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- """
- Discrete Fourier Transforms - basic.py
- """
- # Created by Pearu Peterson, August,September 2002
- from __future__ import division, print_function, absolute_import
- __all__ = ['fft','ifft','fftn','ifftn','rfft','irfft',
- 'fft2','ifft2']
- from numpy import swapaxes, zeros
- import numpy
- from . import _fftpack
- from scipy.fftpack.helper import _init_nd_shape_and_axes_sorted
- import atexit
- atexit.register(_fftpack.destroy_zfft_cache)
- atexit.register(_fftpack.destroy_zfftnd_cache)
- atexit.register(_fftpack.destroy_drfft_cache)
- atexit.register(_fftpack.destroy_cfft_cache)
- atexit.register(_fftpack.destroy_cfftnd_cache)
- atexit.register(_fftpack.destroy_rfft_cache)
- del atexit
- def istype(arr, typeclass):
- return issubclass(arr.dtype.type, typeclass)
- def _datacopied(arr, original):
- """
- Strict check for `arr` not sharing any data with `original`,
- under the assumption that arr = asarray(original)
- """
- if arr is original:
- return False
- if not isinstance(original, numpy.ndarray) and hasattr(original, '__array__'):
- return False
- return arr.base is None
- # XXX: single precision FFTs partially disabled due to accuracy issues
- # for large prime-sized inputs.
- #
- # See http://permalink.gmane.org/gmane.comp.python.scientific.devel/13834
- # ("fftpack test failures for 0.8.0b1", Ralf Gommers, 17 Jun 2010,
- # @ scipy-dev)
- #
- # These should be re-enabled once the problems are resolved
- def _is_safe_size(n):
- """
- Is the size of FFT such that FFTPACK can handle it in single precision
- with sufficient accuracy?
- Composite numbers of 2, 3, and 5 are accepted, as FFTPACK has those
- """
- n = int(n)
- if n == 0:
- return True
- # Divide by 3 until you can't, then by 5 until you can't
- for c in (3, 5):
- while n % c == 0:
- n //= c
- # Return True if the remainder is a power of 2
- return not n & (n-1)
- def _fake_crfft(x, n, *a, **kw):
- if _is_safe_size(n):
- return _fftpack.crfft(x, n, *a, **kw)
- else:
- return _fftpack.zrfft(x, n, *a, **kw).astype(numpy.complex64)
- def _fake_cfft(x, n, *a, **kw):
- if _is_safe_size(n):
- return _fftpack.cfft(x, n, *a, **kw)
- else:
- return _fftpack.zfft(x, n, *a, **kw).astype(numpy.complex64)
- def _fake_rfft(x, n, *a, **kw):
- if _is_safe_size(n):
- return _fftpack.rfft(x, n, *a, **kw)
- else:
- return _fftpack.drfft(x, n, *a, **kw).astype(numpy.float32)
- def _fake_cfftnd(x, shape, *a, **kw):
- if numpy.all(list(map(_is_safe_size, shape))):
- return _fftpack.cfftnd(x, shape, *a, **kw)
- else:
- return _fftpack.zfftnd(x, shape, *a, **kw).astype(numpy.complex64)
- _DTYPE_TO_FFT = {
- # numpy.dtype(numpy.float32): _fftpack.crfft,
- numpy.dtype(numpy.float32): _fake_crfft,
- numpy.dtype(numpy.float64): _fftpack.zrfft,
- # numpy.dtype(numpy.complex64): _fftpack.cfft,
- numpy.dtype(numpy.complex64): _fake_cfft,
- numpy.dtype(numpy.complex128): _fftpack.zfft,
- }
- _DTYPE_TO_RFFT = {
- # numpy.dtype(numpy.float32): _fftpack.rfft,
- numpy.dtype(numpy.float32): _fake_rfft,
- numpy.dtype(numpy.float64): _fftpack.drfft,
- }
- _DTYPE_TO_FFTN = {
- # numpy.dtype(numpy.complex64): _fftpack.cfftnd,
- numpy.dtype(numpy.complex64): _fake_cfftnd,
- numpy.dtype(numpy.complex128): _fftpack.zfftnd,
- # numpy.dtype(numpy.float32): _fftpack.cfftnd,
- numpy.dtype(numpy.float32): _fake_cfftnd,
- numpy.dtype(numpy.float64): _fftpack.zfftnd,
- }
- def _asfarray(x):
- """Like numpy asfarray, except that it does not modify x dtype if x is
- already an array with a float dtype, and do not cast complex types to
- real."""
