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Added rfft! and irfft! functionality through PaddedRFFTArray type. #54

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1 change: 1 addition & 0 deletions src/FFTW.jl
Original file line number Diff line number Diff line change
Expand Up @@ -44,5 +44,6 @@ end

include("fft.jl")
include("dct.jl")
include("rfft!.jl")

end # module
234 changes: 234 additions & 0 deletions src/rfft!.jl
Original file line number Diff line number Diff line change
@@ -0,0 +1,234 @@
import Base: IndexStyle, getindex, setindex!, eltype, \, similar, copy, real, read!

export PaddedRFFTArray, plan_rfft!, rfft!, plan_irfft!, plan_brfft!, brfft!, irfft!



# As the time this code was written the new `ReinterpretArray` introduced in
# Julia v0.7 had major performace issues. Those issues were bypassed with the usage of the
# custom getindex and setindex! below. Hopefully, once the performance issues with ReinterpretArray
# are solved we can just index the reinterpret array directly.

struct PaddedRFFTArray{T<:fftwReal,N,L} <: DenseArray{Complex{T},N}
data::Array{T,N}
r::SubArray{T,N,Array{T,N},NTuple{N,UnitRange{Int}},L} # Real view skipping padding
c::Base.ReinterpretArray{Complex{T},N,T,Array{T,N}}

function PaddedRFFTArray{T,N}(rr::Array{T,N},nx::Int) where {T<:fftwReal,N}
rrsize = size(rr)
fsize = rrsize[1]
iseven(fsize) || throw(
ArgumentError("First dimension of allocated array must have even number of elements"))
(nx == fsize-2 || nx == fsize-1) || throw(
ArgumentError("Number of elements on the first dimension of array must be either 1 or 2 less than the number of elements on the first dimension of the allocated array"))
fsize = fsize÷2
csize = (fsize, rrsize[2:end]...)
c = reinterpret(Complex{T}, rr)
rsize = (nx,rrsize[2:end]...)
r = view(rr,(1:l for l in rsize)...)
return new{T, N, N === 1 ? true : false}(rr,r,c)
end # function
end # struct

@inline real(S::PaddedRFFTArray) = S.r

@inline complex_view(S::PaddedRFFTArray) = S.c

@inline data(S::PaddedRFFTArray) = S.data

copy(S::PaddedRFFTArray) = PaddedRFFTArray(copy(data(S)),size(real(S),1))

similar(f::PaddedRFFTArray,::Type{T},dims::Tuple{Vararg{Int,N}}) where {T, N} =
PaddedRFFTArray{T}(dims)
similar(f::PaddedRFFTArray{T,N,L},dims::NTuple{N2,Int}) where {T,N,L,N2} =
PaddedRFFTArray{T}(dims)
similar(f::PaddedRFFTArray,::Type{T}) where {T} =
PaddedRFFTArray{T}(size(real(f)))
similar(f::PaddedRFFTArray{T,N}) where {T,N} =
PaddedRFFTArray{T,N}(similar(data(f)), size(real(f),1))

size(S::PaddedRFFTArray) =
size(complex_view(S))

IndexStyle(::Type{T}) where {T<:PaddedRFFTArray} =
IndexLinear()

@inline function getindex(A::PaddedRFFTArray{T,N}, i2::Integer) where {T,N}
d = data(A)
i = 2i2
@boundscheck checkbounds(d,i)
@inbounds begin
return Complex{T}(d[i-1],d[i])
end
end

@inline @generated function getindex(A::PaddedRFFTArray{T,N}, I2::Vararg{Integer,N}) where {T,N}
ip = :(2*I2[1])
t = Expr(:tuple)
for i=2:N
push!(t.args,:(I2[$i]))
end
quote
d = data(A)
i = $ip
I = $t
@boundscheck checkbounds(d,i,I...)
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Shouldn't it also check bounds with i-1?

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Oh, I guess since ip=2*I2[1], if it is in-bounds then i-1 must also be in-bounds.

