFFTWPlan{$Tr,$FORWARD}, x::StridedArray{$Tr})
assert_applicable(p, x, y)
unsafe_execute!(p, x, y)
return y
end
function mul!(y::StridedArray{$Tr}, p::rFFTWPlan{$Tc,$BACKWARD}, x::StridedArray{$Tc})
assert_applicable(p, x, y)
unsafe_execute!(p, x, y) # note: may overwrite x as well as y!
return y
end
function *(p::rFFTWPlan{$Tr,$FORWARD,false}, x::StridedArray{$Tr,N}) where N
assert_applicable(p, x)
y = Array{$Tc}(undef, p.osz)
unsafe_execute!(p, x, y)
return y
end
function *(p::rFFTWPlan{$Tc,$BACKWARD,false}, x::StridedArray{$Tc,N}) where N
if p.flags & PRESERVE_INPUT != 0
assert_applicable(p, x)
y = Array{$Tr}(undef, p.osz)
unsafe_execute!(p, x, y)
else # need to make a copy to avoid overwriting x
xc = copy(x)
assert_applicable(p, xc)
y = Array{$Tr}(undef, p.osz)
unsafe_execute!(p, xc, y)
end
return y
end
end
end
# FFTW r2r transforms (low-level interface)
for f in (:r2r, :r2r!)
pf = Symbol("plan_", f)
@eval begin
$f(x::AbstractArray{<:fftwNumber}, kinds) = $pf(x, kinds) * x
$f(x::AbstractArray{<:fftwNumber}, kinds, region) = $pf(x, kinds, region) * x
$pf(x::AbstractArray, kinds; kws...) = $pf(x, kinds, 1:ndims(x); kws...)
$f(x::AbstractArray{<:Real}, kinds, region=1:ndims(x)) = $f(fftwfloat(x), kinds, region)
$pf(x::AbstractArray{<:Real}, kinds, region; kws...) = $pf(fftwfloat(x), kinds, region; kws...)
$f(x::AbstractArray{<:Complex}, kinds, region=1:ndims(x)) = $f(fftwcomplex(x), kinds, region)
$pf(x::AbstractArray{<:Complex}, kinds, region; kws...) = $pf(fftwcomplex(x), kinds, region; kws...)
end
end
function plan_r2r(X::StridedArray{T,N}, kinds, region;
flags::Integer=ESTIMATE,
timelimit::Real=NO_TIMELIMIT) where {T<:fftwNumber,N}
r2rFFTWPlan{T,Any,false,N}(X, fakesimilar(flags, X, T), region, kinds,
flags, timelimit)
end
function plan_r2r!(X::StridedArray{T,N}, kinds, region;
flags::Integer=ESTIMATE,
timelimit::Real=NO_TIMELIMIT) where {T<:fftwNumber,N}
r2rFFTWPlan{T,Any,true,N}(X, X, region, kinds, flags, timelimit)
end
# mapping from r2r kind to the corresponding inverse transform
const inv_kind = Dict{Int,Int}(R2HC => HC2R, HC2R => R2HC, DHT => DHT,
REDFT00 => REDFT00,
REDFT01 => REDFT10, REDFT10 => REDFT01,
REDFT11 => REDFT11,
RODFT00 => RODFT00,
RODFT01 => RODFT10, RODFT10 => RODFT01,
RODFT11 => RODFT11)
# r2r inverses are normalized to 1/N, where N is a "logical" size
# the transform with length n and kind k:
function logical_size(n::Integer, k::Integer)
k <= DHT && return n
k == REDFT00 && return 2(n-1)
k == RODFT00 && return 2(n+1)
return 2n
end
function plan_inv(p::r2rFFTWPlan{T,K,inplace,N}) where {T<:fftwNumber,K,inplace,N}
X = Array{T}(undef, p.sz)
iK = fix_kinds(p.region, [inv_kind[k] for k in K])
Y = inplace ? X : fakesimilar(p.flags, X, T)
ScaledPlan(r2rFFTWPlan{T,Any,inplace,N}(X, Y, p.region, iK,
p.flags, NO_TIMELIMIT),
normalization(real(T),
map(logical_size, [p.sz...][[p.region...]], iK),
1:length(iK)))
end
function mul!(y::StridedArray{T}, p::r2rFFTWPlan{T}, x::StridedArray{T}) where T
assert_applicable(p, x, y)
unsafe_execute!(p, x, y)
return y
end
function *(p::r2rFFTWPlan{T,K,false}, x::StridedArray{T,N}) where {T,K,N}
assert_applicable(p, x)
y = Array{T}(undef, p.osz)::Array{T,N}
unsafe_execute!(p, x, y)
return y
end
function *(p::r2rFFTWPlan{T,K,true}, x::StridedArray{T}) where {T,K}
assert_applicable(p, x)
unsafe_execute!(p, x, x)
return x
end