Thin R bindings around the FFTW3 library. These are
low-level routines exposed primarily for advanced users and other
packages that need maximum throughput. They perform minimal input checking
and follow FFTW conventions (e.g. unnormalized inverse transforms,
one-sided real-to-complex spectra). For most user code prefer
fft, mvfft, or higher-level
helpers in this package such as convolve, pwelch,
multitaper, and the filtering utilities.
Warning: the API is intentionally close to FFTW's C interface and may change between releases. Outputs match the corresponding base R transforms up to floating-point round-off.
Arguments
- data
Numeric (real) or complex input. For 2D/3D variants, a matrix or 3-dimensional array. For
mvfftw_*functions, a matrix whose columns are transformed independently.- HermConj
Integer
0or1. When1, return the full Hermitian-symmetric spectrum of lengthN(matchingstats::fft); when0, return only the non-redundant one-sided half of lengthfloor(N/2) + 1.- inverse
Integer
0(forward) or1(inverse). The inverse transform is unnormalized; divide by the number of elements to invert a forward transform, mirroringstats::fft(., inverse = TRUE).- fftwplanopt
Integer planner effort:
0=FFTW_ESTIMATE(default, fast planning),1=FFTW_MEASURE,2=FFTW_PATIENT,3=FFTW_EXHAUSTIVE.- retrows
Integer; expected number of rows of the time-domain signal for
mvfftw_c2rwhen reconstructing from a one-sided spectrum.- ret
Optional reusable output buffer of the correct type and length; pass
NULL(default) to let the function allocate one. This input is for advanced users; leaveNULLif you do not know what you are d
Value
A complex (or real, for *_c2r) vector / matrix / array
matching the corresponding base R transform up to floating-point error.
Details
All functions preserve their data argument: the input buffer is
copied internally before planning when needed, so callers may safely reuse
data after the call. For multi-dimensional variants, axis ordering
follows R (column-major) conventions.
Examples
set.seed(1)
## --- 1D real-to-complex --------------------------------------------------
x <- rnorm(16)
a <- ravetools::fftw_r2c(x, HermConj = 1)
b <- stats::fft(x)
all.equal(a, b) # TRUE (within tol)
#> [1] TRUE
# one-sided spectrum (length floor(N/2)+1)
a_half <- ravetools::fftw_r2c(x, HermConj = 0)
all.equal(a_half, b[seq_len(length(x) %/% 2 + 1)])
#> [1] TRUE
## --- 1D complex-to-complex ----------------------------------------------
z <- complex(real = rnorm(16), imaginary = rnorm(16))
all.equal(ravetools::fftw_c2c(z, inverse = 0), stats::fft(z))
#> [1] TRUE
all.equal(ravetools::fftw_c2c(z, inverse = 1), stats::fft(z, inverse = TRUE))
#> [1] TRUE
## --- 1D complex-to-real (inverse of fftw_r2c) ---------------------------
# Using the full Hermitian spectrum:
xr <- ravetools::fftw_c2r(a, HermConj = 1) / length(x)
all.equal(xr, x)
#> [1] TRUE
## --- Multivariate (column-wise) ----------------------------------------
M <- matrix(rnorm(32), nrow = 8, ncol = 4)
all.equal(ravetools::mvfftw_r2c(M, HermConj = 1), stats::mvfft(M + 0i))
#> [1] TRUE
Mz <- matrix(complex(real = rnorm(32), imaginary = rnorm(32)),
nrow = 8, ncol = 4)
all.equal(ravetools::mvfftw_c2c(Mz, inverse = 0), stats::mvfft(Mz))
#> [1] TRUE
all.equal(ravetools::mvfftw_c2c(Mz, inverse = 1),
stats::mvfft(Mz, inverse = TRUE))
#> [1] TRUE
# one-sided -> back to real signal
Mh <- ravetools::mvfftw_r2c(M, HermConj = 0)
Mr <- ravetools::mvfftw_c2r(Mh, retrows = nrow(M)) / nrow(M)
all.equal(Mr, M)
#> [1] TRUE
## --- 2D ----------------------------------------------------------------
X2 <- matrix(rnorm(20), nrow = 5, ncol = 4)
all.equal(ravetools::fftw_r2c_2d(X2, HermConj = 1), stats::fft(X2 + 0i))
#> [1] TRUE
Z2 <- matrix(complex(real = rnorm(20), imaginary = rnorm(20)),
nrow = 5, ncol = 4)
all.equal(ravetools::fftw_c2c_2d(Z2, inverse = 0), stats::fft(Z2))
#> [1] TRUE
all.equal(ravetools::fftw_c2c_2d(Z2, inverse = 1),
stats::fft(Z2, inverse = TRUE))
#> [1] TRUE
## --- 3D ----------------------------------------------------------------
X3 <- array(rnorm(60), dim = c(5, 4, 3))
all.equal(ravetools::fftw_r2c_3d(X3, HermConj = 1), stats::fft(X3 + 0i))
#> [1] TRUE
Z3 <- array(complex(real = rnorm(60), imaginary = rnorm(60)),
dim = c(5, 4, 3))
all.equal(ravetools::fftw_c2c_3d(Z3, inverse = 0), stats::fft(Z3))
#> [1] TRUE
all.equal(ravetools::fftw_c2c_3d(Z3, inverse = 1),
stats::fft(Z3, inverse = TRUE))
#> [1] TRUE