@inbounds begin
return Complex{T}(d[i-1,I...],d[i,I...])
end
end
end

@inline function setindex!(A::PaddedRFFTArray{T,N},x, i2::Integer) where {T,N}
d = data(A)
i = 2i2
@boundscheck checkbounds(d,i)
@inbounds begin
d[i-1] = real(x)
d[i] = imag(x)
end
A
end

@inline @generated function setindex!(A::PaddedRFFTArray{T,N}, x, I2::Vararg{Integer,N}) where {T,N}
ip = :(2*I2[1])
t = Expr(:tuple)
for i=2:N
push!(t.args,:(I2[$i]))
end
quote
d = data(A)
i = $ip
I = $t
@boundscheck checkbounds(d,i,I...)
@inbounds begin
d[i-1,I...] = real(x)
d[i,I...] = imag(x)
end
A
end
end

PaddedRFFTArray(rr::Array{T,N},nx::Int) where {T<:fftwReal,N} = PaddedRFFTArray{T,N}(rr,nx)

function PaddedRFFTArray{T}(ndims::Vararg{Integer,N}) where {T,N}
fsize = (ndims[1]÷2 + 1)*2
a = zeros(T,(fsize, ndims[2:end]...))
PaddedRFFTArray{T,N}(a, ndims[1])
end

PaddedRFFTArray{T}(ndims::NTuple{N,Integer}) where {T,N} =
PaddedRFFTArray{T}(ndims...)

PaddedRFFTArray(ndims::Vararg{Integer,N}) where N =
PaddedRFFTArray{Float64}(ndims...)

PaddedRFFTArray(ndims::NTuple{N,Integer}) where N =
PaddedRFFTArray{Float64}(ndims...)

function PaddedRFFTArray{T}(a::AbstractArray{<:Real,N}) where {T<:fftwReal,N}
t = PaddedRFFTArray{T}(size(a))
@inbounds copyto!(t.r, a)
return t
end

PaddedRFFTArray(a::AbstractArray{<:Real}) = PaddedRFFTArray{Float64}(a)

function PaddedRFFTArray(stream, dims)
field = PaddedRFFTArray(dims)
return read!(stream,field)
end

function PaddedRFFTArray{T}(stream, dims) where T
field = PaddedRFFTArray{T}(dims)
return read!(stream,field)
end

function read!(file::AbstractString, field::PaddedRFFTArray)
open(file) do io
return read!(io,field)
end
end

# Read a binary file of an unpaded array directly to a PaddedRFFT array, without the need
# of the creation of a intermediary Array. If the data is already padded then the user
# should just use PaddedRFFTArray{T}(read("file",unpaddeddim),nx)
function read!(stream::IO, field::PaddedRFFTArray{T,N,L}) where {T,N,L}
rr = data(field)
dims = size(real(field))
nx = dims[1]
nb = sizeof(T)*nx
npencils = prod(dims)÷nx
npad = iseven(nx) ? 2 : 1
for i=0:(npencils-1)
unsafe_read(stream,Ref(rr,Int((nx+npad)*i+1)),nb)
end
return field
end


###########################################################################################
# Foward plans

function plan_rfft!(X::PaddedRFFTArray{T,N}, region;
flags::Integer=ESTIMATE,
timelimit::Real=NO_TIMELIMIT) where {T<:fftwReal,N}

(1 in region) || throw(ArgumentError("The first dimension must always be transformed"))
if flags&ESTIMATE != 0
p = rFFTWPlan{T,FORWARD,true,N}(real(X), complex_view(X), region, flags, timelimit)
else
x = similar(X)
p = rFFTWPlan{T,FORWARD,true,N}(real(x), complex_view(x), region, flags, timelimit)
end
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I guess you are trying to avoid overwriting X during planning, but I don't think it's a good idea:

  • plan_fft is documented to overwrite the input during non-ESTIMATE planning, so we should be consistent.

  • Creating the plan for x = similar(X) could result in the plan not being applicable to X in the unlikely event that the X array is not 16-byte aligned.

return p
end

plan_rfft!(f::PaddedRFFTArray;kws...) = plan_rfft!(f, 1:ndims(f); kws...)

*(p::rFFTWPlan{T,FORWARD,true,N},f::PaddedRFFTArray{T,N}) where {T<:fftwReal,N} =
(mul!(complex_view(f), p, real(f)); f)

rfft!(f::PaddedRFFTArray, region=1:ndims(f)) = plan_rfft!(f, region) * f

function \(p::rFFTWPlan{T,FORWARD,true,N},f::PaddedRFFTArray{T,N}) where {T<:fftwReal,N}
isdefined(p,:pinv) || (p.pinv = plan_irfft!(f,p.region))
return p.pinv * f
end


##########################################################################################
# Inverse plans

function plan_brfft!(X::PaddedRFFTArray{T,N}, region;
flags::Integer=ESTIMATE,
timelimit::Real=NO_TIMELIMIT) where {T<:fftwReal,N}
(1 in region) || throw(ArgumentError("The first dimension must always be transformed"))
if flags&ESTIMATE != 0
return rFFTWPlan{Complex{T},BACKWARD,true,N}(complex_view(X), real(X), region, flags,timelimit)
else
a = similar(X)
return rFFTWPlan{Complex{T},BACKWARD,true,N}(complex_view(a), real(a), region, flags,timelimit)
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What's going on here? IIRC, PRESERVE_INPUT only affects out-of-place plans.

