C06PXF (PDF version)
C06 Chapter Contents
C06 Chapter Introduction
NAG Library Manual

NAG Library Routine Document


Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

C06PXF computes the three-dimensional discrete Fourier transform of a trivariate sequence of complex data values (using complex data type).

2  Specification

COMPLEX (KIND=nag_wp)  X(N1*N2*N3), WORK(*)

3  Description

C06PXF computes the three-dimensional discrete Fourier transform of a trivariate sequence of complex data values z j1 j2 j3 , for j1=0,1,,n1-1, j2=0,1,,n2-1 and j3=0,1,,n3-1.
The discrete Fourier transform is here defined by
z^ k1 k2 k3 = 1 n1 n2 n3 j1=0 n1-1 j2=0 n2-1 j3=0 n3-1 z j1 j2 j3 × exp ±2πi j1 k1 n1 + j2 k2 n2 + j3 k3 n3 ,
where k1=0,1,,n1-1 , k2=0,1,,n2-1  and k3=0,1,,n3-1 .
(Note the scale factor of 1 n1 n2 n3  in this definition.) The minus sign is taken in the argument of the exponential within the summation when the forward transform is required, and the plus sign is taken when the backward transform is required.
A call of C06PXF with DIRECT='F' followed by a call with DIRECT='B' will restore the original data.
This routine performs multiple one-dimensional discrete Fourier transforms by the fast Fourier transform (FFT) algorithm (see Brigham (1974)).

4  References

Brigham E O (1974) The Fast Fourier Transform Prentice–Hall
Temperton C (1983) Self-sorting mixed-radix fast Fourier transforms J. Comput. Phys. 52 1–23

5  Parameters

1:     DIRECT – CHARACTER(1)Input
On entry: if the forward transform as defined in Section 3 is to be computed, then DIRECT must be set equal to 'F'.
If the backward transform is to be computed then DIRECT must be set equal to 'B'.
Constraint: DIRECT='F' or 'B'.
2:     N1 – INTEGERInput
On entry: n1, the first dimension of the transform.
Constraint: N11.
3:     N2 – INTEGERInput
On entry: n2, the second dimension of the transform.
Constraint: N21.
4:     N3 – INTEGERInput
On entry: n3, the third dimension of the transform.
Constraint: N31.
5:     X( N1×N2×N3 ) – COMPLEX (KIND=nag_wp) arrayInput/Output
On entry: the complex data values. Data values are stored in X using column-major ordering for storing multidimensional arrays; that is, z j1 j2 j3  is stored in X 1 + j1 + n1 j2 + n1 n2 j3 .
On exit: the corresponding elements of the computed transform.
6:     WORK(*) – COMPLEX (KIND=nag_wp) arrayWorkspace
Note: the dimension of the array WORK must be at least N1 × N2 × N3 + N1 + N2 + N3 + 45.
The workspace requirements as documented for C06PXF may be an overestimate in some implementations.
On exit: the real part of WORK1 contains the minimum workspace required for the current values of N1, N2 and N3 with this implementation.
7:     IFAIL – INTEGERInput/Output
On entry: IFAIL must be set to 0, -1​ or ​1. If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value -1​ or ​1 is recommended. If the output of error messages is undesirable, then the value 1 is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is 0. When the value -1​ or ​1 is used it is essential to test the value of IFAIL on exit.
On exit: IFAIL=0 unless the routine detects an error or a warning has been flagged (see Section 6).

6  Error Indicators and Warnings

If on entry IFAIL=0 or -1, explanatory error messages are output on the current error message unit (as defined by X04AAF).
Errors or warnings detected by the routine:
On entry,N1<1.
On entry,N2<1.
On entry,N3<1.
On entry,DIRECT'F' or 'B'.
On entry,N1 has more than 30 prime factors.
On entry,N2 has more than 30 prime factors.
On entry,N3 has more than 30 prime factors.
An unexpected error has occurred in an internal call. Check all subroutine calls and array dimensions. Seek expert help.

7  Accuracy

Some indication of accuracy can be obtained by performing a subsequent inverse transform and comparing the results with the original sequence (in exact arithmetic they would be identical).

8  Further Comments

The time taken is approximately proportional to n1 n2 n3 × log n1 n2 n3 , but also depends on the factorization of the individual dimensions n1 , n2  and n3 . C06PXF is faster if the only prime factors are 2, 3 or 5; and fastest of all if they are powers of 2.

9  Example

This example reads in a trivariate sequence of complex data values and prints the three-dimensional Fourier transform. It then performs an inverse transform and prints the sequence so obtained, which may be compared to the original data values.

9.1  Program Text

Program Text (c06pxfe.f90)

9.2  Program Data

Program Data (c06pxfe.d)

9.3  Program Results

Program Results (c06pxfe.r)

C06PXF (PDF version)
C06 Chapter Contents
C06 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012