C06FXF (PDF version)
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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

C06FXF computes the three-dimensional discrete Fourier transform of a trivariate sequence of complex data values. This routine is designed to be particularly efficient on vector processors.

2  Specification

REAL (KIND=nag_wp)  X(N1*N2*N3), Y(N1*N2*N3), TRIGN1(2*N1), TRIGN2(2*N2), TRIGN3(2*N3), WORK(2*N1*N2*N3)

3  Description

C06FXF 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 j1k1 n1 + j2k2 n2 + j3k3 n3 ,
where k1=0,1,,n1-1 , k2=0,1,,n2-1 , k3=0,1,,n3-1 .
(Note the scale factor of 1 n1 n2 n3  in this definition.)
To compute the inverse discrete Fourier transform, defined with exp +2πi  in the above formula instead of exp -2πi , this routine should be preceded and followed by forming the complex conjugates of the data values and the transform.
This routine performs, for each dimension, multiple one-dimensional discrete Fourier transforms by the fast Fourier transform (FFT) algorithm (see Brigham (1974)). It is designed to be particularly efficient on vector processors.

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:     N1 – INTEGERInput
On entry: n1, the first dimension of the transform.
Constraint: N11.
2:     N2 – INTEGERInput
On entry: n2, the second dimension of the transform.
Constraint: N21.
3:     N3 – INTEGERInput
On entry: n3, the third dimension of the transform.
Constraint: N31.
4:     X( N1×N2×N3 ) – REAL (KIND=nag_wp) arrayInput/Output
5:     Y( N1×N2×N3 ) – REAL (KIND=nag_wp) arrayInput/Output
On entry: the real and imaginary parts of the complex data values must be stored in arrays X and Y respectively. If X and Y are regarded as three-dimensional arrays of dimension 0:N1-1,0:N2-1,0:N3-1, then X j1,j2,j3 and Y j1,j2,j3 must contain the real and imaginary parts of z j1 j2 j3 .
On exit: the real and imaginary parts respectively of the corresponding elements of the computed transform.
6:     INIT – CHARACTER(1)Input
On entry: indicates whether trigonometric coefficients are to be calculated.
Calculate the required trigonometric coefficients for the given values of n1, n2 and n3, and store in the corresponding arrays TRIGN1, TRIGN2 and TRIGN3.
INIT='S' or 'R'
The required trigonometric coefficients are assumed to have been calculated and stored in the arrays TRIGN1, TRIGN2 and TRIGN3 in a prior call to C06FXF. The routine performs a simple check that the current values of n1, n2 and n3 are consistent with the corresponding values stored in TRIGN1, TRIGN2 and TRIGN3.
Constraint: INIT='I', 'S' or 'R'.
7:     TRIGN1( 2×N1 ) – REAL (KIND=nag_wp) arrayInput/Output
8:     TRIGN2( 2×N2 ) – REAL (KIND=nag_wp) arrayInput/Output
9:     TRIGN3( 2×N3 ) – REAL (KIND=nag_wp) arrayInput/Output
On entry: if INIT='S' or 'R', TRIGN1, TRIGN2 and TRIGN3 must contain the required coefficients calculated in a previous call of the routine. Otherwise TRIGN1, TRIGN2 and TRIGN3 need not be set. If N1=N2, the same array may be supplied for TRIGN1 and TRIGN2. Similar considerations apply if N2=N3 or N1=N3.
On exit: TRIGN1, TRIGN2 and TRIGN3 contain the required coefficients (computed by the routine if INIT='I').
10:   WORK( 2×N1×N2×N3 ) – REAL (KIND=nag_wp) arrayWorkspace
11:   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,INIT'I', 'S' or 'R'.
Not used at this Mark.
On entry,INIT='S' or 'R', but at least one of the arrays TRIGN1, TRIGN2 and TRIGN3 is inconsistent with the current value of N1, N2 or N3.
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 . C06FXF 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 (c06fxfe.f90)

9.2  Program Data

Program Data (c06fxfe.d)

9.3  Program Results

Program Results (c06fxfe.r)

C06FXF (PDF version)
C06 Chapter Contents
C06 Chapter Introduction
NAG Library Manual

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