- if hasattr(x, "dtype") and x.dtype.char in numpy.typecodes["AllFloat"]:
- # 'dtype' attribute does not ensure that the
- # object is an ndarray (e.g. Series class
- # from the pandas library)
- if x.dtype == numpy.half:
- # no half-precision routines, so convert to single precision
- return numpy.asarray(x, dtype=numpy.float32)
- return numpy.asarray(x, dtype=x.dtype)
- else:
- # We cannot use asfarray directly because it converts sequences of
- # complex to sequence of real
- ret = numpy.asarray(x)
- if ret.dtype == numpy.half:
- return numpy.asarray(ret, dtype=numpy.float32)
- elif ret.dtype.char not in numpy.typecodes["AllFloat"]:
- return numpy.asfarray(x)
- return ret
- def _fix_shape(x, n, axis):
- """ Internal auxiliary function for _raw_fft, _raw_fftnd."""
- s = list(x.shape)
- if s[axis] > n:
- index = [slice(None)]*len(s)
- index[axis] = slice(0,n)
- x = x[tuple(index)]
- return x, False
- else:
- index = [slice(None)]*len(s)
- index[axis] = slice(0,s[axis])
- s[axis] = n
- z = zeros(s,x.dtype.char)
- z[tuple(index)] = x
- return z, True
- def _raw_fft(x, n, axis, direction, overwrite_x, work_function):
- """ Internal auxiliary function for fft, ifft, rfft, irfft."""
- if n is None:
- n = x.shape[axis]
- elif n != x.shape[axis]:
- x, copy_made = _fix_shape(x,n,axis)
- overwrite_x = overwrite_x or copy_made
- if n < 1:
- raise ValueError("Invalid number of FFT data points "
- "(%d) specified." % n)
- if axis == -1 or axis == len(x.shape)-1:
- r = work_function(x,n,direction,overwrite_x=overwrite_x)
- else:
- x = swapaxes(x, axis, -1)
- r = work_function(x,n,direction,overwrite_x=overwrite_x)
- r = swapaxes(r, axis, -1)
- return r
- def fft(x, n=None, axis=-1, overwrite_x=False):
- """
- Return discrete Fourier transform of real or complex sequence.
- The returned complex array contains ``y(0), y(1),..., y(n-1)`` where
- ``y(j) = (x * exp(-2*pi*sqrt(-1)*j*np.arange(n)/n)).sum()``.
- Parameters
- ----------
- x : array_like
- Array to Fourier transform.
- n : int, optional
- Length of the Fourier transform. If ``n < x.shape[axis]``, `x` is
- truncated. If ``n > x.shape[axis]``, `x` is zero-padded. The
- default results in ``n = x.shape[axis]``.
- axis : int, optional
- Axis along which the fft's are computed; the default is over the
- last axis (i.e., ``axis=-1``).
- overwrite_x : bool, optional
- If True, the contents of `x` can be destroyed; the default is False.
- Returns
- -------
- z : complex ndarray
- with the elements::
- [y(0),y(1),..,y(n/2),y(1-n/2),...,y(-1)] if n is even
- [y(0),y(1),..,y((n-1)/2),y(-(n-1)/2),...,y(-1)] if n is odd
- where::
- y(j) = sum[k=0..n-1] x[k] * exp(-sqrt(-1)*j*k* 2*pi/n), j = 0..n-1
- See Also
- --------
- ifft : Inverse FFT
- rfft : FFT of a real sequence
- Notes
- -----
- The packing of the result is "standard": If ``A = fft(a, n)``, then
- ``A[0]`` contains the zero-frequency term, ``A[1:n/2]`` contains the
- positive-frequency terms, and ``A[n/2:]`` contains the negative-frequency
- terms, in order of decreasingly negative frequency. So for an 8-point
- transform, the frequencies of the result are [0, 1, 2, 3, -4, -3, -2, -1].