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@favba favba Jul 19, 2018

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Oh my... That is reminiscent from early stage development, when I didn't notice that inplace r2c and c2r were already exposed on Julia. I tried hacking out-of-place plans to work inplace, thus this PRESERVE_INPUT flag.
I'll change this.

end
end

plan_brfft!(f::PaddedRFFTArray;kws...) = plan_brfft!(f,1:ndims(f);kws...)

*(p::rFFTWPlan{Complex{T},BACKWARD,true,N},f::PaddedRFFTArray{T,N}) where {T<:fftwReal,N} =
(mul!(real(f), p, complex_view(f)); real(f))

brfft!(f::PaddedRFFTArray, region=1:ndims(f)) = plan_brfft!(f, region) * f

function plan_irfft!(x::PaddedRFFTArray{T,N}, region; kws...) where {T,N}
ScaledPlan(plan_brfft!(x, region; kws...),normalization(T, size(real(x)), region))
end

plan_irfft!(f::PaddedRFFTArray;kws...) = plan_irfft!(f,1:ndims(f);kws...)

*(p::ScaledPlan,f::PaddedRFFTArray) = begin
p.p * f
rmul!(data(f), p.scale)
real(f)
end

irfft!(f::PaddedRFFTArray, region=1:ndims(f)) = plan_irfft!(f,region) * f
2 changes: 2 additions & 0 deletions test/runtests.jl
Original file line number Diff line number Diff line change
Expand Up @@ -512,3 +512,5 @@ let A = rand(Float32, 35), Ac = rand(Complex{Float32}, 35)
@test_throws ArgumentError plan_rfft(Array{Float32}(undef, 32)) * view(A, 2:33)
@test_throws ArgumentError plan_fft(Array{Complex{Float32}}(undef, 32)) * view(Ac, 2:33)
end

include("test_rfft!.jl")
66 changes: 66 additions & 0 deletions test/test_rfft!.jl
Original file line number Diff line number Diff line change
@@ -0,0 +1,66 @@
let a = rand(Float64,(8,4,4)), b = PaddedRFFTArray(a), c = copy(b)

@testset "PaddedRFFTArray creation" begin
@test a == real(b)
@test c == b
@test c.r == b.r
@test typeof(similar(b)) === typeof(b)
@test size(similar(b,Float32)) === size(b)
@test size(similar(b,Float32).r) === size(b.r)
@test size(similar(b,(4,4,4)).r) === (4,4,4)
@test size(similar(b,Float32,(4,4,4)).r) === (4,4,4)
end

@testset "rfft! and irfft!" begin
@test rfft(a) ≈ rfft!(b)
@test a ≈ irfft!(b)
@test rfft(a,1:2) ≈ rfft!(b,1:2)
@test a ≈ irfft!(b,1:2)
@test rfft(a,(1,3)) ≈ rfft!(b,(1,3))
@test a ≈ irfft!(b,(1,3))

p = plan_rfft!(c)
@test p*c ≈ rfft!(b)
@test p\c ≈ irfft!(b)

a = rand(Float64,(9,4,4))
b = PaddedRFFTArray(a)
@test a == real(b)
@test rfft(a) ≈ rfft!(b)
@test a ≈ irfft!(b)
@test rfft(a,1:2) ≈ rfft!(b,1:2)
@test a ≈ irfft!(b,1:2)
@test rfft(a,(1,3)) ≈ rfft!(b,(1,3))
@test a ≈ irfft!(b,(1,3))
end

@testset "Read binary file to PaddedRFFTArray" begin
for s in ((8,4,4),(9,4,4),(8,),(9,))
aa = rand(Float64,s)
f = IOBuffer()
write(f,aa)
@test aa == real(PaddedRFFTArray(seekstart(f),s))
aa = rand(Float32,s)
f = IOBuffer()
write(f,aa)
@test aa == real(PaddedRFFTArray{Float32}(seekstart(f),s))
end
end

@testset "brfft!" begin
a = rand(Float64,(4,4))
b = PaddedRFFTArray(a)
rfft!(b)
@test (brfft!(b) ./ 16) ≈ a
end

@testset "FFTW MEASURE flag" begin
c = similar(b)
p = plan_rfft!(c,flags=FFTW.MEASURE)
p.pinv = plan_irfft!(c,flags=FFTW.MEASURE)
c .= b
@test c == b
@test p*c ≈ rfft!(b)
@test p\c ≈ irfft!(b)
end
end #let block