- To rearrange the fft output so that the zero-frequency component is
- centered, like [-4, -3, -2, -1, 0, 1, 2, 3], use `fftshift`.
- Both single and double precision routines are implemented. Half precision
- inputs will be converted to single precision. Non floating-point inputs
- will be converted to double precision. Long-double precision inputs are
- not supported.
- This function is most efficient when `n` is a power of two, and least
- efficient when `n` is prime.
- Note that if ``x`` is real-valued then ``A[j] == A[n-j].conjugate()``.
- If ``x`` is real-valued and ``n`` is even then ``A[n/2]`` is real.
- If the data type of `x` is real, a "real FFT" algorithm is automatically
- used, which roughly halves the computation time. To increase efficiency
- a little further, use `rfft`, which does the same calculation, but only
- outputs half of the symmetrical spectrum. If the data is both real and
- symmetrical, the `dct` can again double the efficiency, by generating
- half of the spectrum from half of the signal.
- Examples
- --------
- >>> from scipy.fftpack import fft, ifft
- >>> x = np.arange(5)
- >>> np.allclose(fft(ifft(x)), x, atol=1e-15) # within numerical accuracy.
- True
- """
- tmp = _asfarray(x)
- try:
- work_function = _DTYPE_TO_FFT[tmp.dtype]
- except KeyError:
- raise ValueError("type %s is not supported" % tmp.dtype)
- if not (istype(tmp, numpy.complex64) or istype(tmp, numpy.complex128)):
- overwrite_x = 1
- overwrite_x = overwrite_x or _datacopied(tmp, x)
- if n is None:
- n = tmp.shape[axis]
- elif n != tmp.shape[axis]:
- tmp, copy_made = _fix_shape(tmp,n,axis)
- overwrite_x = overwrite_x or copy_made
- if n < 1:
- raise ValueError("Invalid number of FFT data points "
- "(%d) specified." % n)
- if axis == -1 or axis == len(tmp.shape) - 1:
- return work_function(tmp,n,1,0,overwrite_x)
- tmp = swapaxes(tmp, axis, -1)
- tmp = work_function(tmp,n,1,0,overwrite_x)
- return swapaxes(tmp, axis, -1)
- def ifft(x, n=None, axis=-1, overwrite_x=False):
- """
- Return discrete inverse Fourier transform of real or complex sequence.
- The returned complex array contains ``y(0), y(1),..., y(n-1)`` where
- ``y(j) = (x * exp(2*pi*sqrt(-1)*j*np.arange(n)/n)).mean()``.
- Parameters
- ----------
- x : array_like
- Transformed data to invert.
- n : int, optional
- Length of the inverse Fourier transform. If ``n < x.shape[axis]``,
- `x` is truncated. If ``n > x.shape[axis]``, `x` is zero-padded.
- The default results in ``n = x.shape[axis]``.
- axis : int, optional
- Axis along which the ifft's are computed; the default is over the
- last axis (i.e., ``axis=-1``).
- overwrite_x : bool, optional
- If True, the contents of `x` can be destroyed; the default is False.
- Returns
- -------
- ifft : ndarray of floats
- The inverse discrete Fourier transform.
- See Also
- --------
- fft : Forward FFT
- Notes
- -----
- Both single and double precision routines are implemented. Half precision
- inputs will be converted to single precision. Non floating-point inputs
- will be converted to double precision. Long-double precision inputs are
- not supported.
- This function is most efficient when `n` is a power of two, and least
- efficient when `n` is prime.
- If the data type of `x` is real, a "real IFFT" algorithm is automatically
- used, which roughly halves the computation time.
- Examples
- --------
- >>> from scipy.fftpack import fft, ifft
- >>> import numpy as np
- >>> x = np.arange(5)
- >>> np.allclose(ifft(fft(x)), x, atol=1e-15) # within numerical accuracy.
- True
- """
- tmp = _asfarray(x)
- try:
- work_function = _DTYPE_TO_FFT[tmp.dtype]
- except KeyError:
- raise ValueError("type %s is not supported" % tmp.dtype)
- if not (istype(tmp, numpy.complex64) or istype(tmp, numpy.complex128)):
- overwrite_x = 1
- overwrite_x = overwrite_x or _datacopied(tmp, x)
- if n is None:
- n = tmp.shape[axis]
- elif n != tmp.shape[axis]:
- tmp, copy_made = _fix_shape(tmp,n,axis)
- overwrite_x = overwrite_x or copy_made
- if n < 1:
- raise ValueError("Invalid number of FFT data points "
- "(%d) specified." % n)
- if axis == -1 or axis == len(tmp.shape) - 1:
- return work_function(tmp,n,-1,1,overwrite_x)
- tmp = swapaxes(tmp, axis, -1)
- tmp = work_function(tmp,n,-1,1,overwrite_x)
- return swapaxes(tmp, axis, -1)
- def rfft(x, n=None, axis=-1, overwrite_x=False):
- """
- Discrete Fourier transform of a real sequence.
- Parameters
- ----------
- x : array_like, real-valued
- The data to transform.
- n : int, optional
- Defines the length of the Fourier transform. If `n` is not specified
- (the default) then ``n = x.shape[axis]``. If ``n < x.shape[axis]``,
- `x` is truncated, if ``n > x.shape[axis]``, `x` is zero-padded.
- axis : int, optional
- The axis along which the transform is applied. The default is the
- last axis.
- overwrite_x : bool, optional
- If set to true, the contents of `x` can be overwritten. Default is
- False.
- Returns
- -------
- z : real ndarray
- The returned real array contains::
- [y(0),Re(y(1)),Im(y(1)),...,Re(y(n/2))] if n is even
- [y(0),Re(y(1)),Im(y(1)),...,Re(y(n/2)),Im(y(n/2))] if n is odd
- where::
- y(j) = sum[k=0..n-1] x[k] * exp(-sqrt(-1)*j*k*2*pi/n)
- j = 0..n-1
- See Also
- --------
- fft, irfft, numpy.fft.rfft
- Notes
- -----
- Within numerical accuracy, ``y == rfft(irfft(y))``.
- Both single and double precision routines are implemented. Half precision
- inputs will be converted to single precision. Non floating-point inputs
- will be converted to double precision. Long-double precision inputs are
- not supported.
- To get an output with a complex datatype, consider using the related
- function `numpy.fft.rfft`.
- Examples
- --------
- >>> from scipy.fftpack import fft, rfft
- >>> a = [9, -9, 1, 3]
- >>> fft(a)
- array([ 4. +0.j, 8.+12.j, 16. +0.j, 8.-12.j])
- >>> rfft(a)
- array([ 4., 8., 12., 16.])
- """
- tmp = _asfarray(x)
- if not numpy.isrealobj(tmp):
- raise TypeError("1st argument must be real sequence")
- try:
- work_function = _DTYPE_TO_RFFT[tmp.dtype]
- except KeyError:
- raise ValueError("type %s is not supported" % tmp.dtype)
- overwrite_x = overwrite_x or _datacopied(tmp, x)
- return _raw_fft(tmp,n,axis,1,overwrite_x,work_function)
- def irfft(x, n=None, axis=-1, overwrite_x=False):
- """
- Return inverse discrete Fourier transform of real sequence x.
- The contents of `x` are interpreted as the output of the `rfft`
- function.
- Parameters
- ----------
- x : array_like
- Transformed data to invert.
- n : int, optional
- Length of the inverse Fourier transform.
- If n < x.shape[axis], x is truncated.
- If n > x.shape[axis], x is zero-padded.
- The default results in n = x.shape[axis].
- axis : int, optional
- Axis along which the ifft's are computed; the default is over
- the last axis (i.e., axis=-1).
- overwrite_x : bool, optional
- If True, the contents of `x` can be destroyed; the default is False.
- Returns
- -------
- irfft : ndarray of floats
- The inverse discrete Fourier transform.
- See Also
- --------
- rfft, ifft, numpy.fft.irfft
- Notes
- -----
- The returned real array contains::
- [y(0),y(1),...,y(n-1)]
- where for n is even::
- y(j) = 1/n (sum[k=1..n/2-1] (x[2*k-1]+sqrt(-1)*x[2*k])
- * exp(sqrt(-1)*j*k* 2*pi/n)
- + c.c. + x[0] + (-1)**(j) x[n-1])
- and for n is odd::
- y(j) = 1/n (sum[k=1..(n-1)/2] (x[2*k-1]+sqrt(-1)*x[2*k])
- * exp(sqrt(-1)*j*k* 2*pi/n)
- + c.c. + x[0])
- c.c. denotes complex conjugate of preceding expression.
- For details on input parameters, see `rfft`.
- To process (conjugate-symmetric) frequency-domain data with a complex
- datatype, consider using the related function `numpy.fft.irfft`.
- Examples
- --------
- >>> from scipy.fftpack import rfft, irfft
- >>> a = [1.0, 2.0, 3.0, 4.0, 5.0]
- >>> irfft(a)
- array([ 2.6 , -3.16405192, 1.24398433, -1.14955713, 1.46962473])
- >>> irfft(rfft(a))
- array([1., 2., 3., 4., 5.])
- """
- tmp = _asfarray(x)
- if not numpy.isrealobj(tmp):
- raise TypeError("1st argument must be real sequence")
- try:
- work_function = _DTYPE_TO_RFFT[tmp.dtype]
- except KeyError:
- raise ValueError("type %s is not supported" % tmp.dtype)
- overwrite_x = overwrite_x or _datacopied(tmp, x)
- return _raw_fft(tmp,n,axis,-1,overwrite_x,work_function)
- def _raw_fftnd(x, s, axes, direction, overwrite_x, work_function):
- """Internal auxiliary function for fftnd, ifftnd."""
- noaxes = axes is None
- s, axes = _init_nd_shape_and_axes_sorted(x, s, axes)
- # No need to swap axes, array is in C order
- if noaxes:
- for ax in axes:
- x, copy_made = _fix_shape(x, s[ax], ax)
- overwrite_x = overwrite_x or copy_made
- return work_function(x, s, direction, overwrite_x=overwrite_x)
- # Swap the request axes, last first (i.e. First swap the axis which ends up
- # at -1, then at -2, etc...), such as the request axes on which the
- # operation is carried become the last ones
- for i in range(1, axes.size+1):
- x = numpy.swapaxes(x, axes[-i], -i)
- # We can now operate on the axes waxes, the p last axes (p = len(axes)), by
- # fixing the shape of the input array to 1 for any axis the fft is not
- # carried upon.
- waxes = list(range(x.ndim - axes.size, x.ndim))
- shape = numpy.ones(x.ndim)
- shape[waxes] = s
- for i in range(len(waxes)):
- x, copy_made = _fix_shape(x, s[i], waxes[i])
- overwrite_x = overwrite_x or copy_made
- r = work_function(x, shape, direction, overwrite_x=overwrite_x)
- # reswap in the reverse order (first axis first, etc...) to get original
- # order
- for i in range(len(axes), 0, -1):
- r = numpy.swapaxes(r, -i, axes[-i])
- return r
- def fftn(x, shape=None, axes=None, overwrite_x=False):
- """
- Return multidimensional discrete Fourier transform.
- The returned array contains::
- y[j_1,..,j_d] = sum[k_1=0..n_1-1, ..., k_d=0..n_d-1]
- x[k_1,..,k_d] * prod[i=1..d] exp(-sqrt(-1)*2*pi/n_i * j_i * k_i)
- where d = len(x.shape) and n = x.shape.
- Parameters
- ----------
- x : array_like
- The (n-dimensional) array to transform.
- shape : int or array_like of ints or None, optional
- The shape of the result. If both `shape` and `axes` (see below) are
- None, `shape` is ``x.shape``; if `shape` is None but `axes` is
- not None, then `shape` is ``scipy.take(x.shape, axes, axis=0)``.
- If ``shape[i] > x.shape[i]``, the i-th dimension is padded with zeros.
- If ``shape[i] < x.shape[i]``, the i-th dimension is truncated to
- length ``shape[i]``.
- If any element of `shape` is -1, the size of the corresponding
- dimension of `x` is used.
- axes : int or array_like of ints or None, optional
- The axes of `x` (`y` if `shape` is not None) along which the
- transform is applied.
- The default is over all axes.
- overwrite_x : bool, optional
- If True, the contents of `x` can be destroyed. Default is False.
- Returns
- -------
- y : complex-valued n-dimensional numpy array
- The (n-dimensional) DFT of the input array.
- See Also
- --------
- ifftn
- Notes
- -----
- If ``x`` is real-valued, then
- ``y[..., j_i, ...] == y[..., n_i-j_i, ...].conjugate()``.
- Both single and double precision routines are implemented. Half precision
- inputs will be converted to single precision. Non floating-point inputs
- will be converted to double precision. Long-double precision inputs are
- not supported.
- Examples
- --------
- >>> from scipy.fftpack import fftn, ifftn
- >>> y = (-np.arange(16), 8 - np.arange(16), np.arange(16))
- >>> np.allclose(y, fftn(ifftn(y)))
- True
- """
- return _raw_fftn_dispatch(x, shape, axes, overwrite_x, 1)
- def _raw_fftn_dispatch(x, shape, axes, overwrite_x, direction):
- tmp = _asfarray(x)
- try:
- work_function = _DTYPE_TO_FFTN[tmp.dtype]
- except KeyError:
- raise ValueError("type %s is not supported" % tmp.dtype)
- if not (istype(tmp, numpy.complex64) or istype(tmp, numpy.complex128)):
- overwrite_x = 1
- overwrite_x = overwrite_x or _datacopied(tmp, x)
- return _raw_fftnd(tmp, shape, axes, direction, overwrite_x, work_function)
- def ifftn(x, shape=None, axes=None, overwrite_x=False):
- """
- Return inverse multi-dimensional discrete Fourier transform.
- The sequence can be of an arbitrary type.
- The returned array contains::
- y[j_1,..,j_d] = 1/p * sum[k_1=0..n_1-1, ..., k_d=0..n_d-1]
- x[k_1,..,k_d] * prod[i=1..d] exp(sqrt(-1)*2*pi/n_i * j_i * k_i)
- where ``d = len(x.shape)``, ``n = x.shape``, and ``p = prod[i=1..d] n_i``.
- For description of parameters see `fftn`.
- See Also
- --------
- fftn : for detailed information.
- Examples
- --------
- >>> from scipy.fftpack import fftn, ifftn
- >>> import numpy as np
- >>> y = (-np.arange(16), 8 - np.arange(16), np.arange(16))
- >>> np.allclose(y, ifftn(fftn(y)))
- True
- """
- return _raw_fftn_dispatch(x, shape, axes, overwrite_x, -1)
- def fft2(x, shape=None, axes=(-2,-1), overwrite_x=False):
- """
- 2-D discrete Fourier transform.
- Return the two-dimensional discrete Fourier transform of the 2-D argument
- `x`.
- See Also
- --------
- fftn : for detailed information.
- """
- return fftn(x,shape,axes,overwrite_x)
- def ifft2(x, shape=None, axes=(-2,-1), overwrite_x=False):
- """
- 2-D discrete inverse Fourier transform of real or complex sequence.
- Return inverse two-dimensional discrete Fourier transform of
- arbitrary type sequence x.
- See `ifft` for more information.
- See also
- --------
- fft2, ifft
- """
- return ifftn(x,shape,axes,overwrite_x)
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